Merge pull request #46 from pkel/mdp-gen

PR title: MDP Generation
Preprint title: Generic Selfish Mining MDP for DAG Protocols
Preprint: https://arxiv.org/abs/2309.11924

mdp/.gitignore

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+*.pdf
+*.pkl
+*.pkl.gz
+*.tex
+explored-models
+explored-models.bak

mdp/Makefile

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+now=$(shell date -Im)
+
+# transition limit
+T=1000000
+
+all: measure-validation.pkl measure-ours.pkl
+
+backup_%:
+	mkdir -p backup/${now}
+	if [ -e $* ] ; then mv $* backup/${now}/ ; fi
+
+backup: backup_explored-models
+backup: backup_measure-validation.pkl
+backup: backup_measure-ours.pkl
+
+clear:
+	rm -rf explored-models
+	rm -f measure-validation.pkl
+	rm -f measure-ours.pkl
+
+explored-models:
+	mkdir $@
+	python explore-models.py -t $(T)
+
+measure-validation.pkl: explored-models
+	python measure-validation.py
+
+measure-ours.pkl: explored-models
+	python measure-ours.py

mdp/aft20barzur.py

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+# Implementation of Selfish Mining model(s) as described by Bar-Zur et al. at
+# AFT '20.
+
+# Roi Bar-Zur, Ittay Eyal, and Aviv Tamar. 2020. Efficient MDP Analysis for
+# Selfish-Mining in Blockchains. In 2nd ACM Conference on Advances in Financial
+# Technologies (AFT ’20), October 21–23, 2020, New York, NY, USA. ACM, New
+# York, NY, USA, 19 pages. https://doi.org/10.1145/3419614.3423264
+
+# Checked against author's implementation:
+# https://github.com/roibarzur/pto-selfish-mining/blob/89c408638c9c875457d596dcd30fe82114160422/blockchain_mdps/bitcoin_model.py
+
+from dataclasses import dataclass, replace
+from model import Action, Model, Transition
+import mdp
+
+# Bitcoin action space
+ADOPT = 0
+OVERRIDE = 1
+MATCH = 2
+WAIT = 3
+
+# Bitcoin match-action state
+IRRELEVANT = 0
+RELEVANT = 1
+ACTIVE = 2
+
+
+@dataclass(frozen=True, order=True)
+class BState:  # Bitcoin State
+    a: int  # length of the miner's secret chain
+    h: int  # number of blocks in the public chain since last fork
+    fork: int  # one of the above IRRELEVANT RELEVANT ACTIVE
+
+    def __post_init__(self):
+        assert self.a >= 0
+        assert self.h >= 0
+
+
+class BitcoinSM(Model):
+    def __init__(self, *args, alpha: float, gamma: float, maximum_fork_length: int):
+        if alpha < 0 or alpha >= 0.5:
+            raise ValueError("alpha must be between 0 and 1")
+        if gamma < 0 or gamma > 1:
+            raise ValueError("gamma must be between 0 and 1")
+        if maximum_fork_length <= 0:
+            raise ValueError("maximum_fork_length must be greater 0")
+
+        self.alpha = alpha
+        self.gamma = gamma
+        self.mfl = maximum_fork_length
+
+    def __repr__(self):
+        return (
+            f"aft20barzur.BitcoinSM("
+            f"alpha={self.alpha}, "
+            f"gamma={self.gamma}, "
+            f"maximum_fork_length={self.mfl})"
+        )
+
+    def start(self) -> list[tuple[BState, float]]:
+        s = BState(a=0, h=0, fork=IRRELEVANT)
+        return [(s, 1)]
+
+    def actions(self, s: BState) -> list[Action]:
+        actions = []
+        # truncation: allow mining only up to a certain point
+        if self.mfl < 1 or (s.a < self.mfl and s.h < self.mfl):
+            actions.append(WAIT)
+        # override/match when it makes sense
+        if s.a > s.h:
+            actions.append(OVERRIDE)
+        if s.a >= s.h and s.fork == RELEVANT:
+            # NOTE, the paper once says a >= h (p.8 right) and once says a == h
+            # (p.8 left). I think MATCH can be a good choice even if a > h for
+            # high gamma. Thus I do a >= h here.
+            # In the author implementation they do a >= h as well.
+            actions.append(MATCH)
+        # giving up is always possible
+        actions.append(ADOPT)
+        return actions
+
+    def apply_wait(self, s: BState) -> list[Transition]:
+        t = []
+        if s.fork != ACTIVE:
+            # attacker mines block
+            snew = BState(a=s.a + 1, h=s.h, fork=IRRELEVANT)
+            t.append(
+                Transition(
+                    state=snew,
+                    probability=self.alpha,
+                    reward=0.0,
+                    progress=0,
+                )
+            )
+            assert snew.a <= self.mfl
+
+            # defender mines block
+            snew = BState(a=s.a, h=s.h + 1, fork=RELEVANT)
+            t.append(
+                Transition(
+                    state=snew,
+                    probability=1.0 - self.alpha,
+                    reward=0.0,
+                    progress=0,
+                )
+            )
+            assert snew.h <= self.mfl
+        else:
+            # attacker mines block
+            snew = BState(a=s.a + 1, h=s.h, fork=ACTIVE)
+            t.append(
+                Transition(
+                    state=snew,
+                    probability=self.alpha,
+                    reward=0.0,
+                    progress=0,
+                )
+            )
+            assert snew.a <= self.mfl
+
+            # defender mines on top of attacker's chain
+            # NOTE The paper assigns probability alpha * gamma on p.8
+            # right which must be a typo.
+            # The author implementation does it like here.
+            snew = BState(a=s.a - s.h, h=1, fork=RELEVANT)
+            t.append(
+                Transition(
+                    state=snew,
+                    probability=(1 - self.alpha) * self.gamma,
+                    reward=s.h,
+                    progress=s.h,
+                )
+            )
+
+            # defender mines on top of public chain
+            # NOTE The paper assigns probability alpha * (1 - gamma) on p.8
+            # right which must be a typo.
+            # The author implementation does it like here.
+            snew = BState(a=s.a, h=s.h + 1, fork=RELEVANT)
+            t.append(
+                Transition(
+                    state=snew,
+                    probability=(1 - self.alpha) * (1 - self.gamma),
+                    reward=0,
+                    progress=0,
+                )
+            )
+            assert snew.h <= self.mfl
+
+        return t
+
+    def apply_adopt(self, s: BState) -> list[Transition]:
+        snew = BState(a=0, h=0, fork=IRRELEVANT)
+        t = Transition(state=snew, probability=1.0, reward=0, progress=s.h)
+        return [t]
+
+    def apply_override(self, s: BState) -> list[Transition]:
+        assert s.a > s.h
+        snew = BState(a=s.a - s.h - 1, h=0, fork=IRRELEVANT)
+        t = Transition(
+            state=snew,
+            probability=1,
+            reward=s.h + 1,
+            progress=s.h + 1,
+        )
+        return [t]
+
+    def apply_match(self, s: BState) -> list[Transition]:
+        assert s.fork == RELEVANT
+        assert s.a >= s.h
+        snew = BState(a=s.a, h=s.h, fork=ACTIVE)
+        t = Transition(state=snew, probability=1, reward=0, progress=0)
+        return [t]
+
+    def apply(self, a: Action, s: BState) -> list[Transition]:
+        # handle action
+        if a == ADOPT:
+            return self.apply_adopt(s)
+        if a == OVERRIDE:
+            return self.apply_override(s)
+        if a == MATCH:
+            return self.apply_match(s)
+        if a == WAIT:
+            return self.apply_wait(s)
+        assert False, "invalid action"
+
+
+def ptmdp(old: mdp.MDP, *args, horizon: int):
+    """
+    Transform given MDP into a probabilistically terminating MDP.
+
+    We add one terminal state (at the end / with the highest id).
+    """
+    assert horizon > 0
+
+    # terminal state is new last state
+    terminal = old.n_states
+    n_states = old.n_states + 1
+
+    # setup new tab, all empty
+    tab = [dict() for _ in range(n_states)]
+    n_transitions = 0
+
+    # iterate old transitions, split progress > 0 transition in two
+    for src, actions in enumerate(old.tab):
+        for act, transitions in actions.items():
+            new_transitions = list()
+            for t in transitions:
+                if t.progress == 0.0:
+                    new_transitions.append(t)
+                    n_transitions += 1
+                else:
+                    Dt = t.progress
+                    H = horizon
+                    term_prob = 1.0 - ((1.0 - (1.0 / H)) ** Dt)
+                    new_transitions.append(
+                        mdp.Transition(
+                            destination=terminal,
+                            probability=term_prob * t.probability,
+                            reward=t.reward,
+                            progress=t.progress,
+                            effect=t.effect,
+                        )
+                    )
+                    new_transitions.append(
+                        mdp.Transition(
+                            destination=t.destination,
+                            probability=(1 - term_prob) * t.probability,
+                            reward=t.reward,
+                            progress=t.progress,
+                            effect=t.effect,
+                        )
+                    )
+                    n_transitions += 2
+
+            tab[src][act] = new_transitions
+
+    # construct check and return updated MDP
+    new = mdp.MDP(
+        n_states=n_states,
+        n_transitions=n_transitions,
+        tab=tab,
+        n_actions=old.n_actions,
+        start=old.start,
+    )
+    new.check()
+    return new
+
+
+mappable_params = dict(alpha=0.125, gamma=0.25)
+
+
+def map_params(m: mdp.MDP, *args, alpha: float, gamma: float):
+    assert alpha >= 0 and alpha <= 1
+    assert gamma >= 0 and gamma <= 1
+
+    a = mappable_params["alpha"]
+    g = mappable_params["gamma"]
+    mapping = dict()
+    mapping[1] = 1
+    mapping[a] = alpha
+    mapping[1 - a] = 1 - alpha
+    mapping[(1 - a) * g] = (1 - alpha) * gamma
+    mapping[(1 - a) * (1 - g)] = (1 - alpha) * (1 - gamma)
+
+    assert len(set(mapping.keys())) == 5, "mappable_params are not mappable"
+
+    # map probabilities
+    tab = []
+    for actions in m.tab:
+        new_actions = dict()
+        for act, transitions in actions.items():
+            new_transitions = []
+            for t in transitions:
+                new_t = replace(t, probability=mapping[t.probability])
+                new_transitions.append(new_t)
+            new_actions[act] = new_transitions
+        tab.append(new_actions)
+
+    start = dict()
+    for state, prob in m.start.items():
+        start[state] = mapping[prob]
+
+    new = replace(m, start=start, tab=tab)
+
+    assert new.check()
+    return new

mdp/aft20barzur_test.py

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+import aft20barzur
+from compiler import Compiler
+import pprint
+import psutil
+
+pp = pprint.PrettyPrinter(indent=2)
+
+
+def peek(c):
+    x = c.queue.get()
+    c.queue.put(x)
+    return x
+
+
+def compile(*args, verbose=False, **kwargs):
+    model = aft20barzur.BitcoinSM(*args, **kwargs)
+    c = Compiler(model)
+    while c.explore(steps=10000):
+        if verbose:
+            process = psutil.Process()
+            info = dict(
+                n_states_explored=len(c.explored),
+                n_states_queued=c.queue.qsize(),
+                n_states_seen=len(c.state_map),
+                n_actions=len(c.action_map),
+                n_transitions=c._mdp.n_transitions,
+                ram_usage_gb=process.memory_info().rss / 1024**3,
+            )
+            info["queuing_factor"] = info["n_states_queued"] / info["n_states_explored"]
+            pp.pprint(info)
+    mdp = c.mdp()
+    print(
+        f"mfl {kwargs['maximum_fork_length']}: {mdp.n_states} states "
+        f"and {mdp.n_transitions} transitions"
+    )
+    return mdp
+
+
+if __name__ == "__main__":
+    mdp = compile(alpha=0.25, gamma=0.5, maximum_fork_length=95, verbose=True)
+    for i in range(10, 20):
+        compile(alpha=0.25, gamma=0.5, maximum_fork_length=i)
+
+    ptmdp = aft20barzur.ptmdp(mdp, horizon=1000)