diff --git a/src/Cuts/tableau/gmi_dual.jl b/src/Cuts/tableau/gmi_dual.jl index f20ab78..96406b7 100644 --- a/src/Cuts/tableau/gmi_dual.jl +++ b/src/Cuts/tableau/gmi_dual.jl @@ -5,6 +5,8 @@ using Printf using JuMP using HiGHS +using Random +using DataStructures global ExpertDualGmiComponent = PyNULL() global KnnDualGmiComponent = PyNULL() @@ -14,6 +16,7 @@ Base.@kwdef mutable struct _KnnDualGmiData extractor = nothing train_h5 = nothing model = nothing + strategy = nothing end function collect_gmi_dual( @@ -250,7 +253,7 @@ function collect_gmi_dual( ) end -function ExpertDualGmiComponent_before_mip(test_h5, model, stats) +function ExpertDualGmiComponent_before_mip(test_h5, model, _) # Read cuts and optimal solution h5 = H5File(test_h5) sol_opt_dict = Dict( @@ -374,10 +377,12 @@ function ExpertDualGmiComponent_before_mip(test_h5, model, stats) set_attribute(model, MOI.UserCutCallback(), cut_callback_1) # set_attribute(model, MOI.UserCutCallback(), cut_callback_2) - stats["gmi_time_convert"] = stats_time_convert - stats["gmi_time_tableau"] = stats_time_tableau - stats["gmi_time_gmi"] = stats_time_gmi - return + stats = Dict() + stats["ExpertDualGmi: cuts"] = length(all_cuts.lb) + stats["ExpertDualGmi: time convert"] = stats_time_convert + stats["ExpertDualGmi: time tableau"] = stats_time_tableau + stats["ExpertDualGmi: time gmi"] = stats_time_gmi + return stats end function add_constraint_set_dual_v2(model::JuMP.Model, cs::ConstraintSet) @@ -477,7 +482,6 @@ function _dualgmi_generate(train_h5, model) end end end - @info "Collected $(length(all_cuts.lb)) distinct cuts" return all_cuts end @@ -497,23 +501,53 @@ end function KnnDualGmiComponent_fit(data::_KnnDualGmiData, train_h5) x = hcat([_dualgmi_features(filename, data.extractor) for filename in train_h5]...)' - model = pyimport("sklearn.neighbors").NearestNeighbors(n_neighbors = data.k) + model = pyimport("sklearn.neighbors").NearestNeighbors(n_neighbors = length(train_h5)) model.fit(x) data.model = model data.train_h5 = train_h5 end -function KnnDualGmiComponent_before_mip(data::_KnnDualGmiData, test_h5, model, stats) +function KnnDualGmiComponent_before_mip(data::_KnnDualGmiData, test_h5, model, _) x = _dualgmi_features(test_h5, data.extractor) x = reshape(x, 1, length(x)) - selected = vec(data.model.kneighbors(x, return_distance = false)) .+ 1 - @info "Dual GMI: Nearest neighbors:" - for h5_filename in data.train_h5[selected] - @info " $(h5_filename)" + neigh_dist, neigh_ind = data.model.kneighbors(x, return_distance = true) + neigh_ind = neigh_ind .+ 1 + N = length(neigh_dist) + + if data.strategy == "near" + selected = collect(1:(data.k)) + elseif data.strategy == "far" + selected = collect((N - data.k + 1) : N) + elseif data.strategy == "rand" + selected = shuffle(collect(1:N))[1:(data.k)] + else + error("unknown strategy: $(data.strategy)") end - cuts = _dualgmi_generate(data.train_h5[selected], model) + + @info "Dual GMI: Selected neighbors ($(data.strategy)):" + neigh_dist = neigh_dist[selected] + neigh_ind = neigh_ind[selected] + for i in 1:data.k + h5_filename = data.train_h5[neigh_ind[i]] + dist = neigh_dist[i] + @info " $(h5_filename) dist=$(dist)" + end + + @info "Dual GMI: Generating cuts..." + time_generate = @elapsed begin + cuts = _dualgmi_generate(data.train_h5[neigh_ind], model) + end + @info "Dual GMI: Generated $(length(cuts.lb)) unique cuts in $(time_generate) seconds" + _dualgmi_set_callback(model, cuts) + + stats = Dict() + stats["KnnDualGmi: k"] = data.k + stats["KnnDualGmi: strategy"] = data.strategy + stats["KnnDualGmi: cuts"] = length(cuts.lb) + stats["KnnDualGmi: time generate"] = time_generate + return stats end function __init_gmi_dual__() @@ -526,14 +560,14 @@ function __init_gmi_dual__() copy!(ExpertDualGmiComponent, Class1) @pydef mutable struct Class2 - function __init__(self; extractor, k = 3) - self.data = _KnnDualGmiData(; extractor, k) + function __init__(self; extractor, k = 3, strategy = "near") + self.data = _KnnDualGmiData(; extractor, k, strategy) end function fit(self, train_h5) KnnDualGmiComponent_fit(self.data, train_h5) end function before_mip(self, test_h5, model, stats) - KnnDualGmiComponent_before_mip(self.data, test_h5, model.inner, stats) + return KnnDualGmiComponent_before_mip(self.data, test_h5, model.inner, stats) end end copy!(KnnDualGmiComponent, Class2)