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AlvLouWeh2017: Implement features 12-19

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This commit is contained in:
Alinson S. Xavier
2021-08-12 20:46:26 -05:00
parent 6a01c98c07
commit 0480461a7f
2 changed files with 134 additions and 15 deletions
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48
miplearn/features/extractor.py
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@@ -352,6 +352,10 @@ class FeaturesExtractor:
features[:, curr] = v
curr += 1
def push_sign_abs(v: np.ndarray) -> None:
push(np.sign(v))
push(np.abs(v))
with np.errstate(divide="ignore", invalid="ignore"):
# Feature 1
push(np.sign(c))
@@ -363,10 +367,10 @@ class FeaturesExtractor:
push(np.abs(c) / c_neg_sum)
if A is not None:
assert A.shape[1] == nvars
assert A.shape[0] == len(b)
# Compute A_ji / |b_j|
M1 = A.T.multiply(1.0 / np.abs(b)).T.tocsr()
# Select rows with positive b_j and compute max/min
M1_pos = M1[b > 0, :]
if M1_pos.shape[0] > 0:
M1_pos_max = M1_pos.max(axis=0).todense()
@@ -374,6 +378,8 @@ class FeaturesExtractor:
else:
M1_pos_max = np.zeros(nvars)
M1_pos_min = np.zeros(nvars)
# Select rows with negative b_j and compute max/min
M1_neg = M1[b < 0, :]
if M1_neg.shape[0] > 0:
M1_neg_max = M1_neg.max(axis=0).todense()
@@ -383,14 +389,34 @@ class FeaturesExtractor:
M1_neg_min = np.zeros(nvars)
# Features 4-11
push(np.sign(M1_pos_min))
push(np.sign(M1_pos_max))
push(np.abs(M1_pos_min))
push(np.abs(M1_pos_max))
push(np.sign(M1_neg_min))
push(np.sign(M1_neg_max))
push(np.abs(M1_neg_min))
push(np.abs(M1_neg_max))
push_sign_abs(M1_pos_min)
push_sign_abs(M1_pos_max)
push_sign_abs(M1_neg_min)
push_sign_abs(M1_neg_max)
if A is not None:
# Compute |c_i| / A_ij
M2 = A.power(-1).multiply(np.abs(c)).tocsc()
# Compute max/min
M2_max = np.ravel(M2.max(axis=0).todense())
M2_min = np.array([M2[:, j].data.min() for j in range(nvars)])
# Make copies of M2 and erase elements based on sign(c)
M2_pos_max = M2_max.copy()
M2_neg_max = M2_max.copy()
M2_pos_min = M2_min.copy()
M2_neg_min = M2_min.copy()
M2_pos_max[c <= 0] = 0
M2_pos_min[c <= 0] = 0
M2_neg_max[c >= 0] = 0
M2_neg_min[c >= 0] = 0
# Features 12-19
push_sign_abs(M2_pos_min)
push_sign_abs(M2_pos_max)
push_sign_abs(M2_neg_min)
push_sign_abs(M2_neg_max)
# Feature 37
if values is not None: