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AlvLouWeh2017: Implement features 12-19

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master
Alinson S. Xavier 4 years ago
parent 6a01c98c07
commit 0480461a7f
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GPG Key ID: DCA0DAD4D2F58624
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 features[:, curr] = v
curr += 1 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"): with np.errstate(divide="ignore", invalid="ignore"):
# Feature 1 # Feature 1
push(np.sign(c)) push(np.sign(c))
@ -363,10 +367,10 @@ class FeaturesExtractor:
push(np.abs(c) / c_neg_sum) push(np.abs(c) / c_neg_sum)
if A is not None: if A is not None:
assert A.shape[1] == nvars # Compute A_ji / |b_j|
assert A.shape[0] == len(b)
M1 = A.T.multiply(1.0 / np.abs(b)).T.tocsr() 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, :] M1_pos = M1[b > 0, :]
if M1_pos.shape[0] > 0: if M1_pos.shape[0] > 0:
M1_pos_max = M1_pos.max(axis=0).todense() M1_pos_max = M1_pos.max(axis=0).todense()
@ -374,6 +378,8 @@ class FeaturesExtractor:
else: else:
M1_pos_max = np.zeros(nvars) M1_pos_max = np.zeros(nvars)
M1_pos_min = np.zeros(nvars) M1_pos_min = np.zeros(nvars)
# Select rows with negative b_j and compute max/min
M1_neg = M1[b < 0, :] M1_neg = M1[b < 0, :]
if M1_neg.shape[0] > 0: if M1_neg.shape[0] > 0:
M1_neg_max = M1_neg.max(axis=0).todense() M1_neg_max = M1_neg.max(axis=0).todense()
@ -383,14 +389,34 @@ class FeaturesExtractor:
M1_neg_min = np.zeros(nvars) M1_neg_min = np.zeros(nvars)
# Features 4-11 # Features 4-11
push(np.sign(M1_pos_min)) push_sign_abs(M1_pos_min)
push(np.sign(M1_pos_max)) push_sign_abs(M1_pos_max)
push(np.abs(M1_pos_min)) push_sign_abs(M1_neg_min)
push(np.abs(M1_pos_max)) push_sign_abs(M1_neg_max)
push(np.sign(M1_neg_min))
push(np.sign(M1_neg_max)) if A is not None:
push(np.abs(M1_neg_min)) # Compute |c_i| / A_ij
push(np.abs(M1_neg_max)) 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 # Feature 37
if values is not None: if values is not None:

101
tests/features/test_extractor.py
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@ -2,13 +2,13 @@
# Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details. # Released under the modified BSD license. See COPYING.md for more details.
import cProfile
import os import os
import sys import sys
import time
from typing import Any from typing import Any
import numpy as np
import gurobipy as gp import gurobipy as gp
import numpy as np
from scipy.sparse import coo_matrix from scipy.sparse import coo_matrix
from miplearn.features.extractor import FeaturesExtractor from miplearn.features.extractor import FeaturesExtractor
@ -17,7 +17,6 @@ from miplearn.instance.base import Instance
from miplearn.solvers.gurobi import GurobiSolver from miplearn.solvers.gurobi import GurobiSolver
from miplearn.solvers.internal import Variables, Constraints from miplearn.solvers.internal import Variables, Constraints
from miplearn.solvers.tests import assert_equals from miplearn.solvers.tests import assert_equals
import cProfile
inf = float("inf") inf = float("inf")
@ -79,6 +78,14 @@ def test_knapsack() -> None:
0.0, 0.0,
0.0, 0.0,
0.0, 0.0,
1.0,
21.956522,
1.0,
21.956522,
0.0,
0.0,
0.0,
0.0,
], ],
[ [
26.0, 26.0,
@ -94,6 +101,14 @@ def test_knapsack() -> None:
0.0, 0.0,
0.0, 0.0,
0.0, 0.0,
1.0,
13.538462,
1.0,
13.538462,
0.0,
0.0,
0.0,
0.0,
], ],
[ [
20.0, 20.0,
@ -109,6 +124,14 @@ def test_knapsack() -> None:
0.0, 0.0,
0.0, 0.0,
0.0, 0.0,
1.0,
22.9,
1.0,
22.9,
0.0,
0.0,
0.0,
0.0,
], ],
[ [
18.0, 18.0,
@ -124,8 +147,38 @@ def test_knapsack() -> None:
0.0, 0.0,
0.0, 0.0,
0.0, 0.0,
1.0,
12.222222,
1.0,
12.222222,
0.0,
0.0,
0.0,
0.0,
],
[
0.0,
0.0,
0.0,
0.0,
0.0,
0.0,
0.0,
0.0,
0.0,
0.0,
0.0,
0.0,
0.0,
0.0,
0.0,
0.0,
0.0,
0.0,
0.0,
0.0,
0.0,
], ],
[0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0],
] ]
), ),
) )
@ -221,6 +274,14 @@ def test_knapsack() -> None:
0.0, 0.0,
0.0, 0.0,
0.0, 0.0,
1.0,
21.956522,
1.0,
21.956522,
0.0,
0.0,
0.0,
0.0,
0.0, 0.0,
1.0, 1.0,
1.0, 1.0,
@ -249,6 +310,14 @@ def test_knapsack() -> None:
0.0, 0.0,
0.0, 0.0,
0.0, 0.0,
1.0,
13.538462,
1.0,
13.538462,
0.0,
0.0,
0.0,
0.0,
0.076923, 0.076923,
1.0, 1.0,
1.0, 1.0,
@ -277,6 +346,14 @@ def test_knapsack() -> None:
0.0, 0.0,
0.0, 0.0,
0.0, 0.0,
1.0,
22.9,
1.0,
22.9,
0.0,
0.0,
0.0,
0.0,
0.0, 0.0,
1.0, 1.0,
1.0, 1.0,
@ -305,6 +382,14 @@ def test_knapsack() -> None:
0.0, 0.0,
0.0, 0.0,
0.0, 0.0,
1.0,
12.222222,
1.0,
12.222222,
0.0,
0.0,
0.0,
0.0,
0.0, 0.0,
1.0, 1.0,
-1.0, -1.0,
@ -334,6 +419,14 @@ def test_knapsack() -> None:
0.0, 0.0,
0.0, 0.0,
0.0, 0.0,
0.0,
0.0,
0.0,
0.0,
0.0,
0.0,
0.0,
0.0,
1.0, 1.0,
-1.0, -1.0,
5.265874, 5.265874,

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