Implement Hdf5Sample

miplearn/features/sample.py

@@ -5,6 +5,10 @@
 from abc import ABC, abstractmethod
 from typing import Dict, Optional, Any
 
+import h5py
+import numpy as np
+from overrides import overrides
+
 
 class Sample(ABC):
     """Abstract dictionary-like class that stores training data."""
@@ -15,8 +19,29 @@ class Sample(ABC):
 
     @abstractmethod
     def put(self, key: str, value: Any) -> None:
+        """
+        Add a new key/value pair to the sample. If the key already exists,
+        the previous value is silently replaced.
+
+        Only the following data types are supported:
+        - str, bool, int, float
+        - List[str], List[bool], List[int], List[float]
+        """
         pass
 
+    def _assert_supported(self, value: Any) -> None:
+        def _is_primitive(v: Any) -> bool:
+            if isinstance(v, (str, bool, int, float)):
+                return True
+            return False
+
+        if _is_primitive(value):
+            return
+        if isinstance(value, list):
+            if _is_primitive(value[0]):
+                return
+        assert False, f"Value has unsupported type: {value}"
+
 
 class MemorySample(Sample):
     """Dictionary-like class that stores training data in-memory."""
@@ -29,11 +54,47 @@ class MemorySample(Sample):
             data = {}
         self._data: Dict[str, Any] = data
 
+    @overrides
     def get(self, key: str) -> Optional[Any]:
         if key in self._data:
             return self._data[key]
         else:
             return None
 
+    @overrides
     def put(self, key: str, value: Any) -> None:
+        # self._assert_supported(value)
         self._data[key] = value
+
+
+class Hdf5Sample(Sample):
+    """
+    Dictionary-like class that stores training data in an HDF5 file.
+
+    Unlike MemorySample, this class only loads to memory the parts of the data set that
+    are actually accessed, and therefore it is more scalable.
+    """
+
+    def __init__(self, filename: str) -> None:
+        self.file = h5py.File(filename, "r+")
+
+    @overrides
+    def get(self, key: str) -> Optional[Any]:
+        ds = self.file[key]
+        if h5py.check_string_dtype(ds.dtype):
+            if ds.shape == ():
+                return ds.asstr()[()]
+            else:
+                return ds.asstr()[:].tolist()
+        else:
+            if ds.shape == ():
+                return ds[()].tolist()
+            else:
+                return ds[:].tolist()
+
+    @overrides
+    def put(self, key: str, value: Any) -> None:
+        self._assert_supported(value)
+        if key in self.file:
+            del self.file[key]
+        self.file.create_dataset(key, data=value)

tests/features/test_sample.py

@@ -1,31 +1,44 @@
 #  MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
 #  Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved.
 #  Released under the modified BSD license. See COPYING.md for more details.
+from tempfile import NamedTemporaryFile
+from typing import Any
 
-from miplearn.features.sample import MemorySample, Sample
+from miplearn.features.sample import MemorySample, Sample, Hdf5Sample
 
 
 def _test_sample(sample: Sample) -> None:
-    # Strings
+    _assert_roundtrip(sample, "A")
-    sample.put("str", "hello")
+    _assert_roundtrip(sample, True)
-    assert sample.get("str") == "hello"
+    _assert_roundtrip(sample, 1)
+    _assert_roundtrip(sample, 1.0)
+    _assert_roundtrip(sample, ["A", "BB", "CCC", "こんにちは"])
+    _assert_roundtrip(sample, [True, True, False])
+    _assert_roundtrip(sample, [1, 2, 3])
+    _assert_roundtrip(sample, [1.0, 2.0, 3.0])
 
-    # Numbers
-    sample.put("int", 1)
-    sample.put("float", 5.0)
-    assert sample.get("int") == 1
-    assert sample.get("float") == 5.0
 
-    # List of strings
+def _assert_roundtrip(sample: Sample, expected: Any) -> None:
-    sample.put("strlist", ["hello", "world"])
+    sample.put("key", expected)
-    assert sample.get("strlist") == ["hello", "world"]
+    actual = sample.get("key")
-
+    assert actual == expected
-    # List of numbers
+    assert actual is not None
-    sample.put("intlist", [1, 2, 3])
+    if isinstance(actual, list):
-    sample.put("floatlist", [4.0, 5.0, 6.0])
+        assert isinstance(actual[0], expected[0].__class__), (
-    assert sample.get("intlist") == [1, 2, 3]
+            f"Expected class {expected[0].__class__}, "
-    assert sample.get("floatlist") == [4.0, 5.0, 6.0]
+            f"found {actual[0].__class__} instead"
+        )
+    else:
+        assert isinstance(actual, expected.__class__), (
+            f"Expected class {expected.__class__}, "
+            f"found class {actual.__class__} instead"
+        )
 
 
 def test_memory_sample() -> None:
     _test_sample(MemorySample())
+
+
+def test_hdf5_sample() -> None:
+    file = NamedTemporaryFile()
+    _test_sample(Hdf5Sample(file.name))