MIPLearn v0.3

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2023-06-08 11:25:39 -05:00
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020-2022, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details.
import logging
from typing import List, Dict, Any
from unittest.mock import Mock
import numpy as np
from sklearn.dummy import DummyClassifier
from miplearn.components.primal.actions import SetWarmStart
from miplearn.components.primal.mem import (
MemorizingPrimalComponent,
SelectTopSolutions,
MergeTopSolutions,
)
from miplearn.extractors.abstract import FeaturesExtractor
logger = logging.getLogger(__name__)
def test_mem_component(
multiknapsack_h5: List[str], default_extractor: FeaturesExtractor
) -> None:
# Create mock classifier
clf = Mock(wraps=DummyClassifier())
# Create and fit component
comp = MemorizingPrimalComponent(
clf,
extractor=default_extractor,
constructor=SelectTopSolutions(2),
action=SetWarmStart(),
)
comp.fit(multiknapsack_h5)
# Should call fit method with correct arguments
clf.fit.assert_called()
x, y = clf.fit.call_args.args
assert x.shape == (3, 100)
assert y.tolist() == [0, 1, 2]
# Should store solutions
assert comp.solutions_ is not None
assert comp.solutions_.shape == (3, 100)
assert comp.bin_var_names_ is not None
assert len(comp.bin_var_names_) == 100
# Call before-mip
stats: Dict[str, Any] = {}
model = Mock()
comp.before_mip(multiknapsack_h5[0], model, stats)
# Should call predict_proba with correct args
clf.predict_proba.assert_called()
(x_test,) = clf.predict_proba.call_args.args
assert x_test.shape == (1, 100)
# Should set warm starts
model.set_warm_starts.assert_called()
names, starts, _ = model.set_warm_starts.call_args.args
assert len(names) == 100
assert starts.shape == (2, 100)
assert np.all(starts[0, :] == comp.solutions_[0, :])
assert np.all(starts[1, :] == comp.solutions_[1, :])
def test_merge_top_solutions() -> None:
solutions = np.array(
[
[0, 1, 0, 0],
[0, 1, 0, 1],
[0, 1, 1, 1],
[0, 1, 1, 1],
[1, 1, 1, 1],
]
)
y_proba = np.array([0.25, 0.25, 0.25, 0.25, 0])
starts = MergeTopSolutions(k=4, thresholds=[0.25, 0.75]).construct(
y_proba, solutions
)
assert starts.shape == (1, 4)
assert starts[0, 0] == 0
assert starts[0, 1] == 1
assert np.isnan(starts[0, 2])
assert starts[0, 3] == 1