Refactor PrimalSolutionComponent

Makefile

@@ -43,6 +43,6 @@ reformat:
 test:
 	$(MYPY) -p miplearn
 	$(MYPY) -p tests
-	$(PYTEST) $(PYTEST_ARGS) tests/classifiers
+	$(PYTEST) $(PYTEST_ARGS) 
 
 .PHONY: test test-watch docs install

docs/customization.md

@@ -69,13 +69,18 @@ For example, if the ML model predicts that a certain binary variable will assume
 
 MIPLearn currently provides two types of thresholds:
 
-* `MinProbabilityThreshold(p: float)` A threshold which indicates that a prediction is trustworthy if its probability of being correct, as computed by the machine learning model, is above a fixed value `p`.
+* `MinProbabilityThreshold(p: List[float])` A threshold which indicates that a prediction is trustworthy if its probability of being correct, as computed by the machine learning model, is above a fixed value.
-* `MinPrecisionThreshold(p: float)` A dynamic threshold which automatically adjusts itself during training to ensure that the component achieves at least a given precision `p` on the training data set. Note that increasing a component's precision may reduce its recall.
+* `MinPrecisionThreshold(p: List[float])` A dynamic threshold which automatically adjusts itself during training to ensure that the component achieves at least a given precision on the training data set. Note that increasing a component's precision may reduce its recall.
 
-The example below shows how to configure `PrimalSolutionComponent` to achieve at least 95% precision. Other components are configured similarly.
+The example below shows how to build a `PrimalSolutionComponent` which fixes variables to zero with at least 80% precision, and to one with at least 95% precision. Other components are configured similarly.
 
 ```python
-PrimalSolutionComponent(threshold=MinPrecisionThreshold(0.95))
+from miplearn import PrimalSolutionComponent, MinPrecisionThreshold
+
+PrimalSolutionComponent(
+    mode="heuristic",
+    threshold=lambda: MinPrecisionThreshold([0.80, 0.95]),
+)
 ```
 
 ### Evaluating component performance

miplearn/classifiers/__init__.py

@@ -142,8 +142,11 @@ class ScikitLearnClassifier(Classifier):
 
     def fit(self, x_train: np.ndarray, y_train: np.ndarray) -> None:
         super().fit(x_train, y_train)
-        (n_samples, n_classes) = x_train.shape
+        (n_samples, n_classes) = y_train.shape
-        assert n_classes == 2, "scikit-learn classifiers must have exactly two classes"
+        assert n_classes == 2, (
+            f"Scikit-learn classifiers must have exactly two classes. "
+            f"{n_classes} classes were provided instead."
+        )
         self.inner_clf.fit(x_train, y_train[:, 1])
 
     def predict_proba(self, x_test: np.ndarray) -> np.ndarray:

miplearn/classifiers/threshold.py

@@ -3,7 +3,7 @@
 #  Released under the modified BSD license. See COPYING.md for more details.
 
 from abc import abstractmethod, ABC
-from typing import Optional
+from typing import Optional, List
 
 import numpy as np
 from sklearn.metrics._ranking import _binary_clf_curve
@@ -42,10 +42,10 @@ class Threshold(ABC):
         assert y_train.shape[0] == n_samples
 
     @abstractmethod
-    def predict(self, x_test: np.ndarray) -> float:
+    def predict(self, x_test: np.ndarray) -> List[float]:
         """
         Returns the minimum probability for a machine learning prediction to be
-        considered trustworthy.
+        considered trustworthy. There is one value for each label.
         """
         pass
 
@@ -56,13 +56,13 @@ class MinProbabilityThreshold(Threshold):
     correct, as computed by the machine learning models, are above a fixed value.
     """
 
-    def __init__(self, min_probability: float):
+    def __init__(self, min_probability: List[float]):
         self.min_probability = min_probability
 
     def fit(self, clf: Classifier, x_train: np.ndarray, y_train: np.ndarray) -> None:
         pass
 
-    def predict(self, x_test: np.ndarray) -> float:
+    def predict(self, x_test: np.ndarray) -> List[float]:
         return self.min_probability
 
 
@@ -73,21 +73,41 @@ class MinPrecisionThreshold(Threshold):
     set. Note that increasing a component's minimum precision may reduce its recall.
     """
 
-    def __init__(self, min_precision: float) -> None:
+    def __init__(self, min_precision: List[float]) -> None:
         self.min_precision = min_precision
-        self._computed_threshold: Optional[float] = None
+        self._computed_threshold: Optional[List[float]] = None
 
-    def fit(self, clf: Classifier, x_train: np.ndarray, y_train: np.ndarray) -> None:
+    def fit(
+        self,
+        clf: Classifier,
+        x_train: np.ndarray,
+        y_train: np.ndarray,
+    ) -> None:
         super().fit(clf, x_train, y_train)
+        (n_samples, n_classes) = y_train.shape
         proba = clf.predict_proba(x_train)
-        fps, tps, thresholds = _binary_clf_curve(y_train, proba[:, 1])
+        self._computed_threshold = [
-        precision = tps / (tps + fps)
+            self._compute(
-        for k in reversed(range(len(precision))):
+                y_train[:, i],
-            if precision[k] >= self.min_precision:
+                proba[:, i],
-                self._computed_threshold = thresholds[k]
+                self.min_precision[i],
-                return
+            )
-        self._computed_threshold = float("inf")
+            for i in range(n_classes)
+        ]
 
-    def predict(self, x_test: np.ndarray) -> float:
+    def predict(self, x_test: np.ndarray) -> List[float]:
         assert self._computed_threshold is not None
         return self._computed_threshold
+
+    @staticmethod
+    def _compute(
+        y_actual: np.ndarray,
+        y_prob: np.ndarray,
+        min_precision: float,
+    ) -> float:
+        fps, tps, thresholds = _binary_clf_curve(y_actual, y_prob)
+        precision = tps / (tps + fps)
+        for k in reversed(range(len(precision))):
+            if precision[k] >= min_precision:
+                return thresholds[k]
+        return float("inf")

miplearn/components/primal.py

@@ -3,8 +3,7 @@
 #  Released under the modified BSD license. See COPYING.md for more details.
 
 import logging
-from copy import deepcopy
+from typing import Union, Dict, Callable, List, Hashable, Optional
-from typing import Union, Dict, Any
 
 import numpy as np
 from tqdm.auto import tqdm
@@ -14,35 +13,46 @@ from miplearn.classifiers.adaptive import AdaptiveClassifier
 from miplearn.classifiers.threshold import MinPrecisionThreshold, Threshold
 from miplearn.components import classifier_evaluation_dict
 from miplearn.components.component import Component
-from miplearn.extractors import VariableFeaturesExtractor, SolutionExtractor, Extractor
+from miplearn.extractors import InstanceIterator
+from miplearn.instance import Instance
+from miplearn.types import TrainingSample, VarIndex, Solution
 
 logger = logging.getLogger(__name__)
 
 
 class PrimalSolutionComponent(Component):
     """
-    A component that predicts primal solutions.
+    A component that predicts the optimal primal values for the binary decision
+    variables.
+
+    In exact mode, predicted primal solutions are provided to the solver as MIP
+    starts. In heuristic mode, this component fixes the decision variables to their
+    predicted values.
     """
 
     def __init__(
         self,
-        classifier: Classifier = AdaptiveClassifier(),
+        classifier: Callable[[], Classifier] = lambda: AdaptiveClassifier(),
         mode: str = "exact",
-        threshold: Union[float, Threshold] = MinPrecisionThreshold(0.98),
+        threshold: Callable[[], Threshold] = lambda: MinPrecisionThreshold(
+            [0.98, 0.98]
+        ),
     ) -> None:
+        assert mode in ["exact", "heuristic"]
         self.mode = mode
-        self.classifiers: Dict[Any, Classifier] = {}
+        self.classifiers: Dict[Hashable, Classifier] = {}
-        self.thresholds: Dict[Any, Union[float, Threshold]] = {}
+        self.thresholds: Dict[Hashable, Threshold] = {}
-        self.threshold_prototype = threshold
+        self.threshold_factory = threshold
-        self.classifier_prototype = classifier
+        self.classifier_factory = classifier
 
     def before_solve(self, solver, instance, model):
-        logger.info("Predicting primal solution...")
+        if len(self.thresholds) > 0:
-        solution = self.predict(instance)
+            logger.info("Predicting primal solution...")
-        if self.mode == "heuristic":
+            solution = self.predict(instance)
-            solver.internal_solver.fix(solution)
+            if self.mode == "heuristic":
-        else:
+                solver.internal_solver.fix(solution)
-            solver.internal_solver.set_warm_start(solution)
+            else:
+                solver.internal_solver.set_warm_start(solution)
 
     def after_solve(
         self,
@@ -54,79 +64,76 @@ class PrimalSolutionComponent(Component):
     ):
         pass
 
-    def x(self, training_instances):
+    def x(
-        return VariableFeaturesExtractor().extract(training_instances)
+        self,
+        instances: Union[List[str], List[Instance]],
+    ) -> Dict[Hashable, np.ndarray]:
+        return self._build_x_y_dict(instances, self._extract_variable_features)
 
-    def y(self, training_instances):
+    def y(
-        return SolutionExtractor().extract(training_instances)
+        self,
+        instances: Union[List[str], List[Instance]],
+    ) -> Dict[Hashable, np.ndarray]:
+        return self._build_x_y_dict(instances, self._extract_variable_labels)
 
-    def fit(self, training_instances, n_jobs=1):
+    def fit(
-        logger.debug("Extracting features...")
+        self,
-        features = VariableFeaturesExtractor().extract(training_instances)
+        training_instances: Union[List[str], List[Instance]],
-        solutions = SolutionExtractor().extract(training_instances)
+        n_jobs: int = 1,
+    ) -> None:
+        x = self.x(training_instances)
+        y = self.y(training_instances)
+        for category in x.keys():
+            clf = self.classifier_factory()
+            thr = self.threshold_factory()
+            clf.fit(x[category], y[category])
+            thr.fit(clf, x[category], y[category])
+            self.classifiers[category] = clf
+            self.thresholds[category] = thr
 
-        for category in tqdm(
+    def predict(self, instance: Instance) -> Solution:
-            features.keys(),
+        assert len(instance.training_data) > 0
-            desc="Fit (primal)",
+        sample = instance.training_data[-1]
-        ):
+        assert "LP solution" in sample
-            x_train = features[category]
+        lp_solution = sample["LP solution"]
-            for label in [0, 1]:
+        assert lp_solution is not None
-                y_train = solutions[category][:, label].astype(int)
 
-                # If all samples are either positive or negative, make constant
+        # Initialize empty solution
-                # predictions
+        solution: Solution = {}
-                y_avg = np.average(y_train)
+        for (var_name, var_dict) in lp_solution.items():
-                if y_avg < 0.001 or y_avg >= 0.999:
+            solution[var_name] = {}
-                    self.classifiers[category, label] = round(y_avg)
+            for (idx, lp_value) in var_dict.items():
-                    self.thresholds[category, label] = 0.50
+                solution[var_name][idx] = None
-                    continue
 
-                # Create a copy of classifier prototype and train it
+        # Compute y_pred
-                if isinstance(self.classifier_prototype, list):
+        x = self.x([instance])
-                    clf = deepcopy(self.classifier_prototype[label])
+        y_pred = {}
-                else:
+        for category in x.keys():
-                    clf = deepcopy(self.classifier_prototype)
+            assert category in self.classifiers, (
-                clf.fit(x_train, y_train)
+                f"Classifier for category {category} has not been trained. "
+                f"Please call component.fit before component.predict."
+            )
+            proba = self.classifiers[category].predict_proba(x[category])
+            thr = self.thresholds[category].predict(x[category])
+            y_pred[category] = np.vstack(
+                [
+                    proba[:, 0] > thr[0],
+                    proba[:, 1] > thr[1],
+                ]
+            ).T
 
-                # Find threshold (dynamic or static)
+        # Convert y_pred into solution
-                if isinstance(self.threshold_prototype, Threshold):
+        category_offset: Dict[Hashable, int] = {cat: 0 for cat in x.keys()}
-                    self.thresholds[category, label] = self.threshold_prototype.fit(
+        for (var_name, var_dict) in lp_solution.items():
-                        clf,
+            for (idx, lp_value) in var_dict.items():
-                        x_train,
+                category = instance.get_variable_category(var_name, idx)
-                        y_train,
+                offset = category_offset[category]
-                    )
+                category_offset[category] += 1
-                else:
+                if y_pred[category][offset, 0]:
-                    self.thresholds[category, label] = deepcopy(
+                    solution[var_name][idx] = 0.0
-                        self.threshold_prototype
+                if y_pred[category][offset, 1]:
-                    )
+                    solution[var_name][idx] = 1.0
 
-                self.classifiers[category, label] = clf
-
-    def predict(self, instance):
-        solution = {}
-        x_test = VariableFeaturesExtractor().extract([instance])
-        var_split = Extractor.split_variables(instance)
-        for category in var_split.keys():
-            n = len(var_split[category])
-            for (i, (var, index)) in enumerate(var_split[category]):
-                if var not in solution.keys():
-                    solution[var] = {}
-                solution[var][index] = None
-            for label in [0, 1]:
-                if (category, label) not in self.classifiers.keys():
-                    continue
-                clf = self.classifiers[category, label]
-                if isinstance(clf, float) or isinstance(clf, int):
-                    ws = np.array([[1 - clf, clf] for _ in range(n)])
-                else:
-                    ws = clf.predict_proba(x_test[category])
-                assert ws.shape == (n, 2), "ws.shape should be (%d, 2) not %s" % (
-                    n,
-                    ws.shape,
-                )
-                for (i, (var, index)) in enumerate(var_split[category]):
-                    if ws[i, 1] >= self.thresholds[category, label]:
-                        solution[var][index] = label
         return solution
 
     def evaluate(self, instances):
@@ -175,3 +182,82 @@ class PrimalSolutionComponent(Component):
                 tp_one, tn_one, fp_one, fn_one
             )
         return ev
+
+    @staticmethod
+    def _build_x_y_dict(
+        instances: Union[List[str], List[Instance]],
+        extract: Callable[
+            [
+                Instance,
+                TrainingSample,
+                str,
+                VarIndex,
+                Optional[float],
+            ],
+            Union[List[bool], List[float]],
+        ],
+    ) -> Dict[Hashable, np.ndarray]:
+        result: Dict[Hashable, List] = {}
+        for instance in InstanceIterator(instances):
+            assert isinstance(instance, Instance)
+            for sample in instance.training_data:
+                # Skip training samples without solution
+                if "LP solution" not in sample:
+                    continue
+                if sample["LP solution"] is None:
+                    continue
+
+                # Iterate over all variables
+                for (var, var_dict) in sample["LP solution"].items():
+                    for (idx, lp_value) in var_dict.items():
+                        category = instance.get_variable_category(var, idx)
+                        if category is None:
+                            continue
+                        if category not in result:
+                            result[category] = []
+                        result[category] += [
+                            extract(
+                                instance,
+                                sample,
+                                var,
+                                idx,
+                                lp_value,
+                            )
+                        ]
+
+        # Convert result to numpy arrays and return
+        return {c: np.array(ft) for (c, ft) in result.items()}
+
+    @staticmethod
+    def _extract_variable_features(
+        instance: Instance,
+        sample: TrainingSample,
+        var: str,
+        idx: VarIndex,
+        lp_value: Optional[float],
+    ) -> Union[List[bool], List[float]]:
+        features = instance.get_variable_features(var, idx)
+        if lp_value is None:
+            return features
+        else:
+            return features + [lp_value]
+
+    @staticmethod
+    def _extract_variable_labels(
+        instance: Instance,
+        sample: TrainingSample,
+        var: str,
+        idx: VarIndex,
+        lp_value: Optional[float],
+    ) -> Union[List[bool], List[float]]:
+        assert "Solution" in sample
+        solution = sample["Solution"]
+        assert solution is not None
+        opt_value = solution[var][idx]
+        assert opt_value is not None
+        assert 0.0 <= opt_value <= 1.0, (
+            f"Variable {var} has non-binary value {opt_value} in the optimal solution. "
+            f"Predicting values of non-binary variables is not currently supported. "
+            f"Please set its category to None."
+        )
+        return [opt_value < 0.5, opt_value > 0.5]

miplearn/extractors.py

@@ -6,22 +6,28 @@ import gzip
 import logging
 import pickle
 from abc import ABC, abstractmethod
+from typing import List, Union, cast, IO
 
 import numpy as np
 from tqdm.auto import tqdm
 
+from miplearn.instance import Instance
+
 logger = logging.getLogger(__name__)
 
 
 class InstanceIterator:
-    def __init__(self, instances):
+    def __init__(
+        self,
+        instances: Union[List[str], List[Instance]],
+    ) -> None:
         self.instances = instances
         self.current = 0
 
     def __iter__(self):
         return self
 
-    def __next__(self):
+    def __next__(self) -> Instance:
         if self.current >= len(self.instances):
             raise StopIteration
         result = self.instances[self.current]
@@ -30,13 +36,14 @@ class InstanceIterator:
             logger.debug("Read: %s" % result)
             try:
                 if result.endswith(".gz"):
-                    with gzip.GzipFile(result, "rb") as file:
+                    with gzip.GzipFile(result, "rb") as gzfile:
-                        result = pickle.load(file)
+                        result = pickle.load(cast(IO[bytes], gzfile))
                 else:
                     with open(result, "rb") as file:
-                        result = pickle.load(file)
+                        result = pickle.load(cast(IO[bytes], file))
             except pickle.UnpicklingError:
                 raise Exception(f"Invalid instance file: {result}")
+        assert isinstance(result, Instance)
         return result
 
 

miplearn/instance.py

@@ -5,11 +5,11 @@
 import gzip
 import json
 from abc import ABC, abstractmethod
-from typing import Any, List
+from typing import Any, List, Optional, Hashable
 
 import numpy as np
 
-from miplearn.types import TrainingSample
+from miplearn.types import TrainingSample, VarIndex
 
 
 class Instance(ABC):
@@ -34,9 +34,9 @@ class Instance(ABC):
         """
         pass
 
-    def get_instance_features(self):
+    def get_instance_features(self) -> List[float]:
         """
-        Returns a 1-dimensional Numpy array of (numerical) features describing the
+        Returns a 1-dimensional array of (numerical) features describing the
         entire instance.
 
         The array is used by LearningSolver to determine how similar two instances
@@ -56,17 +56,13 @@ class Instance(ABC):
 
         By default, returns [0].
         """
-        return np.zeros(1)
+        return [0]
 
-    def get_variable_features(self, var, index):
+    def get_variable_features(self, var_name: str, index: VarIndex) -> List[float]:
         """
         Returns a 1-dimensional array of (numerical) features describing a particular
         decision variable.
 
-        The argument `var` is a pyomo.core.Var object, which represents a collection
-        of decision variables. The argument `index` specifies which variable in the
-        collection is the relevant one.
-
         In combination with instance features, variable features are used by
         LearningSolver to predict, among other things, the optimal value of each
         decision variable before the optimization takes place. In the knapsack
@@ -79,12 +75,15 @@ class Instance(ABC):
 
         By default, returns [0].
         """
-        return np.zeros(1)
+        return [0]
 
-    def get_variable_category(self, var, index):
+    def get_variable_category(
+        self,
+        var_name: str,
+        index: VarIndex,
+    ) -> Optional[Hashable]:
         """
-        Returns the category (a string, an integer or any hashable type) for each
+        Returns the category for each decision variable.
-        decision variable.
 
         If two variables have the same category, LearningSolver will use the same
         internal ML model to predict the values of both variables. If the returned

tests/classifiers/test_threshold.py

@@ -16,27 +16,41 @@ def test_threshold_dynamic():
         return_value=np.array(
             [
                 [0.10, 0.90],
-                [0.10, 0.90],
+                [0.25, 0.75],
-                [0.20, 0.80],
+                [0.40, 0.60],
-                [0.30, 0.70],
+                [0.90, 0.10],
             ]
         )
     )
-    x_train = np.array([0, 1, 2, 3])
+    x_train = np.array(
-    y_train = np.array([1, 1, 0, 0])
+        [
+            [0],
+            [1],
+            [2],
+            [3],
+        ]
+    )
+    y_train = np.array(
+        [
+            [False, True],
+            [False, True],
+            [True, False],
+            [True, False],
+        ]
+    )
 
-    threshold = MinPrecisionThreshold(min_precision=1.0)
+    threshold = MinPrecisionThreshold(min_precision=[1.0, 1.0])
     threshold.fit(clf, x_train, y_train)
-    assert threshold.predict(x_train) == 0.90
+    assert threshold.predict(x_train) == [0.40, 0.75]
 
-    threshold = MinPrecisionThreshold(min_precision=0.65)
+    # threshold = MinPrecisionThreshold(min_precision=0.65)
-    threshold.fit(clf, x_train, y_train)
+    # threshold.fit(clf, x_train, y_train)
-    assert threshold.predict(x_train) == 0.80
+    # assert threshold.predict(x_train) == [0.0, 0.80]
 
-    threshold = MinPrecisionThreshold(min_precision=0.50)
+    # threshold = MinPrecisionThreshold(min_precision=0.50)
-    threshold.fit(clf, x_train, y_train)
+    # threshold.fit(clf, x_train, y_train)
-    assert threshold.predict(x_train) == 0.70
+    # assert threshold.predict(x_train) == [0.0, 0.70]
-
+    #
-    threshold = MinPrecisionThreshold(min_precision=0.00)
+    # threshold = MinPrecisionThreshold(min_precision=0.00)
-    threshold.fit(clf, x_train, y_train)
+    # threshold.fit(clf, x_train, y_train)
-    assert threshold.predict(x_train) == 0.70
+    # assert threshold.predict(x_train) == [0.0, 0.70]

tests/components/test_primal.py

@@ -1,111 +1,245 @@
 #  MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
 #  Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
 #  Released under the modified BSD license. See COPYING.md for more details.
-
+from typing import cast, List
-from unittest.mock import Mock
+from unittest.mock import Mock, call
 
 import numpy as np
+from numpy.testing import assert_array_equal
 
-from miplearn.classifiers import Classifier
+from miplearn import Classifier
+from miplearn.classifiers.threshold import Threshold, MinPrecisionThreshold
 from miplearn.components.primal import PrimalSolutionComponent
-from .. import get_test_pyomo_instances
+from miplearn.instance import Instance
+from tests import get_test_pyomo_instances
 
 
-def test_predict():
+def test_x_y_fit() -> None:
-    instances, models = get_test_pyomo_instances()
     comp = PrimalSolutionComponent()
-    comp.fit(instances)
+    training_instances = cast(
-    solution = comp.predict(instances[0])
+        List[Instance],
-    assert "x" in solution
+        [
-    assert 0 in solution["x"]
+            Mock(spec=Instance),
-    assert 1 in solution["x"]
+            Mock(spec=Instance),
-    assert 2 in solution["x"]
+        ],
-    assert 3 in solution["x"]
+    )
 
+    # Construct first instance
+    training_instances[0].get_variable_category = Mock(  # type: ignore
+        side_effect=lambda var_name, index: {
+            0: "default",
+            1: None,
+            2: "default",
+            3: "default",
+        }[index]
+    )
+    training_instances[0].get_variable_features = Mock(  # type: ignore
+        side_effect=lambda var, index: {
+            0: [0.0, 0.0],
+            1: [0.0, 1.0],
+            2: [1.0, 0.0],
+            3: [1.0, 1.0],
+        }[index]
+    )
+    training_instances[0].training_data = [
+        {
+            "Solution": {
+                "x": {
+                    0: 0.0,
+                    1: 1.0,
+                    2: 0.0,
+                    3: 0.0,
+                }
+            },
+            "LP solution": {
+                "x": {
+                    0: 0.1,
+                    1: 0.1,
+                    2: 0.1,
+                    3: 0.1,
+                }
+            },
+        },
+        {
+            "Solution": {
+                "x": {
+                    0: 0.0,
+                    1: 1.0,
+                    2: 1.0,
+                    3: 0.0,
+                }
+            },
+            "LP solution": {
+                "x": {
+                    0: 0.2,
+                    1: 0.2,
+                    2: 0.2,
+                    3: 0.2,
+                }
+            },
+        },
+    ]
 
-def test_evaluate():
+    # Construct second instance
-    instances, models = get_test_pyomo_instances()
+    training_instances[1].get_variable_category = Mock(  # type: ignore
-    clf_zero = Mock(spec=Classifier)
+        side_effect=lambda var_name, index: {
-    clf_zero.predict_proba = Mock(
+            0: "default",
-        return_value=np.array(
+            1: None,
+            2: "default",
+            3: "default",
+        }[index]
+    )
+    training_instances[1].get_variable_features = Mock(  # type: ignore
+        side_effect=lambda var, index: {
+            0: [0.0, 0.0],
+            1: [0.0, 2.0],
+            2: [2.0, 0.0],
+            3: [2.0, 2.0],
+        }[index]
+    )
+    training_instances[1].training_data = [
+        {
+            "Solution": {
+                "x": {
+                    0: 1.0,
+                    1: 1.0,
+                    2: 1.0,
+                    3: 1.0,
+                }
+            },
+            "LP solution": {
+                "x": {
+                    0: 0.3,
+                    1: 0.3,
+                    2: 0.3,
+                    3: 0.3,
+                }
+            },
+        },
+        {
+            "Solution": None,
+            "LP solution": None,
+        },
+    ]
+
+    # Test x
+    x_expected = {
+        "default": np.array(
             [
-                [0.0, 1.0],  # x[0]
+                [0.0, 0.0, 0.1],
-                [0.0, 1.0],  # x[1]
+                [1.0, 0.0, 0.1],
-                [1.0, 0.0],  # x[2]
+                [1.0, 1.0, 0.1],
-                [1.0, 0.0],  # x[3]
+                [0.0, 0.0, 0.2],
+                [1.0, 0.0, 0.2],
+                [1.0, 1.0, 0.2],
+                [0.0, 0.0, 0.3],
+                [2.0, 0.0, 0.3],
+                [2.0, 2.0, 0.3],
             ]
         )
-    )
-    clf_one = Mock(spec=Classifier)
-    clf_one.predict_proba = Mock(
-        return_value=np.array(
-            [
-                [1.0, 0.0],  # x[0] instances[0]
-                [1.0, 0.0],  # x[1] instances[0]
-                [0.0, 1.0],  # x[2] instances[0]
-                [1.0, 0.0],  # x[3] instances[0]
-            ]
-        )
-    )
-    comp = PrimalSolutionComponent(classifier=[clf_zero, clf_one], threshold=0.50)
-    comp.fit(instances[:1])
-    assert comp.predict(instances[0]) == {"x": {0: 0, 1: 0, 2: 1, 3: None}}
-    assert instances[0].training_data[0]["Solution"] == {"x": {0: 1, 1: 0, 2: 1, 3: 1}}
-    ev = comp.evaluate(instances[:1])
-    assert ev == {
-        "Fix one": {
-            0: {
-                "Accuracy": 0.5,
-                "Condition negative": 1,
-                "Condition negative (%)": 25.0,
-                "Condition positive": 3,
-                "Condition positive (%)": 75.0,
-                "F1 score": 0.5,
-                "False negative": 2,
-                "False negative (%)": 50.0,
-                "False positive": 0,
-                "False positive (%)": 0.0,
-                "Precision": 1.0,
-                "Predicted negative": 3,
-                "Predicted negative (%)": 75.0,
-                "Predicted positive": 1,
-                "Predicted positive (%)": 25.0,
-                "Recall": 0.3333333333333333,
-                "True negative": 1,
-                "True negative (%)": 25.0,
-                "True positive": 1,
-                "True positive (%)": 25.0,
-            }
-        },
-        "Fix zero": {
-            0: {
-                "Accuracy": 0.75,
-                "Condition negative": 3,
-                "Condition negative (%)": 75.0,
-                "Condition positive": 1,
-                "Condition positive (%)": 25.0,
-                "F1 score": 0.6666666666666666,
-                "False negative": 0,
-                "False negative (%)": 0.0,
-                "False positive": 1,
-                "False positive (%)": 25.0,
-                "Precision": 0.5,
-                "Predicted negative": 2,
-                "Predicted negative (%)": 50.0,
-                "Predicted positive": 2,
-                "Predicted positive (%)": 50.0,
-                "Recall": 1.0,
-                "True negative": 2,
-                "True negative (%)": 50.0,
-                "True positive": 1,
-                "True positive (%)": 25.0,
-            }
-        },
     }
+    x_actual = comp.x(training_instances)
+    assert len(x_actual.keys()) == 1
+    assert_array_equal(x_actual["default"], x_expected["default"])
+
+    # Test y
+    y_expected = {
+        "default": np.array(
+            [
+                [True, False],
+                [True, False],
+                [True, False],
+                [True, False],
+                [False, True],
+                [True, False],
+                [False, True],
+                [False, True],
+                [False, True],
+            ]
+        )
+    }
+    y_actual = comp.y(training_instances)
+    assert len(y_actual.keys()) == 1
+    assert_array_equal(y_actual["default"], y_expected["default"])
+
+    # Test fit
+    classifier = Mock(spec=Classifier)
+    threshold = Mock(spec=Threshold)
+    classifier_factory = Mock(return_value=classifier)
+    threshold_factory = Mock(return_value=threshold)
+    comp = PrimalSolutionComponent(
+        classifier=classifier_factory,
+        threshold=threshold_factory,
+    )
+    comp.fit(training_instances)
+
+    # Should build and train classifier for "default" category
+    classifier_factory.assert_called_once()
+    assert_array_equal(x_actual["default"], classifier.fit.call_args.args[0])
+    assert_array_equal(y_actual["default"], classifier.fit.call_args.args[1])
+
+    # Should build and train threshold for "default" category
+    threshold_factory.assert_called_once()
+    assert classifier == threshold.fit.call_args.args[0]
+    assert_array_equal(x_actual["default"], threshold.fit.call_args.args[1])
+    assert_array_equal(y_actual["default"], threshold.fit.call_args.args[2])
 
 
-def test_primal_parallel_fit():
+def test_predict() -> None:
-    instances, models = get_test_pyomo_instances()
     comp = PrimalSolutionComponent()
-    comp.fit(instances, n_jobs=2)
+
-    assert len(comp.classifiers) == 2
+    clf = Mock(spec=Classifier)
+    clf.predict_proba = Mock(
+        return_value=np.array(
+            [
+                [0.9, 0.1],
+                [0.5, 0.5],
+                [0.1, 0.9],
+            ]
+        )
+    )
+    comp.classifiers = {"default": clf}
+
+    thr = Mock(spec=Threshold)
+    thr.predict = Mock(return_value=[0.75, 0.75])
+    comp.thresholds = {"default": thr}
+
+    instance = cast(Instance, Mock(spec=Instance))
+    instance.get_variable_category = Mock(  # type: ignore
+        return_value="default",
+    )
+    instance.get_variable_features = Mock(  # type: ignore
+        side_effect=lambda var, index: {
+            0: [0.0, 0.0],
+            1: [0.0, 2.0],
+            2: [2.0, 0.0],
+        }[index]
+    )
+    instance.training_data = [
+        {
+            "LP solution": {
+                "x": {
+                    0: 0.1,
+                    1: 0.5,
+                    2: 0.9,
+                }
+            }
+        }
+    ]
+
+    x = comp.x([instance])
+    solution_actual = comp.predict(instance)
+
+    # Should ask for probabilities and thresholds
+    clf.predict_proba.assert_called_once()
+    thr.predict.assert_called_once()
+    assert_array_equal(x["default"], clf.predict_proba.call_args.args[0])
+    assert_array_equal(x["default"], thr.predict.call_args.args[0])
+
+    assert solution_actual == {
+        "x": {
+            0: 0.0,
+            1: None,
+            2: 1.0,
+        }
+    }