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Refactor PrimalSolutionComponent

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This commit is contained in:
Alinson S. Xavier
2021-01-25 14:54:58 -06:00
parent f68cc5bd59
commit 3ab3bb3c1f
9 changed files with 501 additions and 233 deletions
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2
Makefile
View File

@@ -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

13
docs/customization.md
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@@ -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`.
* `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.
* `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: 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

7
miplearn/classifiers/__init__.py
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@@ -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
assert n_classes == 2, "scikit-learn classifiers must have exactly two classes"
(n_samples, n_classes) = y_train.shape
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:

52
miplearn/classifiers/threshold.py
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@@ -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])
precision = tps / (tps + fps)
for k in reversed(range(len(precision))):
if precision[k] >= self.min_precision:
self._computed_threshold = thresholds[k]
return
self._computed_threshold = float("inf")
self._computed_threshold = [
self._compute(
y_train[:, i],
proba[:, i],
self.min_precision[i],
)
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")

236
miplearn/components/primal.py
View File

@@ -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, Any
from typing import Union, Dict, Callable, List, Hashable, Optional
import numpy as np
from tqdm.auto import tqdm
@@ -14,29 +13,40 @@ 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.thresholds: Dict[Any, Union[float, Threshold]] = {}
self.threshold_prototype = threshold
self.classifier_prototype = classifier
self.classifiers: Dict[Hashable, Classifier] = {}
self.thresholds: Dict[Hashable, Threshold] = {}
self.threshold_factory = threshold
self.classifier_factory = classifier
def before_solve(self, solver, instance, model):
if len(self.thresholds) > 0:
logger.info("Predicting primal solution...")
solution = self.predict(instance)
if self.mode == "heuristic":
@@ -54,79 +64,76 @@ class PrimalSolutionComponent(Component):
):
pass
def x(self, training_instances):
return VariableFeaturesExtractor().extract(training_instances)
def x(
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):
return SolutionExtractor().extract(training_instances)
def y(
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):
logger.debug("Extracting features...")
features = VariableFeaturesExtractor().extract(training_instances)
solutions = SolutionExtractor().extract(training_instances)
def fit(
self,
training_instances: Union[List[str], List[Instance]],
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(
features.keys(),
desc="Fit (primal)",
):
x_train = features[category]
for label in [0, 1]:
y_train = solutions[category][:, label].astype(int)
def predict(self, instance: Instance) -> Solution:
assert len(instance.training_data) > 0
sample = instance.training_data[-1]
assert "LP solution" in sample
lp_solution = sample["LP solution"]
assert lp_solution is not None
# If all samples are either positive or negative, make constant
# predictions
y_avg = np.average(y_train)
if y_avg < 0.001 or y_avg >= 0.999:
self.classifiers[category, label] = round(y_avg)
self.thresholds[category, label] = 0.50
continue
# Initialize empty solution
solution: Solution = {}
for (var_name, var_dict) in lp_solution.items():
solution[var_name] = {}
for (idx, lp_value) in var_dict.items():
solution[var_name][idx] = None
# Create a copy of classifier prototype and train it
if isinstance(self.classifier_prototype, list):
clf = deepcopy(self.classifier_prototype[label])
else:
clf = deepcopy(self.classifier_prototype)
clf.fit(x_train, y_train)
# Find threshold (dynamic or static)
if isinstance(self.threshold_prototype, Threshold):
self.thresholds[category, label] = self.threshold_prototype.fit(
clf,
x_train,
y_train,
)
else:
self.thresholds[category, label] = deepcopy(
self.threshold_prototype
# Compute y_pred
x = self.x([instance])
y_pred = {}
for category in x.keys():
assert category in self.classifiers, (
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
self.classifiers[category, label] = clf
# Convert y_pred into solution
category_offset: Dict[Hashable, int] = {cat: 0 for cat in x.keys()}
for (var_name, var_dict) in lp_solution.items():
for (idx, lp_value) in var_dict.items():
category = instance.get_variable_category(var_name, idx)
offset = category_offset[category]
category_offset[category] += 1
if y_pred[category][offset, 0]:
solution[var_name][idx] = 0.0
if y_pred[category][offset, 1]:
solution[var_name][idx] = 1.0
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]

17
miplearn/extractors.py
View File

@@ -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:
result = pickle.load(file)
with gzip.GzipFile(result, "rb") as gzfile:
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

27
miplearn/instance.py
View File

@@ -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
decision variable.
Returns the category for each 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

48
tests/classifiers/test_threshold.py
View File

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

316
tests/components/test_primal.py
View File

@@ -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 unittest.mock import Mock
from typing import cast, List
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():
instances, models = get_test_pyomo_instances()
def test_x_y_fit() -> None:
comp = PrimalSolutionComponent()
comp.fit(instances)
solution = comp.predict(instances[0])
assert "x" in solution
assert 0 in solution["x"]
assert 1 in solution["x"]
assert 2 in solution["x"]
assert 3 in solution["x"]
training_instances = cast(
List[Instance],
[
Mock(spec=Instance),
Mock(spec=Instance),
],
)
# 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,
}
},
},
]
# Construct second instance
training_instances[1].get_variable_category = Mock( # type: ignore
side_effect=lambda var_name, index: {
0: "default",
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, 0.0, 0.1],
[1.0, 0.0, 0.1],
[1.0, 1.0, 0.1],
[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],
]
)
}
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_evaluate():
instances, models = get_test_pyomo_instances()
clf_zero = Mock(spec=Classifier)
clf_zero.predict_proba = Mock(
def test_predict() -> None:
comp = PrimalSolutionComponent()
clf = Mock(spec=Classifier)
clf.predict_proba = Mock(
return_value=np.array(
[
[0.0, 1.0], # x[0]
[0.0, 1.0], # x[1]
[1.0, 0.0], # x[2]
[1.0, 0.0], # x[3]
[0.9, 0.1],
[0.5, 0.5],
[0.1, 0.9],
]
)
)
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.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,
}
}
}
]
)
)
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 = comp.x([instance])
solution_actual = comp.predict(instance)
def test_primal_parallel_fit():
instances, models = get_test_pyomo_instances()
comp = PrimalSolutionComponent()
comp.fit(instances, n_jobs=2)
assert len(comp.classifiers) == 2
# 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,
}
}