Improve stable set generator

miplearn/problems/stab.py

@@ -7,23 +7,99 @@ import pyomo.environ as pe
 import networkx as nx
 from miplearn import Instance
 import random
+from scipy.stats import uniform, randint, bernoulli
+from scipy.stats.distributions import rv_frozen
 
 
-class MaxStableSetGenerator:
-    def __init__(self, graph, base_weights, perturbation_scale=1.0):
-        self.graph = graph
-        self.base_weights = base_weights
-        self.perturbation_scale = perturbation_scale
+class MaxWeightStableSetChallengeA:
+    """
+    - Fixed random graph (200 vertices, 5% density)
+    - Uniformly random weights in the [100., 125.] interval
+    - 500 training instances
+    - 100 test instances
+    """
+    
+    def __init__(self):
+        self.generator = MaxWeightStableSetGenerator(w=uniform(loc=100., scale=25.),
+                                                     n=randint(low=200, high=201),
+                                                     density=uniform(loc=0.05, scale=0.0),
+                                                     fix_graph=True)
+    
+    def get_training_instances(self):
+        return self.generator.generate(500)
+    
+    def get_test_instances(self):
+        return self.generator.generate(100)
+
+
+class MaxWeightStableSetGenerator:
+    """Random instance generator for the Maximum-Weight Stable Set Problem.
+    
+    The generator has two modes of operation. When `fix_graph` is True, the random graph is
+    generated only once, during the constructor. Each instance is constructed by generating
+    random weights and by randomly deleting vertices and edges of this graph. When `fix_graph`
+    is False, a new random graph is created each time an instance is constructed.
+    """
+    
+    def __init__(self,
+                 w=uniform(loc=10.0, scale=1.0),
+                 pe=bernoulli(1.),
+                 pv=bernoulli(1.),
+                 n=randint(low=250, high=251),
+                 density=uniform(loc=0.05, scale=0.05),
+                 fix_graph=True):
+        """Initializes the problem generator.
         
+        Parameters
+        ----------
+        w: rv_continuous
+            Probability distribution for the vertex weights.
+        pe: rv_continuous
+            Probability of an edge being deleted. Only used when fix_graph=True.
+        pv: rv_continuous
+            Probability of a vertex being deleted. Only used when fix_graph=True.
+        n: rv_discrete
+            Probability distribution for the number of vertices in the random graph.
+        density: rv_continuous
+            Probability distribution for the density of the random graph.
+        """
+        assert isinstance(w, rv_frozen), "w should be a SciPy probability distribution"
+        assert isinstance(pe, rv_frozen), "pe should be a SciPy probability distribution"
+        assert isinstance(pv, rv_frozen), "pv should be a SciPy probability distribution"
+        assert isinstance(n, rv_frozen), "n should be a SciPy probability distribution"
+        assert isinstance(density, rv_frozen), "density should be a SciPy probability distribution"
+        self.w = w
+        self.n = n
+        self.density = density
+        self.fix_graph = fix_graph
+        self.graph = None
+        if fix_graph:
+            self.graph = self._generate_graph()
+    
     def generate(self, n_samples):
         def _sample():
-            perturbation = np.random.rand(self.graph.number_of_nodes()) * self.perturbation_scale
-            weights = self.base_weights + perturbation
-            return MaxStableSetInstance(self.graph, weights)
+            if self.graph is not None:
+                graph = self.graph
+            else:
+                graph = self._generate_graph()
+            weights = self.w.rvs(graph.number_of_nodes())
+            return MaxWeightStableSetInstance(graph, weights)
         return [_sample() for _ in range(n_samples)]
+    
+    def _generate_graph(self):
+        return nx.generators.random_graphs.binomial_graph(self.n.rvs(), self.density.rvs())
 
 
-class MaxStableSetInstance(Instance):
+class MaxWeightStableSetInstance(Instance):
+    """An instance of the Maximum-Weight Stable Set Problem.
+    
+    Given a graph G=(V,E) and a weight w_v for each vertex v, the problem asks for a stable
+    set S of G maximizing sum(w_v for v in S). A stable set (also called independent set) is
+    a subset of vertices, no two of which are adjacent.
+    
+    This is one of Karp's 21 NP-complete problems.
+    """
+    
     def __init__(self, graph, weights):
         self.graph = graph
         self.weights = weights

miplearn/problems/tests/test_stab.py

@@ -0,0 +1,45 @@
+# MIPLearn, an extensible framework for Learning-Enhanced Mixed-Integer Optimization
+# Copyright (C) 2019-2020 Argonne National Laboratory. All rights reserved.
+# Written by Alinson S. Xavier <axavier@anl.gov>
+
+from miplearn import LearningSolver
+from miplearn.problems.stab import MaxWeightStableSetInstance
+from miplearn.problems.stab import MaxWeightStableSetGenerator
+import networkx as nx
+import numpy as np
+from scipy.stats import uniform, randint
+
+
+def test_stab():
+    graph = nx.cycle_graph(5)
+    weights = [1., 2., 3., 4., 5.]
+    instance = MaxWeightStableSetInstance(graph, weights)
+    solver = LearningSolver()
+    solver.solve(instance)
+    assert instance.model.OBJ() == 8.
+    
+    
+def test_stab_generator_fixed_graph():
+    from miplearn.problems.stab import MaxWeightStableSetGenerator
+    gen = MaxWeightStableSetGenerator(w=uniform(loc=50., scale=10.),
+                                      n=randint(low=10, high=11),
+                                      density=uniform(loc=0.05, scale=0.),
+                                      fix_graph=True)
+    instances = gen.generate(1_000)
+    weights = np.array([instance.weights for instance in instances])
+    weights_avg_actual = np.round(np.average(weights, axis=0))
+    weights_avg_expected = [55.0] * 10
+    assert list(weights_avg_actual) == weights_avg_expected
+    
+    
+def test_stab_generator_random_graph():
+    from miplearn.problems.stab import MaxWeightStableSetGenerator
+    gen = MaxWeightStableSetGenerator(w=uniform(loc=50., scale=10.),
+                                      n=randint(low=30, high=41),
+                                      density=uniform(loc=0.5, scale=0.),
+                                      fix_graph=False)
+    instances = gen.generate(1_000)
+    n_nodes = [instance.graph.number_of_nodes() for instance in instances]
+    n_edges = [instance.graph.number_of_edges() for instance in instances]
+    assert np.round(np.mean(n_nodes)) == 35.
+    assert np.round(np.mean(n_edges), -1) == 300.

miplearn/tests/test_benchmark.py

@@ -4,27 +4,17 @@
 
 from miplearn import LearningSolver, BenchmarkRunner
 from miplearn.warmstart import KnnWarmStartPredictor
-from miplearn.problems.stab import MaxStableSetInstance, MaxStableSetGenerator
-import networkx as nx
+from miplearn.problems.stab import MaxWeightStableSetGenerator
+from scipy.stats import randint
 import numpy as np
 import pyomo.environ as pe
 import os.path
 
 
 def test_benchmark():
-    graph = nx.cycle_graph(10)
-    base_weights = np.random.rand(10)
-    
     # Generate training and test instances
-    train_instances = MaxStableSetGenerator(graph=graph,
-                                            base_weights=base_weights,
-                                            perturbation_scale=1.0,
-                                           ).generate(5)
-    
-    test_instances  = MaxStableSetGenerator(graph=graph,
-                                            base_weights=base_weights,
-                                            perturbation_scale=1.0,
-                                           ).generate(3)
+    train_instances = MaxWeightStableSetGenerator(n=randint(low=25, high=26)).generate(5)    
+    test_instances  = MaxWeightStableSetGenerator(n=randint(low=25, high=26)).generate(3)
 
     # Training phase...
     training_solver = LearningSolver()

miplearn/tests/test_stab.py

@@ -1,31 +0,0 @@
-# MIPLearn, an extensible framework for Learning-Enhanced Mixed-Integer Optimization
-# Copyright (C) 2019-2020 Argonne National Laboratory. All rights reserved.
-# Written by Alinson S. Xavier <axavier@anl.gov>
-
-from miplearn import LearningSolver
-from miplearn.problems.stab import MaxStableSetInstance, MaxStableSetGenerator
-import networkx as nx
-import numpy as np
-
-
-def test_stab():
-    graph = nx.cycle_graph(5)
-    weights = [1.0, 2.0, 3.0, 4.0, 5.0]
-    instance = MaxStableSetInstance(graph, weights)
-    solver = LearningSolver()
-    solver.solve(instance)
-    assert instance.model.OBJ() == 8.0
-    
-    
-def test_stab_generator():
-    graph = nx.cycle_graph(5)
-    base_weights = [1.0, 2.0, 3.0, 4.0, 5.0]
-    instances = MaxStableSetGenerator(graph=graph,
-                                       base_weights=base_weights,
-                                       perturbation_scale=1.0,
-                                      ).generate(100_000)
-    weights = np.array([instance.weights for instance in instances])
-    weights_avg = np.round(np.average(weights, axis=0), 2)
-    weights_std = np.round(np.std(weights, axis=0), 2)
-    assert list(weights_avg) == [1.50, 2.50, 3.50, 4.50, 5.50]
-    assert list(weights_std) == [0.29] * 5

miplearn/warmstart.py

@@ -18,6 +18,7 @@ class WarmStartPredictor(ABC):
     def fit(self, x_train, y_train):
         assert isinstance(x_train, np.ndarray)
         assert isinstance(y_train, np.ndarray)
+        y_train = y_train.astype(int)
         assert y_train.shape[0] == x_train.shape[0]
         assert y_train.shape[1] == 2
         for i in [0,1]: