Add ScikitLearnRegressor; move sklean classes to their own file

miplearn/__init__.py

@@ -6,6 +6,9 @@ from .benchmark import BenchmarkRunner
 from .classifiers import (
     Classifier,
     Regressor,
+)
+from .classifiers.sklearn import (
+    ScikitLearnRegressor,
     ScikitLearnClassifier,
 )
 from .classifiers.adaptive import AdaptiveClassifier

miplearn/classifiers/__init__.py

@@ -3,10 +3,9 @@
 #  Released under the modified BSD license. See COPYING.md for more details.
 
 from abc import ABC, abstractmethod
-from typing import Optional, Any, cast
+from typing import Optional
 
 import numpy as np
-import sklearn
 
 
 class Classifier(ABC):
@@ -150,58 +149,3 @@ class Regressor(ABC):
         Returns an unfitted copy of this regressor with the same hyperparameters.
         """
         pass
-
-
-class ScikitLearnClassifier(Classifier):
-    """
-    Wrapper for ScikitLearn classifiers, which makes sure inputs and outputs have the
-    correct dimensions and types.
-    """
-
-    def __init__(self, clf: Any) -> None:
-        super().__init__()
-        self.inner_clf = clf
-        self.constant: Optional[np.ndarray] = None
-
-    def fit(self, x_train: np.ndarray, y_train: np.ndarray) -> None:
-        super().fit(x_train, y_train)
-        (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."
-        )
-
-        # When all samples belong to the same class, sklearn's predict_proba returns
-        # an array with a single column. The following check avoid this strange
-        # behavior.
-        mean = cast(np.ndarray, y_train.astype(float).mean(axis=0))
-        if mean.max() == 1.0:
-            self.constant = mean
-            return
-
-        self.inner_clf.fit(x_train, y_train[:, 1])
-
-    def predict_proba(self, x_test: np.ndarray) -> np.ndarray:
-        super().predict_proba(x_test)
-        n_samples = x_test.shape[0]
-        if self.constant is not None:
-            return np.array([self.constant for n in range(n_samples)])
-        sklearn_proba = self.inner_clf.predict_proba(x_test)
-        if isinstance(sklearn_proba, list):
-            assert len(sklearn_proba) == self.n_classes
-            for pb in sklearn_proba:
-                assert isinstance(pb, np.ndarray)
-                assert pb.dtype in [np.float16, np.float32, np.float64]
-                assert pb.shape == (n_samples, 2)
-            proba = np.hstack([pb[:, [1]] for pb in sklearn_proba])
-            assert proba.shape == (n_samples, self.n_classes)
-            return proba
-        else:
-            assert isinstance(sklearn_proba, np.ndarray)
-            assert sklearn_proba.shape == (n_samples, 2)
-            return sklearn_proba
-
-    def clone(self) -> "ScikitLearnClassifier":
-        return ScikitLearnClassifier(
-            clf=sklearn.base.clone(self.inner_clf),
-        )

miplearn/classifiers/adaptive.py

@@ -13,7 +13,8 @@ from sklearn.neighbors import KNeighborsClassifier
 from sklearn.pipeline import make_pipeline
 from sklearn.preprocessing import StandardScaler
 
-from miplearn.classifiers import Classifier, ScikitLearnClassifier
+from miplearn.classifiers import Classifier
+from miplearn.classifiers.sklearn import ScikitLearnClassifier
 from miplearn.classifiers.counting import CountingClassifier
 
 logger = logging.getLogger(__name__)

miplearn/classifiers/cv.py

@@ -10,7 +10,8 @@ from sklearn.dummy import DummyClassifier
 from sklearn.linear_model import LogisticRegression
 from sklearn.model_selection import cross_val_score
 
-from miplearn.classifiers import Classifier, ScikitLearnClassifier
+from miplearn.classifiers import Classifier
+from miplearn.classifiers.sklearn import ScikitLearnClassifier
 
 logger = logging.getLogger(__name__)
 

miplearn/classifiers/sklearn.py

@@ -0,0 +1,93 @@
+#  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 Optional, Any, cast
+
+import numpy as np
+import sklearn
+
+from miplearn.classifiers import Classifier, Regressor
+
+
+class ScikitLearnClassifier(Classifier):
+    """
+    Wrapper for ScikitLearn classifiers, which makes sure inputs and outputs have the
+    correct dimensions and types.
+    """
+
+    def __init__(self, clf: Any) -> None:
+        super().__init__()
+        self.inner_clf = clf
+        self.constant: Optional[np.ndarray] = None
+
+    def fit(self, x_train: np.ndarray, y_train: np.ndarray) -> None:
+        super().fit(x_train, y_train)
+        (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."
+        )
+
+        # When all samples belong to the same class, sklearn's predict_proba returns
+        # an array with a single column. The following check avoid this strange
+        # behavior.
+        mean = cast(np.ndarray, y_train.astype(float).mean(axis=0))
+        if mean.max() == 1.0:
+            self.constant = mean
+            return
+
+        self.inner_clf.fit(x_train, y_train[:, 1])
+
+    def predict_proba(self, x_test: np.ndarray) -> np.ndarray:
+        super().predict_proba(x_test)
+        n_samples = x_test.shape[0]
+        if self.constant is not None:
+            return np.array([self.constant for n in range(n_samples)])
+        sklearn_proba = self.inner_clf.predict_proba(x_test)
+        if isinstance(sklearn_proba, list):
+            assert len(sklearn_proba) == self.n_classes
+            for pb in sklearn_proba:
+                assert isinstance(pb, np.ndarray)
+                assert pb.dtype in [np.float16, np.float32, np.float64]
+                assert pb.shape == (n_samples, 2)
+            proba = np.hstack([pb[:, [1]] for pb in sklearn_proba])
+            assert proba.shape == (n_samples, self.n_classes)
+            return proba
+        else:
+            assert isinstance(sklearn_proba, np.ndarray)
+            assert sklearn_proba.shape == (n_samples, 2)
+            return sklearn_proba
+
+    def clone(self) -> "ScikitLearnClassifier":
+        return ScikitLearnClassifier(
+            clf=sklearn.base.clone(self.inner_clf),
+        )
+
+
+class ScikitLearnRegressor(Regressor):
+    """
+    Wrapper for ScikitLearn regressors, which makes sure inputs and outputs have the
+    correct dimensions and types.
+    """
+
+    def __init__(self, reg: Any) -> None:
+        super().__init__()
+        self.inner_reg = reg
+
+    def fit(self, x_train: np.ndarray, y_train: np.ndarray) -> None:
+        super().fit(x_train, y_train)
+        self.inner_reg.fit(x_train, y_train)
+
+    def predict(self, x_test: np.ndarray) -> np.ndarray:
+        super().predict(x_test)
+        n_samples = x_test.shape[0]
+        sklearn_pred = self.inner_reg.predict(x_test)
+        assert isinstance(sklearn_pred, np.ndarray)
+        assert sklearn_pred.shape[0] == n_samples
+        return sklearn_pred
+
+    def clone(self) -> "ScikitLearnRegressor":
+        return ScikitLearnRegressor(
+            reg=sklearn.base.clone(self.inner_reg),
+        )

tests/classifiers/test_adaptive.py

@@ -1,7 +1,6 @@
 #  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
 
 from numpy.linalg import norm
 from sklearn.svm import SVC

tests/classifiers/test_cv.py

@@ -6,7 +6,7 @@ import numpy as np
 from numpy.linalg import norm
 from sklearn.svm import SVC
 
-from miplearn.classifiers import ScikitLearnClassifier
+from miplearn.classifiers.sklearn import ScikitLearnClassifier
 from miplearn.classifiers.cv import CrossValidatedClassifier
 from tests.classifiers import _build_circle_training_data
 

tests/classifiers/test_sklearn.py

@@ -4,37 +4,30 @@
 
 import numpy as np
 from numpy.testing import assert_array_equal
+from sklearn.linear_model import LinearRegression
 from sklearn.neighbors import KNeighborsClassifier
 
-from miplearn import ScikitLearnClassifier
+from miplearn.classifiers.sklearn import ScikitLearnClassifier, ScikitLearnRegressor
 
 
 def test_constant_prediction():
-    x_train = np.array(
+    x_train = np.array([[0.0, 1.0], [1.0, 0.0]])
-        [
+    y_train = np.array([[True, False], [True, False]])
-            [0.0, 1.0],
+    clf = ScikitLearnClassifier(KNeighborsClassifier(n_neighbors=1))
-            [1.0, 0.0],
-        ]
-    )
-    y_train = np.array(
-        [
-            [True, False],
-            [True, False],
-        ]
-    )
-    clf = ScikitLearnClassifier(
-        KNeighborsClassifier(
-            n_neighbors=1,
-        )
-    )
     clf.fit(x_train, y_train)
     proba = clf.predict_proba(x_train)
     assert_array_equal(
         proba,
-        np.array(
+        np.array([[1.0, 0.0], [1.0, 0.0]]),
-            [
-                [1.0, 0.0],
-                [1.0, 0.0],
-            ]
-        ),
     )
+
+
+def test_regressor():
+    x_train = np.array([[0.0, 1.0], [1.0, 4.0], [2.0, 2.0]])
+    y_train = np.array([[1.0], [5.0], [4.0]])
+    x_test = np.array([[4.0, 4.0], [0.0, 0.0]])
+    clf = ScikitLearnRegressor(LinearRegression())
+    clf.fit(x_train, y_train)
+    y_test_actual = clf.predict(x_test)
+    y_test_expected = np.array([[8.0], [0.0]])
+    assert_array_equal(np.round(y_test_actual, 2), y_test_expected)