Docs: reorganize sections

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Alinson S. Xavier 5 years ago
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<div class="col-md-3"><div class="bs-sidebar hidden-print affix well" role="complementary">
<ul class="nav bs-sidenav">
<li class="first-level active"><a href="#customization">Customization</a></li>
<li class="second-level"><a href="#selecting-the-internal-mip-solver">Selecting the internal MIP solver</a></li>
<li class="second-level"><a href="#customizing-solver-parameters">Customizing solver parameters</a></li>
<li class="second-level"><a href="#selecting-solver-components">Selecting solver components</a></li>
<li class="second-level"><a href="#adjusting-component-aggressiveness">Adjusting component aggressiveness</a></li>
<li class="second-level"><a href="#evaluating-component-performance">Evaluating component performance</a></li>
<li class="third-level"><a href="#selecting-the-internal-mip-solver">Selecting the internal MIP solver</a></li>
<li class="second-level"><a href="#customizing-solver-components">Customizing solver components</a></li>
<li class="third-level"><a href="#selecting-components">Selecting components</a></li>
<li class="third-level"><a href="#adjusting-component-aggressiveness">Adjusting component aggressiveness</a></li>
<li class="third-level"><a href="#evaluating-component-performance">Evaluating component performance</a></li>
<li class="third-level"><a href="#using-customized-ml-classifiers-and-regressors">Using customized ML classifiers and regressors</a></li>
</ul>
</div></div>
<div class="col-md-9" role="main">
<h1 id="customization">Customization</h1>
<h2 id="selecting-the-internal-mip-solver">Selecting the internal MIP solver</h2>
<h2 id="customizing-solver-parameters">Customizing solver parameters</h2>
<h3 id="selecting-the-internal-mip-solver">Selecting the internal MIP solver</h3>
<p>By default, <code>LearningSolver</code> uses <a href="https://www.gurobi.com/">Gurobi</a> as its internal MIP solver. Another supported solver is <a href="https://www.ibm.com/products/ilog-cplex-optimization-studio">IBM ILOG CPLEX</a>. To switch between solvers, use the <code>solver</code> constructor argument, as shown below. It is also possible to specify a time limit (in seconds) and a relative MIP gap tolerance.</p>
<pre><code class="python">from miplearn import LearningSolver
solver = LearningSolver(solver=&quot;cplex&quot;,
@ -160,7 +161,7 @@ solver = LearningSolver(solver=&quot;cplex&quot;,
gap_tolerance=1e-3)
</code></pre>
<h2 id="selecting-solver-components">Selecting solver components</h2>
<h2 id="customizing-solver-components">Customizing solver components</h2>
<p><code>LearningSolver</code> is composed by a number of individual machine-learning components, each targeting a different part of the solution process. Each component can be individually enabled, disabled or customized. The following components are enabled by default:</p>
<ul>
<li><code>LazyConstraintComponent</code>: Predicts which lazy constraint to initially enforce.</li>
@ -171,6 +172,7 @@ solver = LearningSolver(solver=&quot;cplex&quot;,
<ul>
<li><code>BranchPriorityComponent</code>: Predicts good branch priorities for decision variables.</li>
</ul>
<h3 id="selecting-components">Selecting components</h3>
<p>To create a <code>LearningSolver</code> with a specific set of components, the <code>components</code> constructor argument may be used, as the next example shows:</p>
<pre><code class="python"># Create a solver without any components
solver1 = LearningSolver(components=[])
@ -190,7 +192,7 @@ solver = LearningSolver()
solver.add(LazyConstraintComponent(...))
</code></pre>
<h2 id="adjusting-component-aggressiveness">Adjusting component aggressiveness</h2>
<h3 id="adjusting-component-aggressiveness">Adjusting component aggressiveness</h3>
<p>The aggressiveness of classification components (such as <code>PrimalSolutionComponent</code> and <code>LazyConstraintComponent</code>) can
be adjusted through the <code>threshold</code> constructor argument. Internally, these components ask the ML models how confident
they are on each prediction (through the <code>predict_proba</code> method in the sklearn API), and only take into account
@ -203,7 +205,7 @@ more aggressive, this precision may be lowered.</p>
<pre><code class="python">PrimalSolutionComponent(threshold=MinPrecisionThreshold(0.95))
</code></pre>
<h2 id="evaluating-component-performance">Evaluating component performance</h2>
<h3 id="evaluating-component-performance">Evaluating component performance</h3>
<p>MIPLearn allows solver components to be modified, trained and evaluated in isolation. In the following example, we build and
fit <code>PrimalSolutionComponent</code> outside the solver, then evaluate its performance.</p>
<pre><code class="python">from miplearn import PrimalSolutionComponent

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# Customization
## Selecting the internal MIP solver
## Customizing solver parameters
### Selecting the internal MIP solver
By default, `LearningSolver` uses [Gurobi](https://www.gurobi.com/) as its internal MIP solver. Another supported solver is [IBM ILOG CPLEX](https://www.ibm.com/products/ilog-cplex-optimization-studio). To switch between solvers, use the `solver` constructor argument, as shown below. It is also possible to specify a time limit (in seconds) and a relative MIP gap tolerance.
@ -11,7 +13,7 @@ solver = LearningSolver(solver="cplex",
gap_tolerance=1e-3)
```
## Selecting solver components
## Customizing solver components
`LearningSolver` is composed by a number of individual machine-learning components, each targeting a different part of the solution process. Each component can be individually enabled, disabled or customized. The following components are enabled by default:
@ -23,6 +25,8 @@ The following components are also available, but not enabled by default:
* `BranchPriorityComponent`: Predicts good branch priorities for decision variables.
### Selecting components
To create a `LearningSolver` with a specific set of components, the `components` constructor argument may be used, as the next example shows:
```python
@ -45,7 +49,7 @@ solver = LearningSolver()
solver.add(LazyConstraintComponent(...))
```
## Adjusting component aggressiveness
### Adjusting component aggressiveness
The aggressiveness of classification components (such as `PrimalSolutionComponent` and `LazyConstraintComponent`) can
be adjusted through the `threshold` constructor argument. Internally, these components ask the ML models how confident
@ -62,7 +66,7 @@ more aggressive, this precision may be lowered.
PrimalSolutionComponent(threshold=MinPrecisionThreshold(0.95))
```
## Evaluating component performance
### Evaluating component performance
MIPLearn allows solver components to be modified, trained and evaluated in isolation. In the following example, we build and
fit `PrimalSolutionComponent` outside the solver, then evaluate its performance.

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