Make get_variable_{categories,features} return np.ndarray

This commit is contained in:
2021-08-09 15:19:53 -05:00
parent 56b39b6c9c
commit 895cb962b6
13 changed files with 165 additions and 155 deletions

View File

@@ -46,20 +46,25 @@ class FeaturesExtractor:
vars_features_user, var_categories = self._extract_user_features_vars(
instance, sample
)
sample.put_vector("static_var_categories", var_categories)
sample.put_array("static_var_categories", var_categories)
self._extract_user_features_constrs(instance, sample)
self._extract_user_features_instance(instance, sample)
alw17 = self._extract_var_features_AlvLouWeh2017(sample)
sample.put_vector_list(
# Build static_var_features
assert variables.lower_bounds is not None
assert variables.obj_coeffs is not None
assert variables.upper_bounds is not None
sample.put_array(
"static_var_features",
self._combine(
np.hstack(
[
alw17,
vars_features_user,
sample.get_array("static_var_lower_bounds"),
sample.get_array("static_var_obj_coeffs"),
sample.get_array("static_var_upper_bounds"),
],
alw17,
variables.lower_bounds.reshape(-1, 1),
variables.obj_coeffs.reshape(-1, 1),
variables.upper_bounds.reshape(-1, 1),
]
),
)
@@ -88,23 +93,29 @@ class FeaturesExtractor:
sample.put_array("lp_constr_sa_rhs_up", constraints.sa_rhs_up)
sample.put_array("lp_constr_slacks", constraints.slacks)
alw17 = self._extract_var_features_AlvLouWeh2017(sample)
sample.put_vector_list(
"lp_var_features",
self._combine(
[
alw17,
sample.get_array("lp_var_reduced_costs"),
sample.get_array("lp_var_sa_lb_down"),
sample.get_array("lp_var_sa_lb_up"),
sample.get_array("lp_var_sa_obj_down"),
sample.get_array("lp_var_sa_obj_up"),
sample.get_array("lp_var_sa_ub_down"),
sample.get_array("lp_var_sa_ub_up"),
sample.get_array("lp_var_values"),
sample.get_vector_list("static_var_features"),
],
),
)
# Build lp_var_features
lp_var_features_list = []
for f in [
sample.get_array("static_var_features"),
alw17,
]:
if f is not None:
lp_var_features_list.append(f)
for f in [
variables.reduced_costs,
variables.sa_lb_down,
variables.sa_lb_up,
variables.sa_obj_down,
variables.sa_obj_up,
variables.sa_ub_down,
variables.sa_ub_up,
variables.values,
]:
if f is not None:
lp_var_features_list.append(f.reshape(-1, 1))
sample.put_array("lp_var_features", np.hstack(lp_var_features_list))
sample.put_vector_list(
"lp_constr_features",
self._combine(
@@ -148,60 +159,49 @@ class FeaturesExtractor:
self,
instance: "Instance",
sample: Sample,
) -> Tuple[List, List]:
) -> Tuple[np.ndarray, np.ndarray]:
# Query variable names
var_names = sample.get_array("static_var_names")
assert var_names is not None
# Query variable features and categories
var_features_dict = {
v.encode(): f for (v, f) in instance.get_variable_features().items()
}
var_categories_dict = {
v.encode(): f for (v, f) in instance.get_variable_categories().items()
}
# Query variable features
var_features = instance.get_variable_features(var_names)
assert isinstance(var_features, np.ndarray), (
f"Variable features must be a numpy array. "
f"Found {var_features.__class__} instead."
)
assert len(var_features.shape) == 2, (
f"Variable features must be 2-dimensional array. "
f"Found array with shape {var_features.shape} instead."
)
assert var_features.shape[0] == len(var_names), (
f"Variable features must have exactly {len(var_names)} rows. "
f"Found {var_features.shape[0]} rows instead."
)
assert var_features.dtype.kind in ["f"], (
f"Variable features must be floating point numbers. "
f"Found dtype: {var_features.dtype} instead."
)
# Assert that variables in user-provided dicts actually exist
var_names_set = set(var_names)
for keys in [var_features_dict.keys(), var_categories_dict.keys()]:
for vn in cast(KeysView, keys):
assert (
vn in var_names_set
), f"Variable {vn!r} not found in the problem; {var_names_set}"
# Assemble into compact lists
user_features: List[Optional[List[float]]] = []
categories: List[Optional[str]] = []
for (i, var_name) in enumerate(var_names):
if var_name not in var_categories_dict:
user_features.append(None)
categories.append(None)
continue
category: str = var_categories_dict[var_name]
assert isinstance(category, str), (
f"Variable category must be a string. "
f"Found {type(category).__name__} instead for var={var_name}."
)
categories.append(category)
user_features_i: Optional[List[float]] = None
if var_name in var_features_dict:
user_features_i = var_features_dict[var_name]
if isinstance(user_features_i, np.ndarray):
user_features_i = user_features_i.tolist()
assert isinstance(user_features_i, list), (
f"Variable features must be a list. "
f"Found {type(user_features_i).__name__} instead for "
f"var={var_name}."
)
for v in user_features_i:
assert isinstance(v, numbers.Real), (
f"Variable features must be a list of numbers. "
f"Found {type(v).__name__} instead "
f"for var={var_name}."
)
user_features_i = list(user_features_i)
user_features.append(user_features_i)
return user_features, categories
# Query variable categories
var_categories = instance.get_variable_categories(var_names)
assert isinstance(var_categories, np.ndarray), (
f"Variable categories must be a numpy array. "
f"Found {var_categories.__class__} instead."
)
assert len(var_categories.shape) == 1, (
f"Variable categories must be a vector. "
f"Found array with shape {var_categories.shape} instead."
)
assert len(var_categories) == len(var_names), (
f"Variable categories must have exactly {len(var_names)} elements. "
f"Found {var_features.shape[0]} elements instead."
)
assert var_categories.dtype.kind == "S", (
f"Variable categories must be a numpy array with dtype='S'. "
f"Found {var_categories.dtype} instead."
)
return var_features, var_categories
def _extract_user_features_constrs(
self,
@@ -277,7 +277,7 @@ class FeaturesExtractor:
# Alvarez, A. M., Louveaux, Q., & Wehenkel, L. (2017). A machine learning-based
# approximation of strong branching. INFORMS Journal on Computing, 29(1), 185-195.
def _extract_var_features_AlvLouWeh2017(self, sample: Sample) -> List:
def _extract_var_features_AlvLouWeh2017(self, sample: Sample) -> np.ndarray:
obj_coeffs = sample.get_array("static_var_obj_coeffs")
obj_sa_down = sample.get_array("lp_var_sa_obj_down")
obj_sa_up = sample.get_array("lp_var_sa_obj_up")
@@ -351,7 +351,7 @@ class FeaturesExtractor:
f[i] = 0.0
features.append(f)
return features
return np.array(features, dtype=float)
def _combine(
self,