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https://github.com/ANL-CEEESA/MIPLearn.git
synced 2025-12-06 09:28:51 -06:00
Split Sample.{get,put} into {get,put}_{scalar,vector}
This commit is contained in:
@@ -33,15 +33,15 @@ class FeaturesExtractor:
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) -> None:
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variables = solver.get_variables(with_static=True)
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constraints = solver.get_constraints(with_static=True, with_lhs=self.with_lhs)
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sample.put("var_lower_bounds", variables.lower_bounds)
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sample.put("var_names", variables.names)
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sample.put("var_obj_coeffs", variables.obj_coeffs)
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sample.put("var_types", variables.types)
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sample.put("var_upper_bounds", variables.upper_bounds)
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sample.put("constr_names", constraints.names)
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sample.put_vector("var_lower_bounds", variables.lower_bounds)
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sample.put_vector("var_names", variables.names)
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sample.put_vector("var_obj_coeffs", variables.obj_coeffs)
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sample.put_vector("var_types", variables.types)
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sample.put_vector("var_upper_bounds", variables.upper_bounds)
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sample.put_vector("constr_names", constraints.names)
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sample.put("constr_lhs", constraints.lhs)
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sample.put("constr_rhs", constraints.rhs)
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sample.put("constr_senses", constraints.senses)
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sample.put_vector("constr_rhs", constraints.rhs)
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sample.put_vector("constr_senses", constraints.senses)
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self._extract_user_features_vars(instance, sample)
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self._extract_user_features_constrs(instance, sample)
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self._extract_user_features_instance(instance, sample)
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@@ -67,20 +67,20 @@ class FeaturesExtractor:
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) -> None:
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variables = solver.get_variables(with_static=False, with_sa=self.with_sa)
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constraints = solver.get_constraints(with_static=False, with_sa=self.with_sa)
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sample.put("lp_var_basis_status", variables.basis_status)
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sample.put("lp_var_reduced_costs", variables.reduced_costs)
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sample.put("lp_var_sa_lb_down", variables.sa_lb_down)
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sample.put("lp_var_sa_lb_up", variables.sa_lb_up)
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sample.put("lp_var_sa_obj_down", variables.sa_obj_down)
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sample.put("lp_var_sa_obj_up", variables.sa_obj_up)
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sample.put("lp_var_sa_ub_down", variables.sa_ub_down)
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sample.put("lp_var_sa_ub_up", variables.sa_ub_up)
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sample.put("lp_var_values", variables.values)
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sample.put("lp_constr_basis_status", constraints.basis_status)
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sample.put("lp_constr_dual_values", constraints.dual_values)
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sample.put("lp_constr_sa_rhs_down", constraints.sa_rhs_down)
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sample.put("lp_constr_sa_rhs_up", constraints.sa_rhs_up)
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sample.put("lp_constr_slacks", constraints.slacks)
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sample.put_vector("lp_var_basis_status", variables.basis_status)
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sample.put_vector("lp_var_reduced_costs", variables.reduced_costs)
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sample.put_vector("lp_var_sa_lb_down", variables.sa_lb_down)
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sample.put_vector("lp_var_sa_lb_up", variables.sa_lb_up)
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sample.put_vector("lp_var_sa_obj_down", variables.sa_obj_down)
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sample.put_vector("lp_var_sa_obj_up", variables.sa_obj_up)
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sample.put_vector("lp_var_sa_ub_down", variables.sa_ub_down)
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sample.put_vector("lp_var_sa_ub_up", variables.sa_ub_up)
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sample.put_vector("lp_var_values", variables.values)
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sample.put_vector("lp_constr_basis_status", constraints.basis_status)
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sample.put_vector("lp_constr_dual_values", constraints.dual_values)
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sample.put_vector("lp_constr_sa_rhs_down", constraints.sa_rhs_down)
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sample.put_vector("lp_constr_sa_rhs_up", constraints.sa_rhs_up)
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sample.put_vector("lp_constr_slacks", constraints.slacks)
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self._extract_var_features_AlvLouWeh2017(sample, prefix="lp_")
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sample.put(
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"lp_var_features",
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@@ -134,8 +134,8 @@ class FeaturesExtractor:
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) -> None:
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variables = solver.get_variables(with_static=False, with_sa=False)
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constraints = solver.get_constraints(with_static=False, with_sa=False)
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sample.put("mip_var_values", variables.values)
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sample.put("mip_constr_slacks", constraints.slacks)
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sample.put_vector("mip_var_values", variables.values)
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sample.put_vector("mip_constr_slacks", constraints.slacks)
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def _extract_user_features_vars(
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self,
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@@ -228,7 +228,7 @@ class FeaturesExtractor:
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else:
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lazy.append(False)
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sample.put("constr_features_user", user_features)
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sample.put("constr_lazy", lazy)
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sample.put_vector("constr_lazy", lazy)
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sample.put("constr_categories", categories)
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def _extract_user_features_instance(
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@@ -251,7 +251,7 @@ class FeaturesExtractor:
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constr_lazy = sample.get("constr_lazy")
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assert constr_lazy is not None
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sample.put("instance_features_user", user_features)
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sample.put("static_lazy_count", sum(constr_lazy))
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sample.put_scalar("static_lazy_count", sum(constr_lazy))
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# Alvarez, A. M., Louveaux, Q., & Wehenkel, L. (2017). A machine learning-based
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# approximation of strong branching. INFORMS Journal on Computing, 29(1), 185-195.
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@@ -3,16 +3,34 @@
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# Released under the modified BSD license. See COPYING.md for more details.
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from abc import ABC, abstractmethod
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from typing import Dict, Optional, Any
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from typing import Dict, Optional, Any, Union, List
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import h5py
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import numpy as np
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from overrides import overrides
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Scalar = Union[None, bool, str, int, float]
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Vector = Union[None, List[bool], List[str], List[int], List[float]]
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class Sample(ABC):
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"""Abstract dictionary-like class that stores training data."""
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@abstractmethod
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def get_scalar(self, key: str) -> Optional[Any]:
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pass
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@abstractmethod
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def put_scalar(self, key: str, value: Scalar) -> None:
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pass
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@abstractmethod
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def get_vector(self, key: str) -> Optional[Any]:
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pass
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@abstractmethod
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def put_vector(self, key: str, value: Vector) -> None:
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pass
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@abstractmethod
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def get(self, key: str) -> Optional[Any]:
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pass
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@@ -33,6 +51,8 @@ class Sample(ABC):
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def _is_primitive(v: Any) -> bool:
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if isinstance(v, (str, bool, int, float)):
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return True
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if v is None:
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return True
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return False
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if _is_primitive(value):
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@@ -40,8 +60,23 @@ class Sample(ABC):
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if isinstance(value, list):
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if _is_primitive(value[0]):
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return
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if isinstance(value[0], list):
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if _is_primitive(value[0][0]):
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return
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assert False, f"Value has unsupported type: {value}"
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def _assert_scalar(self, value: Any) -> None:
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if value is None:
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return
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if isinstance(value, (str, bool, int, float)):
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return
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assert False, f"Scalar expected; found instead: {value}"
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def _assert_vector(self, value: Any) -> None:
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assert isinstance(value, list), f"List expected; found instead: {value}"
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for v in value:
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self._assert_scalar(v)
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class MemorySample(Sample):
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"""Dictionary-like class that stores training data in-memory."""
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@@ -54,6 +89,26 @@ class MemorySample(Sample):
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data = {}
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self._data: Dict[str, Any] = data
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@overrides
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def get_scalar(self, key: str) -> Optional[Any]:
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return self.get(key)
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@overrides
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def put_scalar(self, key: str, value: Scalar) -> None:
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self._assert_scalar(value)
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self.put(key, value)
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@overrides
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def get_vector(self, key: str) -> Optional[Any]:
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return self.get(key)
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@overrides
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def put_vector(self, key: str, value: Vector) -> None:
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if value is None:
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return
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self._assert_vector(value)
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self.put(key, value)
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@overrides
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def get(self, key: str) -> Optional[Any]:
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if key in self._data:
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@@ -63,7 +118,6 @@ class MemorySample(Sample):
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@overrides
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def put(self, key: str, value: Any) -> None:
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# self._assert_supported(value)
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self._data[key] = value
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@@ -78,23 +132,46 @@ class Hdf5Sample(Sample):
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def __init__(self, filename: str) -> None:
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self.file = h5py.File(filename, "r+")
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@overrides
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def get_scalar(self, key: str) -> Optional[Any]:
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ds = self.file[key]
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assert len(ds.shape) == 0
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if h5py.check_string_dtype(ds.dtype):
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return ds.asstr()[()]
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else:
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return ds[()].tolist()
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@overrides
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def get_vector(self, key: str) -> Optional[Any]:
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ds = self.file[key]
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assert len(ds.shape) == 1
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if h5py.check_string_dtype(ds.dtype):
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return ds.asstr()[:].tolist()
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else:
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return ds[:].tolist()
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@overrides
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def put_scalar(self, key: str, value: Any) -> None:
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self._assert_scalar(value)
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self.put(key, value)
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@overrides
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def put_vector(self, key: str, value: Vector) -> None:
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if value is None:
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return
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self._assert_vector(value)
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self.put(key, value)
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@overrides
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def get(self, key: str) -> Optional[Any]:
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ds = self.file[key]
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if h5py.check_string_dtype(ds.dtype):
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if ds.shape == ():
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return ds.asstr()[()]
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else:
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return ds.asstr()[:].tolist()
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return ds.asstr()[:].tolist()
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else:
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if ds.shape == ():
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return ds[()].tolist()
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else:
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return ds[:].tolist()
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return ds[:].tolist()
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@overrides
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def put(self, key: str, value: Any) -> None:
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self._assert_supported(value)
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if key in self.file:
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del self.file[key]
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self.file.create_dataset(key, data=value)
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@@ -210,7 +210,7 @@ class LearningSolver:
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logger.info("Extracting features (after-lp)...")
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initial_time = time.time()
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for (k, v) in lp_stats.__dict__.items():
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sample.put(k, v)
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sample.put_scalar(k, v)
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self.extractor.extract_after_lp_features(self.internal_solver, sample)
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logger.info(
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"Features (after-lp) extracted in %.2f seconds"
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@@ -278,7 +278,7 @@ class LearningSolver:
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logger.info("Extracting features (after-mip)...")
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initial_time = time.time()
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for (k, v) in mip_stats.__dict__.items():
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sample.put(k, v)
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sample.put_scalar(k, v)
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self.extractor.extract_after_mip_features(self.internal_solver, sample)
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logger.info(
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"Features (after-mip) extracted in %.2f seconds"
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@@ -7,34 +7,6 @@ from typing import Any
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from miplearn.features.sample import MemorySample, Sample, Hdf5Sample
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def _test_sample(sample: Sample) -> None:
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_assert_roundtrip(sample, "A")
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_assert_roundtrip(sample, True)
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_assert_roundtrip(sample, 1)
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_assert_roundtrip(sample, 1.0)
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_assert_roundtrip(sample, ["A", "BB", "CCC", "こんにちは"])
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_assert_roundtrip(sample, [True, True, False])
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_assert_roundtrip(sample, [1, 2, 3])
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_assert_roundtrip(sample, [1.0, 2.0, 3.0])
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def _assert_roundtrip(sample: Sample, expected: Any) -> None:
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sample.put("key", expected)
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actual = sample.get("key")
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assert actual == expected
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assert actual is not None
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if isinstance(actual, list):
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assert isinstance(actual[0], expected[0].__class__), (
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f"Expected class {expected[0].__class__}, "
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f"found {actual[0].__class__} instead"
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)
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else:
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assert isinstance(actual, expected.__class__), (
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f"Expected class {expected.__class__}, "
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f"found class {actual.__class__} instead"
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)
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def test_memory_sample() -> None:
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_test_sample(MemorySample())
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@@ -42,3 +14,51 @@ def test_memory_sample() -> None:
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def test_hdf5_sample() -> None:
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file = NamedTemporaryFile()
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_test_sample(Hdf5Sample(file.name))
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def _test_sample(sample: Sample) -> None:
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# Scalar
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_assert_roundtrip_scalar(sample, "A")
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_assert_roundtrip_scalar(sample, True)
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_assert_roundtrip_scalar(sample, 1)
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_assert_roundtrip_scalar(sample, 1.0)
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# Vector
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_assert_roundtrip_vector(sample, ["A", "BB", "CCC", "こんにちは"])
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_assert_roundtrip_vector(sample, [True, True, False])
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_assert_roundtrip_vector(sample, [1, 2, 3])
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_assert_roundtrip_vector(sample, [1.0, 2.0, 3.0])
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# List[Optional[List[Primitive]]]
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# _assert_roundtrip(
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# sample,
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# [
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# [1],
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# None,
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# [2, 2],
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# [3, 3, 3],
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# ],
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# )
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def _assert_roundtrip_scalar(sample: Sample, expected: Any) -> None:
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sample.put_scalar("key", expected)
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actual = sample.get_scalar("key")
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assert actual == expected
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assert actual is not None
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_assert_same_type(actual, expected)
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def _assert_roundtrip_vector(sample: Sample, expected: Any) -> None:
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sample.put_vector("key", expected)
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actual = sample.get_vector("key")
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assert actual == expected
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assert actual is not None
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_assert_same_type(actual[0], expected[0])
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def _assert_same_type(actual: Any, expected: Any) -> None:
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assert isinstance(actual, expected.__class__), (
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f"Expected class {expected.__class__}, "
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f"found class {actual.__class__} instead"
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)
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