Update DynamicLazyConstraintsComponent

miplearn/components/component.py

@@ -196,7 +196,7 @@ class Component(EnforceOverrides):
     ) -> None:
         x, y = self.xy_instances(training_instances)
         for cat in x.keys():
-            x[cat] = np.array(x[cat])
+            x[cat] = np.array(x[cat], dtype=np.float32)
             y[cat] = np.array(y[cat])
         self.fit_xy(x, y)
 

miplearn/components/dynamic_common.py

@@ -105,7 +105,10 @@ class DynamicConstraintsComponent(Component):
             features.extend(sample.after_lp.instance.to_list())
             features.extend(instance.get_constraint_features(cid))
             for ci in features:
-                assert isinstance(ci, float)
+                assert isinstance(ci, float), (
+                    f"Constraint features must be a list of floats. "
+                    f"Found {ci.__class__.__name__} instead."
+                )
             x[category].append(features)
             cids[category].append(cid)
 
@@ -137,7 +140,7 @@ class DynamicConstraintsComponent(Component):
         x, y, _ = self.sample_xy_with_cids(instance, sample)
         return x, y
 
-    def sample_predict(
+    def sample_predict_old(
         self,
         instance: Instance,
         sample: TrainingSample,
@@ -160,6 +163,29 @@ class DynamicConstraintsComponent(Component):
                     pred += [cids[category][i]]
         return pred
 
+    def sample_predict(
+        self,
+        instance: Instance,
+        sample: Sample,
+    ) -> List[Hashable]:
+        pred: List[Hashable] = []
+        if len(self.known_cids) == 0:
+            logger.info("Classifiers not fitted. Skipping.")
+            return pred
+        x, _, cids = self.sample_xy_with_cids(instance, sample)
+        for category in x.keys():
+            assert category in self.classifiers
+            assert category in self.thresholds
+            clf = self.classifiers[category]
+            thr = self.thresholds[category]
+            nx = np.array(x[category])
+            proba = clf.predict_proba(nx)
+            t = thr.predict(nx)
+            for i in range(proba.shape[0]):
+                if proba[i][1] > t[1]:
+                    pred += [cids[category][i]]
+        return pred
+
     @overrides
     def fit_old(self, training_instances: List[Instance]) -> None:
         collected_cids = set()
@@ -174,6 +200,24 @@ class DynamicConstraintsComponent(Component):
         self.known_cids.extend(sorted(collected_cids))
         super().fit_old(training_instances)
 
+    @overrides
+    def fit(self, training_instances: List[Instance]) -> None:
+        collected_cids = set()
+        for instance in training_instances:
+            instance.load()
+            for sample in instance.samples:
+                if (
+                    sample.after_mip is None
+                    or sample.after_mip.extra is None
+                    or sample.after_mip.extra[self.attr] is None
+                ):
+                    continue
+                collected_cids |= sample.after_mip.extra[self.attr]
+            instance.free()
+        self.known_cids.clear()
+        self.known_cids.extend(sorted(collected_cids))
+        super().fit(training_instances)
+
     @overrides
     def fit_xy(
         self,
@@ -189,12 +233,15 @@ class DynamicConstraintsComponent(Component):
             self.thresholds[category].fit(self.classifiers[category], npx, npy)
 
     @overrides
-    def sample_evaluate_old(
+    def sample_evaluate(
         self,
         instance: Instance,
-        sample: TrainingSample,
+        sample: Sample,
     ) -> Dict[Hashable, Dict[str, float]]:
-        assert getattr(sample, self.attr) is not None
+        assert sample.after_mip is not None
+        assert sample.after_mip.extra is not None
+        assert self.attr in sample.after_mip.extra
+        actual = sample.after_mip.extra[self.attr]
         pred = set(self.sample_predict(instance, sample))
         tp: Dict[Hashable, int] = {}
         tn: Dict[Hashable, int] = {}
@@ -210,12 +257,12 @@ class DynamicConstraintsComponent(Component):
                 fp[category] = 0
                 fn[category] = 0
             if cid in pred:
-                if cid in getattr(sample, self.attr):
+                if cid in actual:
                     tp[category] += 1
                 else:
                     fp[category] += 1
             else:
-                if cid in getattr(sample, self.attr):
+                if cid in actual:
                     fn[category] += 1
                 else:
                     tn[category] += 1

miplearn/components/dynamic_lazy.py

@@ -3,7 +3,7 @@
 #  Released under the modified BSD license. See COPYING.md for more details.
 
 import logging
-from typing import Dict, List, TYPE_CHECKING, Hashable, Tuple, Any, Optional
+from typing import Dict, List, TYPE_CHECKING, Hashable, Tuple, Any, Optional, Set
 
 import numpy as np
 from overrides import overrides
@@ -41,6 +41,7 @@ class DynamicLazyConstraintsComponent(Component):
         self.classifiers = self.dynamic.classifiers
         self.thresholds = self.dynamic.thresholds
         self.known_cids = self.dynamic.known_cids
+        self.lazy_enforced: Set[str] = set()
 
     @staticmethod
     def enforce(
@@ -54,21 +55,33 @@ class DynamicLazyConstraintsComponent(Component):
             instance.enforce_lazy_constraint(solver.internal_solver, model, cid)
 
     @overrides
-    def before_solve_mip_old(
+    def before_solve_mip(
         self,
         solver: "LearningSolver",
         instance: Instance,
         model: Any,
         stats: LearningSolveStats,
-        features: Features,
-        training_data: TrainingSample,
+        sample: Sample,
     ) -> None:
-        training_data.lazy_enforced = set()
+        self.lazy_enforced.clear()
         logger.info("Predicting violated (dynamic) lazy constraints...")
-        cids = self.dynamic.sample_predict(instance, training_data)
+        cids = self.dynamic.sample_predict(instance, sample)
         logger.info("Enforcing %d lazy constraints..." % len(cids))
         self.enforce(cids, instance, model, solver)
 
+    @overrides
+    def after_solve_mip(
+        self,
+        solver: "LearningSolver",
+        instance: Instance,
+        model: Any,
+        stats: LearningSolveStats,
+        sample: Sample,
+    ) -> None:
+        assert sample.after_mip is not None
+        assert sample.after_mip.extra is not None
+        sample.after_mip.extra["lazy_enforced"] = set(self.lazy_enforced)
+
     @overrides
     def iteration_cb(
         self,
@@ -83,23 +96,13 @@ class DynamicLazyConstraintsComponent(Component):
             logger.debug("No violations found")
             return False
         else:
-            sample = instance.training_data[-1]
-            assert sample.lazy_enforced is not None
-            sample.lazy_enforced |= set(cids)
+            self.lazy_enforced |= set(cids)
             logger.debug("    %d violations found" % len(cids))
             self.enforce(cids, instance, model, solver)
             return True
 
     # Delegate ML methods to self.dynamic
     # -------------------------------------------------------------------
-    @overrides
-    def sample_xy_old(
-        self,
-        instance: Instance,
-        sample: TrainingSample,
-    ) -> Tuple[Dict, Dict]:
-        return self.dynamic.sample_xy_old(instance, sample)
-
     @overrides
     def sample_xy(
         self,
@@ -111,13 +114,13 @@ class DynamicLazyConstraintsComponent(Component):
     def sample_predict(
         self,
         instance: Instance,
-        sample: TrainingSample,
+        sample: Sample,
     ) -> List[Hashable]:
         return self.dynamic.sample_predict(instance, sample)
 
     @overrides
-    def fit_old(self, training_instances: List[Instance]) -> None:
-        self.dynamic.fit_old(training_instances)
+    def fit(self, training_instances: List[Instance]) -> None:
+        self.dynamic.fit(training_instances)
 
     @overrides
     def fit_xy(
@@ -128,9 +131,9 @@ class DynamicLazyConstraintsComponent(Component):
         self.dynamic.fit_xy(x, y)
 
     @overrides
-    def sample_evaluate_old(
+    def sample_evaluate(
         self,
         instance: Instance,
-        sample: TrainingSample,
+        sample: Sample,
     ) -> Dict[Hashable, Dict[str, float]]:
-        return self.dynamic.sample_evaluate_old(instance, sample)
+        return self.dynamic.sample_evaluate(instance, sample)

miplearn/components/dynamic_user_cuts.py

@@ -51,7 +51,7 @@ class UserCutsComponent(Component):
         self.enforced.clear()
         self.n_added_in_callback = 0
         logger.info("Predicting violated user cuts...")
-        cids = self.dynamic.sample_predict(instance, training_data)
+        cids = self.dynamic.sample_predict_old(instance, training_data)
         logger.info("Enforcing %d user cuts ahead-of-time..." % len(cids))
         for cid in cids:
             instance.enforce_user_cut(solver.internal_solver, model, cid)

miplearn/instance/base.py

@@ -62,9 +62,9 @@ class Instance(ABC, EnforceOverrides):
         the problem. If two instances map into arrays of different lengths,
         they cannot be solved by the same LearningSolver object.
 
-        By default, returns [0].
+        By default, returns [0.0].
         """
-        return [0]
+        return [0.0]
 
     def get_variable_features(self, var_name: VariableName) -> List[float]:
         """
@@ -81,9 +81,9 @@ class Instance(ABC, EnforceOverrides):
         length for all variables within the same category, for all relevant instances
         of the problem.
 
-        By default, returns [0].
+        By default, returns [0.0].
         """
-        return [0]
+        return [0.0]
 
     def get_variable_category(self, var_name: VariableName) -> Optional[Category]:
         """

miplearn/solvers/learning.py

@@ -159,6 +159,7 @@ class LearningSolver:
         # -------------------------------------------------------
         logger.info("Extracting features (after-load)...")
         features = FeaturesExtractor(self.internal_solver).extract(instance)
+        features.extra = {}
         instance.features.__dict__ = features.__dict__
         sample.after_load = features
 
@@ -204,6 +205,7 @@ class LearningSolver:
             # -------------------------------------------------------
             logger.info("Extracting features (after-lp)...")
             features = FeaturesExtractor(self.internal_solver).extract(instance)
+            features.extra = {}
             features.lp_solve = lp_stats
             sample.after_lp = features
 
@@ -267,6 +269,7 @@ class LearningSolver:
         logger.info("Extracting features (after-mip)...")
         features = FeaturesExtractor(self.internal_solver).extract(instance)
         features.mip_solve = mip_stats
+        features.extra = {}
         sample.after_mip = features
 
         # Add some information to training_sample

tests/components/test_dynamic_lazy.py

@@ -83,15 +83,20 @@ def training_instances() -> List[Instance]:
     instances = [cast(Instance, Mock(spec=Instance)) for _ in range(2)]
     instances[0].samples = [
         Sample(
-            after_lp=Features(
-                instance=InstanceFeatures(),
-            ),
+            after_lp=Features(instance=InstanceFeatures()),
             after_mip=Features(extra={"lazy_enforced": {"c1", "c2"}}),
-        )
+        ),
+        Sample(
+            after_lp=Features(instance=InstanceFeatures()),
+            after_mip=Features(extra={"lazy_enforced": {"c2", "c3"}}),
+        ),
     ]
     instances[0].samples[0].after_lp.instance.to_list = Mock(  # type: ignore
         return_value=[5.0]
     )
+    instances[0].samples[1].after_lp.instance.to_list = Mock(  # type: ignore
+        return_value=[5.0]
+    )
     instances[0].get_constraint_category = Mock(  # type: ignore
         side_effect=lambda cid: {
             "c1": "type-a",
@@ -108,7 +113,30 @@ def training_instances() -> List[Instance]:
             "c4": [3.0, 4.0],
         }[cid]
     )
-
+    instances[1].samples = [
+        Sample(
+            after_lp=Features(instance=InstanceFeatures()),
+            after_mip=Features(extra={"lazy_enforced": {"c3", "c4"}}),
+        )
+    ]
+    instances[1].samples[0].after_lp.instance.to_list = Mock(  # type: ignore
+        return_value=[8.0]
+    )
+    instances[1].get_constraint_category = Mock(  # type: ignore
+        side_effect=lambda cid: {
+            "c1": None,
+            "c2": "type-a",
+            "c3": "type-b",
+            "c4": "type-b",
+        }[cid]
+    )
+    instances[1].get_constraint_features = Mock(  # type: ignore
+        side_effect=lambda cid: {
+            "c2": [7.0, 8.0, 9.0],
+            "c3": [5.0, 6.0],
+            "c4": [7.0, 8.0],
+        }[cid]
+    )
     return instances
 
 
@@ -131,11 +159,11 @@ def test_sample_xy(training_instances: List[Instance]) -> None:
     assert_equals(y_actual, y_expected)
 
 
-def test_fit_old(training_instances_old: List[Instance]) -> None:
+def test_fit(training_instances: List[Instance]) -> None:
     clf = Mock(spec=Classifier)
     clf.clone = Mock(side_effect=lambda: Mock(spec=Classifier))
     comp = DynamicLazyConstraintsComponent(classifier=clf)
-    comp.fit_old(training_instances_old)
+    comp.fit(training_instances)
     assert clf.clone.call_count == 2
 
     assert "type-a" in comp.classifiers
@@ -145,11 +173,11 @@ def test_fit_old(training_instances_old: List[Instance]) -> None:
         clf_a.fit.call_args[0][0],  # type: ignore
         np.array(
             [
-                [50.0, 1.0, 2.0, 3.0],
-                [50.0, 4.0, 5.0, 6.0],
-                [50.0, 1.0, 2.0, 3.0],
-                [50.0, 4.0, 5.0, 6.0],
-                [80.0, 7.0, 8.0, 9.0],
+                [5.0, 1.0, 2.0, 3.0],
+                [5.0, 4.0, 5.0, 6.0],
+                [5.0, 1.0, 2.0, 3.0],
+                [5.0, 4.0, 5.0, 6.0],
+                [8.0, 7.0, 8.0, 9.0],
             ]
         ),
     )
@@ -173,12 +201,12 @@ def test_fit_old(training_instances_old: List[Instance]) -> None:
         clf_b.fit.call_args[0][0],  # type: ignore
         np.array(
             [
-                [50.0, 1.0, 2.0],
-                [50.0, 3.0, 4.0],
-                [50.0, 1.0, 2.0],
-                [50.0, 3.0, 4.0],
-                [80.0, 5.0, 6.0],
-                [80.0, 7.0, 8.0],
+                [5.0, 1.0, 2.0],
+                [5.0, 3.0, 4.0],
+                [5.0, 1.0, 2.0],
+                [5.0, 3.0, 4.0],
+                [8.0, 5.0, 6.0],
+                [8.0, 7.0, 8.0],
             ]
         ),
     )
@@ -197,7 +225,7 @@ def test_fit_old(training_instances_old: List[Instance]) -> None:
     )
 
 
-def test_sample_predict_evaluate_old(training_instances_old: List[Instance]) -> None:
+def test_sample_predict_evaluate(training_instances: List[Instance]) -> None:
     comp = DynamicLazyConstraintsComponent()
     comp.known_cids.extend(["c1", "c2", "c3", "c4"])
     comp.thresholds["type-a"] = MinProbabilityThreshold([0.5, 0.5])
@@ -211,15 +239,14 @@ def test_sample_predict_evaluate_old(training_instances_old: List[Instance]) ->
         side_effect=lambda _: np.array([[0.9, 0.1], [0.1, 0.9]])
     )
     pred = comp.sample_predict(
-        training_instances_old[0],
-        training_instances_old[0].training_data[0],
+        training_instances[0],
+        training_instances[0].samples[0],
     )
     assert pred == ["c1", "c4"]
-    ev = comp.sample_evaluate_old(
-        training_instances_old[0],
-        training_instances_old[0].training_data[0],
+    ev = comp.sample_evaluate(
+        training_instances[0],
+        training_instances[0].samples[0],
     )
-    print(ev)
     assert ev == {
         "type-a": classifier_evaluation_dict(tp=1, fp=0, tn=0, fn=1),
         "type-b": classifier_evaluation_dict(tp=0, fp=1, tn=1, fn=0),

tests/problems/test_tsp.py

@@ -67,8 +67,9 @@ def test_subtour() -> None:
     instance = TravelingSalesmanInstance(n_cities, distances)
     solver = LearningSolver()
     solver.solve(instance)
-    assert instance.training_data[0].lazy_enforced is not None
-    assert len(instance.training_data[0].lazy_enforced) > 0
+    lazy_enforced = instance.samples[0].after_mip.extra["lazy_enforced"]
+    assert lazy_enforced is not None
+    assert len(lazy_enforced) > 0
     solution = instance.training_data[0].solution
     assert solution is not None
     assert solution["x[(0, 1)]"] == 1.0