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https://github.com/ANL-CEEESA/MIPLearn.git
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Update PrimalSolutionComponent
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@@ -1,7 +1,6 @@
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
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# Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved.
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# Released under the modified BSD license. See COPYING.md for more details.
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from typing import cast
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from unittest.mock import Mock
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import numpy as np
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@@ -14,15 +13,14 @@ from miplearn.classifiers.threshold import Threshold
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from miplearn.components import classifier_evaluation_dict
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from miplearn.components.primal import PrimalSolutionComponent
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from miplearn.features import (
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TrainingSample,
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Variable,
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Features,
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Sample,
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InstanceFeatures,
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)
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from miplearn.instance.base import Instance
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from miplearn.problems.tsp import TravelingSalesmanGenerator
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from miplearn.solvers.learning import LearningSolver
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from miplearn.solvers.tests import assert_equals
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@pytest.fixture
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@@ -48,7 +46,7 @@ def sample() -> Sample:
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after_mip=Features(
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variables={
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"x[0]": Variable(value=0.0),
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"x[1]": Variable(value=0.0),
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"x[1]": Variable(value=1.0),
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"x[2]": Variable(value=1.0),
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"x[3]": Variable(value=0.0),
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}
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@@ -89,168 +87,6 @@ def test_xy(sample: Sample) -> None:
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assert y_actual == y_expected
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def test_xy_old() -> None:
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features = Features(
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variables={
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"x[0]": Variable(
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category="default",
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user_features=[0.0, 0.0],
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),
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"x[1]": Variable(
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category=None,
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),
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"x[2]": Variable(
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category="default",
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user_features=[1.0, 0.0],
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),
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"x[3]": Variable(
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category="default",
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user_features=[1.0, 1.0],
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),
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}
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)
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instance = Mock(spec=Instance)
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instance.features = features
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sample = TrainingSample(
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solution={
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"x[0]": 0.0,
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"x[1]": 1.0,
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"x[2]": 1.0,
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"x[3]": 0.0,
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},
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lp_solution={
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"x[0]": 0.1,
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"x[1]": 0.1,
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"x[2]": 0.1,
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"x[3]": 0.1,
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},
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)
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x_expected = {
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"default": [
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[0.0, 0.0, 0.1],
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[1.0, 0.0, 0.1],
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[1.0, 1.0, 0.1],
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]
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}
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y_expected = {
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"default": [
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[True, False],
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[False, True],
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[True, False],
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]
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}
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xy = PrimalSolutionComponent().sample_xy_old(instance, sample)
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assert xy is not None
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x_actual, y_actual = xy
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assert x_actual == x_expected
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assert y_actual == y_expected
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def test_xy_without_lp_solution_old() -> None:
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features = Features(
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variables={
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"x[0]": Variable(
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category="default",
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user_features=[0.0, 0.0],
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),
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"x[1]": Variable(
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category=None,
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),
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"x[2]": Variable(
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category="default",
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user_features=[1.0, 0.0],
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),
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"x[3]": Variable(
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category="default",
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user_features=[1.0, 1.0],
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),
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}
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)
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instance = Mock(spec=Instance)
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instance.features = features
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sample = TrainingSample(
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solution={
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"x[0]": 0.0,
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"x[1]": 1.0,
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"x[2]": 1.0,
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"x[3]": 0.0,
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},
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)
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x_expected = {
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"default": [
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[0.0, 0.0],
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[1.0, 0.0],
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[1.0, 1.0],
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]
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}
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y_expected = {
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"default": [
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[True, False],
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[False, True],
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[True, False],
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]
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}
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xy = PrimalSolutionComponent().sample_xy_old(instance, sample)
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assert xy is not None
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x_actual, y_actual = xy
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assert x_actual == x_expected
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assert y_actual == y_expected
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def test_predict_old() -> None:
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clf = Mock(spec=Classifier)
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clf.predict_proba = Mock(
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return_value=np.array(
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[
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[0.9, 0.1],
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[0.5, 0.5],
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[0.1, 0.9],
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]
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)
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)
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thr = Mock(spec=Threshold)
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thr.predict = Mock(return_value=[0.75, 0.75])
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features = Features(
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variables={
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"x[0]": Variable(
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category="default",
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user_features=[0.0, 0.0],
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),
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"x[1]": Variable(
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category="default",
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user_features=[0.0, 2.0],
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),
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"x[2]": Variable(
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category="default",
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user_features=[2.0, 0.0],
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),
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}
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)
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instance = Mock(spec=Instance)
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instance.features = features
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sample = TrainingSample(
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lp_solution={
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"x[0]": 0.1,
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"x[1]": 0.5,
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"x[2]": 0.9,
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}
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)
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x, _ = PrimalSolutionComponent().sample_xy_old(instance, sample)
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comp = PrimalSolutionComponent()
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comp.classifiers = {"default": clf}
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comp.thresholds = {"default": thr}
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pred = comp.sample_predict(instance, sample)
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clf.predict_proba.assert_called_once()
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assert_array_equal(x["default"], clf.predict_proba.call_args[0][0])
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thr.predict.assert_called_once()
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assert_array_equal(x["default"], thr.predict.call_args[0][0])
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assert pred == {
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"x[0]": 0.0,
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"x[1]": None,
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"x[2]": 1.0,
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}
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def test_fit_xy() -> None:
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clf = Mock(spec=Classifier)
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clf.clone = lambda: Mock(spec=Classifier) # type: ignore
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@@ -295,37 +131,49 @@ def test_usage() -> None:
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assert stats["mip_lower_bound"] == stats["mip_warm_start_value"]
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def test_evaluate_old() -> None:
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def test_evaluate(sample: Sample) -> None:
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comp = PrimalSolutionComponent()
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comp.sample_predict = lambda _, __: { # type: ignore
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comp.sample_predict = lambda _: { # type: ignore
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"x[0]": 1.0,
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"x[1]": 0.0,
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"x[1]": 1.0,
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"x[2]": 0.0,
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"x[3]": None,
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"x[4]": 1.0,
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}
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features: Features = Features(
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variables={
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"x[0]": Variable(),
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"x[1]": Variable(),
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"x[2]": Variable(),
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"x[3]": Variable(),
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"x[4]": Variable(),
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}
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ev = comp.sample_evaluate(None, sample)
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assert_equals(
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ev,
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{
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0: classifier_evaluation_dict(tp=0, fp=1, tn=1, fn=2),
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1: classifier_evaluation_dict(tp=1, fp=1, tn=1, fn=1),
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},
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)
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instance = Mock(spec=Instance)
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instance.features = features
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sample: TrainingSample = TrainingSample(
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solution={
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"x[0]": 1.0,
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"x[1]": 1.0,
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"x[2]": 0.0,
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"x[3]": 1.0,
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"x[4]": 1.0,
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}
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def test_predict(sample: Sample) -> None:
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clf = Mock(spec=Classifier)
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clf.predict_proba = Mock(
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return_value=np.array(
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[
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[0.9, 0.1],
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[0.5, 0.5],
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[0.1, 0.9],
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]
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)
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)
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ev = comp.sample_evaluate_old(instance, sample)
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assert ev == {
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0: classifier_evaluation_dict(tp=1, fp=1, tn=3, fn=0),
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1: classifier_evaluation_dict(tp=2, fp=0, tn=1, fn=2),
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thr = Mock(spec=Threshold)
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thr.predict = Mock(return_value=[0.75, 0.75])
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comp = PrimalSolutionComponent()
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x, _ = comp.sample_xy(None, sample)
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comp.classifiers = {"default": clf}
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comp.thresholds = {"default": thr}
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pred = comp.sample_predict(sample)
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clf.predict_proba.assert_called_once()
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thr.predict.assert_called_once()
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assert_array_equal(x["default"], clf.predict_proba.call_args[0][0])
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assert_array_equal(x["default"], thr.predict.call_args[0][0])
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assert pred == {
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"x[0]": 0.0,
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"x[1]": None,
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"x[2]": None,
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"x[3]": 1.0,
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}
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