Add pre argument to sample_xy

miplearn/components/component.py

@@ -159,6 +159,7 @@ class Component(EnforceOverrides):
         self,
         instance: Optional[Instance],
         sample: Sample,
+        pre: Optional[List[Any]] = None,
     ) -> Tuple[Dict, Dict]:
         """
         Returns a pair of x and y dictionaries containing, respectively, the matrices
@@ -175,7 +176,7 @@ class Component(EnforceOverrides):
     ) -> None:
         return
 
-    def pre_sample_xy(self, instance: Instance, sample: Sample) -> None:
+    def pre_sample_xy(self, instance: Instance, sample: Sample) -> Any:
         pass
 
     @staticmethod
@@ -183,28 +184,29 @@ class Component(EnforceOverrides):
         components: Dict[str, "Component"],
         instances: List[Instance],
     ) -> None:
-        x_combined: Dict = {}
-        y_combined: Dict = {}
-        for (cname, comp) in components.items():
-            x_combined[cname] = {}
-            y_combined[cname] = {}
-
-        # pre_sample_xy
-        for instance in instances:
+        def _pre_sample_xy(instance: Instance) -> Dict:
+            pre_instance: Dict = {}
+            for (cname, comp) in components.items():
+                pre_instance[cname] = []
             instance.load()
             for sample in instance.samples:
                 for (cname, comp) in components.items():
-                    comp.pre_sample_xy(instance, sample)
+                    pre_instance[cname].append(comp.pre_sample_xy(instance, sample))
             instance.free()
-
-        # sample_xy
-        for instance in instances:
+            return pre_instance
+
+        def _sample_xy(instance: Instance, pre: Dict) -> Tuple[Dict, Dict]:
+            x_instance: Dict = {}
+            y_instance: Dict = {}
+            for (cname, comp) in components.items():
+                x_instance[cname] = {}
+                y_instance[cname] = {}
             instance.load()
             for sample in instance.samples:
                 for (cname, comp) in components.items():
-                    x = x_combined[cname]
-                    y = y_combined[cname]
-                    x_sample, y_sample = comp.sample_xy(instance, sample)
+                    x = x_instance[cname]
+                    y = y_instance[cname]
+                    x_sample, y_sample = comp.sample_xy(instance, sample, pre[cname])
                     for cat in x_sample.keys():
                         if cat not in x:
                             x[cat] = []
@@ -212,12 +214,29 @@ class Component(EnforceOverrides):
                         x[cat] += x_sample[cat]
                         y[cat] += y_sample[cat]
             instance.free()
+            return x_instance, y_instance
+
+        pre = [_pre_sample_xy(instance) for instance in instances]
+
+        pre_combined: Dict = {}
+        for (cname, comp) in components.items():
+            pre_combined[cname] = []
+            for p in pre:
+                pre_combined[cname].extend(p[cname])
+
+        xy = [_sample_xy(instances, pre_combined) for instances in instances]
 
-        # fit_xy
         for (cname, comp) in components.items():
-            x = x_combined[cname]
-            y = y_combined[cname]
-            for cat in x.keys():
-                x[cat] = np.array(x[cat], dtype=np.float32)
-                y[cat] = np.array(y[cat])
-            comp.fit_xy(x, y)
+            x_comp: Dict = {}
+            y_comp: Dict = {}
+            for (x, y) in xy:
+                for cat in x[cname].keys():
+                    if cat not in x_comp:
+                        x_comp[cat] = []
+                        y_comp[cat] = []
+                    x_comp[cat].extend(x[cname][cat])
+                    y_comp[cat].extend(y[cname][cat])
+            for cat in x_comp.keys():
+                x_comp[cat] = np.array(x_comp[cat], dtype=np.float32)
+                y_comp[cat] = np.array(y_comp[cat])
+            comp.fit_xy(x_comp, y_comp)

miplearn/components/dynamic_common.py

@@ -3,7 +3,7 @@
 #  Released under the modified BSD license. See COPYING.md for more details.
 
 import logging
-from typing import Dict, Hashable, List, Tuple, Optional
+from typing import Dict, Hashable, List, Tuple, Optional, Any, FrozenSet, Set
 
 import numpy as np
 from overrides import overrides
@@ -89,7 +89,14 @@ class DynamicConstraintsComponent(Component):
         self,
         instance: Optional[Instance],
         sample: Sample,
+        pre: Optional[List[Any]] = None,
     ) -> Tuple[Dict, Dict]:
+        assert pre is not None
+        known_cids: Set = set()
+        for cids in pre:
+            known_cids |= cids
+        self.known_cids.clear()
+        self.known_cids.extend(sorted(known_cids))
         x, y, _ = self.sample_xy_with_cids(instance, sample)
         return x, y
 
@@ -117,14 +124,14 @@ class DynamicConstraintsComponent(Component):
         return pred
 
     @overrides
-    def pre_sample_xy(self, instance: Instance, sample: Sample) -> None:
+    def pre_sample_xy(self, instance: Instance, sample: Sample) -> Any:
         if (
             sample.after_mip is None
             or sample.after_mip.extra is None
             or sample.after_mip.extra[self.attr] is None
         ):
             return
-        self.known_cids.extend(sorted(sample.after_mip.extra[self.attr]))
+        return sample.after_mip.extra[self.attr]
 
     @overrides
     def fit_xy(

miplearn/components/dynamic_lazy.py

@@ -108,8 +108,9 @@ class DynamicLazyConstraintsComponent(Component):
         self,
         instance: Optional[Instance],
         sample: Sample,
+        pre: Optional[List[Any]] = None,
     ) -> Tuple[Dict, Dict]:
-        return self.dynamic.sample_xy(instance, sample)
+        return self.dynamic.sample_xy(instance, sample, pre=pre)
 
     def sample_predict(
         self,
@@ -119,8 +120,8 @@ class DynamicLazyConstraintsComponent(Component):
         return self.dynamic.sample_predict(instance, sample)
 
     @overrides
-    def pre_sample_xy(self, instance: Instance, sample: Sample) -> None:
-        self.dynamic.pre_sample_xy(instance, sample)
+    def pre_sample_xy(self, instance: Instance, sample: Sample) -> Any:
+        return self.dynamic.pre_sample_xy(instance, sample)
 
     @overrides
     def fit_xy(

miplearn/components/dynamic_user_cuts.py

@@ -3,7 +3,7 @@
 #  Released under the modified BSD license. See COPYING.md for more details.
 
 import logging
-from typing import Any, TYPE_CHECKING, Hashable, Set, Tuple, Dict, List
+from typing import Any, TYPE_CHECKING, Hashable, Set, Tuple, Dict, List, Optional
 
 import numpy as np
 from overrides import overrides
@@ -101,8 +101,9 @@ class UserCutsComponent(Component):
         self,
         instance: "Instance",
         sample: Sample,
+        pre: Optional[List[Any]] = None,
     ) -> Tuple[Dict, Dict]:
-        return self.dynamic.sample_xy(instance, sample)
+        return self.dynamic.sample_xy(instance, sample, pre=pre)
 
     def sample_predict(
         self,
@@ -112,8 +113,8 @@ class UserCutsComponent(Component):
         return self.dynamic.sample_predict(instance, sample)
 
     @overrides
-    def pre_sample_xy(self, instance: Instance, sample: Sample) -> None:
-        self.dynamic.pre_sample_xy(instance, sample)
+    def pre_sample_xy(self, instance: Instance, sample: Sample) -> Any:
+        return self.dynamic.pre_sample_xy(instance, sample)
 
     @overrides
     def fit_xy(

miplearn/components/objective.py

@@ -76,6 +76,7 @@ class ObjectiveValueComponent(Component):
         self,
         _: Optional[Instance],
         sample: Sample,
+        pre: Optional[List[Any]] = None,
     ) -> Tuple[Dict[Hashable, List[List[float]]], Dict[Hashable, List[List[float]]]]:
         # Instance features
         assert sample.after_load is not None

miplearn/components/primal.py

@@ -145,6 +145,7 @@ class PrimalSolutionComponent(Component):
         self,
         _: Optional[Instance],
         sample: Sample,
+        pre: Optional[List[Any]] = None,
     ) -> Tuple[Dict[Category, List[List[float]]], Dict[Category, List[List[float]]]]:
         x: Dict = {}
         y: Dict = {}

miplearn/components/static_lazy.py

@@ -154,6 +154,7 @@ class StaticLazyConstraintsComponent(Component):
         self,
         _: Optional[Instance],
         sample: Sample,
+        pre: Optional[List[Any]] = None,
     ) -> Tuple[Dict[Hashable, List[List[float]]], Dict[Hashable, List[List[float]]]]:
         x, y, __ = self._sample_xy_with_cids(sample)
         return x, y

tests/components/test_dynamic_lazy.py

@@ -87,7 +87,6 @@ def training_instances() -> List[Instance]:
 
 def test_sample_xy(training_instances: List[Instance]) -> None:
     comp = DynamicLazyConstraintsComponent()
-    comp.dynamic.known_cids = ["c1", "c2", "c3", "c4"]
     x_expected = {
         "type-a": [[5.0, 1.0, 2.0, 3.0], [5.0, 4.0, 5.0, 6.0]],
         "type-b": [[5.0, 1.0, 2.0], [5.0, 3.0, 4.0]],
@@ -99,6 +98,7 @@ def test_sample_xy(training_instances: List[Instance]) -> None:
     x_actual, y_actual = comp.sample_xy(
         training_instances[0],
         training_instances[0].samples[0],
+        pre=[{"c1", "c2", "c3", "c4"}],
     )
     assert_equals(x_actual, x_expected)
     assert_equals(y_actual, y_expected)