Make cuts component compatible with Pyomo+Gurobi

This commit is contained in:
2024-01-29 00:41:29 -06:00
parent d2faa15079
commit c9eef36c4e
35 changed files with 203 additions and 87 deletions

View File

@@ -5,62 +5,69 @@
from typing import Any, List, Dict
from unittest.mock import Mock
from sklearn.dummy import DummyClassifier
from sklearn.neighbors import KNeighborsClassifier
from miplearn.components.cuts.mem import MemorizingCutsComponent
from miplearn.extractors.abstract import FeaturesExtractor
from miplearn.problems.stab import build_stab_model
from miplearn.problems.stab import build_stab_model_gurobipy, build_stab_model_pyomo
from miplearn.solvers.learning import LearningSolver
from sklearn.dummy import DummyClassifier
from sklearn.neighbors import KNeighborsClassifier
from typing import Callable
def test_mem_component(
stab_h5: List[str],
def test_mem_component_gp(
stab_gp_h5: List[str],
stab_pyo_h5: List[str],
default_extractor: FeaturesExtractor,
) -> None:
clf = Mock(wraps=DummyClassifier())
comp = MemorizingCutsComponent(clf=clf, extractor=default_extractor)
comp.fit(stab_h5)
for h5 in [stab_pyo_h5, stab_gp_h5]:
clf = Mock(wraps=DummyClassifier())
comp = MemorizingCutsComponent(clf=clf, extractor=default_extractor)
comp.fit(h5)
# Should call fit method with correct arguments
clf.fit.assert_called()
x, y = clf.fit.call_args.args
assert x.shape == (3, 50)
assert y.shape == (3, 388)
y = y.tolist()
assert y[0][:20] == [1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1]
assert y[1][:20] == [1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 0, 1, 1]
assert y[2][:20] == [1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1]
# Should call fit method with correct arguments
clf.fit.assert_called()
x, y = clf.fit.call_args.args
assert x.shape == (3, 50)
assert y.shape == (3, 415)
y = y.tolist()
assert y[0][:20] == [1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1]
assert y[1][:20] == [1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1]
assert y[2][:20] == [1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1, 0, 0, 1, 1, 1, 1, 1, 1]
# Should store violations
assert comp.constrs_ is not None
assert comp.n_features_ == 50
assert comp.n_targets_ == 388
assert len(comp.constrs_) == 388
# Should store violations
assert comp.constrs_ is not None
assert comp.n_features_ == 50
assert comp.n_targets_ == 415
assert len(comp.constrs_) == 415
# Call before-mip
stats: Dict[str, Any] = {}
model = Mock()
comp.before_mip(stab_h5[0], model, stats)
# Call before-mip
stats: Dict[str, Any] = {}
model = Mock()
comp.before_mip(h5[0], model, stats)
# Should call predict with correct args
clf.predict.assert_called()
(x_test,) = clf.predict.call_args.args
assert x_test.shape == (1, 50)
# Should call predict with correct args
clf.predict.assert_called()
(x_test,) = clf.predict.call_args.args
assert x_test.shape == (1, 50)
# Should set cuts_aot_
assert model.cuts_aot_ is not None
assert len(model.cuts_aot_) == 243
# Should set cuts_aot_
assert model.cuts_aot_ is not None
assert len(model.cuts_aot_) == 285
def test_usage_stab(
stab_h5: List[str],
stab_gp_h5: List[str],
stab_pyo_h5: List[str],
default_extractor: FeaturesExtractor,
) -> None:
data_filenames = [f.replace(".h5", ".pkl.gz") for f in stab_h5]
clf = KNeighborsClassifier(n_neighbors=1)
comp = MemorizingCutsComponent(clf=clf, extractor=default_extractor)
solver = LearningSolver(components=[comp])
solver.fit(data_filenames)
stats = solver.optimize(data_filenames[0], build_stab_model)
assert stats["Cuts: AOT"] > 0
for (h5, build_model) in [
(stab_pyo_h5, build_stab_model_pyomo),
(stab_gp_h5, build_stab_model_gurobipy),
]:
data_filenames = [f.replace(".h5", ".pkl.gz") for f in h5]
clf = KNeighborsClassifier(n_neighbors=1)
comp = MemorizingCutsComponent(clf=clf, extractor=default_extractor)
solver = LearningSolver(components=[comp])
solver.fit(data_filenames)
stats = solver.optimize(data_filenames[0], build_model) # type: ignore
assert stats["Cuts: AOT"] > 0