Rewrite ObjectiveValueComponent.sample_xy

miplearn/components/component.py

@@ -7,7 +7,7 @@ from typing import Any, List, TYPE_CHECKING, Tuple, Dict, Hashable
 import numpy as np
 from overrides import EnforceOverrides
 
-from miplearn.features import TrainingSample, Features
+from miplearn.features import TrainingSample, Features, Sample
 from miplearn.instance.base import Instance
 from miplearn.types import LearningSolveStats
 
@@ -119,6 +119,14 @@ class Component:
         """
         pass
 
+    def sample_xy(self, sample: Sample) -> Tuple[Dict, Dict]:
+        """
+        Returns a pair of x and y dictionaries containing, respectively, the matrices
+        of ML features and the labels for the sample. If the training sample does not
+        include label information, returns (x, {}).
+        """
+        pass
+
     def xy_instances(
         self,
         instances: List[Instance],

miplearn/components/objective.py

@@ -12,7 +12,7 @@ from sklearn.linear_model import LinearRegression
 from miplearn.classifiers import Regressor
 from miplearn.classifiers.sklearn import ScikitLearnRegressor
 from miplearn.components.component import Component
-from miplearn.features import TrainingSample, Features
+from miplearn.features import TrainingSample, Features, Sample
 from miplearn.instance.base import Instance
 from miplearn.types import LearningSolveStats
 
@@ -98,6 +98,39 @@ class ObjectiveValueComponent(Component):
             y["Upper bound"] = [[sample.upper_bound]]
         return x, y
 
+    @overrides
+    def sample_xy(
+        self,
+        sample: Sample,
+    ) -> Tuple[Dict[Hashable, List[List[float]]], Dict[Hashable, List[List[float]]]]:
+        # Instance features
+        assert sample.after_load is not None
+        assert sample.after_load.instance is not None
+        f = sample.after_load.instance.to_list()
+
+        # LP solve features
+        if sample.after_lp is not None:
+            assert sample.after_lp.lp_solve is not None
+            f.extend(sample.after_lp.lp_solve.to_list())
+
+        # Features
+        x: Dict[Hashable, List[List[float]]] = {
+            "Upper bound": [f],
+            "Lower bound": [f],
+        }
+
+        # Labels
+        y: Dict[Hashable, List[List[float]]] = {}
+        if sample.after_mip is not None:
+            mip_stats = sample.after_mip.mip_solve
+            assert mip_stats is not None
+            if mip_stats.mip_lower_bound is not None:
+                y["Lower bound"] = [[mip_stats.mip_lower_bound]]
+            if mip_stats.mip_upper_bound is not None:
+                y["Upper bound"] = [[mip_stats.mip_upper_bound]]
+
+        return x, y
+
     @overrides
     def sample_evaluate_old(
         self,

miplearn/features.py

@@ -36,6 +36,12 @@ class InstanceFeatures:
     user_features: Optional[List[float]] = None
     lazy_constraint_count: int = 0
 
+    def to_list(self) -> List[float]:
+        features: List[float] = []
+        if self.user_features is not None:
+            features.extend(self.user_features)
+        return features
+
 
 @dataclass
 class Variable:
@@ -96,6 +102,26 @@ class Constraint:
     slack: Optional[float] = None
     user_features: Optional[List[float]] = None
 
+    def to_list(self) -> List[float]:
+        features: List[float] = []
+        for attr in [
+            "dual value",
+            "rhs",
+            "sa_rhs_down",
+            "sa_rhs_up",
+            "slack",
+        ]:
+            if getattr(self, attr) is not None:
+                features.append(getattr(self, attr))
+        for attr in ["user_features"]:
+            if getattr(self, attr) is not None:
+                features.extend(getattr(self, attr))
+        if self.lhs is not None and len(self.lhs) > 0:
+            features.append(np.max(self.lhs.values()))
+            features.append(np.average(self.lhs.values()))
+            features.append(np.min(self.lhs.values()))
+        return features
+
 
 @dataclass
 class Features:

miplearn/solvers/internal.py

@@ -29,16 +29,23 @@ class LPSolveStats:
     lp_value: Optional[float] = None
     lp_wallclock_time: Optional[float] = None
 
+    def to_list(self) -> List[float]:
+        features: List[float] = []
+        for attr in ["lp_value", "lp_wallclock_time"]:
+            if getattr(self, attr) is not None:
+                features.append(getattr(self, attr))
+        return features
+
 
 @dataclass
 class MIPSolveStats:
-    mip_lower_bound: Optional[float]
+    mip_lower_bound: Optional[float] = None
-    mip_log: str
+    mip_log: Optional[str] = None
-    mip_nodes: Optional[int]
+    mip_nodes: Optional[int] = None
-    mip_sense: str
+    mip_sense: Optional[str] = None
-    mip_upper_bound: Optional[float]
+    mip_upper_bound: Optional[float] = None
-    mip_wallclock_time: float
+    mip_wallclock_time: Optional[float] = None
-    mip_warm_start_value: Optional[float]
+    mip_warm_start_value: Optional[float] = None
 
 
 class InternalSolver(ABC, EnforceOverrides):

tests/components/test_objective.py

@@ -10,8 +10,9 @@ from numpy.testing import assert_array_equal
 
 from miplearn.classifiers import Regressor
 from miplearn.components.objective import ObjectiveValueComponent
-from miplearn.features import TrainingSample, InstanceFeatures, Features
+from miplearn.features import TrainingSample, InstanceFeatures, Features, Sample
 from miplearn.instance.base import Instance
+from miplearn.solvers.internal import MIPSolveStats, LPSolveStats
 from miplearn.solvers.learning import LearningSolver
 from miplearn.solvers.pyomo.gurobi import GurobiPyomoSolver
 
@@ -41,6 +42,27 @@ def sample_old() -> TrainingSample:
     )
 
 
+@pytest.fixture
+def sample() -> Sample:
+    sample = Sample(
+        after_load=Features(
+            instance=InstanceFeatures(),
+        ),
+        after_lp=Features(
+            lp_solve=LPSolveStats(),
+        ),
+        after_mip=Features(
+            mip_solve=MIPSolveStats(
+                mip_lower_bound=1.0,
+                mip_upper_bound=2.0,
+            )
+        ),
+    )
+    sample.after_load.instance.to_list = Mock(return_value=[1.0, 2.0])  # type: ignore
+    sample.after_lp.lp_solve.to_list = Mock(return_value=[3.0])  # type: ignore
+    return sample
+
+
 @pytest.fixture
 def sample_without_lp() -> TrainingSample:
     return TrainingSample(
@@ -57,10 +79,7 @@ def sample_without_ub_old() -> TrainingSample:
     )
 
 
-def test_sample_xy(
+def test_sample_xy(sample: Sample) -> None:
-    instance: Instance,
-    sample_old: TrainingSample,
-) -> None:
     x_expected = {
         "Lower bound": [[1.0, 2.0, 3.0]],
         "Upper bound": [[1.0, 2.0, 3.0]],
@@ -69,7 +88,7 @@ def test_sample_xy(
         "Lower bound": [[1.0]],
         "Upper bound": [[2.0]],
     }
-    xy = ObjectiveValueComponent().sample_xy_old(instance, sample_old)
+    xy = ObjectiveValueComponent().sample_xy(sample)
     assert xy is not None
     x_actual, y_actual = xy
     assert x_actual == x_expected