Add training_data argument to after_solve

miplearn/components/component.py

@@ -3,7 +3,10 @@
 #  Released under the modified BSD license. See COPYING.md for more details.
 
 
-class Component:
+from abc import ABC, abstractmethod
+
+
+class Component(ABC):
     """
     A Component is an object which adds functionality to a LearningSolver.
 
@@ -15,8 +18,39 @@ class Component:
     def before_solve(self, solver, instance, model):
         return
 
-    def after_solve(self, solver, instance, model, results):
+    @abstractmethod
-        return
+    def after_solve(
+        self,
+        solver,
+        instance,
+        model,
+        stats,
+        training_data,
+    ):
+        """
+        Method called by LearningSolver after the problem is solved to optimality.
+
+        Parameters
+        ----------
+        solver: LearningSolver
+            The solver calling this method.
+        instance: Instance
+            The instance being solved.
+        model:
+            The concrete optimization model being solved.
+        stats: dict
+            A dictionary containing statistics about the solution process, such as
+            number of nodes explored and running time. Components are free to add their own
+            statistics here. For example, PrimalSolutionComponent adds statistics regarding
+            the number of predicted variables. All statistics in this dictionary are exported
+            to the benchmark CSV file.
+        training_data: dict
+            A dictionary containing data that may be useful for training machine learning
+            models and accelerating the solution process. Components are free to add their
+            own training data here. For example, PrimalSolutionComponent adds the current
+            primal solution. The data must be pickable.
+        """
+        pass
 
     def fit(self, training_instances):
         return

miplearn/components/composite.py

@@ -25,9 +25,16 @@ class CompositeComponent(Component):
         for child in self.children:
             child.before_solve(solver, instance, model)
 
-    def after_solve(self, solver, instance, model, results):
+    def after_solve(
+        self,
+        solver,
+        instance,
+        model,
+        stats,
+        training_data,
+    ):
         for child in self.children:
-            child.after_solve(solver, instance, model, results)
+            child.after_solve(solver, instance, model, stats, training_data)
 
     def fit(self, training_instances):
         for child in self.children:

miplearn/components/cuts.py

@@ -40,7 +40,14 @@ class UserCutsComponent(Component):
             cut = instance.build_user_cut(model, v)
             solver.internal_solver.add_constraint(cut)
 
-    def after_solve(self, solver, instance, model, results):
+    def after_solve(
+        self,
+        solver,
+        instance,
+        model,
+        results,
+        training_data,
+    ):
         pass
 
     def fit(self, training_instances):

miplearn/components/lazy_dynamic.py

@@ -52,7 +52,14 @@ class DynamicLazyConstraintsComponent(Component):
             solver.internal_solver.add_constraint(cut)
         return True
 
-    def after_solve(self, solver, instance, model, results):
+    def after_solve(
+        self,
+        solver,
+        instance,
+        model,
+        stats,
+        training_data,
+    ):
         pass
 
     def fit(self, training_instances):

miplearn/components/lazy_static.py

@@ -49,7 +49,14 @@ class StaticLazyConstraintsComponent(Component):
         if instance.has_static_lazy_constraints():
             self._extract_and_predict_static(solver, instance)
 
-    def after_solve(self, solver, instance, model, results):
+    def after_solve(
+        self,
+        solver,
+        instance,
+        model,
+        stats,
+        training_data,
+    ):
         pass
 
     def iteration_cb(self, solver, instance, model):

miplearn/components/objective.py

@@ -36,13 +36,20 @@ class ObjectiveValueComponent(Component):
             instance.predicted_lb = lb
             logger.info("Predicted values: lb=%.2f, ub=%.2f" % (lb, ub))
 
-    def after_solve(self, solver, instance, model, results):
+    def after_solve(
+        self,
+        solver,
+        instance,
+        model,
+        stats,
+        training_data,
+    ):
         if self.ub_regressor is not None:
-            results["Predicted UB"] = instance.predicted_ub
+            stats["Predicted UB"] = instance.predicted_ub
-            results["Predicted LB"] = instance.predicted_lb
+            stats["Predicted LB"] = instance.predicted_lb
         else:
-            results["Predicted UB"] = None
+            stats["Predicted UB"] = None
-            results["Predicted LB"] = None
+            stats["Predicted LB"] = None
 
     def fit(self, training_instances):
         logger.debug("Extracting features...")

miplearn/components/primal.py

@@ -39,7 +39,14 @@ class PrimalSolutionComponent(Component):
         else:
             solver.internal_solver.set_warm_start(solution)
 
-    def after_solve(self, solver, instance, model, results):
+    def after_solve(
+        self,
+        solver,
+        instance,
+        model,
+        stats,
+        training_data,
+    ):
         pass
 
     def x(self, training_instances):

miplearn/components/steps/convert_tight.py

@@ -74,13 +74,21 @@ class ConvertTightIneqsIntoEqsStep(Component):
 
         logger.info(f"Converted {self.n_converted} inequalities")
 
-    def after_solve(self, solver, instance, model, results):
+    def after_solve(
-        instance.slacks = solver.internal_solver.get_inequality_slacks()
+        self,
-        results["ConvertTight: Kept"] = self.n_kept
+        solver,
-        results["ConvertTight: Converted"] = self.n_converted
+        instance,
-        results["ConvertTight: Restored"] = self.n_restored
+        model,
-        results["ConvertTight: Inf iterations"] = self.n_infeasible_iterations
+        stats,
-        results["ConvertTight: Subopt iterations"] = self.n_suboptimal_iterations
+        training_data,
+    ):
+        if "slacks" not in training_data.keys():
+            training_data["slacks"] = solver.internal_solver.get_inequality_slacks()
+        stats["ConvertTight: Kept"] = self.n_kept
+        stats["ConvertTight: Converted"] = self.n_converted
+        stats["ConvertTight: Restored"] = self.n_restored
+        stats["ConvertTight: Inf iterations"] = self.n_infeasible_iterations
+        stats["ConvertTight: Subopt iterations"] = self.n_suboptimal_iterations
 
     def fit(self, training_instances):
         logger.debug("Extracting x and y...")
@@ -108,7 +116,7 @@ class ConvertTightIneqsIntoEqsStep(Component):
             if constraint_ids is not None:
                 cids = constraint_ids
             else:
-                cids = instance.slacks.keys()
+                cids = instance.training_data[0]["slacks"].keys()
             for cid in cids:
                 category = instance.get_constraint_category(cid)
                 if category is None:
@@ -130,7 +138,7 @@ class ConvertTightIneqsIntoEqsStep(Component):
             desc="Extract (rlx:conv_ineqs:y)",
             disable=len(instances) < 5,
         ):
-            for (cid, slack) in instance.slacks.items():
+            for (cid, slack) in instance.training_data[0]["slacks"].items():
                 category = instance.get_constraint_category(cid)
                 if category is None:
                     continue

miplearn/components/steps/drop_redundant.py

@@ -76,12 +76,19 @@ class DropRedundantInequalitiesStep(Component):
                     self.total_kept += 1
         logger.info(f"Extracted {self.total_dropped} predicted constraints")
 
-    def after_solve(self, solver, instance, model, results):
+    def after_solve(
+        self,
+        solver,
+        instance,
+        model,
+        stats,
+        training_data,
+    ):
         instance.slacks = solver.internal_solver.get_inequality_slacks()
-        results["DropRedundant: Kept"] = self.total_kept
+        stats["DropRedundant: Kept"] = self.total_kept
-        results["DropRedundant: Dropped"] = self.total_dropped
+        stats["DropRedundant: Dropped"] = self.total_dropped
-        results["DropRedundant: Restored"] = self.total_restored
+        stats["DropRedundant: Restored"] = self.total_restored
-        results["DropRedundant: Iterations"] = self.total_iterations
+        stats["DropRedundant: Iterations"] = self.total_iterations
 
     def fit(self, training_instances):
         logger.debug("Extracting x and y...")

miplearn/components/steps/relax_integrality.py

@@ -17,3 +17,13 @@ class RelaxIntegralityStep(Component):
     def before_solve(self, solver, instance, _):
         logger.info("Relaxing integrality...")
         solver.internal_solver.relax()
+
+    def after_solve(
+        self,
+        solver,
+        instance,
+        model,
+        stats,
+        training_data,
+    ):
+        return

miplearn/components/steps/tests/convert_tight_test.py

@@ -25,8 +25,7 @@ def test_convert_tight_usage():
     original_upper_bound = instance.upper_bound
 
     # Should collect training data
-    assert hasattr(instance, "slacks")
+    assert instance.training_data[0]["slacks"]["eq_capacity"] == 0.0
-    assert instance.slacks["eq_capacity"] == 0.0
 
     # Fit and resolve
     solver.fit([instance])
@@ -53,21 +52,6 @@ class TestInstance(Instance):
         return m
 
 
-class TestInstanceMin(Instance):
-    def to_model(self):
-        import gurobipy as grb
-        from gurobipy import GRB
-
-        m = grb.Model("model")
-        x1 = m.addVar(name="x1")
-        x2 = m.addVar(name="x2")
-        m.setObjective(x1 + 2 * x2, grb.GRB.MAXIMIZE)
-        m.addConstr(x1 <= 2, name="c1")
-        m.addConstr(x2 <= 2, name="c2")
-        m.addConstr(x1 + x2 <= 3, name="c2")
-        return m
-
-
 def test_convert_tight_infeasibility():
     comp = ConvertTightIneqsIntoEqsStep()
     comp.classifiers = {

miplearn/components/tests/test_composite.py

@@ -27,9 +27,9 @@ def test_composite():
     c2.before_solve.assert_has_calls([call(solver, instance, model)])
 
     # Should broadcast after_solve
-    cc.after_solve(solver, instance, model, {})
+    cc.after_solve(solver, instance, model, {}, {})
-    c1.after_solve.assert_has_calls([call(solver, instance, model, {})])
+    c1.after_solve.assert_has_calls([call(solver, instance, model, {}, {})])
-    c2.after_solve.assert_has_calls([call(solver, instance, model, {})])
+    c2.after_solve.assert_has_calls([call(solver, instance, model, {}, {})])
 
     # Should broadcast fit
     cc.fit([1, 2, 3])

miplearn/components/tests/test_relaxation.py

@@ -115,7 +115,7 @@ def test_drop_redundant():
     )
 
     # LearningSolver calls after_solve
-    component.after_solve(solver, instance, None, {})
+    component.after_solve(solver, instance, None, {}, {})
 
     # Should query slack for all inequalities
     internal.get_inequality_slacks.assert_called_once()

miplearn/solvers/learning.py

@@ -287,22 +287,27 @@ class LearningSolver:
             lazy_cb = lazy_cb_wrapper
 
         logger.info("Solving MILP...")
-        results = self.internal_solver.solve(
+        stats = self.internal_solver.solve(
             tee=tee,
             iteration_cb=iteration_cb,
             lazy_cb=lazy_cb,
         )
-        results["LP value"] = instance.lp_value
+        stats["LP value"] = instance.lp_value
 
         # Read MIP solution and bounds
-        instance.lower_bound = results["Lower bound"]
+        instance.lower_bound = stats["Lower bound"]
-        instance.upper_bound = results["Upper bound"]
+        instance.upper_bound = stats["Upper bound"]
-        instance.solver_log = results["Log"]
+        instance.solver_log = stats["Log"]
         instance.solution = self.internal_solver.get_solution()
 
         logger.debug("Calling after_solve callbacks...")
+        training_data = {}
         for component in self.components.values():
-            component.after_solve(self, instance, model, results)
+            component.after_solve(self, instance, model, stats, training_data)
+
+        if not hasattr(instance, "training_data"):
+            instance.training_data = []
+        instance.training_data += [training_data]
 
         if filename is not None and output is not None:
             output_filename = output
@@ -316,7 +321,7 @@ class LearningSolver:
                 with gzip.GzipFile(output_filename, "wb") as file:
                     pickle.dump(instance, file)
 
-        return results
+        return stats
 
     def parallel_solve(self, instances, n_jobs=4, label="Solve", output=[]):
         """

miplearn/tests/test_benchmark.py

@@ -27,11 +27,11 @@ def test_benchmark():
     benchmark = BenchmarkRunner(test_solvers)
     benchmark.fit(train_instances)
     benchmark.parallel_solve(test_instances, n_jobs=2, n_trials=2)
-    assert benchmark.raw_results().values.shape == (12, 18)
+    assert benchmark.raw_results().values.shape == (12, 19)
 
     benchmark.save_results("/tmp/benchmark.csv")
     assert os.path.isfile("/tmp/benchmark.csv")
 
     benchmark = BenchmarkRunner(test_solvers)
     benchmark.load_results("/tmp/benchmark.csv")
-    assert benchmark.raw_results().values.shape == (12, 18)
+    assert benchmark.raw_results().values.shape == (12, 19)