Add PerVariableTransformer

miplearn/warmstart.py

@@ -0,0 +1,29 @@
+# MIPLearn: A Machine-Learning Framework for Mixed-Integer Optimization
+# Copyright (C) 2019-2020 Argonne National Laboratory. All rights reserved.
+# Written by Alinson S. Xavier <axavier@anl.gov>
+
+import tensorflow as tf
+import tensorflow.keras as keras
+from tensorflow.keras.models import Sequential
+from tensorflow.keras.layers import Dense, Dropout, Flatten, Activation
+import numpy as np
+
+class WarmStartPredictor:
+    def __init__(self, model=None, threshold=0.80):
+        self.model = model
+        self.threshold = threshold
+    
+    def fit(self, train_x, train_y):
+        pass
+    
+    def predict(self, x):
+        if self.model is None: return None
+        assert isinstance(x, np.ndarray)
+        y = self.model.predict(x)
+        n_vars = y.shape[0]
+        ws = np.array([float("nan")] * n_vars)
+        ws[y[:,0] > self.threshold] = 1.0
+        ws[y[:,1] > self.threshold] = 0.0
+        return ws
+        
+