# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved. # Released under the modified BSD license. See COPYING.md for more details. import logging import sys from typing import Any, Dict import numpy as np from tqdm.auto import tqdm from miplearn.classifiers import Classifier from miplearn.classifiers.counting import CountingClassifier from miplearn.components import classifier_evaluation_dict from miplearn.components.component import Component from miplearn.extractors import InstanceFeaturesExtractor logger = logging.getLogger(__name__) class UserCutsComponent(Component): """ A component that predicts which user cuts to enforce. """ def __init__( self, classifier: Classifier = CountingClassifier(), threshold: float = 0.05, ): assert isinstance(classifier, Classifier) self.threshold: float = threshold self.classifier_prototype: Classifier = classifier self.classifiers: Dict[Any, Classifier] = {} def before_solve_mip( self, solver, instance, model, stats, features, training_data, ): instance.found_violated_user_cuts = [] logger.info("Predicting violated user cuts...") violations = self.predict(instance) logger.info("Enforcing %d user cuts..." % len(violations)) for v in violations: cut = instance.build_user_cut(model, v) solver.internal_solver.add_constraint(cut) def fit(self, training_instances): logger.debug("Fitting...") features = InstanceFeaturesExtractor().extract(training_instances) self.classifiers = {} violation_to_instance_idx = {} for (idx, instance) in enumerate(training_instances): if not hasattr(instance, "found_violated_user_cuts"): continue for v in instance.found_violated_user_cuts: if v not in self.classifiers: self.classifiers[v] = self.classifier_prototype.clone() violation_to_instance_idx[v] = [] violation_to_instance_idx[v] += [idx] for (v, classifier) in tqdm( self.classifiers.items(), desc="Fit (user cuts)", disable=not sys.stdout.isatty(), ): logger.debug("Training: %s" % (str(v))) label = np.zeros(len(training_instances)) label[violation_to_instance_idx[v]] = 1.0 classifier.fit(features, label) def predict(self, instance): violations = [] features = InstanceFeaturesExtractor().extract([instance]) for (v, classifier) in self.classifiers.items(): proba = classifier.predict_proba(features) if proba[0][1] > self.threshold: violations += [v] return violations def evaluate(self, instances): results = {} all_violations = set() for instance in instances: all_violations |= set(instance.found_violated_user_cuts) for idx in tqdm( range(len(instances)), desc="Evaluate (lazy)", disable=not sys.stdout.isatty(), ): instance = instances[idx] condition_positive = set(instance.found_violated_user_cuts) condition_negative = all_violations - condition_positive pred_positive = set(self.predict(instance)) & all_violations pred_negative = all_violations - pred_positive tp = len(pred_positive & condition_positive) tn = len(pred_negative & condition_negative) fp = len(pred_positive & condition_negative) fn = len(pred_negative & condition_positive) results[idx] = classifier_evaluation_dict(tp, tn, fp, fn) return results