# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization # Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved. # Released under the modified BSD license. See COPYING.md for more details. from typing import cast from unittest.mock import Mock import numpy as np import pytest from numpy.testing import assert_array_equal from scipy.stats import randint from miplearn.classifiers import Classifier from miplearn.classifiers.threshold import Threshold from miplearn.components import classifier_evaluation_dict from miplearn.components.primal import PrimalSolutionComponent from miplearn.features import ( TrainingSample, Variable, Features, Sample, InstanceFeatures, ) from miplearn.instance.base import Instance from miplearn.problems.tsp import TravelingSalesmanGenerator from miplearn.solvers.learning import LearningSolver @pytest.fixture def sample() -> Sample: sample = Sample( after_load=Features( variables={ "x[0]": Variable(category="default"), "x[1]": Variable(category=None), "x[2]": Variable(category="default"), "x[3]": Variable(category="default"), }, ), after_lp=Features( instance=InstanceFeatures(), variables={ "x[0]": Variable(), "x[1]": Variable(), "x[2]": Variable(), "x[3]": Variable(), }, ), after_mip=Features( variables={ "x[0]": Variable(value=0.0), "x[1]": Variable(value=0.0), "x[2]": Variable(value=1.0), "x[3]": Variable(value=0.0), } ), ) sample.after_lp.instance.to_list = Mock(return_value=[5.0]) # type: ignore sample.after_lp.variables["x[0]"].to_list = Mock( # type: ignore return_value=[0.0, 0.0] ) sample.after_lp.variables["x[2]"].to_list = Mock( # type: ignore return_value=[1.0, 0.0] ) sample.after_lp.variables["x[3]"].to_list = Mock( # type: ignore return_value=[1.0, 1.0] ) return sample def test_xy(sample: Sample) -> None: x_expected = { "default": [ [5.0, 0.0, 0.0], [5.0, 1.0, 0.0], [5.0, 1.0, 1.0], ] } y_expected = { "default": [ [True, False], [False, True], [True, False], ] } xy = PrimalSolutionComponent().sample_xy(None, sample) assert xy is not None x_actual, y_actual = xy assert x_actual == x_expected assert y_actual == y_expected def test_xy_old() -> None: features = Features( variables={ "x[0]": Variable( category="default", user_features=[0.0, 0.0], ), "x[1]": Variable( category=None, ), "x[2]": Variable( category="default", user_features=[1.0, 0.0], ), "x[3]": Variable( category="default", user_features=[1.0, 1.0], ), } ) instance = Mock(spec=Instance) instance.features = features sample = TrainingSample( solution={ "x[0]": 0.0, "x[1]": 1.0, "x[2]": 1.0, "x[3]": 0.0, }, lp_solution={ "x[0]": 0.1, "x[1]": 0.1, "x[2]": 0.1, "x[3]": 0.1, }, ) x_expected = { "default": [ [0.0, 0.0, 0.1], [1.0, 0.0, 0.1], [1.0, 1.0, 0.1], ] } y_expected = { "default": [ [True, False], [False, True], [True, False], ] } xy = PrimalSolutionComponent().sample_xy_old(instance, sample) assert xy is not None x_actual, y_actual = xy assert x_actual == x_expected assert y_actual == y_expected def test_xy_without_lp_solution() -> None: features = Features( variables={ "x[0]": Variable( category="default", user_features=[0.0, 0.0], ), "x[1]": Variable( category=None, ), "x[2]": Variable( category="default", user_features=[1.0, 0.0], ), "x[3]": Variable( category="default", user_features=[1.0, 1.0], ), } ) instance = Mock(spec=Instance) instance.features = features sample = TrainingSample( solution={ "x[0]": 0.0, "x[1]": 1.0, "x[2]": 1.0, "x[3]": 0.0, }, ) x_expected = { "default": [ [0.0, 0.0], [1.0, 0.0], [1.0, 1.0], ] } y_expected = { "default": [ [True, False], [False, True], [True, False], ] } xy = PrimalSolutionComponent().sample_xy_old(instance, sample) assert xy is not None x_actual, y_actual = xy assert x_actual == x_expected assert y_actual == y_expected def test_predict() -> None: clf = Mock(spec=Classifier) clf.predict_proba = Mock( return_value=np.array( [ [0.9, 0.1], [0.5, 0.5], [0.1, 0.9], ] ) ) thr = Mock(spec=Threshold) thr.predict = Mock(return_value=[0.75, 0.75]) features = Features( variables={ "x[0]": Variable( category="default", user_features=[0.0, 0.0], ), "x[1]": Variable( category="default", user_features=[0.0, 2.0], ), "x[2]": Variable( category="default", user_features=[2.0, 0.0], ), } ) instance = Mock(spec=Instance) instance.features = features sample = TrainingSample( lp_solution={ "x[0]": 0.1, "x[1]": 0.5, "x[2]": 0.9, } ) x, _ = PrimalSolutionComponent().sample_xy_old(instance, sample) comp = PrimalSolutionComponent() comp.classifiers = {"default": clf} comp.thresholds = {"default": thr} pred = comp.sample_predict(instance, sample) clf.predict_proba.assert_called_once() assert_array_equal(x["default"], clf.predict_proba.call_args[0][0]) thr.predict.assert_called_once() assert_array_equal(x["default"], thr.predict.call_args[0][0]) assert pred == { "x[0]": 0.0, "x[1]": None, "x[2]": 1.0, } def test_fit_xy() -> None: clf = Mock(spec=Classifier) clf.clone = lambda: Mock(spec=Classifier) # type: ignore thr = Mock(spec=Threshold) thr.clone = lambda: Mock(spec=Threshold) comp = PrimalSolutionComponent(classifier=clf, threshold=thr) x = { "type-a": np.array([[1.0, 2.0, 3.0], [4.0, 5.0, 6.0]]), "type-b": np.array([[7.0, 8.0, 9.0]]), } y = { "type-a": np.array([[True, False], [False, True]]), "type-b": np.array([[True, False]]), } comp.fit_xy(x, y) for category in ["type-a", "type-b"]: assert category in comp.classifiers assert category in comp.thresholds clf = comp.classifiers[category] # type: ignore clf.fit.assert_called_once() assert_array_equal(x[category], clf.fit.call_args[0][0]) assert_array_equal(y[category], clf.fit.call_args[0][1]) thr = comp.thresholds[category] # type: ignore thr.fit.assert_called_once() assert_array_equal(x[category], thr.fit.call_args[0][1]) assert_array_equal(y[category], thr.fit.call_args[0][2]) def test_usage() -> None: solver = LearningSolver( components=[ PrimalSolutionComponent(), ] ) gen = TravelingSalesmanGenerator(n=randint(low=5, high=6)) instance = gen.generate(1)[0] solver.solve(instance) solver.fit([instance]) stats = solver.solve(instance) assert stats["Primal: Free"] == 0 assert stats["Primal: One"] + stats["Primal: Zero"] == 10 assert stats["mip_lower_bound"] == stats["mip_warm_start_value"] def test_evaluate() -> None: comp = PrimalSolutionComponent() comp.sample_predict = lambda _, __: { # type: ignore "x[0]": 1.0, "x[1]": 0.0, "x[2]": 0.0, "x[3]": None, "x[4]": 1.0, } features: Features = Features( variables={ "x[0]": Variable(), "x[1]": Variable(), "x[2]": Variable(), "x[3]": Variable(), "x[4]": Variable(), } ) instance = Mock(spec=Instance) instance.features = features sample: TrainingSample = TrainingSample( solution={ "x[0]": 1.0, "x[1]": 1.0, "x[2]": 0.0, "x[3]": 1.0, "x[4]": 1.0, } ) ev = comp.sample_evaluate_old(instance, sample) assert ev == { 0: classifier_evaluation_dict(tp=1, fp=1, tn=3, fn=0), 1: classifier_evaluation_dict(tp=2, fp=0, tn=1, fn=2), }