# 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 gzip import logging import pickle from abc import ABC, abstractmethod from typing import List, Union, cast, IO import numpy as np from tqdm.auto import tqdm from miplearn.instance import Instance logger = logging.getLogger(__name__) class InstanceIterator: def __init__( self, instances: Union[List[str], List[Instance]], ) -> None: self.instances = instances self.current = 0 def __iter__(self): return self def __next__(self) -> Instance: if self.current >= len(self.instances): raise StopIteration result = self.instances[self.current] self.current += 1 if isinstance(result, str): logger.debug("Read: %s" % result) try: if result.endswith(".gz"): with gzip.GzipFile(result, "rb") as gzfile: result = pickle.load(cast(IO[bytes], gzfile)) else: with open(result, "rb") as file: result = pickle.load(cast(IO[bytes], file)) except pickle.UnpicklingError: raise Exception(f"Invalid instance file: {result}") assert isinstance(result, Instance) return result class Extractor(ABC): @abstractmethod def extract(self, instances): pass @staticmethod def split_variables(instance): result = {} lp_solution = instance.training_data[0]["LP solution"] for var_name in lp_solution: for index in lp_solution[var_name]: category = instance.get_variable_category(var_name, index) if category is None: continue if category not in result: result[category] = [] result[category] += [(var_name, index)] return result class VariableFeaturesExtractor(Extractor): def extract(self, instances): result = {} for instance in tqdm( InstanceIterator(instances), desc="Extract (vars)", disable=len(instances) < 5, ): instance_features = instance.get_instance_features() var_split = self.split_variables(instance) lp_solution = instance.training_data[0]["LP solution"] for (category, var_index_pairs) in var_split.items(): if category not in result: result[category] = [] for (var_name, index) in var_index_pairs: result[category] += [ instance_features.tolist() + instance.get_variable_features(var_name, index).tolist() + [lp_solution[var_name][index]] ] for category in result: result[category] = np.array(result[category]) return result class SolutionExtractor(Extractor): def __init__(self, relaxation=False): self.relaxation = relaxation def extract(self, instances): result = {} for instance in tqdm( InstanceIterator(instances), desc="Extract (solution)", disable=len(instances) < 5, ): var_split = self.split_variables(instance) if self.relaxation: solution = instance.training_data[0]["LP solution"] else: solution = instance.training_data[0]["Solution"] for (category, var_index_pairs) in var_split.items(): if category not in result: result[category] = [] for (var_name, index) in var_index_pairs: v = solution[var_name][index] if v is None: result[category] += [[0, 0]] else: result[category] += [[1 - v, v]] for category in result: result[category] = np.array(result[category]) return result class InstanceFeaturesExtractor(Extractor): def extract(self, instances): return np.vstack( [ np.hstack( [ instance.get_instance_features(), instance.training_data[0]["LP value"], ] ) for instance in InstanceIterator(instances) ] ) class ObjectiveValueExtractor(Extractor): def __init__(self, kind="lp"): assert kind in ["lower bound", "upper bound", "lp"] self.kind = kind def extract(self, instances): if self.kind == "lower bound": return np.array( [ [instance.training_data[0]["Lower bound"]] for instance in InstanceIterator(instances) ] ) if self.kind == "upper bound": return np.array( [ [instance.training_data[0]["Upper bound"]] for instance in InstanceIterator(instances) ] ) if self.kind == "lp": return np.array( [ [instance.training_data[0]["LP value"]] for instance in InstanceIterator(instances) ] )