# MIPLearn: A Machine-Learning Framework for Mixed-Integer Optimization # Copyright (C) 2019-2020 Argonne National Laboratory. All rights reserved. # Written by Alinson S. Xavier import numpy as np from pyomo.core import Var class PerVariableTransformer: """ Class that converts a miplearn.Instance into a matrix of features that is suitable for training machine learning models that make one decision per decision variable. """ def __init__(self): pass def transform_instance(self, instance, var_index_pairs): instance_features = self._get_instance_features(instance) variable_features = self._get_variable_features(instance, var_index_pairs) return np.vstack([ np.hstack([instance_features, vf]) for vf in variable_features ]) @staticmethod def _get_instance_features(instance): features = instance.get_instance_features() assert isinstance(features, np.ndarray) return features @staticmethod def _get_variable_features(instance, var_index_pairs): features = [] expected_shape = None for (var, index) in var_index_pairs: vf = instance.get_variable_features(var, index) assert isinstance(vf, np.ndarray) if expected_shape is None: assert len(vf.shape) == 1 expected_shape = vf.shape else: assert vf.shape == expected_shape features += [vf] return np.array(features) @staticmethod def transform_solution(var_index_pairs): y = [] for (var, index) in var_index_pairs: y += [[1 - var[index].value, var[index].value]] return np.array(y) @staticmethod def split_variables(instance, model): result = {} for var in model.component_objects(Var): for index in var: category = instance.get_variable_category(var, index) if category not in result.keys(): result[category] = [] result[category] += [(var, index)] return result