# 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 sklearn.pipeline import make_pipeline from sklearn.linear_model import LogisticRegression from sklearn.preprocessing import StandardScaler class WarmStartPredictor: def __init__(self, thr_fix_zero=0.05, thr_fix_one=0.95, thr_predict=0.95): self.model = None self.thr_predict = thr_predict self.thr_fix_zero = thr_fix_zero self.thr_fix_one = thr_fix_one def fit(self, x_train, y_train): assert isinstance(x_train, np.ndarray) assert isinstance(y_train, np.ndarray) assert y_train.shape[1] == 2 assert y_train.shape[0] == x_train.shape[0] y_hat = np.average(y_train[:, 1]) if y_hat < self.thr_fix_zero or y_hat > self.thr_fix_one: self.model = int(y_hat) else: self.model = make_pipeline(StandardScaler(), LogisticRegression()) self.model.fit(x_train, y_train[:, 1].astype(int)) def predict(self, x_test): assert isinstance(x_test, np.ndarray) if isinstance(self.model, int): p_test = np.array([[1 - self.model, self.model] for _ in range(x_test.shape[0])]) else: p_test = self.model.predict_proba(x_test) p_test[p_test < self.thr_predict] = 0 p_test[p_test > 0] = 1 p_test = p_test.astype(int) return p_test