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106 lines
3.8 KiB
106 lines
3.8 KiB
# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
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# Copyright (C) 2020-2022, UChicago Argonne, LLC. All rights reserved.
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# Released under the modified BSD license. See COPYING.md for more details.
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import logging
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from typing import List, Dict, Any, Hashable
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import numpy as np
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from sklearn.preprocessing import MultiLabelBinarizer
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from miplearn.extractors.abstract import FeaturesExtractor
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from miplearn.h5 import H5File
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from miplearn.solvers.gurobi import GurobiModel
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logger = logging.getLogger(__name__)
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# TODO: Replace GurobiModel by AbstractModel
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# TODO: fix_violations: remove model.inner
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# TODO: fix_violations: remove `where`
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# TODO: Write documentation
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# TODO: Implement ExpertLazyConstrComponent
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class MemorizingLazyConstrComponent:
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def __init__(self, clf: Any, extractor: FeaturesExtractor) -> None:
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self.clf = clf
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self.extractor = extractor
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self.constrs_: List[Hashable] = []
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self.n_features_: int = 0
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self.n_targets_: int = 0
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def fit(self, train_h5: List[str]) -> None:
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logger.info("Reading training data...")
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n_samples = len(train_h5)
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x, y, constrs, n_features = [], [], [], None
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constr_to_idx: Dict[Hashable, int] = {}
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for h5_filename in train_h5:
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with H5File(h5_filename, "r") as h5:
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# Store lazy constraints
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sample_constrs_str = h5.get_scalar("mip_lazy")
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assert sample_constrs_str is not None
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assert isinstance(sample_constrs_str, str)
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sample_constrs = eval(sample_constrs_str)
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assert isinstance(sample_constrs, list)
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y_sample = []
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for c in sample_constrs:
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if c not in constr_to_idx:
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constr_to_idx[c] = len(constr_to_idx)
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constrs.append(c)
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y_sample.append(constr_to_idx[c])
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y.append(y_sample)
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# Extract features
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x_sample = self.extractor.get_instance_features(h5)
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assert len(x_sample.shape) == 1
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if n_features is None:
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n_features = len(x_sample)
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else:
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assert len(x_sample) == n_features
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x.append(x_sample)
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logger.info("Constructing matrices...")
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assert n_features is not None
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self.n_features_ = n_features
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self.constrs_ = constrs
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self.n_targets_ = len(constr_to_idx)
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x_np = np.vstack(x)
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assert x_np.shape == (n_samples, n_features)
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y_np = MultiLabelBinarizer().fit_transform(y)
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assert y_np.shape == (n_samples, self.n_targets_)
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logger.info(
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f"Dataset has {n_samples:,d} samples, "
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f"{n_features:,d} features and {self.n_targets_:,d} targets"
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)
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logger.info("Training classifier...")
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self.clf.fit(x_np, y_np)
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def before_mip(
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self,
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test_h5: str,
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model: GurobiModel,
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stats: Dict[str, Any],
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) -> None:
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assert self.constrs_ is not None
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if model.lazy_enforce is None:
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return
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# Read features
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with H5File(test_h5, "r") as h5:
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x_sample = self.extractor.get_instance_features(h5)
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assert x_sample.shape == (self.n_features_,)
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x_sample = x_sample.reshape(1, -1)
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# Predict violated constraints
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logger.info("Predicting violated lazy constraints...")
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y = self.clf.predict(x_sample)
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assert y.shape == (1, self.n_targets_)
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y = y.reshape(-1)
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# Enforce constraints
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violations = [self.constrs_[i] for (i, yi) in enumerate(y) if yi > 0.5]
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logger.info(f"Enforcing {len(violations)} constraints ahead-of-time...")
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model.lazy_enforce(model, violations, "aot")
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stats["Lazy Constraints: AOT"] = len(violations)
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