MIPLearn/benchmark/benchmark.py

#!/usr/bin/env python
#  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.

"""Benchmark script

Usage:
    benchmark.py train <challenge>
    benchmark.py test-baseline <challenge>
    benchmark.py test-ml <challenge>
    benchmark.py charts <challenge>
    
Options:
    -h --help    Show this screen
"""
from docopt import docopt
import importlib, pathlib
from miplearn import (LearningSolver, BenchmarkRunner)
from numpy import median
import pyomo.environ as pe
import pickle
import logging
import sys

logging.basicConfig(format='%(asctime)s %(levelname).1s %(name)s: %(message)12s',
                    datefmt='%H:%M:%S',
                    level=logging.INFO,
                    stream=sys.stdout)
logging.getLogger('gurobipy').setLevel(logging.ERROR)
logging.getLogger('pyomo.core').setLevel(logging.ERROR)
logging.getLogger('miplearn').setLevel(logging.INFO)
logger = logging.getLogger("benchmark")

n_jobs = 10
train_time_limit = 3600
test_time_limit = 900
internal_solver = "gurobi"

args = docopt(__doc__)
basepath = args["<challenge>"]
pathlib.Path(basepath).mkdir(parents=True, exist_ok=True)


def save(obj, filename):
    logger.info("Writing %s..." % filename)
    with open(filename, "wb") as file:
        pickle.dump(obj, file)
        
        
def load(filename):
    import pickle
    with open(filename, "rb") as file:
        return pickle.load(file)        
        
        
def train():
    problem_name, challenge_name = args["<challenge>"].split("/")
    pkg = importlib.import_module("miplearn.problems.%s" % problem_name)
    challenge = getattr(pkg, challenge_name)()
    train_instances = challenge.training_instances
    test_instances  = challenge.test_instances
    solver = LearningSolver(time_limit=train_time_limit,
                            solver=internal_solver,
                            components={})
    solver.parallel_solve(train_instances, n_jobs=n_jobs)
    save(train_instances, "%s/train_instances.bin" % basepath)
    save(test_instances, "%s/test_instances.bin" % basepath)
    
    
def test_baseline():
    test_instances = load("%s/test_instances.bin" % basepath)
    solvers = {
        "baseline": LearningSolver(
            time_limit=test_time_limit,
            solver=internal_solver,
        ),
    }
    benchmark = BenchmarkRunner(solvers)
    benchmark.parallel_solve(test_instances, n_jobs=n_jobs)
    benchmark.save_results("%s/benchmark_baseline.csv" % basepath)
    
    
def test_ml():
    logger.info("Loading instances...")
    train_instances = load("%s/train_instances.bin" % basepath)
    test_instances = load("%s/test_instances.bin" % basepath)
    solvers = {
        "ml-exact": LearningSolver(
            time_limit=test_time_limit,
            solver=internal_solver,
        ),
        "ml-heuristic": LearningSolver(
            time_limit=test_time_limit,
            solver=internal_solver,
            mode="heuristic",
        ),
    }
    benchmark = BenchmarkRunner(solvers)
    logger.info("Loading results...")
    benchmark.load_results("%s/benchmark_baseline.csv" % basepath)
    logger.info("Fitting...")
    benchmark.fit(train_instances)
    logger.info("Solving...")
    benchmark.parallel_solve(test_instances, n_jobs=n_jobs)
    benchmark.save_results("%s/benchmark_ml.csv" % basepath)

    
def charts():
    import matplotlib.pyplot as plt
    import seaborn as sns
    sns.set_style("whitegrid")
    sns.set_palette("Blues_r")
    benchmark = BenchmarkRunner({})
    benchmark.load_results("%s/benchmark_ml.csv" % basepath)
    results = benchmark.raw_results()
    results["Gap (%)"] = results["Gap"] * 100.0
    
    sense = results.loc[0, "Sense"]
    if sense == "min":
        primal_column = "Relative Upper Bound"
        obj_column = "Upper Bound"
        predicted_obj_column = "Predicted UB"
    else:
        primal_column = "Relative Lower Bound"
        obj_column = "Lower Bound"
        predicted_obj_column = "Predicted LB"
        
    palette={
        "baseline": "#9b59b6", 
        "ml-exact": "#3498db",
        "ml-heuristic": "#95a5a6"
    }
    fig, (ax1, ax2, ax3, ax4) = plt.subplots(nrows=1,
                                             ncols=4,
                                             figsize=(12,4),
                                             gridspec_kw={'width_ratios': [2, 1, 1, 2]},
                                            )
    sns.stripplot(x="Solver",
                  y="Wallclock Time",
                  data=results,
                  ax=ax1,
                  jitter=0.25,
                  palette=palette,
                  size=4.0,
               );
    sns.barplot(x="Solver",
                y="Wallclock Time",
                data=results,
                ax=ax1,
                errwidth=0.,
                alpha=0.4,
                palette=palette,
                estimator=median,
               );
    ax1.set(ylabel='Wallclock Time (s)')
    ax2.set_ylim(-0.5, 5.5)
    sns.stripplot(x="Solver",
                  y="Gap (%)",
                  jitter=0.25,
                  data=results[results["Solver"] != "ml-heuristic"],
                  ax=ax2,
                  palette=palette,
                  size=4.0,
                 );
    ax3.set_ylim(0.95,1.05)
    sns.stripplot(x="Solver",
                  y=primal_column,
                  jitter=0.25,
                  data=results[results["Solver"] == "ml-heuristic"],
                  ax=ax3,
                  palette=palette,
                 );
    
    sns.scatterplot(x=obj_column,
                    y=predicted_obj_column,
                    hue="Solver",
                    data=results[results["Solver"] == "ml-exact"],
                    ax=ax4,
                    palette=palette,
                   );
    xlim, ylim = ax4.get_xlim(), ax4.get_ylim()
    ax4.plot([-1e10, 1e10], [-1e10, 1e10], ls='-', color="#cccccc");
    ax4.set_xlim(xlim)
    ax4.set_ylim(ylim)
    ax4.get_legend().remove()
    
    fig.tight_layout()
    plt.savefig("%s/performance.png" % basepath,
                bbox_inches='tight',
                dpi=150)

if __name__ == "__main__":
    if args["train"]:
        train()
    if args["test-baseline"]:
        test_baseline()
    if args["test-ml"]:
        test_ml()
    if args["charts"]:
        charts()