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MIPLearn/miplearn/warmstart.py

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# MIPLearn: A Machine-Learning Framework for Mixed-Integer Optimization
# Copyright (C) 2019-2020 Argonne National Laboratory. All rights reserved.
# Written by Alinson S. Xavier <axavier@anl.gov>
import tensorflow as tf
import tensorflow.keras as keras
from tensorflow.keras.models import Sequential
from tensorflow.keras.layers import Dense, Dropout, Flatten, Activation
import numpy as np
class WarmStartPredictor:
def __init__(self, model=None, threshold=0.80):
self.model = model
self.threshold = threshold
def fit(self, train_x, train_y):
pass
def predict(self, x):
if self.model is None: return None
assert isinstance(x, np.ndarray)
y = self.model.predict(x)
n_vars = y.shape[0]
ws = np.array([float("nan")] * n_vars)
ws[y[:,0] > self.threshold] = 1.0
ws[y[:,1] > self.threshold] = 0.0
return ws