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<main>
<article id="content">
<header>
<h1 class="title">Module <code>miplearn.components.primal</code></h1>
</header>
<section id="section-intro">
<details class="source">
<summary>
<span>Expand source code</span>
</summary>
<pre><code class="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.
import logging
from copy import deepcopy
from typing import Union, Dict, Any
import numpy as np
from tqdm.auto import tqdm
from miplearn.classifiers import Classifier
from miplearn.classifiers.adaptive import AdaptiveClassifier
from miplearn.classifiers.threshold import MinPrecisionThreshold, DynamicThreshold
from miplearn.components import classifier_evaluation_dict
from miplearn.components.component import Component
from miplearn.extractors import VariableFeaturesExtractor, SolutionExtractor, Extractor
logger = logging.getLogger(__name__)
class PrimalSolutionComponent(Component):
&#34;&#34;&#34;
A component that predicts primal solutions.
&#34;&#34;&#34;
def __init__(
self,
classifier: Classifier = AdaptiveClassifier(),
mode: str = &#34;exact&#34;,
threshold: Union[float, DynamicThreshold] = MinPrecisionThreshold(0.98),
) -&gt; None:
self.mode = mode
self.classifiers: Dict[Any, Classifier] = {}
self.thresholds: Dict[Any, Union[float, DynamicThreshold]] = {}
self.threshold_prototype = threshold
self.classifier_prototype = classifier
def before_solve(self, solver, instance, model):
logger.info(&#34;Predicting primal solution...&#34;)
solution = self.predict(instance)
if self.mode == &#34;heuristic&#34;:
solver.internal_solver.fix(solution)
else:
solver.internal_solver.set_warm_start(solution)
def after_solve(
self,
solver,
instance,
model,
stats,
training_data,
):
pass
def x(self, training_instances):
return VariableFeaturesExtractor().extract(training_instances)
def y(self, training_instances):
return SolutionExtractor().extract(training_instances)
def fit(self, training_instances, n_jobs=1):
logger.debug(&#34;Extracting features...&#34;)
features = VariableFeaturesExtractor().extract(training_instances)
solutions = SolutionExtractor().extract(training_instances)
for category in tqdm(
features.keys(),
desc=&#34;Fit (primal)&#34;,
):
x_train = features[category]
for label in [0, 1]:
y_train = solutions[category][:, label].astype(int)
# If all samples are either positive or negative, make constant
# predictions
y_avg = np.average(y_train)
if y_avg &lt; 0.001 or y_avg &gt;= 0.999:
self.classifiers[category, label] = round(y_avg)
self.thresholds[category, label] = 0.50
continue
# Create a copy of classifier prototype and train it
if isinstance(self.classifier_prototype, list):
clf = deepcopy(self.classifier_prototype[label])
else:
clf = deepcopy(self.classifier_prototype)
clf.fit(x_train, y_train)
# Find threshold (dynamic or static)
if isinstance(self.threshold_prototype, DynamicThreshold):
self.thresholds[category, label] = self.threshold_prototype.find(
clf,
x_train,
y_train,
)
else:
self.thresholds[category, label] = deepcopy(
self.threshold_prototype
)
self.classifiers[category, label] = clf
def predict(self, instance):
solution = {}
x_test = VariableFeaturesExtractor().extract([instance])
var_split = Extractor.split_variables(instance)
for category in var_split.keys():
n = len(var_split[category])
for (i, (var, index)) in enumerate(var_split[category]):
if var not in solution.keys():
solution[var] = {}
solution[var][index] = None
for label in [0, 1]:
if (category, label) not in self.classifiers.keys():
continue
clf = self.classifiers[category, label]
if isinstance(clf, float) or isinstance(clf, int):
ws = np.array([[1 - clf, clf] for _ in range(n)])
else:
ws = clf.predict_proba(x_test[category])
assert ws.shape == (n, 2), &#34;ws.shape should be (%d, 2) not %s&#34; % (
n,
ws.shape,
)
for (i, (var, index)) in enumerate(var_split[category]):
if ws[i, 1] &gt;= self.thresholds[category, label]:
solution[var][index] = label
return solution
def evaluate(self, instances):
ev = {&#34;Fix zero&#34;: {}, &#34;Fix one&#34;: {}}
for instance_idx in tqdm(
range(len(instances)),
desc=&#34;Evaluate (primal)&#34;,
):
instance = instances[instance_idx]
solution_actual = instance.training_data[0][&#34;Solution&#34;]
solution_pred = self.predict(instance)
vars_all, vars_one, vars_zero = set(), set(), set()
pred_one_positive, pred_zero_positive = set(), set()
for (varname, var_dict) in solution_actual.items():
if varname not in solution_pred.keys():
continue
for (idx, value) in var_dict.items():
vars_all.add((varname, idx))
if value &gt; 0.5:
vars_one.add((varname, idx))
else:
vars_zero.add((varname, idx))
if solution_pred[varname][idx] is not None:
if solution_pred[varname][idx] &gt; 0.5:
pred_one_positive.add((varname, idx))
else:
pred_zero_positive.add((varname, idx))
pred_one_negative = vars_all - pred_one_positive
pred_zero_negative = vars_all - pred_zero_positive
tp_zero = len(pred_zero_positive &amp; vars_zero)
fp_zero = len(pred_zero_positive &amp; vars_one)
tn_zero = len(pred_zero_negative &amp; vars_one)
fn_zero = len(pred_zero_negative &amp; vars_zero)
tp_one = len(pred_one_positive &amp; vars_one)
fp_one = len(pred_one_positive &amp; vars_zero)
tn_one = len(pred_one_negative &amp; vars_zero)
fn_one = len(pred_one_negative &amp; vars_one)
ev[&#34;Fix zero&#34;][instance_idx] = classifier_evaluation_dict(
tp_zero, tn_zero, fp_zero, fn_zero
)
ev[&#34;Fix one&#34;][instance_idx] = classifier_evaluation_dict(
tp_one, tn_one, fp_one, fn_one
)
return ev</code></pre>
</details>
</section>
<section>
</section>
<section>
</section>
<section>
</section>
<section>
<h2 class="section-title" id="header-classes">Classes</h2>
<dl>
<dt id="miplearn.components.primal.PrimalSolutionComponent"><code class="flex name class">
<span>class <span class="ident">PrimalSolutionComponent</span></span>
<span>(</span><span>classifier=&lt;miplearn.classifiers.adaptive.AdaptiveClassifier object&gt;, mode='exact', threshold=&lt;miplearn.classifiers.threshold.MinPrecisionThreshold object&gt;)</span>
</code></dt>
<dd>
<section class="desc"><p>A component that predicts primal solutions.</p></section>
<details class="source">
<summary>
<span>Expand source code</span>
</summary>
<pre><code class="python">class PrimalSolutionComponent(Component):
&#34;&#34;&#34;
A component that predicts primal solutions.
&#34;&#34;&#34;
def __init__(
self,
classifier: Classifier = AdaptiveClassifier(),
mode: str = &#34;exact&#34;,
threshold: Union[float, DynamicThreshold] = MinPrecisionThreshold(0.98),
) -&gt; None:
self.mode = mode
self.classifiers: Dict[Any, Classifier] = {}
self.thresholds: Dict[Any, Union[float, DynamicThreshold]] = {}
self.threshold_prototype = threshold
self.classifier_prototype = classifier
def before_solve(self, solver, instance, model):
logger.info(&#34;Predicting primal solution...&#34;)
solution = self.predict(instance)
if self.mode == &#34;heuristic&#34;:
solver.internal_solver.fix(solution)
else:
solver.internal_solver.set_warm_start(solution)
def after_solve(
self,
solver,
instance,
model,
stats,
training_data,
):
pass
def x(self, training_instances):
return VariableFeaturesExtractor().extract(training_instances)
def y(self, training_instances):
return SolutionExtractor().extract(training_instances)
def fit(self, training_instances, n_jobs=1):
logger.debug(&#34;Extracting features...&#34;)
features = VariableFeaturesExtractor().extract(training_instances)
solutions = SolutionExtractor().extract(training_instances)
for category in tqdm(
features.keys(),
desc=&#34;Fit (primal)&#34;,
):
x_train = features[category]
for label in [0, 1]:
y_train = solutions[category][:, label].astype(int)
# If all samples are either positive or negative, make constant
# predictions
y_avg = np.average(y_train)
if y_avg &lt; 0.001 or y_avg &gt;= 0.999:
self.classifiers[category, label] = round(y_avg)
self.thresholds[category, label] = 0.50
continue
# Create a copy of classifier prototype and train it
if isinstance(self.classifier_prototype, list):
clf = deepcopy(self.classifier_prototype[label])
else:
clf = deepcopy(self.classifier_prototype)
clf.fit(x_train, y_train)
# Find threshold (dynamic or static)
if isinstance(self.threshold_prototype, DynamicThreshold):
self.thresholds[category, label] = self.threshold_prototype.find(
clf,
x_train,
y_train,
)
else:
self.thresholds[category, label] = deepcopy(
self.threshold_prototype
)
self.classifiers[category, label] = clf
def predict(self, instance):
solution = {}
x_test = VariableFeaturesExtractor().extract([instance])
var_split = Extractor.split_variables(instance)
for category in var_split.keys():
n = len(var_split[category])
for (i, (var, index)) in enumerate(var_split[category]):
if var not in solution.keys():
solution[var] = {}
solution[var][index] = None
for label in [0, 1]:
if (category, label) not in self.classifiers.keys():
continue
clf = self.classifiers[category, label]
if isinstance(clf, float) or isinstance(clf, int):
ws = np.array([[1 - clf, clf] for _ in range(n)])
else:
ws = clf.predict_proba(x_test[category])
assert ws.shape == (n, 2), &#34;ws.shape should be (%d, 2) not %s&#34; % (
n,
ws.shape,
)
for (i, (var, index)) in enumerate(var_split[category]):
if ws[i, 1] &gt;= self.thresholds[category, label]:
solution[var][index] = label
return solution
def evaluate(self, instances):
ev = {&#34;Fix zero&#34;: {}, &#34;Fix one&#34;: {}}
for instance_idx in tqdm(
range(len(instances)),
desc=&#34;Evaluate (primal)&#34;,
):
instance = instances[instance_idx]
solution_actual = instance.training_data[0][&#34;Solution&#34;]
solution_pred = self.predict(instance)
vars_all, vars_one, vars_zero = set(), set(), set()
pred_one_positive, pred_zero_positive = set(), set()
for (varname, var_dict) in solution_actual.items():
if varname not in solution_pred.keys():
continue
for (idx, value) in var_dict.items():
vars_all.add((varname, idx))
if value &gt; 0.5:
vars_one.add((varname, idx))
else:
vars_zero.add((varname, idx))
if solution_pred[varname][idx] is not None:
if solution_pred[varname][idx] &gt; 0.5:
pred_one_positive.add((varname, idx))
else:
pred_zero_positive.add((varname, idx))
pred_one_negative = vars_all - pred_one_positive
pred_zero_negative = vars_all - pred_zero_positive
tp_zero = len(pred_zero_positive &amp; vars_zero)
fp_zero = len(pred_zero_positive &amp; vars_one)
tn_zero = len(pred_zero_negative &amp; vars_one)
fn_zero = len(pred_zero_negative &amp; vars_zero)
tp_one = len(pred_one_positive &amp; vars_one)
fp_one = len(pred_one_positive &amp; vars_zero)
tn_one = len(pred_one_negative &amp; vars_zero)
fn_one = len(pred_one_negative &amp; vars_one)
ev[&#34;Fix zero&#34;][instance_idx] = classifier_evaluation_dict(
tp_zero, tn_zero, fp_zero, fn_zero
)
ev[&#34;Fix one&#34;][instance_idx] = classifier_evaluation_dict(
tp_one, tn_one, fp_one, fn_one
)
return ev</code></pre>
</details>
<h3>Ancestors</h3>
<ul class="hlist">
<li><a title="miplearn.components.component.Component" href="component.html#miplearn.components.component.Component">Component</a></li>
<li>abc.ABC</li>
</ul>
<h3>Methods</h3>
<dl>
<dt id="miplearn.components.primal.PrimalSolutionComponent.evaluate"><code class="name flex">
<span>def <span class="ident">evaluate</span></span>(<span>self, instances)</span>
</code></dt>
<dd>
<section class="desc"></section>
<details class="source">
<summary>
<span>Expand source code</span>
</summary>
<pre><code class="python">def evaluate(self, instances):
ev = {&#34;Fix zero&#34;: {}, &#34;Fix one&#34;: {}}
for instance_idx in tqdm(
range(len(instances)),
desc=&#34;Evaluate (primal)&#34;,
):
instance = instances[instance_idx]
solution_actual = instance.training_data[0][&#34;Solution&#34;]
solution_pred = self.predict(instance)
vars_all, vars_one, vars_zero = set(), set(), set()
pred_one_positive, pred_zero_positive = set(), set()
for (varname, var_dict) in solution_actual.items():
if varname not in solution_pred.keys():
continue
for (idx, value) in var_dict.items():
vars_all.add((varname, idx))
if value &gt; 0.5:
vars_one.add((varname, idx))
else:
vars_zero.add((varname, idx))
if solution_pred[varname][idx] is not None:
if solution_pred[varname][idx] &gt; 0.5:
pred_one_positive.add((varname, idx))
else:
pred_zero_positive.add((varname, idx))
pred_one_negative = vars_all - pred_one_positive
pred_zero_negative = vars_all - pred_zero_positive
tp_zero = len(pred_zero_positive &amp; vars_zero)
fp_zero = len(pred_zero_positive &amp; vars_one)
tn_zero = len(pred_zero_negative &amp; vars_one)
fn_zero = len(pred_zero_negative &amp; vars_zero)
tp_one = len(pred_one_positive &amp; vars_one)
fp_one = len(pred_one_positive &amp; vars_zero)
tn_one = len(pred_one_negative &amp; vars_zero)
fn_one = len(pred_one_negative &amp; vars_one)
ev[&#34;Fix zero&#34;][instance_idx] = classifier_evaluation_dict(
tp_zero, tn_zero, fp_zero, fn_zero
)
ev[&#34;Fix one&#34;][instance_idx] = classifier_evaluation_dict(
tp_one, tn_one, fp_one, fn_one
)
return ev</code></pre>
</details>
</dd>
<dt id="miplearn.components.primal.PrimalSolutionComponent.fit"><code class="name flex">
<span>def <span class="ident">fit</span></span>(<span>self, training_instances, n_jobs=1)</span>
</code></dt>
<dd>
<section class="desc"></section>
<details class="source">
<summary>
<span>Expand source code</span>
</summary>
<pre><code class="python">def fit(self, training_instances, n_jobs=1):
logger.debug(&#34;Extracting features...&#34;)
features = VariableFeaturesExtractor().extract(training_instances)
solutions = SolutionExtractor().extract(training_instances)
for category in tqdm(
features.keys(),
desc=&#34;Fit (primal)&#34;,
):
x_train = features[category]
for label in [0, 1]:
y_train = solutions[category][:, label].astype(int)
# If all samples are either positive or negative, make constant
# predictions
y_avg = np.average(y_train)
if y_avg &lt; 0.001 or y_avg &gt;= 0.999:
self.classifiers[category, label] = round(y_avg)
self.thresholds[category, label] = 0.50
continue
# Create a copy of classifier prototype and train it
if isinstance(self.classifier_prototype, list):
clf = deepcopy(self.classifier_prototype[label])
else:
clf = deepcopy(self.classifier_prototype)
clf.fit(x_train, y_train)
# Find threshold (dynamic or static)
if isinstance(self.threshold_prototype, DynamicThreshold):
self.thresholds[category, label] = self.threshold_prototype.find(
clf,
x_train,
y_train,
)
else:
self.thresholds[category, label] = deepcopy(
self.threshold_prototype
)
self.classifiers[category, label] = clf</code></pre>
</details>
</dd>
<dt id="miplearn.components.primal.PrimalSolutionComponent.predict"><code class="name flex">
<span>def <span class="ident">predict</span></span>(<span>self, instance)</span>
</code></dt>
<dd>
<section class="desc"></section>
<details class="source">
<summary>
<span>Expand source code</span>
</summary>
<pre><code class="python">def predict(self, instance):
solution = {}
x_test = VariableFeaturesExtractor().extract([instance])
var_split = Extractor.split_variables(instance)
for category in var_split.keys():
n = len(var_split[category])
for (i, (var, index)) in enumerate(var_split[category]):
if var not in solution.keys():
solution[var] = {}
solution[var][index] = None
for label in [0, 1]:
if (category, label) not in self.classifiers.keys():
continue
clf = self.classifiers[category, label]
if isinstance(clf, float) or isinstance(clf, int):
ws = np.array([[1 - clf, clf] for _ in range(n)])
else:
ws = clf.predict_proba(x_test[category])
assert ws.shape == (n, 2), &#34;ws.shape should be (%d, 2) not %s&#34; % (
n,
ws.shape,
)
for (i, (var, index)) in enumerate(var_split[category]):
if ws[i, 1] &gt;= self.thresholds[category, label]:
solution[var][index] = label
return solution</code></pre>
</details>
</dd>
<dt id="miplearn.components.primal.PrimalSolutionComponent.x"><code class="name flex">
<span>def <span class="ident">x</span></span>(<span>self, training_instances)</span>
</code></dt>
<dd>
<section class="desc"></section>
<details class="source">
<summary>
<span>Expand source code</span>
</summary>
<pre><code class="python">def x(self, training_instances):
return VariableFeaturesExtractor().extract(training_instances)</code></pre>
</details>
</dd>
<dt id="miplearn.components.primal.PrimalSolutionComponent.y"><code class="name flex">
<span>def <span class="ident">y</span></span>(<span>self, training_instances)</span>
</code></dt>
<dd>
<section class="desc"></section>
<details class="source">
<summary>
<span>Expand source code</span>
</summary>
<pre><code class="python">def y(self, training_instances):
return SolutionExtractor().extract(training_instances)</code></pre>
</details>
</dd>
</dl>
<h3>Inherited members</h3>
<ul class="hlist">
<li><code><b><a title="miplearn.components.component.Component" href="component.html#miplearn.components.component.Component">Component</a></b></code>:
<ul class="hlist">
<li><code><a title="miplearn.components.component.Component.after_solve" href="component.html#miplearn.components.component.Component.after_solve">after_solve</a></code></li>
<li><code><a title="miplearn.components.component.Component.before_solve" href="component.html#miplearn.components.component.Component.before_solve">before_solve</a></code></li>
<li><code><a title="miplearn.components.component.Component.iteration_cb" href="component.html#miplearn.components.component.Component.iteration_cb">iteration_cb</a></code></li>
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<li><h3>Super-module</h3>
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<li><code><a title="miplearn.components" href="index.html">miplearn.components</a></code></li>
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<li><h3><a href="#header-classes">Classes</a></h3>
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<h4><code><a title="miplearn.components.primal.PrimalSolutionComponent" href="#miplearn.components.primal.PrimalSolutionComponent">PrimalSolutionComponent</a></code></h4>
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<li><code><a title="miplearn.components.primal.PrimalSolutionComponent.evaluate" href="#miplearn.components.primal.PrimalSolutionComponent.evaluate">evaluate</a></code></li>
<li><code><a title="miplearn.components.primal.PrimalSolutionComponent.fit" href="#miplearn.components.primal.PrimalSolutionComponent.fit">fit</a></code></li>
<li><code><a title="miplearn.components.primal.PrimalSolutionComponent.predict" href="#miplearn.components.primal.PrimalSolutionComponent.predict">predict</a></code></li>
<li><code><a title="miplearn.components.primal.PrimalSolutionComponent.x" href="#miplearn.components.primal.PrimalSolutionComponent.x">x</a></code></li>
<li><code><a title="miplearn.components.primal.PrimalSolutionComponent.y" href="#miplearn.components.primal.PrimalSolutionComponent.y">y</a></code></li>
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