MIPLearn/tests/components/test_dynamic_lazy.py

#  MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
#  Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved.
#  Released under the modified BSD license. See COPYING.md for more details.
from typing import List, cast
from unittest.mock import Mock

import numpy as np
import pytest
from numpy.testing import assert_array_equal

from miplearn.classifiers import Classifier
from miplearn.classifiers.threshold import MinProbabilityThreshold
from miplearn.components import classifier_evaluation_dict
from miplearn.components.dynamic_lazy import DynamicLazyConstraintsComponent
from miplearn.features import (
    TrainingSample,
    Features,
    InstanceFeatures,
    Sample,
)
from miplearn.instance.base import Instance
from miplearn.solvers.tests import assert_equals

E = 0.1


@pytest.fixture
def training_instances_old() -> List[Instance]:
    instances = [cast(Instance, Mock(spec=Instance)) for _ in range(2)]
    instances[0].features = Features(
        instance=InstanceFeatures(
            user_features=[50.0],
        ),
    )
    instances[0].training_data = [
        TrainingSample(lazy_enforced={"c1", "c2"}),
        TrainingSample(lazy_enforced={"c2", "c3"}),
    ]
    instances[0].get_constraint_category = Mock(  # type: ignore
        side_effect=lambda cid: {
            "c1": "type-a",
            "c2": "type-a",
            "c3": "type-b",
            "c4": "type-b",
        }[cid]
    )
    instances[0].get_constraint_features = Mock(  # type: ignore
        side_effect=lambda cid: {
            "c1": [1.0, 2.0, 3.0],
            "c2": [4.0, 5.0, 6.0],
            "c3": [1.0, 2.0],
            "c4": [3.0, 4.0],
        }[cid]
    )
    instances[1].features = Features(
        instance=InstanceFeatures(
            user_features=[80.0],
        ),
    )
    instances[1].training_data = [
        TrainingSample(lazy_enforced={"c3", "c4"}),
    ]
    instances[1].get_constraint_category = Mock(  # type: ignore
        side_effect=lambda cid: {
            "c1": None,
            "c2": "type-a",
            "c3": "type-b",
            "c4": "type-b",
        }[cid]
    )
    instances[1].get_constraint_features = Mock(  # type: ignore
        side_effect=lambda cid: {
            "c2": [7.0, 8.0, 9.0],
            "c3": [5.0, 6.0],
            "c4": [7.0, 8.0],
        }[cid]
    )
    return instances


@pytest.fixture
def training_instances() -> List[Instance]:
    instances = [cast(Instance, Mock(spec=Instance)) for _ in range(2)]
    instances[0].samples = [
        Sample(
            after_lp=Features(instance=InstanceFeatures()),
            after_mip=Features(extra={"lazy_enforced": {"c1", "c2"}}),
        ),
        Sample(
            after_lp=Features(instance=InstanceFeatures()),
            after_mip=Features(extra={"lazy_enforced": {"c2", "c3"}}),
        ),
    ]
    instances[0].samples[0].after_lp.instance.to_list = Mock(  # type: ignore
        return_value=[5.0]
    )
    instances[0].samples[1].after_lp.instance.to_list = Mock(  # type: ignore
        return_value=[5.0]
    )
    instances[0].get_constraint_category = Mock(  # type: ignore
        side_effect=lambda cid: {
            "c1": "type-a",
            "c2": "type-a",
            "c3": "type-b",
            "c4": "type-b",
        }[cid]
    )
    instances[0].get_constraint_features = Mock(  # type: ignore
        side_effect=lambda cid: {
            "c1": [1.0, 2.0, 3.0],
            "c2": [4.0, 5.0, 6.0],
            "c3": [1.0, 2.0],
            "c4": [3.0, 4.0],
        }[cid]
    )
    instances[1].samples = [
        Sample(
            after_lp=Features(instance=InstanceFeatures()),
            after_mip=Features(extra={"lazy_enforced": {"c3", "c4"}}),
        )
    ]
    instances[1].samples[0].after_lp.instance.to_list = Mock(  # type: ignore
        return_value=[8.0]
    )
    instances[1].get_constraint_category = Mock(  # type: ignore
        side_effect=lambda cid: {
            "c1": None,
            "c2": "type-a",
            "c3": "type-b",
            "c4": "type-b",
        }[cid]
    )
    instances[1].get_constraint_features = Mock(  # type: ignore
        side_effect=lambda cid: {
            "c2": [7.0, 8.0, 9.0],
            "c3": [5.0, 6.0],
            "c4": [7.0, 8.0],
        }[cid]
    )
    return instances


def test_sample_xy(training_instances: List[Instance]) -> None:
    comp = DynamicLazyConstraintsComponent()
    comp.dynamic.known_cids = ["c1", "c2", "c3", "c4"]
    x_expected = {
        "type-a": [[5.0, 1.0, 2.0, 3.0], [5.0, 4.0, 5.0, 6.0]],
        "type-b": [[5.0, 1.0, 2.0], [5.0, 3.0, 4.0]],
    }
    y_expected = {
        "type-a": [[False, True], [False, True]],
        "type-b": [[True, False], [True, False]],
    }
    x_actual, y_actual = comp.sample_xy(
        training_instances[0],
        training_instances[0].samples[0],
    )
    assert_equals(x_actual, x_expected)
    assert_equals(y_actual, y_expected)


def test_fit(training_instances: List[Instance]) -> None:
    clf = Mock(spec=Classifier)
    clf.clone = Mock(side_effect=lambda: Mock(spec=Classifier))
    comp = DynamicLazyConstraintsComponent(classifier=clf)
    comp.fit(training_instances)
    assert clf.clone.call_count == 2

    assert "type-a" in comp.classifiers
    clf_a = comp.classifiers["type-a"]
    assert clf_a.fit.call_count == 1  # type: ignore
    assert_array_equal(
        clf_a.fit.call_args[0][0],  # type: ignore
        np.array(
            [
                [5.0, 1.0, 2.0, 3.0],
                [5.0, 4.0, 5.0, 6.0],
                [5.0, 1.0, 2.0, 3.0],
                [5.0, 4.0, 5.0, 6.0],
                [8.0, 7.0, 8.0, 9.0],
            ]
        ),
    )
    assert_array_equal(
        clf_a.fit.call_args[0][1],  # type: ignore
        np.array(
            [
                [False, True],
                [False, True],
                [True, False],
                [False, True],
                [True, False],
            ]
        ),
    )

    assert "type-b" in comp.classifiers
    clf_b = comp.classifiers["type-b"]
    assert clf_b.fit.call_count == 1  # type: ignore
    assert_array_equal(
        clf_b.fit.call_args[0][0],  # type: ignore
        np.array(
            [
                [5.0, 1.0, 2.0],
                [5.0, 3.0, 4.0],
                [5.0, 1.0, 2.0],
                [5.0, 3.0, 4.0],
                [8.0, 5.0, 6.0],
                [8.0, 7.0, 8.0],
            ]
        ),
    )
    assert_array_equal(
        clf_b.fit.call_args[0][1],  # type: ignore
        np.array(
            [
                [True, False],
                [True, False],
                [False, True],
                [True, False],
                [False, True],
                [False, True],
            ]
        ),
    )


def test_sample_predict_evaluate(training_instances: List[Instance]) -> None:
    comp = DynamicLazyConstraintsComponent()
    comp.known_cids.extend(["c1", "c2", "c3", "c4"])
    comp.thresholds["type-a"] = MinProbabilityThreshold([0.5, 0.5])
    comp.thresholds["type-b"] = MinProbabilityThreshold([0.5, 0.5])
    comp.classifiers["type-a"] = Mock(spec=Classifier)
    comp.classifiers["type-b"] = Mock(spec=Classifier)
    comp.classifiers["type-a"].predict_proba = Mock(  # type: ignore
        side_effect=lambda _: np.array([[0.1, 0.9], [0.8, 0.2]])
    )
    comp.classifiers["type-b"].predict_proba = Mock(  # type: ignore
        side_effect=lambda _: np.array([[0.9, 0.1], [0.1, 0.9]])
    )
    pred = comp.sample_predict(
        training_instances[0],
        training_instances[0].samples[0],
    )
    assert pred == ["c1", "c4"]
    ev = comp.sample_evaluate(
        training_instances[0],
        training_instances[0].samples[0],
    )
    assert ev == {
        "type-a": classifier_evaluation_dict(tp=1, fp=0, tn=0, fn=1),
        "type-b": classifier_evaluation_dict(tp=0, fp=1, tn=1, fn=0),
    }