You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
144 lines
5.8 KiB
144 lines
5.8 KiB
# 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.
|
|
|
|
from unittest.mock import Mock
|
|
|
|
import numpy as np
|
|
from numpy.linalg import norm
|
|
|
|
from miplearn.classifiers import Classifier
|
|
from miplearn.components.lazy_dynamic import DynamicLazyConstraintsComponent
|
|
from miplearn.solvers.internal import InternalSolver
|
|
from miplearn.solvers.learning import LearningSolver
|
|
from .. import get_test_pyomo_instances
|
|
|
|
E = 0.1
|
|
|
|
|
|
def test_lazy_fit():
|
|
instances, models = get_test_pyomo_instances()
|
|
instances[0].found_violated_lazy_constraints = ["a", "b"]
|
|
instances[1].found_violated_lazy_constraints = ["b", "c"]
|
|
classifier = Mock(spec=Classifier)
|
|
component = DynamicLazyConstraintsComponent(classifier=classifier)
|
|
|
|
component.fit(instances)
|
|
|
|
# Should create one classifier for each violation
|
|
assert "a" in component.classifiers
|
|
assert "b" in component.classifiers
|
|
assert "c" in component.classifiers
|
|
|
|
# Should provide correct x_train to each classifier
|
|
expected_x_train_a = np.array([[67.0, 21.75, 1287.92], [70.0, 23.75, 1199.83]])
|
|
expected_x_train_b = np.array([[67.0, 21.75, 1287.92], [70.0, 23.75, 1199.83]])
|
|
expected_x_train_c = np.array([[67.0, 21.75, 1287.92], [70.0, 23.75, 1199.83]])
|
|
actual_x_train_a = component.classifiers["a"].fit.call_args[0][0]
|
|
actual_x_train_b = component.classifiers["b"].fit.call_args[0][0]
|
|
actual_x_train_c = component.classifiers["c"].fit.call_args[0][0]
|
|
assert norm(expected_x_train_a - actual_x_train_a) < E
|
|
assert norm(expected_x_train_b - actual_x_train_b) < E
|
|
assert norm(expected_x_train_c - actual_x_train_c) < E
|
|
|
|
# Should provide correct y_train to each classifier
|
|
expected_y_train_a = np.array([1.0, 0.0])
|
|
expected_y_train_b = np.array([1.0, 1.0])
|
|
expected_y_train_c = np.array([0.0, 1.0])
|
|
actual_y_train_a = component.classifiers["a"].fit.call_args[0][1]
|
|
actual_y_train_b = component.classifiers["b"].fit.call_args[0][1]
|
|
actual_y_train_c = component.classifiers["c"].fit.call_args[0][1]
|
|
assert norm(expected_y_train_a - actual_y_train_a) < E
|
|
assert norm(expected_y_train_b - actual_y_train_b) < E
|
|
assert norm(expected_y_train_c - actual_y_train_c) < E
|
|
|
|
|
|
def test_lazy_before():
|
|
instances, models = get_test_pyomo_instances()
|
|
instances[0].build_lazy_constraint = Mock(return_value="c1")
|
|
solver = LearningSolver()
|
|
solver.internal_solver = Mock(spec=InternalSolver)
|
|
component = DynamicLazyConstraintsComponent(threshold=0.10)
|
|
component.classifiers = {"a": Mock(spec=Classifier), "b": Mock(spec=Classifier)}
|
|
component.classifiers["a"].predict_proba = Mock(return_value=[[0.95, 0.05]])
|
|
component.classifiers["b"].predict_proba = Mock(return_value=[[0.02, 0.80]])
|
|
|
|
component.before_solve(solver, instances[0], models[0])
|
|
|
|
# Should ask classifier likelihood of each constraint being violated
|
|
expected_x_test_a = np.array([[67.0, 21.75, 1287.92]])
|
|
expected_x_test_b = np.array([[67.0, 21.75, 1287.92]])
|
|
actual_x_test_a = component.classifiers["a"].predict_proba.call_args[0][0]
|
|
actual_x_test_b = component.classifiers["b"].predict_proba.call_args[0][0]
|
|
assert norm(expected_x_test_a - actual_x_test_a) < E
|
|
assert norm(expected_x_test_b - actual_x_test_b) < E
|
|
|
|
# Should ask instance to generate cut for constraints whose likelihood
|
|
# of being violated exceeds the threshold
|
|
instances[0].build_lazy_constraint.assert_called_once_with(models[0], "b")
|
|
|
|
# Should ask internal solver to add generated constraint
|
|
solver.internal_solver.add_constraint.assert_called_once_with("c1")
|
|
|
|
|
|
def test_lazy_evaluate():
|
|
instances, models = get_test_pyomo_instances()
|
|
component = DynamicLazyConstraintsComponent()
|
|
component.classifiers = {
|
|
"a": Mock(spec=Classifier),
|
|
"b": Mock(spec=Classifier),
|
|
"c": Mock(spec=Classifier),
|
|
}
|
|
component.classifiers["a"].predict_proba = Mock(return_value=[[1.0, 0.0]])
|
|
component.classifiers["b"].predict_proba = Mock(return_value=[[0.0, 1.0]])
|
|
component.classifiers["c"].predict_proba = Mock(return_value=[[0.0, 1.0]])
|
|
|
|
instances[0].found_violated_lazy_constraints = ["a", "b", "c"]
|
|
instances[1].found_violated_lazy_constraints = ["b", "d"]
|
|
assert component.evaluate(instances) == {
|
|
0: {
|
|
"Accuracy": 0.75,
|
|
"F1 score": 0.8,
|
|
"Precision": 1.0,
|
|
"Recall": 2 / 3.0,
|
|
"Predicted positive": 2,
|
|
"Predicted negative": 2,
|
|
"Condition positive": 3,
|
|
"Condition negative": 1,
|
|
"False negative": 1,
|
|
"False positive": 0,
|
|
"True negative": 1,
|
|
"True positive": 2,
|
|
"Predicted positive (%)": 50.0,
|
|
"Predicted negative (%)": 50.0,
|
|
"Condition positive (%)": 75.0,
|
|
"Condition negative (%)": 25.0,
|
|
"False negative (%)": 25.0,
|
|
"False positive (%)": 0,
|
|
"True negative (%)": 25.0,
|
|
"True positive (%)": 50.0,
|
|
},
|
|
1: {
|
|
"Accuracy": 0.5,
|
|
"F1 score": 0.5,
|
|
"Precision": 0.5,
|
|
"Recall": 0.5,
|
|
"Predicted positive": 2,
|
|
"Predicted negative": 2,
|
|
"Condition positive": 2,
|
|
"Condition negative": 2,
|
|
"False negative": 1,
|
|
"False positive": 1,
|
|
"True negative": 1,
|
|
"True positive": 1,
|
|
"Predicted positive (%)": 50.0,
|
|
"Predicted negative (%)": 50.0,
|
|
"Condition positive (%)": 50.0,
|
|
"Condition negative (%)": 50.0,
|
|
"False negative (%)": 25.0,
|
|
"False positive (%)": 25.0,
|
|
"True negative (%)": 25.0,
|
|
"True positive (%)": 25.0,
|
|
},
|
|
}
|