コード例 #1
0
def assortX(prod,
            C,
            p,
            v,
            eps,
            algo=None,
            db=None,
            normConst=None,
            feasibles=None):

    st = time.time()
    L = 0  #L is the lower bound of the search space
    U = max(p)  #Scalar here
    count = 0
    queryTimeLog = 0
    while (U - L) > eps:
        K = (U + L) / 2
        maxPseudoRev, maxSet, queryTimeLog = get_nn_set(
            v, p, K, prod, C, db, normConst, algo, feasibles, queryTimeLog)
        if (maxPseudoRev / v[0]) >= K:
            L = K
            # print "going left at count ",count
        else:
            U = K
            # print "going right at count",count
        count += 1

    maxRev = calcRev(maxSet, p, v, prod)
    timeTaken = time.time() - st
    return maxRev, maxSet, timeTaken, queryTimeLog
コード例 #2
0
def capAst_AssortExact(prod, C, p, v, meta):
    def createArray(pminusk, v):
        return np.multiply(pminusk, v)

    def linearSearch(p, k, v, C, prod):
        start = time.time()
        maxPseudoRev = 0
        maxSet = []
        bigArray = createArray(p - K, v)
        candidate_product_idxes = np.argsort(bigArray)[prod + 1 - C:]
        maxSet = sorted(
            candidate_product_idxes[bigArray[candidate_product_idxes] > 0])
        maxPseudoRev = sum(bigArray[maxSet])
        return maxPseudoRev, maxSet, time.time() - start

    st = time.time()
    L = 0  #L is the lower bound of the search space
    U = max(p)  #Scalar here

    count = 0
    while (U - L) > meta['eps']:
        K = (U + L) / 2
        maxPseudoRev, maxSet, queryTimeLog = linearSearch(p, K, v, C, prod)
        print "\t\t\tAssortExact querytime:", queryTimeLog, " for K=", K

        if (maxPseudoRev / v[0]) >= K:
            L = K
            # print "going left at count ",count
        else:
            U = K
            # print "going right at count",count
        count += 1

    maxRev = calcRev(maxSet, p, v, prod)
    timeTaken = time.time() - st

    print "\t\tAssortExact Opt Set Size:", len(maxSet)
    print "\t\tAssortExact Opt Set:", maxSet
    print "\t\tAssortExact Opt Rev:", maxRev
    return maxRev, maxSet, timeTaken
コード例 #3
0
def genAst_AssortBZ(prod, C, p, v, meta):

    L = 0  # L is the lower bound on the objectiv

    st = time.time()
    queryTimeLog = 0
    count = 0

    U = max(p)  # U is the upper bound on the objective
    best_set_revenue = -1
    best_set = []

    # Inititate NBS parameters and define helper functions
    #compstep_prob = meta['default_correct_compstep_probability']
    compstep_prob = 0.99
    if 'correct_compstep_probability' in meta.keys():
        if meta['correct_compstep_probability'] >= 0.5:
            compstep_prob = meta['correct_compstep_probability']

    step_width = 1e-2
    max_iters = 1000
    early_termination_width = meta['eps']
    belief_fraction = 0.95

    # Initialize Uniform Distribution
    range_idx = np.arange(L, U, step_width)
    range_dist = np.ones_like(range_idx)
    range_dist = range_dist / np.sum(range_dist)

    range_dist = np.log(range_dist)

    def get_pivot(range_dist):
        exp_dist = np.exp(range_dist)
        alpha = exp_dist.sum() * 0.5

        # Finding the median of the distribution requires
        # adding together many very small numbers, so it's not
        # very stable. In part, we address this by randomly
        # approaching the median from below or above.
        if random.choice([True, False]):
            try:
                return range_idx[exp_dist.cumsum() < alpha][-1]
            except:
                return range_idx[::-1][exp_dist[::-1].cumsum() < alpha][-1]
        else:
            return range_idx[::-1][exp_dist[::-1].cumsum() < alpha][-1]

    def get_belief_interval(range_dist, fraction=belief_fraction):
        exp_dist = np.exp(range_dist)

        epsilon = 0.5 * (1 - fraction)
        epsilon = exp_dist.sum() * epsilon
        if (exp_dist[0] < epsilon):
            left = range_idx[exp_dist.cumsum() < epsilon][-1]
        else:
            left = 0
        right = range_idx[exp_dist.cumsum() > (exp_dist.sum() - epsilon)][0]
        return left, right

    for i in range(max_iters):
        #logger.info(f"\niteration: {iter_count}")
        count += 1
        # get Median of Distribution
        median = get_pivot(range_dist)
        # comparision function
        maxPseudoRev, maxSet, queryTimeLog = get_nn_set(
            v,
            p,
            median,
            prod,
            C,
            db=meta['db_BZ'],
            normConst=meta['normConst'],
            algo='general_case_BZ',
            feasibles=meta['feasibles'],
            queryTimeLog=0)
        # Compare Set Revenue with bestSet provided, and replace bestSet if more optimal
        current_set_revenue = calcRev(maxSet, p, v, prod)
        if current_set_revenue > best_set_revenue:
            best_set, best_set_revenue = maxSet, current_set_revenue
        if (maxPseudoRev / v[0]) >= median:
            range_dist[range_idx >= median] += np.log(compstep_prob)
            range_dist[range_idx < median] += np.log(1 - compstep_prob)
        else:
            range_dist[range_idx <= median] += np.log(compstep_prob)
            range_dist[range_idx > median] += np.log(1 - compstep_prob)

        # shift all density from lower than best revenue got into upper end
        shift_density_total = np.sum(
            np.exp(range_dist[range_idx < best_set_revenue]))
        if (shift_density_total > 0):
            range_dist[range_idx < best_set_revenue] = np.log(0)
            range_dist[range_idx >= best_set_revenue] += np.log(
                shift_density_total /
                len(range_dist[range_idx >= best_set_revenue]))
        # avoid overflows
        range_dist -= np.max(range_dist)
        belief_start, belief_end = get_belief_interval(range_dist)

        if (belief_end - belief_start) <= early_termination_width:
            break

    timeTaken = time.time() - st

    print "\t\tAssortBZ-Z Opt Set Size:", len(best_set)
    print "\t\tAssortBZ-Z Opt Set:", best_set

    return best_set_revenue, best_set, timeTaken