def fit(self, time_limit=None, node_limit=None, display_flag=False):
if self._mip is None:
return self.infeasible_info
mip = self.mip
mip = set_cpx_display_options(mip,
display_mip=False,
display_lp=display_flag,
display_parameters=display_flag)
# update time limit
if time_limit is not None:
mip = set_mip_time_limit(mip, time_limit)
if node_limit is not None:
mip = set_mip_node_limit(mip, node_limit)
# solve
start_time = mip.get_time()
mip.solve()
end_time = mip.get_time() - start_time
info = self.solution_info
info['runtime'] = end_time
# assert self._check_solution(info)
return info
def populate(self,
total_items=10,
time_limit=None,
node_limit=None,
display_flag=False,
enumeration_type='distinct_subsets'):
mip = self.mip
mip = set_cpx_display_options(mip,
display_mip=False,
display_lp=display_flag,
display_parameters=display_flag)
# update time limit
if time_limit is not None:
mip = set_mip_time_limit(mip, time_limit)
if node_limit is not None:
mip = set_mip_node_limit(mip, node_limit)
if enumeration_type == 'mutually_exclusive':
remove_solution = self.remove_all_features
else:
remove_solution = self.remove_feature_combination
# enumerate soluitions
k = 0
all_info = []
populate_start_time = mip.get_time()
while k < total_items:
# solve mip
start_time = mip.get_time()
mip.solve()
run_time = mip.get_time() - start_time
info = self.solution_info
info['runtime'] = run_time
if not info['feasible']:
if self.print_flag:
print('recovered all minimum-cost items')
break
all_info.append(info)
remove_solution()
k += 1
if self.print_flag:
print('mined %d items in %1.1f seconds' %
(k, mip.get_time() - populate_start_time))
return all_info
def __init__(self, action_set, x = None, **kwargs):
"""
:param x: vector of input variables for person x
:param intercept: intercept value of score function
:param coefs: coefficients of score function
:param action_set: action set
:param params: parameters for flipset form/flipset generation
(e.g. type of cost function to use / max items etc.)
"""
# initialize Cplex MIP
self._cpx_parameters = kwargs.get('cplex_parameters', self._default_cplex_parameters)
self._set_mip_time_limit = set_cpx_time_limit
self._set_mip_node_limit = set_cpx_node_limit
self._set_mip_display = lambda mip, flag: set_cpx_display_options(mip, display_lp = flag, display_mip = flag, display_parameters = flag)
## initialize base class
super().__init__(action_set = action_set, x = x, **kwargs)