Add package skeleton and a basic implementation of LinearRegression (#2)

.JuliaFormatter.toml

@@ -0,0 +1,9 @@
+# Configuration file for JuliaFormatter.jl
+# For more information, see: https://domluna.github.io/JuliaFormatter.jl/stable/config/
+
+always_for_in = true
+always_use_return = true
+margin = 80
+remove_extra_newlines = true
+separate_kwargs_with_semicolon = true
+short_to_long_function_def = true

.github/workflows/TagBot.yml

@@ -0,0 +1,15 @@
+name: TagBot
+on:
+  issue_comment:
+    types:
+      - created
+  workflow_dispatch:
+jobs:
+  TagBot:
+    if: github.event_name == 'workflow_dispatch' || github.actor == 'JuliaTagBot'
+    runs-on: ubuntu-latest
+    steps:
+      - uses: JuliaRegistries/TagBot@v1
+        with:
+          token: ${{ secrets.GITHUB_TOKEN }}
+          ssh: ${{ secrets.DOCUMENTER_KEY }}

.github/workflows/aqua.yml

@@ -0,0 +1,23 @@
+name: aqua-lint
+on:
+  push:
+    branches:
+      - master
+  pull_request:
+    types: [opened, synchronize, reopened]
+jobs:
+  build:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: julia-actions/setup-julia@latest
+        with:
+          version: '1'
+      - uses: actions/checkout@v4
+      - name: Aqua
+        shell: julia --color=yes {0}
+        run: |
+          using Pkg
+          Pkg.add(PackageSpec(name="Aqua"))
+          Pkg.develop(PackageSpec(path=pwd()))
+          using Omelette, Aqua
+          Aqua.test_all(Omelette)

.github/workflows/ci.yml

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+name: CI
+on:
+  push:
+    branches:
+      - master
+      - release-*
+  pull_request:
+    types: [opened, synchronize, reopened]
+# needed to allow julia-actions/cache to delete old caches that it has created
+permissions:
+  actions: write
+  contents: read
+jobs:
+  test:
+    name: Julia ${{ matrix.version }} - ${{ matrix.os }} - ${{ matrix.arch }} - ${{ github.event_name }}
+    runs-on: ${{ matrix.os }}
+    strategy:
+      fail-fast: false
+      matrix:
+        # Since Omelette doesn't have binary dependencies, only test on a subset of
+        # possible platforms.
+        include:
+          - version: '1'  # The latest point-release (Linux)
+            os: ubuntu-latest
+            arch: x64
+    steps:
+      - uses: actions/checkout@v4
+      - uses: julia-actions/setup-julia@v2
+        with:
+          version: ${{ matrix.version }}
+          arch: ${{ matrix.arch }}
+      - uses: julia-actions/cache@v1
+      - uses: julia-actions/julia-buildpkg@v1
+      - uses: julia-actions/julia-runtest@v1
+        with:
+          depwarn: error
+      - uses: julia-actions/julia-processcoverage@v1
+      - uses: codecov/codecov-action@v4
+        with:
+          file: lcov.info

.github/workflows/format_check.yml

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+name: format-check
+on:
+  push:
+    branches:
+      - master
+      - release-*
+  pull_request:
+    types: [opened, synchronize, reopened]
+jobs:
+  build:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: julia-actions/setup-julia@latest
+        with:
+          version: '1'
+      - uses: actions/checkout@v4
+      - name: Format check
+        shell: julia --color=yes {0}
+        run: |
+          using Pkg
+          # If you update the version, also update the style guide docs.
+          Pkg.add(PackageSpec(name="JuliaFormatter", version="1"))
+          using JuliaFormatter
+          format("."; verbose = true)
+          out = String(read(Cmd(`git diff`)))
+          if isempty(out)
+              exit(0)
+          end
+          @error "Some files have not been formatted !!!"
+          write(stdout, out)
+          exit(1)

.gitignore

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+Manifest.toml
+

LICENSE.md

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+Copyright (c) 2024: Oscar Dowson and contributors
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

Project.toml

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+name = "Omelette"
+uuid = "e52c2cb8-508e-4e12-9dd2-9c4755b60e73"
+authors = ["odow <[email protected]>"]
+version = "0.1.0"
+
+[deps]
+JuMP = "4076af6c-e467-56ae-b986-b466b2749572"
+
+[compat]
+JuMP = "1"
+julia = "1.6"

README.md

@@ -1 +1,23 @@
-# jump-ml
+# Omelette
+
+_If you can come up with a better name, please open an issue._
+
+Omelette is a [JuMP](https://jump.dev) extension for embedding common types of
+AI, machine learning, and statistical learning models into a JuMP optimization
+model.
+
+## License
+
+Omelette.jl is licensed under the [MIT license](https://github.com/lanl-ansi/jump-ml/blob/main/LICENSE.md)
+
+## Getting help
+
+This package is under active development. For help, questions, comments, and
+suggestions, please open a GitHub issue.
+
+## Inspiration
+
+This project is inspired by two existing projects:
+
+ * [OMLT](https://github.com/cog-imperial/OMLT)
+ * [gurobi-machinelearning](https://github.com/Gurobi/gurobi-machinelearning)

src/Omelette.jl

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+# Copyright (c) 2024: Oscar Dowson and contributors
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
+module Omelette
+
+import JuMP
+
+"""
+    abstract type AbstractModel end
+
+## Methods
+
+All subtypes must implement:
+
+ * `add_model_internal`
+ * `Base.size`
+"""
+abstract type AbstractModel end
+
+"""
+    add_model(
+        opt_model::JuMP.Model,
+        ml_model::AbstractModel,
+        x::Vector{JuMP.VariableRef},
+        y::Vector{JuMP.VariableRef},
+    )
+
+Add the constraint `ml_model(x) == y` to the optimization model `opt_model`.
+
+## Input
+
+## Output
+
+ * `::Nothing`
+
+## Examples
+
+TODO
+"""
+function add_model(
+    opt_model::JuMP.Model,
+    ml_model::AbstractModel,
+    x::Vector{JuMP.VariableRef},
+    y::Vector{JuMP.VariableRef},
+)
+    output_n, input_n = size(ml_model)
+    if length(x) != input_n
+        msg = "Input vector x is length $(length(x)), expected $input_n"
+        throw(DimensionMismatch(msg))
+    elseif length(y) != output_n
+        msg = "Output vector y is length $(length(y)), expected $output_n"
+        throw(DimensionMismatch(msg))
+    end
+    _add_model_inner(opt_model, ml_model, x, y)
+    return
+end
+
+for file in readdir(joinpath(@__DIR__, "models"); join = true)
+    if endswith(file, ".jl")
+        include(file)
+    end
+end
+
+end # module Omelette

src/models/LinearRegression.jl

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+# Copyright (c) 2024: Oscar Dowson and contributors
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
+struct LinearRegression <: AbstractModel
+    parameters::Matrix{Float64}
+end
+
+function LinearRegression(parameters::Vector{Float64})
+    return LinearRegression(reshape(parameters, 1, length(parameters)))
+end
+
+Base.size(f::LinearRegression) = size(f.parameters)
+
+function _add_model_inner(
+    opt_model::JuMP.Model,
+    ml_model::LinearRegression,
+    x::Vector{JuMP.VariableRef},
+    y::Vector{JuMP.VariableRef},
+)
+    JuMP.@constraint(opt_model, ml_model.parameters * x .== y)
+    return
+end

test/Project.toml

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+[deps]
+JuMP = "4076af6c-e467-56ae-b986-b466b2749572"
+Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
+
+[compat]
+Test = "<0.0.1, 1.6"
+julia = "1.6"

test/models/test_LinearRegression.jl

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+# Copyright (c) 2024: Oscar Dowson and contributors
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
+module LinearRegressionTests
+
+using Test
+using JuMP
+import Omelette
+
+function runtests()
+    for name in names(@__MODULE__; all = true)
+        if startswith("$name", "test_")
+            @testset "$name" begin
+                getfield(@__MODULE__, name)()
+            end
+        end
+    end
+    return
+end
+
+function test_LinearRegression()
+    model = Model()
+    @variable(model, x[1:2])
+    @variable(model, y[1:1])
+    f = Omelette.LinearRegression([2.0, 3.0])
+    Omelette.add_model(model, f, x, y)
+    cons = all_constraints(model; include_variable_in_set_constraints = false)
+    obj = constraint_object(only(cons))
+    @test obj.set == MOI.EqualTo(0.0)
+    @test isequal_canonical(obj.func, 2.0 * x[1] + 3.0 * x[2] - y[1])
+    return
+end
+
+function test_LinearRegression_dimension_mismatch()
+    model = Model()
+    @variable(model, x[1:3])
+    @variable(model, y[1:2])
+    f = Omelette.LinearRegression([2.0, 3.0])
+    @test size(f) == (1, 2)
+    @test_throws DimensionMismatch Omelette.add_model(model, f, x, y[1:1])
+    @test_throws DimensionMismatch Omelette.add_model(model, f, x[1:2], y)
+    g = Omelette.LinearRegression([2.0 3.0; 4.0 5.0; 6.0 7.0])
+    @test size(g) == (3, 2)
+    @test_throws DimensionMismatch Omelette.add_model(model, g, x, y)
+    return
+end
+
+end
+
+LinearRegressionTests.runtests()

test/runtests.jl

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+# Copyright (c) 2024: Oscar Dowson and contributors
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
+using Test
+
+for file in readdir(joinpath(@__DIR__, "models"))
+    if startswith(file, "test_") && endswith(file, ".jl")
+        @testset "$file" begin
+            include(joinpath(@__DIR__, "models", file))
+        end
+    end
+end