Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Remove add_predictor! #10

Merged
merged 1 commit into from
Jun 6, 2024
Merged
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
5 changes: 1 addition & 4 deletions README.md
Original file line number Diff line number Diff line change
Expand Up @@ -28,10 +28,6 @@ Use `add_predictor`:
```julia
y = Omelette.add_predictor(model, predictor, x)
```
or:
```julia
Omelette.add_predictor!(model, predictor, x, y)
```

### LinearRegression

Expand All @@ -54,6 +50,7 @@ predictor = Omelette.LogisticRegression(model_glm)
## Other constraints

### UnivariateNormalDistribution

```julia
using JuMP, Omelette
model = Model();
Expand Down
71 changes: 28 additions & 43 deletions src/Omelette.jl
Original file line number Diff line number Diff line change
Expand Up @@ -12,64 +12,49 @@ import MathOptInterface as MOI
"""
abstract type AbstractPredictor end

An abstract type representig different types of prediction models.

## Methods

All subtypes must implement:

* `_add_predictor_inner`
* `Base.size`
* `add_predictor`
"""
abstract type AbstractPredictor end

Base.size(x::AbstractPredictor, i::Int) = size(x)[i]

"""
add_predictor!(
model::JuMP.Model,
predictor::AbstractPredictor,
x::Vector{JuMP.VariableRef},
y::Vector{JuMP.VariableRef},
)::Nothing

Add the constraint `predictor(x) .== y` to the optimization model `model`.
"""
function add_predictor!(
model::JuMP.Model,
predictor::AbstractPredictor,
x::Vector{JuMP.VariableRef},
y::Vector{JuMP.VariableRef},
)
output_n, input_n = size(predictor)
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_predictor_inner(model, predictor, x, y)
return nothing
end

"""
add_predictor(
model::JuMP.Model,
predictor::AbstractPredictor,
x::Vector{JuMP.VariableRef},
)::Vector{JuMP.VariableRef}

Return an expression for `predictor(x)` in terms of variables in the
optimization model `model`.
Return a `Vector{JuMP.VariableRef}` representing `y` such that
`y = predictor(x)`.

## Example

```jldoctest
julia> using JuMP, Omelette

julia> model = Model();

julia> @variable(model, x[1:2]);

julia> f = Omelette.LinearRegression([2.0, 3.0])
Omelette.LinearRegression([2.0 3.0])

julia> y = Omelette.add_predictor(model, f, x)
1-element Vector{VariableRef}:
omelette_y[1]

julia> print(model)
Feasibility
Subject to
2 x[1] + 3 x[2] - omelette_y[1] = 0
```
"""
function add_predictor(
model::JuMP.Model,
predictor::AbstractPredictor,
x::Vector{JuMP.VariableRef},
)
y = JuMP.@variable(model, [1:size(predictor, 1)], base_name = "omelette_y")
add_predictor!(model, predictor, x, y)
return y
end
function add_predictor end

for file in readdir(joinpath(@__DIR__, "models"); join = true)
if endswith(file, ".jl")
Expand Down
9 changes: 4 additions & 5 deletions src/models/LinearRegression.jl
Original file line number Diff line number Diff line change
Expand Up @@ -42,14 +42,13 @@ function LinearRegression(parameters::Vector{Float64})
return LinearRegression(reshape(parameters, 1, length(parameters)))
end

Base.size(f::LinearRegression) = size(f.parameters)

function _add_predictor_inner(
function add_predictor(
model::JuMP.Model,
predictor::LinearRegression,
x::Vector{JuMP.VariableRef},
y::Vector{JuMP.VariableRef},
)
m = size(predictor.parameters, 1)
y = JuMP.@variable(model, [1:m], base_name = "omelette_y")
JuMP.@constraint(model, predictor.parameters * x .== y)
return
return y
end
7 changes: 4 additions & 3 deletions src/models/LogisticRegression.jl
Original file line number Diff line number Diff line change
Expand Up @@ -44,12 +44,13 @@ end

Base.size(f::LogisticRegression) = size(f.parameters)

function _add_predictor_inner(
function add_predictor(
model::JuMP.Model,
predictor::LogisticRegression,
x::Vector{JuMP.VariableRef},
y::Vector{JuMP.VariableRef},
)
m = size(predictor.parameters, 1)
y = JuMP.@variable(model, [1:m], base_name = "omelette_y")
JuMP.@constraint(model, 1 ./ (1 .+ exp.(-predictor.parameters * x)) .== y)
return
return y
end
17 changes: 1 addition & 16 deletions test/test_LinearRegression.jl
Original file line number Diff line number Diff line change
Expand Up @@ -24,30 +24,15 @@ 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_predictor!(model, f, x, y)
y = Omelette.add_predictor(model, f, x)
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_predictor!(model, f, x, y[1:1])
@test_throws DimensionMismatch Omelette.add_predictor!(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_predictor!(model, g, x, y)
return
end

function test_LinearRegression_GLM()
num_features = 2
num_observations = 10
Expand Down
17 changes: 1 addition & 16 deletions test/test_LogisticRegression.jl
Original file line number Diff line number Diff line change
Expand Up @@ -24,9 +24,8 @@ end
function test_LogisticRegression()
model = Model()
@variable(model, x[1:2])
@variable(model, y[1:1])
f = Omelette.LogisticRegression([2.0, 3.0])
Omelette.add_predictor!(model, f, x, y)
y = Omelette.add_predictor(model, f, x)
cons = all_constraints(model; include_variable_in_set_constraints = false)
obj = constraint_object(only(cons))
@test obj.set == MOI.EqualTo(0.0)
Expand All @@ -35,20 +34,6 @@ function test_LogisticRegression()
return
end

function test_LogisticRegression_dimension_mismatch()
model = Model()
@variable(model, x[1:3])
@variable(model, y[1:2])
f = Omelette.LogisticRegression([2.0, 3.0])
@test size(f) == (1, 2)
@test_throws DimensionMismatch Omelette.add_predictor!(model, f, x, y[1:1])
@test_throws DimensionMismatch Omelette.add_predictor!(model, f, x[1:2], y)
g = Omelette.LogisticRegression([2.0 3.0; 4.0 5.0; 6.0 7.0])
@test size(g) == (3, 2)
@test_throws DimensionMismatch Omelette.add_predictor!(model, g, x, y)
return
end

function test_LogisticRegression_GLM()
num_features = 2
num_observations = 10
Expand Down