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rectangular.py
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#!/usr/bin/python
# ---------------------------------------------------------------------------
# File: prototype_selection_matrix.py
# Version 1.0
# Author : Prashan Wanigasekara ([email protected])
# ---------------------------------------------------------------------------
import cplex
from cplex.exceptions import CplexError
import numpy as np
from scipy import linalg as LA
from scipy import spatial
import matplotlib
#matplotlib.use('Agg')
from matplotlib.patches import Ellipse
from matplotlib.backends.backend_pdf import PdfPages
import matplotlib.pyplot as plt
import math
import collections
import argparse
import itertools
import os
import time
import pprint
import cPickle as pickle
import numpy.linalg as linalg
import re
import random
from mpl_toolkits.mplot3d import Axes3D
from itertools import product, combinations
import glob
import math
from decimal import Decimal
import pandas
import sys
from multiprocessing import Pool
pp = pprint.PrettyPrinter(indent=4)
set_seed=210
random.seed(set_seed)
alt_runs=1
#version
version='March18'
#constants
EPSILON=1e-6
w1_min=.5
w1=0
w2=1000
M=2*w2
#objective coefficents
C_k=1000
C_n=1000
C_alpha=.0001
C_beta=.0001
lambda_array=[.0001/w2]
C_v=0.0001
#non objective coefficients
C_ciby=0
C_d=0
C_zeta=0
C_gamma=0
#printing
supress_write=True #True for the cluster
print_result_variables=False
print_to_report=True
#plotting
autoaxis=False
axequal=True
plot_one=True
#cplex related
warm_start_flag=False
apply_run_parametrs=True
#Data
HEADER=1
cm = plt.get_cmap('gist_rainbow')
def set_MIP_run_parameters(my_prob):
time_limit,tl=True,10*60
emphasis,emp=True,0
max_num_sol,sol=False,1
max_search_nodes,n=False,3
aggregator_flag,agg=False,0
#tolerances
tolerane_flag,tolerance_value=True,0
Integrality,i_value=True,0
numerical_precision,numerical_precision_value=True,1
#presolve
presolve_ignore,presolve_value=False,0
#warm start related
advance_start,advance_start_value=True,1
repair_tries,repair_tries_value=True,10
#conflicts
conflict_display,conflict_value=False,2
#parallel
parallel_mode,parallel_mode_value=False,1
#display
display_interval,display_interval_value,display_value=True,3,2
#tuning
tuning,tuning_time=False,300
barriers,barrier_type,threads,nodelim=False,4,0,0
parameter_str=''
if time_limit:
my_prob.parameters.timelimit.set(tl)
parameter_str+='time_limit= '+str(tl)+'s | '
if emphasis:
my_prob.parameters.emphasis.mip.set(emp)
parameter_str+='emphasis= '+str(emp)+' | '
if max_num_sol:
my_prob.parameters.mip.limits.solutions.set(sol)
parameter_str+='max_num_sol= '+str(sol)+' | '
if max_search_nodes:
my_prob.parameters.mip.limits.nodes.set(n)
parameter_str+='max_search_nodes= '+str(n)+' | '
if aggregator_flag:
my_prob.parameters.preprocessing.aggregator.set(agg)
if tolerane_flag:
my_prob.parameters.mip.tolerances.absmipgap.set(tolerance_value)
my_prob.parameters.mip.tolerances.mipgap.set(tolerance_value)
#my_prob.parameters.mip.polishing.mipgap.set(1)
if Integrality:
my_prob.parameters.mip.tolerances.integrality.set(i_value)
if presolve_ignore:
my_prob.parameters.preprocessing.presolve.set(presolve_value)
if advance_start:
my_prob.parameters.advance.set(advance_start_value)
if repair_tries:
my_prob.parameters.mip.limits.repairtries.set(repair_tries_value)
if conflict_display:
my_prob.parameters.conflict.display.set(conflict_value)
if numerical_precision:
my_prob.parameters.emphasis.numerical.set(numerical_precision_value)
if parallel_mode:
my_prob.parameters.parallel.set(-1) # opportunistic parallel search mode
my_prob.parameters.threads.set(parallel_mode_value)
if display_interval:
my_prob.parameters.mip.display.set(display_value)
my_prob.parameters.mip.interval.set(display_interval_value)
if tuning:
my_prob.parameters.tune_problem()
#my_prob.parameters.tune.timelimit.set(tuning_time)
if barriers:
my_prob.parameters.mip.strategy.startalgorithm.set(barrier_type)
#my_prob.parameters.threads.set(threads)
#my_prob.parameters.mip.limits.nodes.set(nodelim)
return parameter_str
class MyCallback(cplex.callbacks.MIPInfoCallback):
def __call__(self):
if self.has_incumbent():
self.incobjval.append(self.get_incumbent_objective_value())
self.bestobjval.append(self.get_best_objective_value())
self.times.append(self.get_time())
class Solution:
def __init__(self,N,B,a,b,omega,features,point_fn,report_file):
self.N=N
self.B=B
self.non_zero_a=a
self.non_zero_b=b
self.non_zero_omega=omega
self.non_zero_features=features
self.complete_solution=False
self.variable_dict=[]
self.point_fn=point_fn
self.report_file=report_file
def write(self):
print 'writing solution'
with open('./'+str(self.report_file)+'_'+str(self.B)+'balls.pkl','wb') as object_write:
pickle.dump(self,object_write, -1)
def write_2(self,iteration,alt_type,population,dimension):
with open('./'+str(self.report_file)+'_iter_'+str(iteration)+'_'+alt_type+'.pkl','wb') as object_write:
pickle.dump(self,object_write, -1)
self.create_complete_solution(population)
print 'after writing ws objective :',self.calculate_objective(population,dimension)
def __str__(self):
print '\n-----------------------------------------------\nprinting solution\n'
print 'N',self.N,'B',self.B,'\nnon_zero_a\n',self.non_zero_a,'\nnon_zero_b\n',self.non_zero_b,"\nnon_zero_omega\n",pp.pprint(self.non_zero_omega.items()),"\nself.non_zero_features\n",self.non_zero_features
print '-----------------------------------------------'
def change(self,mapping,new_N,new_B):
'''Given a mapping change the objective variables'''
new_a,new_b=[],[]
self.N=new_N
self.B=new_B
self.original_point_file_name='None'
print 'mapping',mapping,'\n'
for elm in self.non_zero_a:
new_a.append((''.join([str(int(map_item[1])) for map_item in mapping if map_item[0]==int(elm[0])]),elm[1]))
self.non_zero_a=new_a
for elm in self.non_zero_b:
new_b.append(''.join(['b'+str(int(map_item[1])) for map_item in mapping if map_item[0]==int(elm[1:])]))
self.non_zero_b=new_b
return
def create_complete_solution(self,population):
'''Given a solution create other related objective variables d, ksi, eta ... based on self.N, self.B
order k,n,a,b,c,omega,d,features,gamma'''
variable_dict=collections.OrderedDict()
k_dict,n_dict,a_dict,b_dict,c_dict,omega_dict,d_dict,v_dict,g_dict=[collections.OrderedDict() for _ in range(9)]
#alpha parallel
alpha_pool = [pool.apply_async(func_alpha, args=(j,b,self.non_zero_a)) for j,b in product(range(1,self.N+1),range(1,self.B+1)) ]
alpha_pool_results = [p.get() for p in alpha_pool]
a_dict=dict(alpha_pool_results)
#beta parallel
#new_b=['b'+b_str for b_str in beta_value.split('b') for beta_value in self.non_zero_b]
beta_pool = [pool.apply_async(func_beta,args=(j,self.non_zero_b)) for j in range(1,self.N+1)]
beta_pool_results = [p.get() for p in beta_pool]
b_dict=dict(beta_pool_results)
j_values,b_values=zip(*self.non_zero_a)
print 'a',self.non_zero_a
print 'b',self.non_zero_b
print 'omega',self.non_zero_omega.items(),'\n'
print 'features',self.non_zero_features
res=[]
for i,b in product(range(1,self.N+1),range(1,self.B+1)):
if str(b) in b_values:
j=j_values[b_values.index(str(b))]
pop_new={}
pop_new[int(j)]=population[int(j)]
pop_new[int(i)]=population[int(i)]
res.append(pool.apply_async(func_c_iby, args=(i,j,b,pop_new,self.non_zero_omega,self.non_zero_features)))
c_ijb_2_results = [p.get() for p in res]
ds,gs,cs=zip(*c_ijb_2_results)
d_dict=dict(ds)
g_dict=dict(gs)
c_dict=dict(cs)
dim=len(self.non_zero_omega.values()[0])
omega_dict={'o'+str(b)+'_'+str(dim):value for b,tup in self.non_zero_omega.items() for dim,value in tup}
dim=len(self.non_zero_omega.values()[0])
v_dict={'v'+str(v):1 if 'v'+str(v) in self.non_zero_features else 0 for v in range(1,dim+1) }
dict_list=[k_dict,n_dict,a_dict,b_dict,c_dict,omega_dict,d_dict,v_dict,g_dict]
[variable_dict.update(di) for di in dict_list]
print 'num warm start variables =',len(variable_dict.keys())
self.variable_dict=variable_dict
self.complete_solution=True
return variable_dict
def calculate_objective(self,population,dimension):
if self.complete_solution==True:
k_list,n_list,ajb_list,beta_list,c_list,v_list,omega,centers,sum_omega,d_list,g_list=extract(self.variable_dict,population,dimension)
print 'k_list in objective',k_list
print 'n_list in objective',n_list
print 'c_list in objective',c_list
print 'd_list in objective',d_list
print 'g_list in objective',g_list
self.__str__()
return calculate_objective(k_list,n_list,ajb_list,beta_list,c_list,v_list,omega,centers,sum_omega,lambda_array[0])
else:
return -1
def populate_objective(prob,lambda_o,B,N,dimensions,num_classes):
'''Populate objective values'''
#objective coeffcients
k_coefficeints=[C_k]*N
n_coefficeints=[C_n]*N
a_coefficeints=[C_alpha]*N*B
b_coefficeints=[C_beta]*N
c_coefficeints=[C_ciby]*N*B*num_classes
omega_coefficeints=[lambda_o] *dimensions*B
d_coefficeints=[C_d]*N*B
feature_coefficients=[C_v]*dimensions
zeta_coefficients=[C_zeta]*N*B*dimensions
gamma_coefficients=[C_gamma]*N*B*dimensions
#uppder bounds
k_upper=[1.0]*N
n_upper=[1.0]*N
a_upper=[1.0]*N*B
b_upper=[1.0]*N
c_upper=[1.0]*N*B*num_classes
omega_upper=[cplex.infinity] *dimensions*B
d_upper=[cplex.infinity]*N*B
feature_coefficients_upper=[1.0]*dimensions
zeta_upper=[cplex.infinity]*N*B*dimensions
gamma_upper=[1]*N*B*dimensions
#lower bounds
k_lower=[0.0]*N
n_lower=[0.0]*N
a_lower=[0.0]*N*B
b_lower=[0.0]*N
c_lower=[0.0]*N*B*num_classes
omega_lower=[0.0] *dimensions*B
d_lower=[0.0]*N*B
feature_coefficients_lower=[0.0]*dimensions
zeta_lower=[0.0]*N*B*dimensions
gamma_lower=[0]*N*B*dimensions
#type
ctype='I'*len(k_coefficeints)+'I'*len(n_coefficeints)+\
'I'*len(a_coefficeints)+'I'*len(b_coefficeints)+\
'I'*len(c_coefficeints)+\
'C'*len(omega_coefficeints)+'C'*len(d_coefficeints)+\
'I'*len(feature_coefficients)+'C'*len(zeta_coefficients)+\
'I'*len(gamma_coefficients)
k,n,a,b,c,omega,d,features,zeta,gamma=([] for _ in range(10))
for i in xrange(N):
k.append('k'+str(i+1))
n.append('n'+str(i+1))
b.append('b'+str(i+1))
for ball in xrange(B):
a.append('a'+str(i+1)+'_'+str(ball+1))
d.append('d'+str(i+1)+'_'+str(ball+1))
for c_y in xrange(num_classes):
c.append('c'+str(i+1)+'_'+str(ball+1)+'_'+str(c_y+1))
for dim in xrange(dimensions):
zeta.append('z'+str(i+1)+'_'+str(ball+1)+'_'+str(dim+1))
gamma.append('g'+str(i+1)+'_'+str(ball+1)+'_'+str(dim+1))
for ball in xrange(B):
for dim in xrange(dimensions):
omega.append('o'+str(ball+1)+'_'+str(dim+1))
for dim in xrange(dimensions):
features.append('v'+str(dim+1))
columns=k+n+a+b+c+omega+d+features+zeta+gamma
name_index_dict=dict(zip(columns,[i for i in xrange(len(columns))]))
coefficiants=k_coefficeints+n_coefficeints+a_coefficeints+b_coefficeints+\
c_coefficeints+omega_coefficeints+d_coefficeints+feature_coefficients+zeta_coefficients+gamma_coefficients
upper=k_upper+n_upper+a_upper+b_upper+c_upper+omega_upper+d_upper+feature_coefficients_upper+zeta_upper+gamma_upper
lower=k_lower+n_lower+a_lower+b_lower+c_lower+omega_lower+d_lower+feature_coefficients_lower+zeta_lower+gamma_lower
prob.objective.set_sense(prob.objective.sense.minimize)
prob.variables.add(obj = coefficiants, lb = lower, ub = upper, types = ctype,names = columns) #set objective related values
return name_index_dict
def generate_constraints(prob,points,N,dimensions,B,name_index_dict,alt_type,omega_dict,v_list,alpha_prev,beta_prev,feature_dict,num_classes):
'''Create constraints'''
print 'generating constraints for '
print 'N=',N,',dimensions=',dimensions,',balls=',B
d_s,d_coefficients=[],[]
alphas,alpha_co=[],[]
beta,beta_co=[],[]
omega,omega_co=[],[]
ksi,ksi_co=[],[]
eta,eta_co=[],[]
alpha_d_c,alpha_d_c_co=[],[]
alpha_c,alpha_c_co=[],[]
epsilon,epsilon_co=[],[]
ellipse_size,ellipse_size_co=[],[]
features,features_co=[],[]
my_sense=''
alpha_constraints_value=1.0
beta_constraints_value=0.0
d_constraints_1_value=M
d_constraints_2_value=0.0
ksi_constraints_value=1.0
eta_constraints_value=0.0
alpha_d_c_constraints_value=0.0
alpha_c_constraints_value=0.0
epsilon_constraints_value=1-EPSILON+M
ellipse_constraints_w2_value=w2
ellipse_constraints_w1_value=w1
feature_constraints_value=w1
zeta_lower_constraints_value=M
zeta_upper_constraints_value=-1.0*M
gamma_constraints_value=1.0
feature_sum_constraints_value=1.0
#alternating minimization
random_sample=[]
#step 0
t1=time.time()
#alpha constraints
alpha_constraints_1=[]
alpha_constraints_2=[]
if alt_type=='proto':
for b in xrange(B):
temp_alphas=[]
temp_alpha_co=[]
for j in xrange(N):
temp_alphas.append(name_index_dict['a'+str(j+1)+'_'+str(b+1)])
temp_alpha_co.append(1.0)
alphas.append(temp_alphas)
alpha_co.append(temp_alpha_co)
alpha_constraints=map(list,zip(alphas,alpha_co))
for i in xrange(len(alpha_constraints)):
my_sense+='L'
elif alt_type=='space' and random_sample: #step 0
for p,ball in product(xrange(N),xrange(B)):
my_sense+='E'
point_index=p+1
if point_index in random_sample and random_sample.index(point_index)==ball:
alpha_constraints_1.append([[name_index_dict['a'+str(point_index)+'_'+str(random_sample.index(point_index)+1)]],[1.0]])
else:
alpha_constraints_2.append([[name_index_dict['a'+str(point_index)+'_'+str(ball+1)]],[1.0]])
elif alt_type=='space' and not random_sample:
print 'previous alpha',alpha_prev
for p,ball in product(xrange(N),xrange(B)):
my_sense+='E'
point_index=p+1
ball_index=ball+1
if tuple([str(point_index),str(ball_index)]) in alpha_prev:
print 'found previous alpha'
alpha_constraints_1.append([[name_index_dict['a'+str(point_index)+'_'+str(ball_index)]],[1.0]])
else:
alpha_constraints_2.append([[name_index_dict['a'+str(point_index)+'_'+str(ball_index)]],[1.0]])
elif alt_type=='non_alternating':
for b in xrange(B):
temp_alphas=[]
temp_alpha_co=[]
for j in xrange(N):
temp_alphas.append(name_index_dict['a'+str(j+1)+'_'+str(b+1)])
temp_alpha_co.append(1.0)
alphas.append(temp_alphas)
alpha_co.append(temp_alpha_co)
alpha_constraints=map(list,zip(alphas,alpha_co))
for i in xrange(len(alpha_constraints)):
my_sense+='L'
#betas constraints
beta_constraints_1=[]
beta_constraints_2=[]
if alt_type=='proto':
for j in xrange(N):
temp_beta=[]
temp_beta_co=[]
for b in xrange(B):
temp_beta.append(name_index_dict['a'+str(j+1)+'_'+str(b+1)])
temp_beta_co.append(1.0)
temp_beta.append(name_index_dict['b'+str(j+1)])
temp_beta_co.append(-1.0*B)
beta.append(temp_beta)
beta_co.append(temp_beta_co)
beta_constraints=map(list,zip(beta,beta_co))
for i in xrange(len(beta_constraints)):
my_sense+='L'
elif alt_type=='space' and random_sample:
for p in xrange(N):
my_sense+='E'
point_index=p+1
if point_index in random_sample:
beta_constraints_1.append([[name_index_dict['b'+str(point_index)]],[1.0]])
else:
beta_constraints_2.append([[name_index_dict['b'+str(point_index)]],[1.0]])
elif alt_type=='space' and not random_sample:
print 'previous beta',beta_prev
for p in xrange(N):
my_sense+='E'
point_index=p+1
if ('b'+str(point_index)) in beta_prev:
print 'found previous beta'
beta_constraints_1.append([[name_index_dict['b'+str(point_index)]],[1.0]])
else:
beta_constraints_2.append([[name_index_dict['b'+str(point_index)]],[1.0]])
elif alt_type=='non_alternating':
for j in xrange(N):
temp_beta=[]
temp_beta_co=[]
for b in xrange(B):
temp_beta.append(name_index_dict['a'+str(j+1)+'_'+str(b+1)])
temp_beta_co.append(1.0)
temp_beta.append(name_index_dict['b'+str(j+1)])
temp_beta_co.append(-1.0*B)
beta.append(temp_beta)
beta_co.append(temp_beta_co)
beta_constraints=map(list,zip(beta,beta_co))
for i in xrange(len(beta_constraints)):
my_sense+='L'
omega_constraints=[]
d_constraints=[]
new_omega_constraints=[]
new_omega_value=[]
#d constraints
d_value=[]
if alt_type=='space':
for i in xrange(N):
for j in xrange(N):
difference=np.matrix(points[i+1][1:])-np.matrix(points[j+1][1:])
for b in xrange(B):
temp_d_s=[]
temp_d_coefficients=[]
for dim in xrange(dimensions):
name=name_index_dict["o"+str(b+1)+'_'+str(dim+1)]
temp_d_coefficients.append(difference[0,dim]**2)
temp_d_s.append(name)
temp_d_s.append(name_index_dict['d'+str(i+1)+'_'+str(j+1)+'_'+str(b+1)])
temp_d_coefficients.append(-1)
d_s.append(temp_d_s)
d_coefficients.append(temp_d_coefficients)
d_constraints=map(list,zip(d_s,d_coefficients))
for i in xrange(len(d_constraints)):
my_sense+='E'
elif alt_type=='proto':
print 'previous omega',pp.pprint(omega_dict.items())
for i,j,b in product(xrange(N),xrange(N),xrange(B)):
ball_idx=b+1
#if ball_idx in omega_dict.keys():
d_constraints.append([[name_index_dict['d'+str(i+1)+'_'+str(j+1)+'_'+str(b+1)]],[1.0]])
d_value.append(d(i+1,j+1,str(b+1),points,omega_dict))
# else:
# d_constraints.append([[name_index_dict['d'+str(i+1)+'_'+str(j+1)+'_'+str(b+1)]],[1.0]])
# d_value.append(0.0)
for b,dim in product(xrange(B),xrange(dimensions)):
# ball_idx=b+1
# if ball_idx in omega_dict.keys():
for tup in omega_dict[str(b+1)]:
if tup[0]==dim+1:
new_omega_constraints.append([[name_index_dict["o"+str(b+1)+'_'+str(dim+1)]],[1.0]])
new_omega_value.append(tup[1])
elif alt_type=='non_alternating':
d_2=[]
d_2_coefficients=[]
gamma_con=[]
gamma_coefficients=[]
for i in xrange(N):
for b in xrange(B):
temp_gamma_con=[]
temp_gamma_coefficients=[]
for dim in xrange(dimensions):
temp_d_s=[]
temp_d_coefficients=[]
temp_d_2=[]
temp_d_2_coefficients=[]
#d1
temp_d_s.append(name_index_dict["d"+str(i+1)+'_'+str(b+1)])
temp_d_s.append(name_index_dict["z"+str(i+1)+'_'+str(b+1)+'_'+str(dim+1)])
temp_d_s.append(name_index_dict["g"+str(i+1)+'_'+str(b+1)+'_'+str(dim+1)])
temp_d_coefficients.append(1.0)
temp_d_coefficients.append(-1.0)
temp_d_coefficients.append(M)
d_s.append(temp_d_s)
d_coefficients.append(temp_d_coefficients)
#d2
temp_d_2.append(name_index_dict["d"+str(i+1)+'_'+str(b+1)])
temp_d_2.append(name_index_dict["z"+str(i+1)+'_'+str(b+1)+'_'+str(dim+1)])
temp_d_2_coefficients.append(1.0)
temp_d_2_coefficients.append(-1.0)
d_2.append(temp_d_2)
d_2_coefficients.append(temp_d_2_coefficients)
#gamma
temp_gamma_con.append(name_index_dict["g"+str(i+1)+'_'+str(b+1)+'_'+str(dim+1)])
temp_gamma_coefficients.append(1.0)
gamma_con.append(temp_gamma_con)
gamma_coefficients.append(temp_gamma_coefficients)
d_constraints=map(list,zip(d_s,d_coefficients))
d_2_constraints=map(list,zip(d_2,d_2_coefficients))
gamma_constraints=map(list,zip(gamma_con,gamma_coefficients))
for i in xrange(len(d_constraints)):
my_sense+='L'
for i in xrange(len(d_2_constraints)):
my_sense+='G'
for i in xrange(len(gamma_constraints)):
my_sense+='E'
#zeta constraints
if alt_type=='non_alternating':
zeta_lower=[]
zeta_upper=[]
zeta_lower_coefficients=[]
zeta_upper_coefficients=[]
for i in xrange(N):
for j in xrange(N):
for b in xrange(B):
for dim in xrange(dimensions):
temp_zeta_lower=[]
temp_zeta_upper=[]
temp_zeta_lower_coefficients=[]
temp_zeta_upper_coefficients=[]
abs_difference_l=abs(points[i+1][dim+1]-points[j+1][dim+1])
# print 'i,j,dim+1',i+1,j+1,dim+1
# print 'f1,f2, abs_difference_l',points[i+1][dim+1],points[j+1][dim+1],abs_difference_l
#zeta lower
temp_zeta_lower.append(name_index_dict["o"+str(b+1)+'_'+str(dim+1)])
temp_zeta_lower.append(name_index_dict["a"+str(j+1)+'_'+str(b+1)])
temp_zeta_lower.append(name_index_dict["z"+str(i+1)+'_'+str(b+1)+'_'+str(dim+1)])
temp_zeta_lower_coefficients.append(abs_difference_l)
temp_zeta_lower_coefficients.append(M)
temp_zeta_lower_coefficients.append(-1.0)
#zeta upper
temp_zeta_upper.append(name_index_dict["o"+str(b+1)+'_'+str(dim+1)])
temp_zeta_upper.append(name_index_dict["a"+str(j+1)+'_'+str(b+1)])
temp_zeta_upper.append(name_index_dict["z"+str(i+1)+'_'+str(b+1)+'_'+str(dim+1)])
temp_zeta_upper_coefficients.append(abs_difference_l)
temp_zeta_upper_coefficients.append(-1.0*M)
temp_zeta_upper_coefficients.append(-1.0)
zeta_lower.append(temp_zeta_lower)
zeta_lower_coefficients.append(temp_zeta_lower_coefficients)
zeta_upper.append(temp_zeta_upper)
zeta_upper_coefficients.append(temp_zeta_upper_coefficients)
zeta_lower_constraints=map(list,zip(zeta_lower,zeta_lower_coefficients))
zeta_upper_constraints=map(list,zip(zeta_upper,zeta_upper_coefficients))
for i in xrange(len(zeta_lower_constraints)):
my_sense+='L'
for i in xrange(len(zeta_upper_constraints)):
my_sense+='G'
points_based_on_classes=collections.defaultdict(list)
for p in xrange(1,N+1):
sign=int(points[p][0])
if sign==-1:
sign=2
points_based_on_classes[sign].append(p)
#ksi,eta,(alpha,d,c) constraints
for i in xrange(N):
temp_ksi=[]
temp_ksi_co=[]
temp_eta=[]
temp_eta_co=[]
y_i=int(points[i+1][0])
if y_i==-1:
y_i=2
similar_class_points=[a for a in xrange(1,N+1) if points[a][0]==y_i]
not_y_i=[a for a in xrange(1,num_classes+1) if a!=y_i]
for b in xrange(B):
#ksi
temp_ksi.append(name_index_dict['c'+str(i+1)+'_'+str(b+1)+'_'+str(y_i)])
temp_ksi_co.append(1)
#eta
for n_y_i in not_y_i:
temp_eta.append(name_index_dict['c'+str(i+1)+'_'+str(b+1)+'_'+str(n_y_i)])
temp_eta_co.append(1.0)
#(alpha,d,c)
for y_class in xrange(1,num_classes+1):
temp_alpha_d_c=[]
temp_alpha_d_c_co=[]
temp_alpha_c=[]
temp_alpha_c_co=[]
temp_epsilon=[]
temp_epsilon_co=[]
for s_c_p in points_based_on_classes[y_class]:
#(alpha,d,c)
temp_alpha_d_c.append(name_index_dict['a'+str(s_c_p)+'_'+str(b+1)])
temp_alpha_d_c_co.append(1.0)
#(alpha,c)
temp_alpha_c.append(name_index_dict['a'+str(s_c_p)+'_'+str(b+1)])
temp_alpha_c_co.append(-1.0)
#(alpha,d,c)
temp_alpha_d_c.append(name_index_dict['d'+str(i+1)+'_'+str(b+1)])
temp_alpha_d_c.append(name_index_dict['c'+str(i+1)+'_'+str(b+1)+'_'+str(y_class)])
temp_alpha_d_c_co.append(-1.0)
temp_alpha_d_c_co.append(-1.0)
alpha_d_c.append(temp_alpha_d_c)
alpha_d_c_co.append(temp_alpha_d_c_co)
#(alpha,c)
temp_alpha_c.append(name_index_dict['c'+str(i+1)+'_'+str(b+1)+'_'+str(y_class)])
temp_alpha_c_co.append(1.0)
alpha_c.append(temp_alpha_c)
alpha_c_co.append(temp_alpha_c_co)
# epsilon, M constraints
temp_epsilon.append(name_index_dict['d'+str(i+1)+'_'+str(b+1)])
temp_epsilon.append(name_index_dict['c'+str(i+1)+'_'+str(b+1)+'_'+str(y_class)])
temp_epsilon_co.append(1.0)
temp_epsilon_co.append(M)
epsilon.append(temp_epsilon)
epsilon_co.append(temp_epsilon_co)
#ksi
temp_ksi.append(name_index_dict['k'+str(i+1)])
temp_ksi_co.append(1.0)
ksi.append(temp_ksi)
ksi_co.append(temp_ksi_co)
#eta
temp_eta.append(name_index_dict['n'+str(i+1)])
temp_eta_co.append( -1.0*B)
eta.append(temp_eta)
eta_co.append(temp_eta_co)
ksi_constraints=map(list,zip(ksi,ksi_co))
eta_constraints=map(list,zip(eta,eta_co))
alpha_d_c_constraints=map(list,zip(alpha_d_c,alpha_d_c_co))
alpha_c_constraints=map(list,zip(alpha_c,alpha_c_co))
epsilon_constraints=map(list,zip(epsilon,epsilon_co))
for i in xrange(len(ksi_constraints)):
my_sense+='G'
for i in xrange(len(eta_constraints+alpha_d_c_constraints+alpha_c_constraints+epsilon_constraints)):
my_sense+='L'
#ellipse constraints I
for b in xrange(B):
for dim in xrange(dimensions):
temp_ellipse_size=[]
temp_ellipse_size_co=[]
temp_ellipse_size.append(name_index_dict['o'+str(b+1)+'_'+str(dim+1)])
temp_ellipse_size_co.append(1.0)
ellipse_size.append(temp_ellipse_size)
ellipse_size_co.append(temp_ellipse_size_co)
#ellipse_constraints=map(list,zip(ellipse_size,ellipse_size_co))
#ellipse constraints II
for b in xrange(B):
for dim in xrange(dimensions):
temp_ellipse_size=[]
temp_ellipse_size_co=[]
temp_ellipse_size.append(name_index_dict['o'+str(b+1)+'_'+str(dim+1)])
temp_ellipse_size_co.append(1.0)
ellipse_size.append(temp_ellipse_size)
ellipse_size_co.append(temp_ellipse_size_co)
ellipse_constraints=map(list,zip(ellipse_size,ellipse_size_co))
for i in xrange(len(ellipse_constraints)/2):
my_sense+='L'
for i in xrange(len(ellipse_constraints)/2):
my_sense+='G'
#feature constraints
feature_constraints_1=[]
feature_constraints_2=[]
if alt_type=='space':
for b,l in product(xrange(B),xrange(dimensions)):
temp_features=[]
temp_features_co=[]
temp_features.append(name_index_dict['o'+str(b+1)+'_'+str(l+1)])
temp_features_co.append(1.0)
temp_features.append(name_index_dict['v'+str(l+1)])
temp_features_co.append(-1.0*w2)
features.append(temp_features)
features_co.append(temp_features_co)
feature_constraints=map(list,zip(features,features_co))
for i in xrange(len(feature_constraints)):
my_sense+='L'
elif alt_type=='proto':
print 'previous v',[feature_dict[v] for v in v_list]
for l in xrange(dimensions):
my_sense+='E'
if ('v'+str(l+1)) in v_list:
feature_constraints_1.append([[name_index_dict['v'+str(l+1)]],[1.0]])
else:
feature_constraints_2.append([[name_index_dict['v'+str(l+1)]],[1.0]])
elif alt_type=='non_alternating':
for b,l in product(xrange(B),xrange(dimensions)):
temp_features=[]
temp_features_co=[]
temp_features.append(name_index_dict['o'+str(b+1)+'_'+str(l+1)])
temp_features_co.append(1.0)
temp_features.append(name_index_dict['v'+str(l+1)])
temp_features_co.append(-1.0*w2)
features.append(temp_features)
features_co.append(temp_features_co)
feature_constraints=map(list,zip(features,features_co))
for i in xrange(len(feature_constraints)):
my_sense+='L'
feature_sum=[]
feature_sum_co=[]
# for l in xrange(1,dimensions+1):
# feature_sum.append(name_index_dict['v'+str(l)])
# feature_sum_co.append(1.0)
# feature_sum_constraints=[[feature_sum,feature_sum_co]]
# my_sense+='G'
my_rownames=[]
rows=[]
value_tuple=[]
my_rhs=[]
if alt_type=='space':
for row in xrange(len(alpha_constraints_1+alpha_constraints_2+beta_constraints_1+beta_constraints_2+omega_constraints+d_constraints+ksi_constraints+eta_constraints+alpha_d_c_constraints+alpha_c_constraints+epsilon_constraints+ellipse_constraints+feature_constraints)):
my_rownames.append('r'+str(row+1))
rows=[cplex.SparsePair(elm[0],elm[1]) for elm in alpha_constraints_1+alpha_constraints_2+beta_constraints_1+beta_constraints_2+omega_constraints+d_constraints+ksi_constraints+eta_constraints+alpha_d_c_constraints+alpha_c_constraints+epsilon_constraints+ellipse_constraints+feature_constraints]
value_tuple=[(alpha_constraints_1,1.0),(alpha_constraints_2,0.0),
(beta_constraints_1,1.0),(beta_constraints_2,0.0),
(d_constraints,d_constraints_value),
(ksi_constraints,ksi_constraints_value),(eta_constraints,eta_constraints_value),
(alpha_d_c_constraints,alpha_d_c_constraints_value),(alpha_c_constraints,alpha_c_constraints_value),
(epsilon_constraints,epsilon_constraints_value),(ellipse_constraints[:len(ellipse_constraints)/2],ellipse_constraints_w2_value),
(ellipse_constraints[len(ellipse_constraints)/2:],ellipse_constraints_w1_value),
(feature_constraints,feature_constraints_value)]
my_rhs=list(itertools.chain.from_iterable([[b]*len(a) for a,b in value_tuple]))
elif alt_type=='proto':
for row in xrange(len(alpha_constraints+beta_constraints+omega_constraints+ksi_constraints+eta_constraints+alpha_d_c_constraints+alpha_c_constraints+epsilon_constraints+ellipse_constraints+feature_constraints_1+feature_constraints_2)):
my_rownames.append('r'+str(row+1))
rows=[cplex.SparsePair(elm[0],elm[1]) for elm in alpha_constraints+beta_constraints+omega_constraints+ksi_constraints+eta_constraints+alpha_d_c_constraints+alpha_c_constraints+epsilon_constraints+ellipse_constraints+feature_constraints_1+feature_constraints_2]
value_tuple=[(alpha_constraints,alpha_constraints_value),(beta_constraints,beta_constraints_value),
(ksi_constraints,ksi_constraints_value),(eta_constraints,eta_constraints_value),
(alpha_d_c_constraints,alpha_d_c_constraints_value),(alpha_c_constraints,alpha_c_constraints_value),
(epsilon_constraints,epsilon_constraints_value),
(ellipse_constraints[:len(ellipse_constraints)/2],ellipse_constraints_w2_value),
(ellipse_constraints[len(ellipse_constraints)/2:],ellipse_constraints_w1_value),
(feature_constraints_1,1.0),(feature_constraints_2,0.0)]
my_rhs=list(itertools.chain.from_iterable([[b]*len(a) for a,b in value_tuple]))
for row in xrange(len(d_constraints+new_omega_constraints)):
my_sense+='E'
my_rownames.append('r'+str(len(my_rownames)+row+1))
d_rows=[cplex.SparsePair(elm[0],elm[1]) for elm in d_constraints+new_omega_constraints]
rows=rows+d_rows
my_rhs=my_rhs+d_value+new_omega_value
elif alt_type=='non_alternating':
for row in xrange(len(alpha_constraints+beta_constraints+omega_constraints+d_constraints+d_2_constraints+gamma_constraints+zeta_lower_constraints+zeta_upper_constraints+ksi_constraints+eta_constraints+alpha_d_c_constraints+alpha_c_constraints+epsilon_constraints+ellipse_constraints+feature_constraints)):#+feature_sum_constraints
my_rownames.append('r'+str(row+1))
rows=[cplex.SparsePair(elm[0],elm[1]) for elm in alpha_constraints+beta_constraints+omega_constraints+d_constraints+d_2_constraints+gamma_constraints+zeta_lower_constraints+zeta_upper_constraints+ksi_constraints+eta_constraints+alpha_d_c_constraints+alpha_c_constraints+epsilon_constraints+ellipse_constraints+feature_constraints]#+feature_sum_constraints
value_tuple=[(alpha_constraints,alpha_constraints_value),(beta_constraints,beta_constraints_value),
(d_constraints,d_constraints_1_value),(d_2_constraints,d_constraints_2_value),
(gamma_constraints,gamma_constraints_value),
(zeta_lower_constraints,zeta_lower_constraints_value),(zeta_upper_constraints,zeta_upper_constraints_value),
(ksi_constraints,ksi_constraints_value),(eta_constraints,eta_constraints_value),
(alpha_d_c_constraints,alpha_d_c_constraints_value),(alpha_c_constraints,alpha_c_constraints_value),
(epsilon_constraints,epsilon_constraints_value),(ellipse_constraints[:len(ellipse_constraints)/2],ellipse_constraints_w2_value),
(ellipse_constraints[len(ellipse_constraints)/2:],ellipse_constraints_w1_value),
(feature_constraints,feature_constraints_value)]#,(feature_sum_constraints,feature_sum_constraints_value)
my_rhs=list(itertools.chain.from_iterable([[b]*len(a) for a,b in value_tuple]))
t2=time.time()
time_in_loop=t2-t1
a=time.time()
prob.linear_constraints.add(names = my_rownames,lin_expr = rows,
rhs = my_rhs,senses = my_sense)
b=time.time()
add_time=round(b-a,2)
return add_time,time_in_loop
def func_alpha(j,b,non_zero_a):
if ((str(j),str(b))) in non_zero_a:
return ('a'+str(j)+'_'+str(b),1)
else:
return ('a'+str(j)+'_'+str(b),0)
def func_beta(j,non_zero_b):
if 'b'+str(j) in non_zero_b:
return ('b'+str(j),1)
else:
return ('b'+str(j),0)
def func_c_ijb(i,j,b):
return ('c'+str(i)+'_'+str(j)+'_'+str(b),0)
def func_c_iby(i,j,b,pop_new,non_zero_omega,non_zero_features):
d_val,max_l=d_rectangular(int(i),int(j),b,pop_new,non_zero_omega,non_zero_features)
y_i=int(pop_new[int(i)][0])
y_j=int(pop_new[int(j)][0])
threshold=1-EPSILON
return (('d'+str(i)+'_'+str(b),d_val),('g'+str(i)+'_'+str(b)+'_'+str(max_l),1.0),('c'+str(i)+'_'+str(b)+'_'+str(y_i),(int((1-d_val)>1e-22)*int(y_i==y_j))))
def d_rectangular(i,j,b,points,non_zero_omega,non_zero_features):
sorted_omega_values=zip(*sorted(non_zero_omega[str(b)],key=lambda x:x[0]))[1]
di_b_max=-1
di_b_max_l=-1
for v in non_zero_features:
dim=int(v[1:])
di_b=sorted_omega_values[dim-1]*abs(points[i][dim]-points[j][dim])
if di_b>di_b_max:
di_b_max=di_b
di_b_max_l=dim
return di_b_max,di_b_max_l
def d(i,j,b,points,omega):
'''Given alpha_jb and omega_b calculate d_ijb'''
difference=np.matrix(points[i][1:])-np.matrix(points[j][1:]) #row vector
dim=len(omega[str(b)])
omega_b=np.zeros(shape=(dim,dim))
if b not in omega.keys():
print '10-6 ball is not in omega dict'
return 10e6
omega_list= omega[str(b)]
for l,value in omega_list:
omega_b[int(l)-1][int(l)-1]=value
d=float(difference*np.matrix(omega_b)*difference.transpose())
return d
def find_center(ball,a_dict,N):
center=''.join(str(j) for j in range(1,N+1) if a_dict['a'+str(j)+'_'+str(ball)]==1)
if center!='':
return int(center)
else:
return -1
def funtion_ij(points,i,j):
'''Return true if i and j have the same class.'''
return int(points[i][0]==points[j][0])
def f(x):
if x==0:
return 100000000000
else:
return 2*1/math.sqrt(x)
def create_points(points_file):
'''Read the points and create a data structure'''
points=collections.OrderedDict()
names_dict={}
with open(points_file,'r') as f:
content=f.readlines()
header=content[0:HEADER]
header=','.join(header)
write_header=header
header_items=header.strip().split(',')
dimensions=len(header_items)-2
header=header_items[2:]
point_number=1
for line in content[HEADER:]:
if line is not ' ':
point_info=line.strip().split(',')
if 'NA' in point_info:
continue
data=map(float,point_info[1:])
data=[round(num,3) for num in data]
names_dict[point_number]=point_info[0]
points[point_number]=np.array(data)
point_number+=1
N=len(points.keys())
#write all points
with open('./all_data_'+str(len(points.keys()))+'.csv','w') as f:
for k in points.keys():
f.write(str(k)+','+','.join(map(str,points[k]))+'\n')
return points,N,dimensions,names_dict,header
def create_fold_points(data_set,fold):
'''Read the points and create a data structure
run this for each fold to normalize
'''
train_file='data/'+data_set+'/fold'+str(fold)+'/train/fold_'+str(fold)+'_train.csv'
test_file='data/'+data_set+'/fold'+str(fold)+'/test/fold_'+str(fold)+'_test.csv'
HEADER=1
#train
train_points=collections.OrderedDict()