bug fix and update utils

Author: BatyLeo

src/PortfolioOptimization/PortfolioOptimization.jl

@@ -5,7 +5,7 @@ using DocStringExtensions: TYPEDEF, TYPEDFIELDS, TYPEDSIGNATURES
 using Distributions: Uniform, Bernoulli
 using Flux: Chain, Dense
 using Ipopt: Ipopt
-using JuMP: @variable, @objective, @constraint, optimize!, value, Model
+using JuMP: @variable, @objective, @constraint, optimize!, value, Model, set_silent
 using LinearAlgebra: I
 using Random: MersenneTwister
 

src/StochasticVehicleScheduling/StochasticVehicleScheduling.jl

@@ -120,7 +120,10 @@ end
 """
 $TYPEDSIGNATURES
 """
-function Utils.generate_statistical_model(bench::StochasticVehicleSchedulingBenchmark)
+function Utils.generate_statistical_model(
+    ::StochasticVehicleSchedulingBenchmark; seed=nothing
+)
+    Random.seed!(seed)
     return Chain(Dense(20 => 1; bias=false), vec)
 end
 

src/Utils/Utils.jl

@@ -25,6 +25,5 @@ export grid_graph, get_path, path_to_matrix
 export neg_tensor, squeeze_last_dims, average_tensor
 export scip_model, highs_model
 export objective_value
-export compute_normalizer
 
 end

src/Utils/data_sample.jl

@@ -19,20 +19,10 @@ $TYPEDFIELDS
     instance::I = nothing
 end
 
-function _transform(t, sample::DataSample; kwargs...)
-    (; instance, x, θ_true, y_true) = sample
-    return DataSample(; instance, x=StatsBase.transform(t, x; kwargs...), θ_true, y_true)
-end
-
-function _reconstruct(t, sample::DataSample; kwargs...)
-    (; instance, x, θ_true, y_true) = sample
-    return DataSample(; instance, x=StatsBase.reconstruct(t, x; kwargs...), θ_true, y_true)
-end
-
 """
 $TYPEDSIGNATURES
 
-Compute the mean and standard deviation of the features in the dataset.
+Fit the given transform type (`ZScoreTransform` or `UnitRangeTransform`) on the dataset.
 """
 function StatsBase.fit(transform_type, dataset::AbstractVector{<:DataSample}; kwargs...)
     x = hcat([d.x for d in dataset]...)
@@ -51,11 +41,36 @@ function StatsBase.transform(t, dataset::AbstractVector{<:DataSample})
     end
 end
 
-# TODO: reconstruct, transform!, reconstruct!
+"""
+$TYPEDSIGNATURES
 
+Transform the features in the dataset in place.
+"""
+function StatsBase.transform!(t, dataset::AbstractVector{<:DataSample})
+    for d in dataset
+        StatsBase.transform!(t, d.x)
+    end
+end
+
+"""
+$TYPEDSIGNATURES
+
+Reconstruct the features in the dataset.
+"""
 function StatsBase.reconstruct(t, dataset::AbstractVector{<:DataSample})
     return map(dataset) do d
         (; instance, x, θ_true, y_true) = d
         DataSample(; instance, x=StatsBase.reconstruct(t, x), θ_true, y_true)
     end
 end
+
+"""
+$TYPEDSIGNATURES
+
+Reconstruct the features in the dataset in place.
+"""
+function StatsBase.reconstruct!(t, dataset::AbstractVector{<:DataSample})
+    for d in dataset
+        StatsBase.reconstruct!(t, d.x)
+    end
+end

src/Utils/interface.jl

@@ -134,7 +134,10 @@ $TYPEDSIGNATURES
 Default behaviour of `compute_gap` for a benchmark problem where `features`, `solutions` and `costs` are all defined.
 """
 function compute_gap(
-    bench::AbstractBenchmark, dataset::Vector{<:DataSample}, statistical_model, maximizer
+    bench::AbstractBenchmark,
+    dataset::AbstractVector{<:DataSample},
+    statistical_model,
+    maximizer,
 )
     res = 0.0
     check = is_minimization_problem(bench)

src/gurobi_setup.jl

@@ -1,3 +1,6 @@
+using DocStringExtensions: TYPEDSIGNATURES
+using JuMP: Model
+
 @info "Creating a GRB_ENV const for AircraftRoutingBase..."
 # Gurobi package setup (see https://github.com/jump-dev/Gurobi.jl/issues/424)
 const GRB_ENV = Ref{Gurobi.Env}()