In Convex Hull test (#15)

* add inconvexhull function

* uncomment

* fix tests

* uncom tests

* relocate scripts

Author: andrewrosemberg

examples/flux/HuggingFaceDatasets.jl …mples/powermodels/HuggingFaceDatasets.jlexamples/flux/HuggingFaceDatasets.jl renamed to examples/powermodels/HuggingFaceDatasets.jl examples/flux/HuggingFaceDatasets.jl renamed to examples/powermodels/HuggingFaceDatasets.jl

@@ -118,7 +118,8 @@ function MLJFlux.train!(
     return training_loss / n_batches
 end
 
-function train!(model, loss, opt_state, X, Y; batchsize=32, shuffle=true)
+function train!(model, loss, opt_state, X, Y; _batchsize=32, shuffle=true)
+    batchsize = min(size(X, 2), _batchsize)
     X = X |> gpu
     Y = Y |> gpu
     data = Flux.DataLoader((X, Y), 

examples/flux/flux_forecaster_script.jl …es/powermodels/flux_forecaster_script.jlexamples/flux/flux_forecaster_script.jl renamed to examples/powermodels/flux_forecaster_script.jl examples/flux/flux_forecaster_script.jl renamed to examples/powermodels/flux_forecaster_script.jl

@@ -36,7 +36,8 @@ export ArrowFile,
     make_convex,
     ConvexRule,
     relative_rmse,
-    relative_mae
+    relative_mae,
+    inconvexhull
 
 include("datasetgen.jl")
 include("csvrecorder.jl")
@@ -46,5 +47,6 @@ include("worst_case_iter.jl")
 include("FullyConnected.jl")
 include("nn_expression.jl")
 include("metrics.jl")
+include("inconvexhull.jl")
 
 end

src/FullyConnected.jl

@@ -0,0 +1,33 @@
+"""
+
+    inconvexhull(training_set::Matrix{Float64}, test_set::Matrix{Float64})
+
+Check if new points are inside the convex hull of the given points. Solves a linear programming problem to check if the points are inside the convex hull.
+"""
+function inconvexhull(training_set::Matrix{Float64}, test_set::Matrix{Float64}, solver)
+    # Get the number of points and dimensions
+    n, d = size(training_set)
+    m, d = size(test_set)
+    
+    # Create the model
+    model = JuMP.Model(solver)
+    
+    # Create the variables
+    @variable(model, lambda[1:n, 1:m] >= 0)
+    @constraint(model, convex_combination[i=1:m], sum(lambda[j, i] for j in 1:n) == 1)
+    
+    # slack variables
+    @variable(model, slack[1:m] >= 0)
+
+    # Create the constraints
+    @constraint(model, in_convex_hull[i=1:m, k=1:d], sum(lambda[j, i] * training_set[j, k] for j in 1:n) == test_set[i, k] + slack[i])
+
+    # Create the objective
+    @objective(model, Min, sum(slack[i] for i in 1:m))
+    
+    # solve the model
+    optimize!(model)
+
+    # return if the points are inside the convex hull
+    return isapprox.(value.(slack), 0)
+end

src/L2O.jl

@@ -0,0 +1,17 @@
+"""
+test_inconvexhull()
+
+Test the inconvexhull function: inconvexhull(training_set::Matrix{Float64}, test_set::Matrix{Float64})
+"""
+function test_inconvexhull()
+    @testset "inconvexhull" begin
+        # Create the training set
+        training_set = [0. 0; 1 0; 0 1; 1 1]
+        
+        # Create the test set
+        test_set = [0.5 0.5; -0.5 0.5; 0.5 -0.5; 0.0 0.5]
+        
+        # Test the inconvexhull function
+        @test inconvexhull(training_set, test_set, HiGHS.Optimizer) == [true, false, false, true]
+    end
+end

src/inconvexhull.jl

@@ -28,64 +28,3 @@ function test_flux_jump_basic()
         end
     end
 end
-
-"""
-    test_FullyConnected_jump()
-
-Tests running a jump model with a FullyConnected Network expression.
-"""
-function test_FullyConnected_jump()
-    for i in 1:10
-        X = rand(100, 3)
-        Y = rand(100, 1)
-
-        nn = MultitargetNeuralNetworkRegressor(;
-            builder=FullyConnectedBuilder([8, 8, 8]),
-            rng=123,
-            epochs=100,
-            optimiser=optimiser,
-            acceleration=CUDALibs(),
-            batch_size=32,
-        )
-
-        mach = machine(nn, X, y)
-        fit!(mach; verbosity=2)
-
-        flux_model = mach.fitresult[1]
-
-        model = JuMP.Model(Gurobi.Optimizer)
-
-        @variable(model, x[i = 1:3]>= 2.3)
-
-        ex = flux_model(x)[1]
-
-        # @constraint(model, ex >= -100.0)
-        @constraint(model, sum(x) <= 10)
-
-        @objective(model, Min, ex)
-
-        JuMP.optimize!(model)
-
-        @test termination_status(model) === OPTIMAL
-        if flux_model(value.(x))[1] <= 1.0
-            @test isapprox(flux_model(value.(x))[1], value(ex); atol=0.01)
-        else
-            @test isapprox(flux_model(value.(x))[1], value(ex); rtol=0.001)
-        end
-    end
-end
-
-function print_conflict!(model)
-    JuMP.compute_conflict!(model)
-    ctypes = list_of_constraint_types(model)
-    for (F, S) in ctypes
-        cons = all_constraints(model, F, S)
-        for i in eachindex(cons)
-            isassigned(cons, i) || continue
-            con = cons[i]
-            cst = MOI.get(model, MOI.ConstraintConflictStatus(), con)
-            cst == MOI.IN_CONFLICT && @info JuMP.name(con) con
-        end
-    end
-    return nothing
-end

test/inconvexhull.jl

@@ -13,6 +13,7 @@ using Flux
 using MLJ
 using CSV
 using DataFrames
+using Optimisers
 
 using NonconvexNLopt
 
@@ -29,9 +30,14 @@ include(joinpath(test_dir, "test_flux_forecaster.jl"))
 
 include(joinpath(test_dir, "nn_expression.jl"))
 
+include(joinpath(test_dir, "inconvexhull.jl"))
+
 @testset "L2O.jl" begin
+    test_fully_connected()
+    test_flux_jump_basic()
+    test_inconvexhull()
+
     mktempdir() do path
-        test_flux_jump_basic()
         test_problem_iterator(path)
         test_worst_case_problem_iterator(path)
         file_in, file_out = test_pglib_datasetgen(path, "pglib_opf_case5_pjm", 20)

test/nn_expression.jl

@@ -38,3 +38,20 @@ function test_flux_forecaster(file_in::AbstractString, file_out::AbstractString)
         rm(file_out)
     end
 end
+
+# Test the Flux.jl forecaster outside MLJ.jl
+function test_fully_connected(;num_samples::Int=100, num_features::Int=10)
+    X = rand(num_features, num_samples)
+    y = rand(1, num_samples)
+
+    model = FullyConnected(10, [10, 10], 1)
+
+    # Train the model
+    optimizer = Optimisers.Adam()
+    opt_state = Optimisers.setup(optimizer, model)
+    L2O.train!(model, Flux.mse, opt_state, X, y)
+
+    # Make predictions
+    predictions = model(X)
+    @test predictions isa Array
+end