From a387dc124d0cd886ef9e42a8eac7139ea5f39307 Mon Sep 17 00:00:00 2001
From: dcradu <dcradu@uliege.be>
Date: Thu, 22 Apr 2021 22:09:06 +0200
Subject: [PATCH] added cross-validation method
---
config_model.yml | 13 +-
src/jl/SitingHeuristics.jl | 25 ++
src/jl/cross_validation_tools.jl | 405 +++++++++++++++++++++++++++++++
src/main.py | 28 ++-
4 files changed, 469 insertions(+), 2 deletions(-)
create mode 100644 src/jl/cross_validation_tools.jl
diff --git a/config_model.yml b/config_model.yml
index cab1078..9323bfc 100644
--- a/config_model.yml
+++ b/config_model.yml
@@ -37,7 +37,7 @@ siting_params:
no_iterations: 2000
no_epochs: 500
initial_temp: 100.
- no_runs: 50
+ no_runs: 20
algorithm: 'MIR' # 'SGH', 'RS'
GRED_DET:
set: False
@@ -55,3 +55,14 @@ siting_params:
no_iterations: 100000
no_runs: 100
algorithm: 'RS'
+ CROSS:
+ # Cross validation
+ set: False
+ k: 2
+ no_years: 10
+ no_years_train: 5
+ no_years_test: 5
+ no_experiments: 10
+ no_runs_per_experiment: 10
+ criterion: 'max'
+ algorithm: 'custom' # 'k_fold'
diff --git a/src/jl/SitingHeuristics.jl b/src/jl/SitingHeuristics.jl
index 125a174..af2a2e3 100644
--- a/src/jl/SitingHeuristics.jl
+++ b/src/jl/SitingHeuristics.jl
@@ -4,6 +4,7 @@ using Random
include("optimisation_models.jl")
include("MCP_heuristics.jl")
+include("cross_validation_tools.jl")
pickle = pyimport("pickle")
@@ -153,3 +154,27 @@ function main_RAND(deployment_dict, D, c, I, R, run)
return x_sol, LB_sol
end
+
+function main_CROSS(D, c, n, k, number_years, number_years_training, number_years_testing, number_experiments, number_runs_per_experiment, criterion, cross_validation_method)
+
+ D = convert.(Float64, D)
+ c = convert(Float64, c)
+ n = convert(Int64, n)
+ k = convert(Int64, k)
+ number_years = convert(Int64, number_years)
+ number_years_training = convert(Int64, number_years_training)
+ number_years_testing = convert(Int64, number_years_testing)
+ number_experiments = convert(Int64, number_experiments)
+ number_runs_per_experiment = convert(Int64, number_runs_per_experiment)
+ criterion = convert(String, criterion)
+ cross_validation_method = convert(String, cross_validation_method)
+
+ if cross_validation_method == "custom"
+ obj_training, obj_testing, ind_training, ind_testing = custom_cross_validation(D, c, n, number_years, number_years_training, number_years_testing, number_experiments, number_runs_per_experiment, criterion);
+ elseif cross_validation_method == "k_fold"
+ obj_training, obj_testing, ind_training, ind_testing = k_fold_cross_validation(D, c, n, k, number_years, number_runs_per_experiment, criterion);
+ end
+
+ return obj_training, obj_testing, ind_training, ind_testing
+
+end
diff --git a/src/jl/cross_validation_tools.jl b/src/jl/cross_validation_tools.jl
new file mode 100644
index 0000000..7048342
--- /dev/null
+++ b/src/jl/cross_validation_tools.jl
@@ -0,0 +1,405 @@
+using StatsBase
+using JuMP
+using Gurobi
+using Statistics
+using PyCall
+
+pickle = pyimport("pickle")
+
+#################### Functions to Pickle and Unpickle #######################
+
+function myunpickle(filename)
+
+ r = nothing
+ @pywith pybuiltin("open")(filename,"rb") as f begin
+ r = pickle.load(f)
+ end
+ return r
+
+end
+
+function mypickle(filename, obj)
+
+ out = open(filename,"w")
+ pickle.dump(obj, out)
+ close(out)
+
+ end
+
+ #################### k-fold Cross Validation #######################
+
+function k_fold_cross_validation(D::Array{Float64, 2}, c::Float64, n::Int64, k::Int64, number_years::Int64, number_runs_per_experiment::Int64, criterion::String, algorithm::String="rga", number_periods_per_year::Int64=8760, p::Float64=0.05, N::Int64=1, I::Int64=2000, E::Int64=500, T_init::Float64=100.)
+
+ W, L = size(D)
+ years_pool, windows_pool = [i for i = 1:number_years], [[j+number_periods_per_year*(i-1) for j = 1:number_periods_per_year] for i = 1:number_years]
+ years_dict = Dict(years_pool .=> windows_pool)
+ if mod(number_years, k) != 0
+ unused_years = mod(number_years, k)
+ years_dropped = sample(years_pool, unused_years, replace=false)
+ filter!(d -> !(d.first in years_dropped), years_dict)
+ filter!(a -> !(a in years_dropped), years_pool)
+ end
+
+ if mod(number_runs_per_experiment, 2) == 0
+ number_runs_per_experiment += 1
+ end
+ runs = [r for r = 1:number_runs_per_experiment]
+
+ years_pool .= sample(years_pool, length(years_pool), replace=false)
+ sample_size = convert(Int64, length(years_pool) / k)
+ samples, years_subsets = [i for i = 1:k], [years_pool[1+sample_size*(i-1):sample_size*i] for i = 1:k]
+ samples_dict = Dict(samples .=> years_subsets)
+
+ samples_testing, samples_training = 0, Vector{Int64}(undef, k-1)
+ years_testing, years_training = Vector{Int64}(undef, sample_size), Vector{Int64}(undef, length(years_pool)-sample_size)
+ n_rows_testing, n_rows_training = sample_size * number_periods_per_year, (length(years_pool)-sample_size) * number_periods_per_year
+ col_tmp_testing, col_tmp_training = Vector{Float64}(undef, n_rows_testing), Vector{Float64}(undef, n_rows_training)
+ col_list_testing, col_list_training = [l for l = 1:L], [l for l = 1:L]
+ col_zeros_testing, col_zeros_training = zeros(Float64, n_rows_testing), zeros(Float64, n_rows_training)
+ y_tmp_testing, y_tmp_training = Vector{Float64}(undef, n_rows_testing), Vector{Float64}(undef, n_rows_training)
+ D_testing, D_training = Array{Float64, 2}(undef, n_rows_testing, L), Array{Float64, 2}(undef, n_rows_training, L)
+ ind_testing, ind_training = Array{Int64, 2}(undef, k, n), Array{Int64, 2}(undef, k, n)
+ ind_tmp_testing, ind_tmp_training = Array{Int64, 2}(undef, number_runs_per_experiment, n), Array{Int64, 2}(undef, number_runs_per_experiment, n)
+ ind_tmp = Vector{Int64}(undef, n)
+ obj_testing, obj_training = Vector{Float64}(undef, k), Vector{Float64}(undef, k)
+ obj_tmp_testing, obj_tmp_training = Vector{Float64}(undef, number_runs_per_experiment), Vector{Float64}(undef, number_runs_per_experiment)
+
+ @inbounds for s in samples
+ samples_testing = samples[s]
+ samples_training .= filter(a -> a != samples[s], samples)
+ years_testing .= samples_dict[samples_testing]
+ years_training .= reduce(vcat,collect(samples_dict[j] for j in samples_training))
+
+ matrix_slicer!(D, D_training, years_training, years_dict, number_periods_per_year, col_list_training)
+ matrix_slicer!(D, D_testing, years_testing, years_dict, number_periods_per_year, col_list_testing)
+
+ println("Training Experiment ", s)
+ @inbounds for run in runs
+ println("Training Run ", run)
+ if algorithm == "mirsa"
+ ind_tmp .= mirsa(D_training, c, n, N, I, E, T_init)
+ elseif algorithm == "rga"
+ ind_tmp .= randomised_greedy_algorithm(D_training, c, n, p)
+ end
+ obj_tmp_training[run] = evaluate_obj(D_training, c, ind_tmp, col_tmp_training, col_zeros_training, y_tmp_training)
+ ind_tmp_training[run,:] .= ind_tmp
+ end
+ if criterion == "median"
+ reference_run = findall(obj_tmp_training .== median(obj_tmp_training))[1]
+ elseif criterion == "max"
+ reference_run = findall(obj_tmp_training .== maximum(obj_tmp_training))[1]
+ end
+ ind_tmp .= view(ind_tmp_training, reference_run, :)
+ obj_training[s] = evaluate_obj(D_testing, c, ind_tmp, col_tmp_testing, col_zeros_testing, y_tmp_testing)
+ ind_training[s, :] .= ind_tmp
+
+ println("Testing Experiment ", s)
+ @inbounds for run in runs
+ println("Testing Run ", run)
+ if algorithm == "mirsa"
+ ind_tmp .= mirsa(D_testing, c, n, N, I, E, T_init)
+ elseif algorithm == "rga"
+ ind_tmp .= randomised_greedy_algorithm(D_testing, c, n, p)
+ end
+ obj_tmp_testing[run] = evaluate_obj(D_testing, c, ind_tmp, col_tmp_testing, col_zeros_testing, y_tmp_testing)
+ ind_tmp_testing[run,:] .= ind_tmp
+ end
+ if criterion == "median"
+ reference_run = findall(obj_tmp_testing .== median(obj_tmp_testing))[1]
+ elseif criterion == "max"
+ reference_run = findall(obj_tmp_testing .== maximum(obj_tmp_testing))[1]
+ end
+ obj_testing[s] = obj_tmp_testing[reference_run]
+ ind_testing[s, :] .= view(ind_tmp_testing, reference_run, :)
+ end
+ return ind_training, ind_testing, obj_training, obj_testing
+end
+
+function time_k_fold_cross_validation(D::Array{Float64, 2}, c::Float64, n::Int64, k::Int64, number_years::Int64, number_runs_per_experiment::Int64, criterion::String, algorithm::String="rga", number_periods_per_year::Int64=8760, p::Float64=0.05, N::Int64=1, I::Int64=2000, E::Int64=500, T_init::Float64=100.)
+ @time k_fold_cross_validation(D, c, n, k, number_years, number_runs_per_experiment, criterion)
+end
+
+#################### Custom Cross Validation #######################
+
+function custom_cross_validation(D::Array{Float64, 2}, c::Float64, n::Int64, number_years::Int64, number_years_training::Int64, number_years_testing::Int64, number_experiments::Int64, number_runs_per_experiment::Int64, criterion::String, algorithm::String="rga", number_periods_per_year::Int64=8760, p::Float64=0.05, N::Int64=1, I::Int64=2000, E::Int64=500, T_init::Float64=100.)
+
+ W, L = size(D)
+ years_pool, windows_pool = [i for i = 1:number_years], [[j+number_periods_per_year*(i-1) for j = 1:number_periods_per_year] for i = 1:number_years]
+ years_windows_dict = Dict(years_pool .=> windows_pool)
+
+ if (number_years_testing + number_years_training) != number_years
+ unused_years = number_years - (number_years_testing + number_years_training)
+ years_dropped = sample(years_pool, unused_years, replace=false)
+ filter!(d -> !(d.first in years_dropped), years_windows_dict)
+ filter!(a -> !(a in years_dropped), years_pool)
+ end
+
+ if mod(number_runs_per_experiment, 2) == 0
+ number_runs_per_experiment += 1
+ end
+
+ runs = [r for r = 1:number_runs_per_experiment]
+ experiments = [e for e = 1:number_experiments]
+
+ years_training_dict = Dict([(e, Vector{Int64}(undef, number_years_training)) for e in experiments])
+ years_testing_dict = Dict([(e, Vector{Int64}(undef, number_years_testing)) for e in experiments])
+ @inbounds for e in experiments
+ years_training_dict[e] .= sample(years_pool, number_years_training, replace=false)
+ years_testing_dict[e] .= filter(a -> !(a in years_training_dict[e]), years_pool)
+ end
+
+ number_rows_testing, number_rows_training = number_years_testing * number_periods_per_year, number_years_training * number_periods_per_year
+ col_tmp_testing, col_tmp_training = Vector{Float64}(undef, number_rows_testing), Vector{Float64}(undef, number_rows_training)
+ col_list_testing, col_list_training = [l for l = 1:L], [l for l = 1:L]
+ col_zeros_testing, col_zeros_training = zeros(Float64, number_rows_testing), zeros(Float64, number_rows_training)
+ y_tmp_testing, y_tmp_training = Vector{Float64}(undef, number_rows_testing), Vector{Float64}(undef, number_rows_training)
+ D_testing, D_training = Array{Float64, 2}(undef, number_rows_testing, L), Array{Float64, 2}(undef, number_rows_training, L)
+ ind_testing, ind_training = Array{Int64, 2}(undef, number_experiments, n), Array{Int64, 2}(undef, number_experiments, n)
+ ind_tmp_testing, ind_tmp_training = Array{Int64, 2}(undef, number_runs_per_experiment, n), Array{Int64, 2}(undef, number_runs_per_experiment, n)
+ ind_tmp = Vector{Int64}(undef, n)
+ obj_testing, obj_training = Vector{Float64}(undef, number_experiments), Vector{Float64}(undef, number_experiments)
+ obj_tmp_testing, obj_tmp_training = Vector{Float64}(undef, number_runs_per_experiment), Vector{Float64}(undef, number_runs_per_experiment)
+
+ @inbounds for e in experiments
+
+ println("Training Years: ", years_training_dict[e])
+ println("Testing Years: ", years_testing_dict[e])
+ matrix_slicer!(D, D_training, years_training_dict[e], years_windows_dict, number_periods_per_year, col_list_training)
+ matrix_slicer!(D, D_testing, years_testing_dict[e], years_windows_dict, number_periods_per_year, col_list_testing)
+
+ println("Training Experiment ", e)
+ @inbounds for run in runs
+ println("Training Run ", run)
+ if algorithm == "mirsa"
+ ind_tmp .= mirsa(D_training, c, n, N, I, E, T_init)
+ elseif algorithm == "rga"
+ ind_tmp .= randomised_greedy_algorithm(D_training, c, n, p)
+ end
+ obj_tmp_training[run] = evaluate_obj(D_training, c, ind_tmp, col_tmp_training, col_zeros_training, y_tmp_training)
+ ind_tmp_training[run,:] .= ind_tmp
+ end
+ if criterion == "median"
+ reference_run = findall(obj_tmp_training .== median(obj_tmp_training))[1]
+ elseif criterion == "max"
+ reference_run = findall(obj_tmp_training .== maximum(obj_tmp_training))[1]
+ end
+ ind_tmp .= view(ind_tmp_training, reference_run, :)
+ obj_training[e] = evaluate_obj(D_testing, c, ind_tmp, col_tmp_testing, col_zeros_testing, y_tmp_testing)
+ ind_training[e, :] .= ind_tmp
+
+ println("Testing Experiment ", e)
+ @inbounds for run in runs
+ println("Testing Run ", run)
+ if algorithm == "mirsa"
+ ind_tmp .= mirsa(D_testing, c, n, N, I, E, T_init)
+ elseif algorithm == "rga"
+ ind_tmp .= randomised_greedy_algorithm(D_testing, c, n, p)
+ end
+ obj_tmp_testing[run] = evaluate_obj(D_testing, c, ind_tmp, col_tmp_testing, col_zeros_testing, y_tmp_testing)
+ ind_tmp_testing[run,:] .= ind_tmp
+ end
+ if criterion == "median"
+ reference_run = findall(obj_tmp_testing .== median(obj_tmp_testing))[1]
+ elseif criterion == "max"
+ reference_run = findall(obj_tmp_testing .== maximum(obj_tmp_testing))[1]
+ end
+ obj_testing[e] = obj_tmp_testing[reference_run]
+ ind_testing[e, :] .= view(ind_tmp_testing, reference_run, :)
+ end
+ return ind_training, ind_testing, obj_training, obj_testing
+end
+
+function time_custom_cross_validation(D::Array{Float64, 2}, c::Float64, n::Int64, number_years::Int64, number_years_training::Int64, number_years_testing::Int64, number_experiments::Int64, number_runs_per_experiment::Int64, criterion::String, algorithm::String="rga", number_periods_per_year::Int64=8760, p::Float64=0.05, N::Int64=1, I::Int64=2000, E::Int64=500, T_init::Float64=100.)
+ @time custom_cross_validation(D, c, n, number_years, number_years_training, number_years_testing, number_experiments, number_runs_per_experiment, criterion)
+end
+
+#################### Auxiliary Functions #######################
+
+function evaluate_obj(D_tmp::Array{Float64, 2}, c::Float64, ind_locations::Vector{Int64}, col_tmp::Vector{Float64}, col_zeros::Vector{Float64}, y_tmp::Vector{Float64})
+
+ col_tmp .= col_zeros
+ @inbounds for ind in ind_locations
+ col_tmp .+= view(D_tmp, :, ind)
+ end
+ y_tmp .= col_tmp .>= c
+ return sum(y_tmp)
+
+end
+
+function matrix_slicer!(D::Array{Float64, 2}, D_tmp::Array{Float64, 2}, keys::Vector{Int64}, row_dict::Dict{Int64, Vector{Int64}}, number_rows::Int64, column_list::Vector{Int64})
+
+ pointer_col = 1
+ @inbounds for ind in column_list
+ pointer_start, pointer_end = 1, number_rows
+ @inbounds for key in keys
+ pointer_start_row_tmp, pointer_end_row_tmp = row_dict[key][1], row_dict[key][number_rows]
+ D_tmp[pointer_start:pointer_end, pointer_col] .= view(D, pointer_start_row_tmp:pointer_end_row_tmp, ind)
+ pointer_start += number_rows
+ pointer_end += number_rows
+ end
+ pointer_col += 1
+ end
+end
+
+function time_matrix_slicer!(D::Array{Float64, 2}, D_tmp::Array{Float64, 2}, row_dict::Dict{Int64, Vector{Int64}}, number_rows::Int64, column_list::Vector{Int64})
+ @time matrix_slicer!(D, D_tmp, row_dict, number_rows, column_list)
+end
+
+#################### MIRSA #######################
+
+function mirsa(D::Array{Float64, 2}, c::Float64, n::Int64, N::Int64, I::Int64, E::Int64, T_init::Float64)
+
+ W, L = size(D)
+
+ # Solve Mixed-Integer Relaxation
+
+ MILP_model = Model(optimizer_with_attributes(Gurobi.Optimizer, "TimeLimit" => 3600., "MIPGap" => 0.05))
+
+ @variable(MILP_model, x[1:L], Bin)
+ @variable(MILP_model, 0 <= y[1:W] <= 1)
+
+ @constraint(MILP_model, cardinality, sum(x) == n)
+ @constraint(MILP_model, covering, D * x .>= c * y)
+
+ @objective(MILP_model, Max, sum(y))
+
+ optimize!(MILP_model)
+
+ x_init = round.(value.(x))
+
+ # Pre-allocate x-related arrays
+ ind_ones_incumbent = Vector{Int64}(undef, n)
+ ind_ones_incumbent_filtered = Vector{Int64}(undef, n-N)
+ ind_zeros_incumbent = Vector{Int64}(undef, L-n)
+ ind_zeros_incumbent_filtered = Vector{Int64}(undef, L-n-N)
+ ind_ones2zeros_candidate = Vector{Int64}(undef, N)
+ ind_zeros2ones_candidate = Vector{Int64}(undef, N)
+ ind_ones2zeros_tmp = Vector{Int64}(undef, N)
+ ind_zeros2ones_tmp = Vector{Int64}(undef, N)
+
+ # Pre-allocate y-related arrays
+ y_incumbent = Vector{Float64}(undef, W)
+ y_tmp = Vector{Float64}(undef, W)
+
+ Dx_incumbent = zeros(Float64, W)
+ Dx_tmp = Vector{Float64}(undef, W)
+
+ # Initialise
+ ind_ones_incumbent .= findall(x_init .== 1.)
+ ind_zeros_incumbent .= findall(x_init .== 0.)
+ @inbounds for ind in ind_ones_incumbent
+ Dx_incumbent .+= view(D, :, ind)
+ end
+ y_incumbent .= Dx_incumbent .>= c
+ obj_incumbent = sum(y_incumbent)
+
+ # Simulated Annealing Local Search
+ @inbounds for i = 1:I
+ delta_candidate = -100000
+ @inbounds for e = 1:E
+ # Sample from neighbourhood
+ sample!(ind_ones_incumbent, ind_ones2zeros_tmp, replace=false)
+ sample!(ind_zeros_incumbent, ind_zeros2ones_tmp, replace=false)
+
+ # Compute y and associated objective value
+ Dx_tmp .= Dx_incumbent
+ @inbounds for j = 1:N
+ Dx_tmp .+= view(D, :, ind_zeros2ones_tmp[j])
+ Dx_tmp .-= view(D, :, ind_ones2zeros_tmp[j])
+ end
+ y_tmp .= Dx_tmp .>= c
+
+ # Update objective difference
+ delta_tmp = sum(y_tmp) - obj_incumbent
+
+ # Update candidate solution
+ if delta_tmp > delta_candidate
+ ind_ones2zeros_candidate .= ind_ones2zeros_tmp
+ ind_zeros2ones_candidate .= ind_zeros2ones_tmp
+ delta_candidate = delta_tmp
+ end
+ end
+ if delta_candidate > 0
+ ind_ones_incumbent_filtered .= filter(a -> !(a in ind_ones2zeros_candidate), ind_ones_incumbent)
+ ind_ones_incumbent[1:(n-N)] .= ind_ones_incumbent_filtered
+ ind_ones_incumbent[(n-N+1):n] .= ind_zeros2ones_candidate
+ ind_zeros_incumbent_filtered .= filter(a -> !(a in ind_zeros2ones_candidate), ind_zeros_incumbent)
+ ind_zeros_incumbent[1:(L-n-N)] .= ind_zeros_incumbent_filtered
+ ind_zeros_incumbent[(L-n-N+1):(L-n)] .= ind_ones2zeros_candidate
+ @inbounds for j = 1:N
+ Dx_incumbent .+= view(D, :, ind_zeros2ones_candidate[j])
+ Dx_incumbent .-= view(D, :, ind_ones2zeros_candidate[j])
+ end
+ y_incumbent .= Dx_incumbent .>= c
+ obj_incumbent = sum(y_incumbent)
+ else
+ T = T_init * exp(-10*i/I)
+ p = exp(delta_candidate / T)
+ d = Binomial(1, p)
+ b = rand(d)
+ if b == 1
+ ind_ones_incumbent_filtered .= filter(a -> !(a in ind_ones2zeros_candidate), ind_ones_incumbent)
+ ind_ones_incumbent[1:(n-N)] .= ind_ones_incumbent_filtered
+ ind_ones_incumbent[(n-N+1):n] .= ind_zeros2ones_candidate
+ ind_zeros_incumbent_filtered .= filter(a -> !(a in ind_zeros2ones_candidate), ind_zeros_incumbent)
+ ind_zeros_incumbent[1:(L-n-N)] .= ind_zeros_incumbent_filtered
+ ind_zeros_incumbent[(L-n-N+1):(L-n)] .= ind_ones2zeros_candidate
+ @inbounds for j = 1:N
+ Dx_incumbent .+= view(D, :, ind_zeros2ones_candidate[j])
+ Dx_incumbent .-= view(D, :, ind_ones2zeros_candidate[j])
+ end
+ y_incumbent .= Dx_incumbent .>= c
+ obj_incumbent = sum(y_incumbent)
+ end
+ end
+ end
+ return ind_ones_incumbent
+end
+
+#################### Randomised Greedy Algorithm #######################
+
+function randomised_greedy_algorithm(D::Array{Float64,2}, c::Float64, n::Int64, p::Float64)
+
+ W, L = size(D)
+ s = convert(Int64, round(L*p))
+ random_ind_set = Vector{Int64}(undef, s)
+ ind_compl_incumbent = [i for i in 1:L]
+ ind_incumbent = Vector{Int64}(undef, convert(Int64, n))
+ Dx_incumbent = zeros(Float64, W)
+ obj_incumbent = 0
+ Dx_tmp = Vector{Float64}(undef, W)
+ y_tmp = Vector{Float64}(undef, W)
+ ind_candidate_list = zeros(Int64, L)
+ locations_added, threshold = 0, 0
+ @inbounds while locations_added < n
+ if locations_added < c
+ threshold = locations_added + 1
+ obj_candidate = 0
+ else
+ obj_candidate = obj_incumbent
+ end
+ ind_candidate_pointer = 1
+ sample!(ind_compl_incumbent, random_ind_set, replace=false)
+ @inbounds for ind in random_ind_set
+ Dx_tmp .= Dx_incumbent .+ view(D, :, ind)
+ y_tmp .= Dx_tmp .>= threshold
+ obj_tmp = sum(y_tmp)
+ if obj_tmp > obj_candidate
+ ind_candidate_pointer = 1
+ ind_candidate_list[ind_candidate_pointer] = ind
+ obj_candidate = obj_tmp
+ ind_candidate_pointer += 1
+ elseif obj_tmp == obj_candidate
+ ind_candidate_list[ind_candidate_pointer] = ind
+ ind_candidate_pointer += 1
+ end
+ end
+ ind_candidate = sample(view(ind_candidate_list, 1:ind_candidate_pointer-1))
+ ind_incumbent[locations_added+1] = ind_candidate
+ filter!(a -> a != ind_candidate, ind_compl_incumbent)
+ Dx_incumbent .= Dx_incumbent .+ view(D, :, ind_candidate)
+ obj_incumbent = obj_candidate
+ locations_added += 1
+ end
+ return ind_incumbent
+end
diff --git a/src/main.py b/src/main.py
index 989fba8..3978555 100644
--- a/src/main.py
+++ b/src/main.py
@@ -24,6 +24,7 @@ def parse_args():
parser.add_argument('--run_GRED_DET', type=bool, default=False)
parser.add_argument('--run_GRED_STO', type=bool, default=False)
parser.add_argument('--run_RAND', type=bool, default=False)
+ parser.add_argument('--run_CROSS', type=bool, default=False)
parser.add_argument('--LS_init_algorithm', type=str, default=None)
parser.add_argument('--init_sol_folder', type=str, default=None)
@@ -90,6 +91,7 @@ if __name__ == '__main__':
siting_parameters['solution_method']['BB']['set'] = args['run_BB']
siting_parameters['solution_method']['BB']['mir'] = args['run_MIR']
siting_parameters['solution_method']['LS']['set'] = args['run_LS']
+ siting_parameters['solution_method']['CROSS']['set'] = args['run_CROSS']
siting_parameters['solution_method']['GRED_DET']['set'] = args['run_GRED_DET']
siting_parameters['solution_method']['GRED_STO']['set'] = args['run_GRED_STO']
siting_parameters['solution_method']['GRED_STO']['p'] = args['p']
@@ -97,7 +99,8 @@ if __name__ == '__main__':
c = args['c']
- if not single_true([args['run_BB'], args['run_LS'], args['run_GRED_DET'], args['run_GRED_STO'], args['run_RAND']]):
+ if not single_true([args['run_BB'], args['run_LS'], args['run_GRED_DET'], args['run_GRED_STO'],
+ args['run_RAND'], args['run_CROSS']]):
raise ValueError(' More than one run selected in the argparser.')
if siting_parameters['solution_method']['BB']['set']:
@@ -232,5 +235,28 @@ if __name__ == '__main__':
pickle.dump(jl_selected, open(join(output_folder, 'solution_matrix.p'), 'wb'))
pickle.dump(jl_objective, open(join(output_folder, 'objective_vector.p'), 'wb'))
+ elif siting_parameters['solution_method']['CROSS']['set']:
+
+ params = siting_parameters['solution_method']['CROSS']
+ custom_log(f" Cross-validation starting. Opening a Julia instance.")
+
+ import julia
+ j = julia.Julia(compiled_modules=False)
+ from julia import Main
+ Main.include("jl/SitingHeuristics.jl")
+
+ obj_train, obj_test, ind_train, ind_test = Main.main_CROSS(criticality_data, c,
+ sum(model_parameters['deployments']), params['k'],
+ params['no_years'], params['no_years_train'], params['no_years_test'],
+ params['no_runs_per_experiment'], params['no_experiments'],
+ params['criterion'], params['algorithm'])
+
+ output_folder = init_folder(model_parameters, c, suffix=f"_CROSS_{params['algorithm']}")
+
+ pickle.dump(obj_train, open(join(output_folder, 'obj_train.p'), 'wb'))
+ pickle.dump(obj_test, open(join(output_folder, 'obj_test.p'), 'wb'))
+ pickle.dump(ind_train, open(join(output_folder, 'ind_train.p'), 'wb'))
+ pickle.dump(ind_test, open(join(output_folder, 'ind_test.p'), 'wb'))
+
else:
raise ValueError(' This solution method is not available. ')
--
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