Skip to content
This repository was archived by the owner on Sep 24, 2025. It is now read-only.

Improve epsilon calculation for numeric features to consider the thresholds of gurobi feasibility tolerance #77

Merged
AwaKhouna merged 1 commit into from
Aug 27, 2025
Merged

Improve epsilon calculation for numeric features to consider the thresholds of gurobi feasibility tolerance #77

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
1 commit
Select commit
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
26 changes: 25 additions & 1 deletion ocean/mip/_builders/model.py
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,3 +1,4 @@
import warnings
from collections.abc import Iterable
from typing import Protocol

Expand Down Expand Up @@ -139,7 +140,7 @@ def _cset(
# :: mu[j] <= 1 - flow[node.left],
# :: mu[j] >= epsilon * flow[node.right].

epsilon = self._epsilon
epsilon = self._find_best_epsilon(model, var)
threshold = node.threshold
j = int(np.searchsorted(var.levels, threshold))

Expand Down Expand Up @@ -225,6 +226,29 @@ def _eset(
model.addConstr(x <= 1 - tree[node.left.node_id])
model.addConstr(x >= tree[node.right.node_id])

@staticmethod
def _find_best_epsilon(model: BaseModel, var: FeatureVar) -> float:
# Find the best epsilon value for the given feature variable.
# This
tol: float = model.getParamInfo("FeasibilityTol")[2]
min_tol: float = 1e-9
delta: float = min(*np.diff(var.levels))
eps: float = 1.0 - min_tol
if delta <= 2 * min_tol:
msg = "The difference between the split levels"
msg += f" is too small (={delta}) compared to"
msg += f" the tolerance minimum of Gurobi ({min_tol})."
msg += " There could be some precision errors."
msg += " Consider not scaling the data or using bigger intervals."
warnings.warn(msg, category=UserWarning, stacklevel=2)
return eps
while 2 * tol / delta >= 1.0:
tol /= 2
feas_tol = model.getParamInfo("FeasibilityTol")[2]
if feas_tol != tol:
model.setParam("FeasibilityTol", min(feas_tol, tol))
return 2 * tol / delta


class ModelBuilderFactory:
MIP: type[MixedIntegerProgramBuilder] = MixedIntegerProgramBuilder
13 changes: 1 addition & 12 deletions ocean/mip/_explainer.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -2,7 +2,6 @@
import warnings

import gurobipy as gp
import numpy as np
from sklearn.ensemble import IsolationForest

from ..abc import Mapper
Expand Down Expand Up @@ -47,23 +46,13 @@ def __init__(
max_samples=max_samples,
name=name,
env=env,
epsilon=self.__find_best_num_epsilon(epsilon, mapper),
epsilon=epsilon,
num_epsilon=num_epsilon,
model_type=model_type,
flow_type=flow_type,
)
self.build()

@staticmethod
def __find_best_num_epsilon(
epsilon: float, mapper: Mapper[Feature]
) -> float:
eps = epsilon
for f in mapper.values():
if f.is_numeric:
eps = min(eps, *np.diff(f.levels) / 2.0)
return eps

def get_objective_value(self) -> float:
return self.ObjVal

Expand Down
Loading