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cog-imperial / OMLT

Represent trained machine learning models as Pyomo optimization formulations
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Fix hybrid bigm formulation for linear trees #164

Open emma58 opened 1 month ago

emma58 commented 1 month ago

The changes in #163 included changes to the hybrid bigm formulation for linear tree that, while mathematically equivalent, made for a larger formulation in terms of number of constraints. This PR corrects that: It still uses the gdp.bound_pretransformation to generate the constraints bounding the features values for each leaf, but it manually transforms the constraints setting the output value to the leaf's linear function, equivalently to @bammari's original implementation. In addition it adds a test to check that the size of the resulting formulation is what is expected.

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jalving commented 1 month ago

It looks like the graph neural network notebook is failing. i'll have a look soon.