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Commit 6a64bc96 authored by Dominik Bongartz's avatar Dominik Bongartz
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Release version v0.0.8

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.gitmodules
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View file @ 6a64bc96
[submodule "dep/lapack"]
path = dep/lapack
url = https://git.rwth-aachen.de/avt.svt/public/thirdparty/lapack.git
url = https://git.rwth-aachen.de/avt-svt/public/thirdparty/lapack.git
[submodule "dep/blas"]
path = dep/blas
url = https://git.rwth-aachen.de/avt.svt/public/thirdparty/blas.git
url = https://git.rwth-aachen.de/avt-svt/public/thirdparty/blas.git
[submodule "dep/cpplapack"]
path = dep/cpplapack
url = https://git.rwth-aachen.de/avt.svt/public/thirdparty/cpplapack.git
url = https://git.rwth-aachen.de/avt-svt/public/thirdparty/cpplapack.git
[submodule "dep/filib"]
path = dep/filib
url = https://git.rwth-aachen.de/avt.svt/public/thirdparty/filib.git
url = https://git.rwth-aachen.de/avt-svt/public/thirdparty/filib.git
[submodule "dep/fadbad"]
path = dep/fadbad
url = https://git.rwth-aachen.de/avt.svt/public/thirdparty/fadbad.git
url = https://git.rwth-aachen.de/avt-svt/public/thirdparty/fadbad.git
[submodule "dep/json"]
path = dep/json
url = https://git.rwth-aachen.de/avt.svt/public/thirdparty/json.git
url = https://git.rwth-aachen.de/avt-svt/public/thirdparty/json.git
[submodule "dep/pybind11"]
path = dep/pybind11
url = https://github.com/pybind/pybind11
[submodule "dep/mcpp"]
path = dep/mcpp
url = https://git.rwth-aachen.de/avt.svt/public/thirdparty/mcpp
url = https://git.rwth-aachen.de/avt-svt/public/thirdparty/mcpp.git
CMakeLists.txt
+ 19
− 5
View file @ 6a64bc96
......@@ -2,7 +2,10 @@ cmake_minimum_required(VERSION 3.15 FATAL_ERROR)
project(melon CXX)
set(MeLOn_build_python_interface FALSE CACHE BOOL "Build a dll and Python module called pymaingo for calling MAiNGO from Python.")
set(MeLOn_build_python_interface FALSE CACHE BOOL "Build the Python extension module 'melonpy' that allows to call MeLOn from Python.")
if(MeLOn_build_python_interface)
set(CMAKE_POSITION_INDEPENDENT_CODE ON)
endif()
add_library(melon INTERFACE)
target_link_libraries(melon INTERFACE gp ffnet svm)
......@@ -42,6 +45,13 @@ if(CMAKE_SOURCE_DIR STREQUAL PROJECT_SOURCE_DIR)
# Add python interface
if(MeLOn_build_python_interface)
set(PYBIND11_FINDPYTHON FALSE CACHE BOOL "Whether to have pybind11 use FindPython")
if(SKBUILD)
set(Python_EXECUTABLE ${PYTHON_EXECUTABLE})
set(Python_VERSION ${PYTHON_VERSION_STRING})
set(Python_INCLUDE_DIRS ${PYTHON_INCLUDE_DIR})
set(Python_LIBRARIES ${PYTHON_LIBRARY})
endif()
add_dependency_subdir(pybind11)
endif()
......@@ -80,9 +90,13 @@ if(CMAKE_SOURCE_DIR STREQUAL PROJECT_SOURCE_DIR)
endif()
# Add python interface
# --------------- Python interface ---------------------------
if(MeLOn_build_python_interface)
pybind11_add_module(_pymelon common/src/pymelon.cpp)
set_target_properties(_pymelon PROPERTIES CXX_STANDARD 14)
target_link_libraries(_pymelon PRIVATE melon)
# Create target for melonpy extension module
pybind11_add_module(melonpy common/src/melonpy.cpp)
target_compile_features(melonpy PRIVATE cxx_std_14)
target_link_libraries(melonpy PRIVATE melon)
target_compile_options(melonpy PRIVATE $<$<CXX_COMPILER_ID:AppleClang>: -fvisibility=default>)
endif()
common/src/melonpy.cpp 0 → 100644
+ 167
− 0
View file @ 6a64bc96
/**********************************************************************************
* Copyright (c) 2019 Process Systems Engineering (AVT.SVT), RWTH Aachen University
*
* This program and the accompanying materials are made available under the
* terms of the Eclipse Public License 2.0 which is available at
* http://www.eclipse.org/legal/epl-2.0.
*
* SPDX-License-Identifier: EPL-2.0
*
**********************************************************************************/
#include "gp.h"
#include "gpData.h"
#include "ffNet.h"
#include "svm.h"
#include "modelParser.h"
#include "ffunc.hpp"
#include <pybind11/pybind11.h>
#include <pybind11/operators.h>
#include <pybind11/stl.h>
namespace py = pybind11;
// Definition of the actual Python module called melonpy
PYBIND11_MODULE(melonpy, m) {
m.doc() = "MeLOn - Machine-Learning models for Optimization";
//----------------------------------------------------------------------------------------
// MelonModel
//----------------------------------------------------------------------------------------
py::class_< melon::MelonModel<mc::FFVar>>(m, "MelonModel")
.def("load_model", py::overload_cast<std::string, std::string, melon::MODEL_FILE_TYPE>(&melon::MelonModel<mc::FFVar>::load_model))
.def("load_model", py::overload_cast<std::string, melon::MODEL_FILE_TYPE>(&melon::MelonModel<mc::FFVar>::load_model))
.def("load_model", py::overload_cast<std::shared_ptr<const ModelData>>(&melon::MelonModel<mc::FFVar>::load_model));
// enums
py::enum_<melon::SCALER_TYPE>(m, "SCALER_TYPE")
.value("IDENTIY", melon::SCALER_TYPE::IDENTITY)
.value("MINMAX", melon::SCALER_TYPE::MINMAX)
.value("STANDARD", melon::SCALER_TYPE::STANDARD)
.export_values();
py::enum_<melon::MODEL_FILE_TYPE>(m, "MODEL_FILE_TYPE")
.value("CSV", melon::MODEL_FILE_TYPE::CSV)
.value("XML", melon::MODEL_FILE_TYPE::XML)
.value("JSON", melon::MODEL_FILE_TYPE::JSON)
.export_values();
py::enum_<melon::SCALER_PARAMETER>(m, "SCALER_PARAMETER")
.value("LOWER_BOUNDS", melon::SCALER_PARAMETER::LOWER_BOUNDS)
.value("UPPER_BOUNDS", melon::SCALER_PARAMETER::UPPER_BOUNDS)
.value("STD_DEV", melon::SCALER_PARAMETER::STD_DEV)
.value("MEAN", melon::SCALER_PARAMETER::MEAN)
.value("SCALED_LOWER_BOUNDS", melon::SCALER_PARAMETER::SCALED_LOWER_BOUNDS)
.value("SCALED_UPPER_BOUNDS", melon::SCALER_PARAMETER::SCALED_UPPER_BOUNDS)
.export_values();
// data
py::class_<ModelData, std::shared_ptr<ModelData>>(m, "ModelData");
py::class_<melon::kernel::KernelData, std::shared_ptr<melon::kernel::KernelData>>(m, "KernelData")
.def(py::init<>())
.def_readwrite("sf2", &melon::kernel::KernelData::sf2)
.def_readwrite("ell", &melon::kernel::KernelData::ell);
py::class_<melon::ScalerData, std::shared_ptr<melon::ScalerData>>(m, "ScalerData")
.def(py::init<>())
.def_readwrite("type", &melon::ScalerData::type)
.def_readwrite("parameters", &melon::ScalerData::parameters);
//----------------------------------------------------------------------------------------
// Gaussian process
//----------------------------------------------------------------------------------------
// model
py::class_<melon::GaussianProcess<mc::FFVar>, melon::MelonModel<mc::FFVar> >(m, "GaussianProcess")
.def(py::init<>())
.def(py::init <std::string >())
.def(py::init< std::string, std::string >())
.def("calculate_prediction_reduced_space", &melon::GaussianProcess<mc::FFVar>::calculate_prediction_reduced_space)
.def("calculate_variance_reduced_space", &melon::GaussianProcess<mc::FFVar>::calculate_variance_reduced_space)
.def("calculate_prediction_full_space", &melon::GaussianProcess<mc::FFVar>::calculate_prediction_full_space)
.def("calculate_variance_full_space", &melon::GaussianProcess<mc::FFVar>::calculate_variance_full_space)
.def("calculate_prediction_and_variance_full_space", &melon::GaussianProcess<mc::FFVar>::calculate_prediction_and_variance_full_space)
.def("get_input_dimension", &melon::GaussianProcess<mc::FFVar>::get_input_dimension)
.def("get_number_of_training_data_points", &melon::GaussianProcess<mc::FFVar>::get_number_of_training_data_points)
.def("get_minimum_of_training_data_outputs", &melon::GaussianProcess<mc::FFVar>::get_minimum_of_training_data_outputs)
.def("get_maximum_of_training_data_outputs", &melon::GaussianProcess<mc::FFVar>::get_maximum_of_training_data_outputs)
.def("get_number_of_full_space_variables_prediction", &melon::GaussianProcess<mc::FFVar>::get_number_of_full_space_variables_prediction)
.def("get_full_space_variables_prediction", &melon::GaussianProcess<mc::FFVar>::get_full_space_variables_prediction)
.def("get_number_of_full_space_variables_variance", &melon::GaussianProcess<mc::FFVar>::get_number_of_full_space_variables_variance)
.def("get_full_space_variables_variance", &melon::GaussianProcess<mc::FFVar>::get_full_space_variables_variance)
.def("get_number_of_full_space_variables_prediction_and_variance", &melon::GaussianProcess<mc::FFVar>::get_number_of_full_space_variables_prediction_and_variance)
.def("get_full_space_variables_prediction_and_variance", &melon::GaussianProcess<mc::FFVar>::get_full_space_variables_prediction_and_variance)
.def("get_observations", &melon::GaussianProcess<mc::FFVar>::get_observations)
.def("get_normalized_observations", &melon::GaussianProcess<mc::FFVar>::get_normalized_observations);
// data
py::class_<melon::GPData, ModelData, std::shared_ptr<melon::GPData>>(m, "GPData")
.def(py::init<>())
.def_readwrite("kernelData", &melon::GPData::kernelData)
.def_readwrite("nX", &melon::GPData::nX)
.def_readwrite("DX", &melon::GPData::DX)
.def_readwrite("DY", &melon::GPData::DY)
.def_readwrite("matern", &melon::GPData::matern)
.def_readwrite("inputScalerData", &melon::GPData::inputScalerData)
.def_readwrite("predictionScalerData", &melon::GPData::predictionScalerData)
.def_readwrite("X", &melon::GPData::X)
.def_readwrite("Y", &melon::GPData::Y)
.def_readwrite("K", &melon::GPData::K)
.def_readwrite("invK", &melon::GPData::invK)
.def_readwrite("stdOfOutput", &melon::GPData::stdOfOutput)
.def_readwrite("meanFunction", &melon::GPData::meanfunction);
//----------------------------------------------------------------------------------------
// Feed forward network
//----------------------------------------------------------------------------------------
py::class_<melon::FeedForwardNet<mc::FFVar>, melon::MelonModel<mc::FFVar> >(m, "FeedForwardNet")
.def(py::init<>())
.def(py::init <std::string, melon::MODEL_FILE_TYPE >())
.def(py::init< std::string, std::string, melon::MODEL_FILE_TYPE >())
.def("calculate_prediction_reduced_space", &melon::FeedForwardNet<mc::FFVar>::calculate_prediction_reduced_space)
.def("calculate_prediction_full_space", &melon::FeedForwardNet<mc::FFVar>::calculate_prediction_full_space)
.def("set_tanh_formulation", &melon::FeedForwardNet<mc::FFVar>::set_tanh_formulation)
.def("get_number_of_full_space_variables", &melon::FeedForwardNet<mc::FFVar>::get_number_of_full_space_variables)
.def("get_full_space_variables", &melon::FeedForwardNet<mc::FFVar>::get_full_space_variables);
py::enum_<melon::TANH_REFORMULATION>(m, "TANH_REFORMULATION")
.value("TANH_REF_0", melon::TANH_REFORMULATION::TANH_REF_0)
.value("TANH_REF1", melon::TANH_REFORMULATION::TANH_REF1)
.value("TANH_REF2", melon::TANH_REFORMULATION::TANH_REF2)
.value("TANH_REF3", melon::TANH_REFORMULATION::TANH_REF3)
.value("TANH_REF4", melon::TANH_REFORMULATION::TANH_REF4)
.export_values();
//----------------------------------------------------------------------------------------
// Support vector machines
//----------------------------------------------------------------------------------------
py::class_<melon::SupportVectorMachine<mc::FFVar>, melon::MelonModel<mc::FFVar> >(m, "SupportVectorMachine")
.def("calculate_prediction_reduced_space", &melon::SupportVectorMachine<mc::FFVar>::calculate_prediction_reduced_space)
.def("calculate_prediction_full_space", &melon::SupportVectorMachine<mc::FFVar>::calculate_prediction_full_space)
.def("get_number_of_full_space_variables", &melon::SupportVectorMachine<mc::FFVar>::get_number_of_full_space_variables)
.def("get_fullspace_variables", &melon::SupportVectorMachine<mc::FFVar>::get_fullspace_variables);
py::class_<melon::SupportVectorRegression<mc::FFVar>, melon::SupportVectorMachine<mc::FFVar> >(m, "SupportVectorRegression")
.def(py::init<>())
.def(py::init <std::string >())
.def(py::init< std::string, std::string >());
py::class_<melon::SupportVectorMachineOneClass<mc::FFVar>, melon::SupportVectorMachine<mc::FFVar> >(m, "SupportVectorMachineOneClass")
.def(py::init<>())
.def(py::init <std::string >())
.def(py::init< std::string, std::string >());
}
mcpp @ dfbdc830
Subproject commit da5a2f227ef57f2d88654b30149636a0b1557085
Subproject commit dfbdc830edbd11afe31c4283020ecdb0683c3ee2
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