Solving quadratic optimization problems with Keras.
Project description
keras-quadopt
Solving quadratic optimization problems with resource constraints and upper boundaries using TF2/Keras.
Usage
import tensorflow as tf
import keras_quadopt as kqp
import time
# goodness scores
good = tf.constant([.51, .53, .55, .57])
# similarity matrices
simi_1 = tf.constant([
[1, .9, .8, .7],
[.9, 1, .6, .5],
[.8, .6, 1, .4],
[.7, .5, .4, 1],
])
simi_2 = tf.constant([
[1, .7, .8, .3],
[.7, 1, .4, .2],
[.8, .4, 1, .6],
[.3, .2, .6, 1],
])
# preference parameters
lam = 0.4
beta_1 = 0.25
beta_2 = 0.75
# compute weights
simi = kqp.aggregate_matrices(simi_1, beta_1, simi_2, beta_2)
start = time.time()
wbest, fbest = kqp.get_weights(good, simi, lam)
print(f"elapsed: {time.time() - start}")
Appendix
Installation
The keras-quadopt git repo is available as PyPi package
pip install keras-quadopt
pip install git+ssh://git@github.com/satzbeleg/keras-quadopt.git
Install a virtual environment
python3 -m venv .venv
source .venv/bin/activate
pip install --upgrade pip
pip install -r requirements.txt --no-cache-dir
pip install -r requirements-dev.txt --no-cache-dir
(If your git repo is stored in a folder with whitespaces, then don’t use the subfolder .venv. Use an absolute path without whitespaces.)
Python commands
Check syntax: flake8 --ignore=F401 --exclude=$(grep -v '^#' .gitignore | xargs | sed -e 's/ /,/g')
Run Unit Tests: PYTHONPATH=. pytest
Publish
pandoc README.md --from markdown --to rst -s -o README.rst
python setup.py sdist
twine upload -r pypi dist/*
Clean up
find . -type f -name "*.pyc" | xargs rm
find . -type d -name "__pycache__" | xargs rm -r
rm -r .pytest_cache
rm -r .venv
Support
Please open an issue for support.
Contributing
Please contribute using Github Flow. Create a branch, add commits, and open a pull request.
Project details
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