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Trapping part 2/3 #493
Trapping part 2/3 #493
Commits on Dec 10, 2023
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ENH: Add function to calculate number of polynomial features
This is much faster than fitting the features, and can be used by trapping to replace some constraint index calculations. Also: Add docstring/type annotations Rename a variable so it doesn't shadow newly-imported name
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ENH: add _make_constraints to TrappingSR3
There are several major differences from the version in example 8: * Coupled with PolynomialLibrary logic using PolynomialLibrary.powers_. Previously, this coupling was implicit and actually tied to the specific order in Example 8, not the order users would expect. * Instead of handling pre-flattened 2D array, constraints are built with target and feature axes separately, letting the caller handle formatting the constraints as "target" or "feature". This gives us flexibility to later clean up the constraint logic outside this function without needing to return here and removes the need for striding calculations like: n_tgts * (n_tgts + k - 1) + i + n_tgts * int(j * (2 * n_tgts - j - 3) / 2.0) Since constraints are built directly from the terms and exponents in the library, its much easier to read and debug the code. * Renamed "r" as "n_tgts", etc. Single-letter index variables are removed. When they occur in homogenous iterators, they are concatenated with what they're iterating (e.g. tgt_i, tgt_j) * Broke out the different kinds of constraints into helper functions to make it easier to test. This allows follow on work to auto-attach constraints to a problem.
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ENH: Allow all polynomial library library options in trapping
(other than degree, which has to be 2)
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Commits on Jan 2, 2024
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Commits on Jan 7, 2024
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Commits on Jan 8, 2024
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feat(trapping): Create trapping constraints automatically
Previously, TrappingSR3 could only use constraints passed to it, and only then a limited set of constraints. It also didn't apply the trapping constraints automatically, because constraints were required at __init__, and actually shaping them requires knowledge about the number of features, typically not known until fit (unless the user is a developer who knows how the feature libraries work internally 😉) WIP, Spawned issue #452
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Commits on Jan 9, 2024
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Commits on Jan 10, 2024
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feat(utils): Deprecate target format constraints
And simplify reorder_constraints
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test(reformat_constraints): Make target and feature format clear
Read the fucking diff backport-to: constraint-order
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feat(trapping): Enable merging trapping and user constraints
Also: * (constrained_sr3)clean up creating cvxpy constraints * (constrained_sr3)Clone the cvxpy problem in case of except statements, because prob.solve() mutates prob in a mathematically significant way
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Commits on Apr 16, 2024
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