feat: add first test case

tests/test_okridge.py

@@ -1 +1,79 @@
 from okridge import okridge
+
+import os
+
+os.environ["OMP_NUM_THREADS"] = "1" # export OMP_NUM_THREADS=4
+os.environ["OPENBLAS_NUM_THREADS"] = "1" # export OPENBLAS_NUM_THREADS=4
+os.environ["MKL_NUM_THREADS"] = "1" # export MKL_NUM_THREADS=6
+os.environ["VECLIB_MAXIMUM_THREADS"] = "1" # export VECLIB_MAXIMUM_THREADS=4
+os.environ["NUMEXPR_NUM_THREADS"] = "1" # export NUMEXPR_NUM_THREADS=6
+
+import numpy as np
+
+# print(np.__config__.show())
+import time
+import sys
+
+from okridge.tree import BNBTree
+
+import cProfile, pstats
+
+
+def dataset(n, p, k):
+ X = np.random.uniform(-1.0, 1.0, (n, p))
+ w = np.zeros(p)
+ nonzero_indices = np.random.choice(p, k, replace=False)
+ print(sorted(nonzero_indices))
+ w[nonzero_indices] = 1.0
+ w[nonzero_indices[0]] = 28.0
+ w[nonzero_indices[-1]] = -20.0
+ y = X.dot(w) + np.random.normal(0.0, 0.2, n)
+ return X, y
+
+
+def main():
+
+ k = 10
+ loaded_data = np.load(
+ "/usr/xtmp/jl888/BeamSearchRegression/tests/data011723/dataMethod=genSynthetic4_n=10000_p=3000_k=10_rho=0.9_snr=5.0_seed=0.npy",
+ allow_pickle=True,
+ )
+ X, y = loaded_data.item().get("X"), loaded_data.item().get("y")
+
+ # loaded_data = np.load("/usr/xtmp/jl888/BeamSearchRegression/tests/data011723/dataMethod=genSynthetic4_n=4000_p=3000_k=10_rho=0.1_snr=5.0_seed=0.npy", allow_pickle=True)
+ # X, y = loaded_data.item().get('X'), loaded_data.item().get('y')
+
+ # data = {'X': X, 'y': y, 'beta': b}
+ # np.save("/usr/xtmp/jl888/BeamSearchRegression/tests/dataPathological/dataMethod=genSynthetic4_n=3000_p=3000_k=10_rho=0.01_snr=10.0_seed=0.npy", data)
+ # X, y = loaded_data.item().get('X'), loaded_data.item().get('y')
+
+ # lambda2 = 1e-3
+ lambda2 = 1e1
+
+ # # ours method
+ start_t = time.time()
+ BnB_manager = BNBTree(X, y, lambda2=lambda2)
+ (
+ upper_bound,
+ betas,
+ optimality_gap,
+ max_lower_bound,
+ running_time,
+ ) = BnB_manager.solve(k=k, gap_tol=1e-4, verbose=True, time_limit=60)
+ print("time used including set up is", time.time() - start_t)
+ print(upper_bound, betas, optimality_gap, max_lower_bound, running_time)
+ print("ours method time used is {}".format(running_time))
+ print(
+ "upper bound: {}, lower bound: {}, gap: {}, calculated gap: {}".format(
+ upper_bound,
+ max_lower_bound,
+ optimality_gap,
+ (upper_bound - max_lower_bound) / abs(upper_bound),
+ )
+ )
+ print(np.nonzero(betas))
+ print("ours method is finished!")
+ print("time used including set up and extra printing is", time.time() - start_t)
+
+if __name__ == "__main__":
+ main()