XGBoostRegressorConstr#

class gurobi_ml.xgboost.xgboost_regressor.XGBoostRegressorConstr(gp_model, xgb_regressor, input_vars, output_vars, epsilon=0.0, **kwargs)#

Bases: AbstractPredictorConstr

Class to model trained xgboost.Booster in a gurobipy model.

Stores the changes to gurobipy model for formulating the predictor.

Attributes:
constrs

List of linear constraints added.

default_name

Default base name base used for automatic name generation.

genconstrs

List of general constraints added.

gp_model

Access gurobipy model this is a part of.

input

Input variables of embedded predictor.

input_values

Values for the input variables if a solution is known.

output

Output variables of embedded predictor.

output_values

Values for the output variables if a solution is known.

qconstrs

List of quadratic constraints added.

sos

List of SOS constraints added.

vars

List of variables added.

Methods

get_error([eps])

Returns error in Gurobi's solution with respect to prediction from input.

print_stats([abbrev, file])

Print statistics on model additions stored by this class.

remove()

Remove from gp_model everything that was added to embed predictor.

get_error(eps=None)#

Returns error in Gurobi’s solution with respect to prediction from input.

Returns:

error – Assuming that we have a solution for the input and output variables x, y. Returns the absolute value of the differences between predictor.predict(x) and y. Where predictor is the regression model represented by this object.

Return type:

ndarray of same shape as gurobi_ml.modeling.base_predictor_constr.AbstractPredictorConstr.output

Raises:

NoSolution – If the Gurobi model has no solution (either was not optimized or is infeasible).

print_stats(abbrev=False, file=None)#

Print statistics on model additions stored by this class.

This function prints detailed statistics on the variables and constraints that where added to the model.

Includes a summary of the estimators that it contains.

Parameters:

file (None, optional) – Text stream to which output should be redirected. By default sys.stdout.

remove()#

Remove from gp_model everything that was added to embed predictor.

property constrs#

List of linear constraints added.

property default_name#

Default base name base used for automatic name generation.

property genconstrs#

List of general constraints added.

property gp_model#

Access gurobipy model this is a part of.

property input#

Input variables of embedded predictor.

Returns:

output

Return type:

gurobipy MVar.

property input_values#

Values for the input variables if a solution is known.

Returns:

output_value

Return type:

ndarray or pandas dataframe with values

Raises:

NoSolution – If the Gurobi model has no solution (either was not optimized or is infeasible).

property output#

Output variables of embedded predictor.

Returns:

output

Return type:

gurobipy MVar.

property output_values#

Values for the output variables if a solution is known.

Returns:

output_value

Return type:

ndarray or pandas dataframe with values

Raises:

NoSolution – If the Gurobi model has no solution (either was not optimized or is infeasible).

property qconstrs#

List of quadratic constraints added.

property sos#

List of SOS constraints added.

property vars#

List of variables added.