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OMLT is a Python package for representing machine learning models (such as neural networks) within the Pyomo optimization environment.
.. image:: https://user-images.githubusercontent.com/282580/146039921-b3ea73af-7da3-47c1-bdfb-c40ad537a737.png :target: https://github.com/cog-imperial/OMLT :alt: OMLT :align: center :width: 200px
.. image:: https://github.com/cog-imperial/OMLT/actions/workflows/main.yml/badge.svg :target: https://github.com/cog-imperial/OMLT/actions?workflow=CI :alt: CI Status
.. image:: https://codecov.io/gh/cog-imperial/OMLT/branch/main/graph/badge.svg?token=9U7WLDINJJ :target: https://codecov.io/gh/cog-imperial/OMLT
.. image:: https://readthedocs.org/projects/omlt/badge/?version=latest :target: https://omlt.readthedocs.io/en/latest/?badge=latest :alt: Documentation Status
.. image:: https://user-images.githubusercontent.com/31448377/202018691-dfacb0f8-620d-4d48-b918-2fa8b8da3d26.png :target: https://www.coin-or.org/ :alt: COIN :width: 130px
OMLT is a Python package for representing machine learning models (neural networks and gradient-boosted trees) within the Pyomo optimization environment. The package provides various optimization formulations for machine learning models (such as full-space, reduced-space, and MILP) as well as an interface to import sequential Keras and general ONNX models.
Please reference the paper for this software package as:
::
@article{ceccon2022omlt,
title={OMLT: Optimization & Machine Learning Toolkit},
author={Ceccon, F. and Jalving, J. and Haddad, J. and Thebelt, A. and Tsay, C. and Laird, C. D and Misener, R.},
journal={Journal of Machine Learning Research},
volume={23},
number={349},
pages={1--8},
year={2022}
}
When utilizing linear model decision trees, please cite the following paper in addition:
::
@article{ammari2023,
title={Linear Model Decision Trees as Surrogates in Optimization of Engineering Applications},
author= {Bashar L. Ammari and Emma S. Johnson and Georgia Stinchfield and Taehun Kim and Michael Bynum and William E. Hart and Joshua Pulsipher and Carl D. Laird},
journal={Computers \& Chemical Engineering},
volume = {178},
year = {2023},
issn = {0098-1354},
doi = {https://doi.org/10.1016/j.compchemeng.2023.108347}
}
When utilizing graph neural networks, please cite the following paper in addition:
::
@article{zhang2024,
title = {Augmenting optimization-based molecular design with graph neural networks},
author= {Shiqiang Zhang and Juan S. Campos and Christian Feldmann and Frederik Sandfort and Miriam Mathea and Ruth Misener},
journal = {Computers \& Chemical Engineering},
volume = {186},
pages = {108684},
year = {2024},
issn = {0098-1354},
doi = {https://doi.org/10.1016/j.compchemeng.2024.108684},
}
The latest OMLT documentation can be found at the readthedocs page <https://omlt.readthedocs.io/en/latest/index.html#>
. Additionally, much of the current functionality is demonstrated using Jupyter notebooks available in the notebooks folder <https://github.com/cog-imperial/OMLT/tree/main/docs/notebooks>
.
.. code-block:: Python
import tensorflow
import pyomo.environ as pyo
from omlt import OmltBlock, OffsetScaling
from omlt.neuralnet import FullSpaceNNFormulation, NetworkDefinition
from omlt.io import load_keras_sequential
#load a Keras model
nn = tensorflow.keras.models.load_model('tests/models/keras_linear_131_sigmoid', compile=False)
#create a Pyomo model with an OMLT block
model = pyo.ConcreteModel()
model.nn = OmltBlock()
#the neural net contains one input and one output
model.input = pyo.Var()
model.output = pyo.Var()
#apply simple offset scaling for the input and output
scale_x = (1, 0.5) #(mean,stdev) of the input
scale_y = (-0.25, 0.125) #(mean,stdev) of the output
scaler = OffsetScaling(offset_inputs=[scale_x[0]],
factor_inputs=[scale_x[1]],
offset_outputs=[scale_y[0]],
factor_outputs=[scale_y[1]])
#provide bounds on the input variable (e.g. from training)
scaled_input_bounds = {0:(0,5)}
#load the keras model into a network definition
net = load_keras_sequential(nn,scaler,scaled_input_bounds)
#multiple formulations of a neural network are possible
#this uses the default NeuralNetworkFormulation object
formulation = FullSpaceNNFormulation(net)
#build the formulation on the OMLT block
model.nn.build_formulation(formulation)
#query inputs and outputs, as well as scaled inputs and outputs
model.nn.inputs.display()
model.nn.outputs.display()
model.nn.scaled_inputs.display()
model.nn.scaled_outputs.display()
#connect pyomo model input and output to the neural network
@model.Constraint()
def connect_input(mdl):
return mdl.input == mdl.nn.inputs[0]
@model.Constraint()
def connect_output(mdl):
return mdl.output == mdl.nn.outputs[0]
#solve an inverse problem to find that input that most closely matches the output value of 0.5
model.obj = pyo.Objective(expr=(model.output - 0.5)**2)
status = pyo.SolverFactory('ipopt').solve(model, tee=False)
print(pyo.value(model.input))
print(pyo.value(model.output))
OMLT uses just <https://github.com/casey/just>
_ to manage development tasks:
just
to list available tasksjust check
to run all checksjust fix
to apply any auto-fixesjust dev
to install development dependencies in your current Python environmentjust dev-gpu
same as dev
but with GPU supportjust docs
to build the documentationOMLT also includes a workflow for publishing new releases. This workflow can be triggered by pushing a new tag with an updated version number: ::
git tag <version> # e.g. git tag v1.2.0
git push upstream --tags
.. list-table:: :header-rows: 1 :widths: 10 40 50
.. _jalving: https://github.com/jalving .. |jalving| image:: https://avatars1.githubusercontent.com/u/16785413?s=120&v=4 :width: 80px
.. _fracek: https://github.com/fracek .. |fracek| image:: https://avatars1.githubusercontent.com/u/282580?s=120&v=4 :width: 80px
.. _carldlaird: https://github.com/carldlaird .. |carldlaird| image:: https://avatars.githubusercontent.com/u/18519762?v=4 :width: 80px
.. _tsaycal: https://github.com/tsaycal .. |tsaycal| image:: https://avatars.githubusercontent.com/u/50914878?s=120&v=4 :width: 80px
.. _thebtron: https://github.com/ThebTron .. |thebtron| image:: https://avatars.githubusercontent.com/u/31448377?s=120&v=4 :width: 80px
.. _bammari: https://github.com/bammari .. |bammari| image:: https://avatars.githubusercontent.com/u/96192809?v=4 :width: 80px
.. _juan-campos: https://github.com/juan-campos .. |juan-campos| image:: https://avatars.githubusercontent.com/u/65016230?v=4 :width: 80px
.. _zshiqiang: https://github.com/zshiqiang .. |zshiqiang| image:: https://avatars.githubusercontent.com/u/91337036?v=4 :width: 80px
FAQs
OMLT is a Python package for representing machine learning models (such as neural networks) within the Pyomo optimization environment.
We found that omlt demonstrated a healthy version release cadence and project activity because the last version was released less than a year ago. It has 5 open source maintainers collaborating on the project.
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