This repository implements the Python version of XADD (eXtended Algebraic Decision Diagrams) which was first introduced in Sanner et al. (2011); you can find the original Java implementation from here.
Our Python XADD code uses Sympy for symbolically maintaining all variables and related operations, and PULP is used for pruning unreachable paths. Note that we only check linear conditionals. If you have Gurobi installed and configured in the conda environment, then PULP will use Gurobi for solving (MI)LPs; otherwise, the default solver (CBC) is going to be used.
Note that the implementation for EMSPO --- Exact symbolic reduction of linear Smart Predict+Optimize to MILP (Jeong et al., ICML-22) --- has been moved to the branch emspo.
You can find the implementation for the CPAIOR-23 work --- A Mixed-Integer Linear Programming Reduction of Disjoint Bilinear Programs via Symbolic Variable Elimination --- in examples/dblp.
Load your Python virtual environment then type the following commands for package installation
pip install xaddpy
# Optional: if you want to use Gurobi for the 'reduce_lp' method
# that prunes out unreachable partitions using LP solvers
pip install gurobipy # If you have a licenseYou can find useful XADD usecases in the xaddpy/tests/test_bool_var.py and xaddpy/tests/test_xadd.py files. Here, we will first briefly discuss different ways to build an initial XADD that you want to work with.
If you know the entire structure of an initial XADD, then you can create a text file specifying the XADD and load it using the XADD.import_xadd method. It's important that, when you manually write down the XADD you have, you follow the same syntax rule as in the example file shown below.
Below is a part of the XADD written in xaddpy/tests/ex/bool_cont_mixed.xadd:
...
( [x - y <= 0]
( [2 * x + y <= 0]
([x])
([y])
)
(b3
([2 * x])
([2 * y])
)
)
...
Here, [x-y <= 0] defines a decision expression; its true branch is another node with the decision [2 * x + y <= 0], while the decision of the false branch is a Boolean variable b3. Similarly, if [2 * x + y <= 0] holds true, then we get the leaf value [x]; otherwise, we get [y]. Inequality decisions and leaf values are wrapped with brackets, while you can directly put the variable name in the case of a Boolean decision. A Sympy Symbol object will be created for each unique variable.
To load this XADD, you can do the following:
from xaddpy import XADD
context = XADD()
fname = 'xaddpy/tests/ex/bool_cont_mixed.xadd'
orig_xadd = context.import_xadd(fname)Following the Java implementation, we call the instantiated XADD object context. This object maintains and manages all existing/new nodes and decision expressions. For example, context._id_to_node is a Python dictionary that stores mappings from node IDs (int) to the corresponding Node objects. For more information, please refer to the constructor of the XADD class.
To check whether you've got the right XADD imported, you can print it out.
print(f"Imported XADD: \n{context.get_repr(orig_xadd)}")The XADD.get_repr method will return repr(node) and the string representation of each XADD node is implemented in xaddpy/xadd/node.py. Beware that the printing method can be slow for a large XADD.
Another way of creating an initial XADD node is by recursively building it with the apply method. A very simple example would be something like this:
from xaddpy import XADD
import sympy as sp
context = XADD()
x_id = context.convert_to_xadd(sp.Symbol('x'))
y_id = context.convert_to_xadd(sp.Symbol('y'))
sum_node_id = context.apply(x_id, y_id, op='add')
comp_node_id = context.apply(sum_node_id, y_id, op='min')
print(f"Sum node:\n{context.get_repr(sum_node_id)}\n")
print(f"Comparison node:\n{context.get_repr(comp_node_id)}")You can check that the print output shows
Sum node:
( [x + y] ) node_id: 9
Comparison node:
( [x <= 0] (dec, id): 10001, 10
( [x + y] ) node_id: 9
( [y] ) node_id: 8
)
which is the expected outcome!
Check out a much more comprehensive example demonstrating the recursive construction of a nontrivial XADD from here: pyRDDLGym/XADD/RDDLModelXADD.py.
Finally, you might want to build a constant node, an arbitrary decision expression, and a Boolean decision directly. To this end, let's consider building the following XADD:
([b]
([1])
([x + y <= 0]
([0])
([2])
)
)
To do this, we will first create an internal node whose decision is [x + y <= 0], the low and the high branches are [0] and [2] (respectively). Using Sympy's S function (or you can use sympify), you can turn an algebraic expression involving variables and numerics into a symbolic expression. Given this decision expression, you can get its unique index using XADD.get_dec_expr_index method. You can use the decision ID along with the ID of the low and high nodes connected to the decision to create the corresponding decision node, using XADD.get_internal_node.
import sympy as sp
from xaddpy import XADD
context = XADD()
# Get the unique ID of the decision expression
dec_expr: sp.Basic = sp.S('x + y <= 0')
dec_id, is_reversed = context.get_dec_expr_index(dec_expr, create=True)
# Get the IDs of the high and low branches: [0] and [2], respectively
high: int = context.get_leaf_node(sp.S(0))
low: int = context.get_leaf_node(sp.S(2))
if is_reversed:
low, high = high, low
# Create the decision node with the IDs
dec_node_id: int = context.get_internal_node(dec_id, low=low, high=high)
print(f"Node created:\n{context.get_repr(dec_node_id)}")Note that XADD.get_dec_expr_index returns a boolean variable is_reversed which is False if the canonical decision expression of the given decision has the same inequality direction. If the direction has changed, then is_reversed=True; in this case, low and high branches should be swapped.
Another way of creating this node is to use the XADD.get_dec_node method. This method can only be used when the low and high nodes are terminal nodes containing leaf expressions.
dec_node_id = context.get_dec_node(dec_expr, low_val=sp.S(2), high_val=sp.S(0))Note also that you need to wrap constants with the sympy.S function to turn them into sympy.Basic objects.
Now, it remains to create a decision node with the Boolean variable b and connect it to its low and high branches.
b = sp.Symbol('b', bool=True)
dec_b_id, _ = context.get_dec_expr_index(b, create=True)First of all, you need to provide bool=True as a keyword argument when instantiating a Sympy Symbol corresponding to a Boolean variable. When you instantiate multiple Boolean variables, you can use b1, b2, b3 = sp.symbols('b1 b2 b3', bool=True). If you didn't specify bool=True, then the variable won't be recognized as a Boolean variable in XADD operations!
Once you have the decision ID, we can finally link this decision node with the node created earlier.
high: int = context.get_leaf_node(sp.S(1))
node_id: int = context.get_internal_node(dec_b_id, low=dec_node_id, high=high)
print(f"Node created:\n{context.get_repr(node_id)}")And we get the following print outputs.
Output:
Node created:
( [b] (dec, id): 2, 9
( [1] ) node_id: 1
( [x + y <= 0] (dec, id): 10001, 8
( [0] ) node_id: 0
( [2] ) node_id: 7
)
)
You can perform the apply operation to two XADD nodes with IDs id1 and id2. Below is the list of the supported operators (op):
Non-Boolean operations
- 'max', 'min'
- 'add', 'subtract'
- 'prod', 'div'
Boolean operations
- 'and'
- 'or'
Relational operations
- '!=', '=='
- '>', '>='
- '<', '<='
You can also apply the following unary operators to a single XADD node recursively (also check UNARY_OP in xaddpy/utils/global_vars.py). In this case, an operator will be applied to each and every leaf value of a given node. Hence, the decision expressions will remain unchanged.
- 'sin, 'cos', 'tan'
- 'sinh', 'cosh', 'tanh'
- 'exp', 'log', 'log2', 'log10', 'log1p'
- 'floor', 'ceil'
- 'sqrt', 'pow'
- '-', '+'
- 'sgn' (sign function... sgn(x) = 1 if x > 0; 0 if x == 0; -1 otherwise)
- '~' (negation)
The pow operation requires an additional argument specifying the exponent.
When you want to assign concrete values to Boolean and continuous variables, you can use this method. An example is provided in the test_mixed_eval function defined in xaddpy/tests/test_bool_var.py.
As another example, let's say we want to evaluate the XADD node defined a few lines above.
x, y = sp.symbols('x y')
bool_assign = {b: True}
cont_assign = {x: 2, y: -1}
res = context.evaluate(node_id, bool_assign=bool_assign, cont_assign=cont_assign)
print(f"Result: {res}")In this case, b=True will directly leads to the leaf value of 1 regardless of the assignment given to x and y variables.
bool_assign = {b: False}
res = context.evaluate(node_id, bool_assign=bool_assign, cont_assign=cont_assign)
print(f"Result: {res}")If we change the value of b, we can see that we get 2. Note that you have to make sure that all symbolic variables get assigned specific values; otherwise, the function will return None.
If instead you want to assign values to a subset of symbolic variables while leaving the other variables as-is, you can use the substitute method. Similar to evaluate, you need to pass in a dictionary mapping Sympy Symbols to their concrete values.
For example,
subst_dict = {x: 1}
node_id_after_subs = context.substitute(node_id, subst_dict)
print(f"Result:\n{context.get_repr(node_id_after_subs)}")which outputs
Result:
( [b] (dec, id): 2, 16
( [1] ) node_id: 1
( [y + 1 <= 0] (dec, id): 10003, 12
( [0] ) node_id: 0
( [2] ) node_id: 7
)
)
as expected.
If you want to extract all Boolean and continuous Sympy variables existing in an XADD node, you can use this method.
var_set = context.collect_vars(node_id)
print(f"var_set: {var_set}")Output:
var_set: {y, b, x}
This method can be useful to figure out which variables need to have values assigned in order to evaluate a given XADD node.
This method gives a canonical order to an XADD that is potentially unordered. Note that the apply method already calls make_canonical when the op is one of ('min', 'max', '!=', '==', '>', '>=', '<', '<=', 'or', 'and').
Please use the following bibtex for citations:
@InProceedings{pmlr-v162-jeong22a,
title = {An Exact Symbolic Reduction of Linear Smart {P}redict+{O}ptimize to Mixed Integer Linear Programming},
author = {Jeong, Jihwan and Jaggi, Parth and Butler, Andrew and Sanner, Scott},
booktitle = {Proceedings of the 39th International Conference on Machine Learning},
pages = {10053--10067},
year = {2022},
volume = {162},
series = {Proceedings of Machine Learning Research},
month = {17--23 Jul},
publisher = {PMLR},
}