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Fix hybrid bigm formulation for linear trees #164

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emma58
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@emma58 emma58 commented Oct 3, 2024

The changes in #163 included changes to the hybrid bigm formulation for linear tree that, while mathematically equivalent, made for a larger formulation in terms of number of constraints. This PR corrects that: It still uses the gdp.bound_pretransformation to generate the constraints bounding the features values for each leaf, but it manually transforms the constraints setting the output value to the leaf's linear function, equivalently to @bammari's original implementation. In addition it adds a test to check that the size of the resulting formulation is what is expected.

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jalving commented Oct 4, 2024

It looks like the graph neural network notebook is failing. i'll have a look soon.

@jalving jalving self-requested a review October 4, 2024 17:58
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