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# Author: Simon Blanke |
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# Email: [email protected] |
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# License: MIT License |
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import pytest |
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import numpy as np |
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from gradient_free_optimizers import BayesianOptimizer |
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from sklearn.gaussian_process import GaussianProcessRegressor |
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from sklearn.gaussian_process.kernels import Matern, WhiteKernel, RBF |
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from ._base_para_test import _base_para_test_func |
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def objective_function(para): |
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score = -para["x1"] * para["x1"] |
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return score |
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search_space = {"x1": np.arange(-10, 11, 1)} |
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warm_start_smbo = ( |
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np.array([[-10, -10], [30, 30], [0, 0]]), |
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np.array([-1, 0, 1]), |
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) |
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View Code Duplication |
class GPR: |
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def __init__(self): |
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nu_param = 0.5 |
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matern = Matern( |
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# length_scale=length_scale_param, |
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# length_scale_bounds=length_scale_bounds_param, |
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nu=nu_param, |
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) |
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self.gpr = GaussianProcessRegressor( |
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kernel=matern + RBF() + WhiteKernel(), n_restarts_optimizer=0 |
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) |
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def fit(self, X, y): |
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self.gpr.fit(X, y) |
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def predict(self, X, return_std=False): |
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return self.gpr.predict(X, return_std=return_std) |
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bayesian_optimizer_para = [ |
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({"gpr": GPR()}), |
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({"xi": 0.001}), |
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({"xi": 0.5}), |
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({"xi": 0.9}), |
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({"warm_start_smbo": None}), |
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({"warm_start_smbo": warm_start_smbo}), |
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({"rand_rest_p": 0}), |
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({"rand_rest_p": 0.5}), |
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({"rand_rest_p": 1}), |
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({"rand_rest_p": 10}), |
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] |
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pytest_wrapper = ("opt_para", bayesian_optimizer_para) |
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@pytest.mark.parametrize(*pytest_wrapper) |
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def test_hill_climbing_para(opt_para): |
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_base_para_test_func(opt_para, BayesianOptimizer) |
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