| @@ 7-152 (lines=146) @@ | ||
| 4 | from hyperactive.opt._adapters._gfo import _BaseGFOadapter |
|
| 5 | ||
| 6 | ||
| 7 | class RepulsingHillClimbing(_BaseGFOadapter): |
|
| 8 | """Repulsing hill climbing optimizer. |
|
| 9 | ||
| 10 | Parameters |
|
| 11 | ---------- |
|
| 12 | search_space : dict[str, list] |
|
| 13 | The search space to explore. A dictionary with parameter |
|
| 14 | names as keys and a numpy array as values. |
|
| 15 | Optional, can be passed later via ``set_params``. |
|
| 16 | initialize : dict[str, int], default={"grid": 4, "random": 2, "vertices": 4} |
|
| 17 | The method to generate initial positions. A dictionary with |
|
| 18 | the following key literals and the corresponding value type: |
|
| 19 | {"grid": int, "vertices": int, "random": int, "warm_start": list[dict]} |
|
| 20 | constraints : list[callable], default=[] |
|
| 21 | A list of constraints, where each constraint is a callable. |
|
| 22 | The callable returns `True` or `False` dependend on the input parameters. |
|
| 23 | random_state : None, int, default=None |
|
| 24 | If None, create a new random state. If int, create a new random state |
|
| 25 | seeded with the value. |
|
| 26 | rand_rest_p : float, default=0.1 |
|
| 27 | The probability of a random iteration during the the search process. |
|
| 28 | epsilon : float, default=0.01 |
|
| 29 | The step-size for the climbing. |
|
| 30 | distribution : str, default="normal" |
|
| 31 | The type of distribution to sample from. |
|
| 32 | n_neighbours : int, default=10 |
|
| 33 | The number of neighbours to sample and evaluate before moving to the best |
|
| 34 | of those neighbours. |
|
| 35 | repulsion_factor : float, default=5 |
|
| 36 | The factor to control the repulsion of the hill climbing process. |
|
| 37 | n_iter : int, default=100 |
|
| 38 | The number of iterations to run the optimizer. |
|
| 39 | verbose : bool, default=False |
|
| 40 | If True, print the progress of the optimization process. |
|
| 41 | experiment : BaseExperiment, optional |
|
| 42 | The experiment to optimize parameters for. |
|
| 43 | Optional, can be passed later via ``set_params``. |
|
| 44 | ||
| 45 | Examples |
|
| 46 | -------- |
|
| 47 | Hill climbing applied to scikit-learn parameter tuning: |
|
| 48 | ||
| 49 | 1. defining the experiment to optimize: |
|
| 50 | >>> from hyperactive.experiment.integrations import SklearnCvExperiment |
|
| 51 | >>> from sklearn.datasets import load_iris |
|
| 52 | >>> from sklearn.svm import SVC |
|
| 53 | >>> |
|
| 54 | >>> X, y = load_iris(return_X_y=True) |
|
| 55 | >>> |
|
| 56 | >>> sklearn_exp = SklearnCvExperiment( |
|
| 57 | ... estimator=SVC(), |
|
| 58 | ... X=X, |
|
| 59 | ... y=y, |
|
| 60 | ... ) |
|
| 61 | ||
| 62 | 2. setting up the hill climbing optimizer: |
|
| 63 | >>> from hyperactive.opt import RepulsingHillClimbing |
|
| 64 | >>> import numpy as np |
|
| 65 | >>> |
|
| 66 | >>> hc_config = { |
|
| 67 | ... "search_space": { |
|
| 68 | ... "C": np.array([0.01, 0.1, 1, 10]), |
|
| 69 | ... "gamma": np.array([0.0001, 0.01, 0.1, 1, 10]), |
|
| 70 | ... }, |
|
| 71 | ... "n_iter": 100, |
|
| 72 | ... } |
|
| 73 | >>> hillclimbing = RepulsingHillClimbing(experiment=sklearn_exp, **hc_config) |
|
| 74 | ||
| 75 | 3. running the hill climbing search: |
|
| 76 | >>> best_params = hillclimbing.run() |
|
| 77 | ||
| 78 | Best parameters can also be accessed via the attributes: |
|
| 79 | >>> best_params = hillclimbing.best_params_ |
|
| 80 | """ |
|
| 81 | ||
| 82 | _tags = { |
|
| 83 | "info:name": "Repulsing Hill Climbing", |
|
| 84 | "info:local_vs_global": "mixed", # "local", "mixed", "global" |
|
| 85 | "info:explore_vs_exploit": "exploit", # "explore", "exploit", "mixed" |
|
| 86 | "info:compute": "low", # "low", "middle", "high" |
|
| 87 | } |
|
| 88 | ||
| 89 | def __init__( |
|
| 90 | self, |
|
| 91 | search_space=None, |
|
| 92 | initialize=None, |
|
| 93 | constraints=None, |
|
| 94 | random_state=None, |
|
| 95 | rand_rest_p=0.1, |
|
| 96 | epsilon=0.01, |
|
| 97 | distribution="normal", |
|
| 98 | n_neighbours=10, |
|
| 99 | repulsion_factor=5, |
|
| 100 | n_iter=100, |
|
| 101 | verbose=False, |
|
| 102 | experiment=None, |
|
| 103 | ): |
|
| 104 | self.random_state = random_state |
|
| 105 | self.rand_rest_p = rand_rest_p |
|
| 106 | self.epsilon = epsilon |
|
| 107 | self.distribution = distribution |
|
| 108 | self.n_neighbours = n_neighbours |
|
| 109 | self.search_space = search_space |
|
| 110 | self.initialize = initialize |
|
| 111 | self.constraints = constraints |
|
| 112 | self.repulsion_factor = repulsion_factor |
|
| 113 | self.n_iter = n_iter |
|
| 114 | self.experiment = experiment |
|
| 115 | self.verbose = verbose |
|
| 116 | ||
| 117 | super().__init__() |
|
| 118 | ||
| 119 | def _get_gfo_class(self): |
|
| 120 | """Get the GFO class to use. |
|
| 121 | ||
| 122 | Returns |
|
| 123 | ------- |
|
| 124 | class |
|
| 125 | The GFO class to use. One of the concrete GFO classes |
|
| 126 | """ |
|
| 127 | from gradient_free_optimizers import RepulsingHillClimbingOptimizer |
|
| 128 | ||
| 129 | return RepulsingHillClimbingOptimizer |
|
| 130 | ||
| 131 | @classmethod |
|
| 132 | def get_test_params(cls, parameter_set="default"): |
|
| 133 | """Get the test parameters for the optimizer. |
|
| 134 | ||
| 135 | Returns |
|
| 136 | ------- |
|
| 137 | dict with str keys |
|
| 138 | The test parameters dictionary. |
|
| 139 | """ |
|
| 140 | import numpy as np |
|
| 141 | ||
| 142 | params = super().get_test_params() |
|
| 143 | more_params = { |
|
| 144 | "repulsion_factor": 7, |
|
| 145 | "search_space": { |
|
| 146 | "C": np.array([0.01, 0.1, 1, 10]), |
|
| 147 | "gamma": np.array([0.0001, 0.01, 0.1, 1, 10]), |
|
| 148 | }, |
|
| 149 | "n_iter": 100, |
|
| 150 | } |
|
| 151 | params.update(more_params) |
|
| 152 | return params |
|
| 153 | ||
| @@ 7-152 (lines=146) @@ | ||
| 4 | from hyperactive.opt._adapters._gfo import _BaseGFOadapter |
|
| 5 | ||
| 6 | ||
| 7 | class StochasticHillClimbing(_BaseGFOadapter): |
|
| 8 | """Stochastic hill climbing optimizer. |
|
| 9 | ||
| 10 | Parameters |
|
| 11 | ---------- |
|
| 12 | search_space : dict[str, list] |
|
| 13 | The search space to explore. A dictionary with parameter |
|
| 14 | names as keys and a numpy array as values. |
|
| 15 | Optional, can be passed later via ``set_params``. |
|
| 16 | initialize : dict[str, int], default={"grid": 4, "random": 2, "vertices": 4} |
|
| 17 | The method to generate initial positions. A dictionary with |
|
| 18 | the following key literals and the corresponding value type: |
|
| 19 | {"grid": int, "vertices": int, "random": int, "warm_start": list[dict]} |
|
| 20 | constraints : list[callable], default=[] |
|
| 21 | A list of constraints, where each constraint is a callable. |
|
| 22 | The callable returns `True` or `False` dependend on the input parameters. |
|
| 23 | random_state : None, int, default=None |
|
| 24 | If None, create a new random state. If int, create a new random state |
|
| 25 | seeded with the value. |
|
| 26 | rand_rest_p : float, default=0.1 |
|
| 27 | The probability of a random iteration during the the search process. |
|
| 28 | epsilon : float, default=0.01 |
|
| 29 | The step-size for the climbing. |
|
| 30 | distribution : str, default="normal" |
|
| 31 | The type of distribution to sample from. |
|
| 32 | n_neighbours : int, default=10 |
|
| 33 | The number of neighbours to sample and evaluate before moving to the best |
|
| 34 | of those neighbours. |
|
| 35 | p_accept : float, default=0.5 |
|
| 36 | The probability of accepting a transition in the hill climbing process. |
|
| 37 | n_iter : int, default=100 |
|
| 38 | The number of iterations to run the optimizer. |
|
| 39 | verbose : bool, default=False |
|
| 40 | If True, print the progress of the optimization process. |
|
| 41 | experiment : BaseExperiment, optional |
|
| 42 | The experiment to optimize parameters for. |
|
| 43 | Optional, can be passed later via ``set_params``. |
|
| 44 | ||
| 45 | Examples |
|
| 46 | -------- |
|
| 47 | Hill climbing applied to scikit-learn parameter tuning: |
|
| 48 | ||
| 49 | 1. defining the experiment to optimize: |
|
| 50 | >>> from hyperactive.experiment.integrations import SklearnCvExperiment |
|
| 51 | >>> from sklearn.datasets import load_iris |
|
| 52 | >>> from sklearn.svm import SVC |
|
| 53 | >>> |
|
| 54 | >>> X, y = load_iris(return_X_y=True) |
|
| 55 | >>> |
|
| 56 | >>> sklearn_exp = SklearnCvExperiment( |
|
| 57 | ... estimator=SVC(), |
|
| 58 | ... X=X, |
|
| 59 | ... y=y, |
|
| 60 | ... ) |
|
| 61 | ||
| 62 | 2. setting up the hill climbing optimizer: |
|
| 63 | >>> from hyperactive.opt import StochasticHillClimbing |
|
| 64 | >>> import numpy as np |
|
| 65 | >>> |
|
| 66 | >>> hc_config = { |
|
| 67 | ... "search_space": { |
|
| 68 | ... "C": np.array([0.01, 0.1, 1, 10]), |
|
| 69 | ... "gamma": np.array([0.0001, 0.01, 0.1, 1, 10]), |
|
| 70 | ... }, |
|
| 71 | ... "n_iter": 100, |
|
| 72 | ... } |
|
| 73 | >>> hillclimbing = StochasticHillClimbing(experiment=sklearn_exp, **hc_config) |
|
| 74 | ||
| 75 | 3. running the hill climbing search: |
|
| 76 | >>> best_params = hillclimbing.run() |
|
| 77 | ||
| 78 | Best parameters can also be accessed via the attributes: |
|
| 79 | >>> best_params = hillclimbing.best_params_ |
|
| 80 | """ |
|
| 81 | ||
| 82 | _tags = { |
|
| 83 | "info:name": "Hill Climbing", |
|
| 84 | "info:local_vs_global": "local", # "local", "mixed", "global" |
|
| 85 | "info:explore_vs_exploit": "exploit", # "explore", "exploit", "mixed" |
|
| 86 | "info:compute": "low", # "low", "middle", "high" |
|
| 87 | } |
|
| 88 | ||
| 89 | def __init__( |
|
| 90 | self, |
|
| 91 | search_space=None, |
|
| 92 | initialize=None, |
|
| 93 | constraints=None, |
|
| 94 | random_state=None, |
|
| 95 | rand_rest_p=0.1, |
|
| 96 | epsilon=0.01, |
|
| 97 | distribution="normal", |
|
| 98 | n_neighbours=10, |
|
| 99 | p_accept=0.5, |
|
| 100 | n_iter=100, |
|
| 101 | verbose=False, |
|
| 102 | experiment=None, |
|
| 103 | ): |
|
| 104 | self.random_state = random_state |
|
| 105 | self.rand_rest_p = rand_rest_p |
|
| 106 | self.epsilon = epsilon |
|
| 107 | self.distribution = distribution |
|
| 108 | self.n_neighbours = n_neighbours |
|
| 109 | self.search_space = search_space |
|
| 110 | self.initialize = initialize |
|
| 111 | self.constraints = constraints |
|
| 112 | self.p_accept = p_accept |
|
| 113 | self.n_iter = n_iter |
|
| 114 | self.experiment = experiment |
|
| 115 | self.verbose = verbose |
|
| 116 | ||
| 117 | super().__init__() |
|
| 118 | ||
| 119 | def _get_gfo_class(self): |
|
| 120 | """Get the GFO class to use. |
|
| 121 | ||
| 122 | Returns |
|
| 123 | ------- |
|
| 124 | class |
|
| 125 | The GFO class to use. One of the concrete GFO classes |
|
| 126 | """ |
|
| 127 | from gradient_free_optimizers import StochasticHillClimbingOptimizer |
|
| 128 | ||
| 129 | return StochasticHillClimbingOptimizer |
|
| 130 | ||
| 131 | @classmethod |
|
| 132 | def get_test_params(cls, parameter_set="default"): |
|
| 133 | """Get the test parameters for the optimizer. |
|
| 134 | ||
| 135 | Returns |
|
| 136 | ------- |
|
| 137 | dict with str keys |
|
| 138 | The test parameters dictionary. |
|
| 139 | """ |
|
| 140 | import numpy as np |
|
| 141 | ||
| 142 | params = super().get_test_params() |
|
| 143 | more_params = { |
|
| 144 | "p_accept": 0.33, |
|
| 145 | "search_space": { |
|
| 146 | "C": np.array([0.01, 0.1, 1, 10]), |
|
| 147 | "gamma": np.array([0.0001, 0.01, 0.1, 1, 10]), |
|
| 148 | }, |
|
| 149 | "n_iter": 100, |
|
| 150 | } |
|
| 151 | params.update(more_params) |
|
| 152 | return params |
|
| 153 | ||