@@ 4-156 (lines=153) @@ | ||
1 | from hyperactive.opt._adapters._gfo import _BaseGFOadapter |
|
2 | ||
3 | ||
4 | class BayesianOptimizer(_BaseGFOadapter): |
|
5 | """Bayesian optimizer. |
|
6 | ||
7 | Parameters |
|
8 | ---------- |
|
9 | search_space : dict[str, list] |
|
10 | The search space to explore. A dictionary with parameter |
|
11 | names as keys and a numpy array as values. |
|
12 | initialize : dict[str, int] |
|
13 | The method to generate initial positions. A dictionary with |
|
14 | the following key literals and the corresponding value type: |
|
15 | {"grid": int, "vertices": int, "random": int, "warm_start": list[dict]} |
|
16 | constraints : list[callable] |
|
17 | A list of constraints, where each constraint is a callable. |
|
18 | The callable returns `True` or `False` dependend on the input parameters. |
|
19 | random_state : None, int |
|
20 | If None, create a new random state. If int, create a new random state |
|
21 | seeded with the value. |
|
22 | rand_rest_p : float |
|
23 | The probability of a random iteration during the search process. |
|
24 | warm_start_smbo |
|
25 | The warm start for SMBO. |
|
26 | max_sample_size : int |
|
27 | The maximum number of points to sample. |
|
28 | sampling : dict |
|
29 | The sampling method to use. |
|
30 | replacement : bool |
|
31 | Whether to sample with replacement. |
|
32 | gpr : dict |
|
33 | The Gaussian Process Regressor to use. |
|
34 | xi : float |
|
35 | The exploration-exploitation trade-off parameter. |
|
36 | n_iter : int, default=100 |
|
37 | The number of iterations to run the optimizer. |
|
38 | verbose : bool, default=False |
|
39 | If True, print the progress of the optimization process. |
|
40 | experiment : BaseExperiment, optional |
|
41 | The experiment to optimize parameters for. |
|
42 | Optional, can be passed later via ``set_params``. |
|
43 | ||
44 | Examples |
|
45 | -------- |
|
46 | Basic usage of BayesianOptimizer with a scikit-learn experiment: |
|
47 | ||
48 | 1. defining the experiment to optimize: |
|
49 | >>> from hyperactive.experiment.integrations import SklearnCvExperiment |
|
50 | >>> from sklearn.datasets import load_iris |
|
51 | >>> from sklearn.svm import SVC |
|
52 | >>> |
|
53 | >>> X, y = load_iris(return_X_y=True) |
|
54 | >>> |
|
55 | >>> sklearn_exp = SklearnCvExperiment( |
|
56 | ... estimator=SVC(), |
|
57 | ... X=X, |
|
58 | ... y=y, |
|
59 | ... ) |
|
60 | ||
61 | 2. setting up the bayesianOptimizer optimizer: |
|
62 | >>> from hyperactive.opt import BayesianOptimizer |
|
63 | >>> import numpy as np |
|
64 | >>> |
|
65 | >>> config = { |
|
66 | ... "search_space": { |
|
67 | ... "C": [0.01, 0.1, 1, 10], |
|
68 | ... "gamma": [0.0001, 0.01, 0.1, 1, 10], |
|
69 | ... }, |
|
70 | ... "n_iter": 100, |
|
71 | ... } |
|
72 | >>> optimizer = BayesianOptimizer(experiment=sklearn_exp, **config) |
|
73 | ||
74 | 3. running the optimization: |
|
75 | >>> best_params = optimizer.run() |
|
76 | ||
77 | Best parameters can also be accessed via: |
|
78 | >>> best_params = optimizer.best_params_ |
|
79 | """ |
|
80 | ||
81 | _tags = { |
|
82 | "info:name": "Bayesian Optimization", |
|
83 | "info:local_vs_global": "global", |
|
84 | "info:explore_vs_exploit": "exploit", |
|
85 | "info:compute": "high", |
|
86 | } |
|
87 | ||
88 | def __init__( |
|
89 | self, |
|
90 | search_space=None, |
|
91 | initialize=None, |
|
92 | constraints=None, |
|
93 | random_state=None, |
|
94 | rand_rest_p=0.1, |
|
95 | warm_start_smbo=None, |
|
96 | max_sample_size=10000000, |
|
97 | sampling=None, |
|
98 | replacement=True, |
|
99 | xi=0.03, |
|
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 | ||
107 | self.warm_start_smbo = warm_start_smbo |
|
108 | self.max_sample_size = max_sample_size |
|
109 | self.sampling = sampling |
|
110 | self.search_space = search_space |
|
111 | self.initialize = initialize |
|
112 | self.constraints = constraints |
|
113 | self.replacement = replacement |
|
114 | self.xi = xi |
|
115 | self.n_iter = n_iter |
|
116 | self.experiment = experiment |
|
117 | self.verbose = verbose |
|
118 | ||
119 | super().__init__() |
|
120 | ||
121 | def _get_gfo_class(self): |
|
122 | """Get the GFO class to use. |
|
123 | ||
124 | Returns |
|
125 | ------- |
|
126 | class |
|
127 | The GFO class to use. One of the concrete GFO classes |
|
128 | """ |
|
129 | from gradient_free_optimizers import BayesianOptimizer |
|
130 | ||
131 | return BayesianOptimizer |
|
132 | ||
133 | @classmethod |
|
134 | def get_test_params(cls, parameter_set="default"): |
|
135 | """Get the test parameters for the optimizer. |
|
136 | ||
137 | Returns |
|
138 | ------- |
|
139 | dict with str keys |
|
140 | The test parameters dictionary. |
|
141 | """ |
|
142 | import numpy as np |
|
143 | ||
144 | params = super().get_test_params() |
|
145 | experiment = params[0]["experiment"] |
|
146 | more_params = { |
|
147 | "experiment": experiment, |
|
148 | "xi": 0.33, |
|
149 | "search_space": { |
|
150 | "C": [0.01, 0.1, 1, 10], |
|
151 | "gamma": [0.0001, 0.01, 0.1, 1, 10], |
|
152 | }, |
|
153 | "n_iter": 100, |
|
154 | } |
|
155 | params.append(more_params) |
|
156 | return params |
|
157 |
@@ 4-156 (lines=153) @@ | ||
1 | from hyperactive.opt._adapters._gfo import _BaseGFOadapter |
|
2 | ||
3 | ||
4 | class TreeStructuredParzenEstimators(_BaseGFOadapter): |
|
5 | """Tree structured parzen estimators optimizer. |
|
6 | ||
7 | Parameters |
|
8 | ---------- |
|
9 | search_space : dict[str, list] |
|
10 | The search space to explore. A dictionary with parameter |
|
11 | names as keys and a numpy array as values. |
|
12 | Optional, can be passed later via ``set_params``. |
|
13 | initialize : dict[str, int], default={"grid": 4, "random": 2, "vertices": 4} |
|
14 | The method to generate initial positions. A dictionary with |
|
15 | the following key literals and the corresponding value type: |
|
16 | {"grid": int, "vertices": int, "random": int, "warm_start": list[dict]} |
|
17 | constraints : list[callable], default=[] |
|
18 | A list of constraints, where each constraint is a callable. |
|
19 | The callable returns `True` or `False` dependend on the input parameters. |
|
20 | random_state : None, int, default=None |
|
21 | If None, create a new random state. If int, create a new random state |
|
22 | seeded with the value. |
|
23 | rand_rest_p : float, default=0.1 |
|
24 | The probability of a random iteration during the the search process. |
|
25 | warm_start_smbo |
|
26 | The warm start for SMBO. |
|
27 | max_sample_size : int |
|
28 | The maximum number of points to sample. |
|
29 | sampling : dict0 |
|
30 | The sampling method to use. |
|
31 | replacement : bool |
|
32 | Whether to sample with replacement. |
|
33 | gamma_tpe : float |
|
34 | The parameter for the Tree Structured Parzen Estimators |
|
35 | n_iter : int, default=100 |
|
36 | The number of iterations to run the optimizer. |
|
37 | verbose : bool, default=False |
|
38 | If True, print the progress of the optimization process. |
|
39 | experiment : BaseExperiment, optional |
|
40 | The experiment to optimize parameters for. |
|
41 | Optional, can be passed later via ``set_params``. |
|
42 | ||
43 | Examples |
|
44 | -------- |
|
45 | Basic usage of TreeStructuredParzenEstimators with a scikit-learn experiment: |
|
46 | ||
47 | 1. defining the experiment to optimize: |
|
48 | >>> from hyperactive.experiment.integrations import SklearnCvExperiment |
|
49 | >>> from sklearn.datasets import load_iris |
|
50 | >>> from sklearn.svm import SVC |
|
51 | >>> |
|
52 | >>> X, y = load_iris(return_X_y=True) |
|
53 | >>> |
|
54 | >>> sklearn_exp = SklearnCvExperiment( |
|
55 | ... estimator=SVC(), |
|
56 | ... X=X, |
|
57 | ... y=y, |
|
58 | ... ) |
|
59 | ||
60 | 2. setting up the treeStructuredParzenEstimators optimizer: |
|
61 | >>> from hyperactive.opt import TreeStructuredParzenEstimators |
|
62 | >>> import numpy as np |
|
63 | >>> |
|
64 | >>> config = { |
|
65 | ... "search_space": { |
|
66 | ... "C": [0.01, 0.1, 1, 10], |
|
67 | ... "gamma": [0.0001, 0.01, 0.1, 1, 10], |
|
68 | ... }, |
|
69 | ... "n_iter": 100, |
|
70 | ... } |
|
71 | >>> optimizer = TreeStructuredParzenEstimators(experiment=sklearn_exp, **config) |
|
72 | ||
73 | 3. running the optimization: |
|
74 | >>> best_params = optimizer.run() |
|
75 | ||
76 | Best parameters can also be accessed via: |
|
77 | >>> best_params = optimizer.best_params_ |
|
78 | """ |
|
79 | ||
80 | _tags = { |
|
81 | "info:name": "Tree Structured Parzen Estimators", |
|
82 | "info:local_vs_global": "mixed", # "local", "mixed", "global" |
|
83 | "info:explore_vs_exploit": "mixed", # "explore", "exploit", "mixed" |
|
84 | "info:compute": "high", # "low", "middle", "high" |
|
85 | } |
|
86 | ||
87 | def __init__( |
|
88 | self, |
|
89 | search_space=None, |
|
90 | initialize=None, |
|
91 | constraints=None, |
|
92 | random_state=None, |
|
93 | rand_rest_p=0.1, |
|
94 | warm_start_smbo=None, |
|
95 | max_sample_size=10000000, |
|
96 | sampling=None, |
|
97 | replacement=True, |
|
98 | gamma_tpe=0.2, |
|
99 | n_iter=100, |
|
100 | verbose=False, |
|
101 | experiment=None, |
|
102 | ): |
|
103 | self.random_state = random_state |
|
104 | self.rand_rest_p = rand_rest_p |
|
105 | self.warm_start_smbo = warm_start_smbo |
|
106 | self.max_sample_size = max_sample_size |
|
107 | self.sampling = sampling |
|
108 | self.replacement = replacement |
|
109 | self.gamma_tpe = gamma_tpe |
|
110 | self.search_space = search_space |
|
111 | self.initialize = initialize |
|
112 | self.constraints = constraints |
|
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 TreeStructuredParzenEstimators |
|
128 | ||
129 | return TreeStructuredParzenEstimators |
|
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 | experiment = params[0]["experiment"] |
|
144 | more_params = { |
|
145 | "experiment": experiment, |
|
146 | "max_sample_size": 100, |
|
147 | "replacement": True, |
|
148 | "gamma_tpe": 0.01, |
|
149 | "search_space": { |
|
150 | "C": [0.01, 0.1, 1, 10], |
|
151 | "gamma": [0.0001, 0.01, 0.1, 1, 10], |
|
152 | }, |
|
153 | "n_iter": 100, |
|
154 | } |
|
155 | params.append(more_params) |
|
156 | return params |
|
157 |
@@ 4-150 (lines=147) @@ | ||
1 | from hyperactive.opt._adapters._gfo import _BaseGFOadapter |
|
2 | ||
3 | ||
4 | class DirectAlgorithm(_BaseGFOadapter): |
|
5 | """Direct optimizer. |
|
6 | ||
7 | Parameters |
|
8 | ---------- |
|
9 | search_space : dict[str, list] |
|
10 | The search space to explore. A dictionary with parameter |
|
11 | names as keys and a numpy array as values. |
|
12 | initialize : dict[str, int] |
|
13 | The method to generate initial positions. A dictionary with |
|
14 | the following key literals and the corresponding value type: |
|
15 | {"grid": int, "vertices": int, "random": int, "warm_start": list[dict]} |
|
16 | constraints : list[callable] |
|
17 | A list of constraints, where each constraint is a callable. |
|
18 | The callable returns `True` or `False` dependend on the input parameters. |
|
19 | random_state : None, int |
|
20 | If None, create a new random state. If int, create a new random state |
|
21 | seeded with the value. |
|
22 | rand_rest_p : float |
|
23 | The probability of a random iteration during the the search process. |
|
24 | warm_start_smbo |
|
25 | The warm start for SMBO. |
|
26 | max_sample_size : int |
|
27 | The maximum number of points to sample. |
|
28 | sampling : dict |
|
29 | The sampling method to use. |
|
30 | replacement : bool |
|
31 | Whether to sample with replacement. |
|
32 | n_iter : int, default=100 |
|
33 | The number of iterations to run the optimizer. |
|
34 | verbose : bool, default=False |
|
35 | If True, print the progress of the optimization process. |
|
36 | experiment : BaseExperiment, optional |
|
37 | The experiment to optimize parameters for. |
|
38 | Optional, can be passed later via ``set_params``. |
|
39 | ||
40 | Examples |
|
41 | -------- |
|
42 | Basic usage of DirectAlgorithm with a scikit-learn experiment: |
|
43 | ||
44 | 1. defining the experiment to optimize: |
|
45 | >>> from hyperactive.experiment.integrations import SklearnCvExperiment |
|
46 | >>> from sklearn.datasets import load_iris |
|
47 | >>> from sklearn.svm import SVC |
|
48 | >>> |
|
49 | >>> X, y = load_iris(return_X_y=True) |
|
50 | >>> |
|
51 | >>> sklearn_exp = SklearnCvExperiment( |
|
52 | ... estimator=SVC(), |
|
53 | ... X=X, |
|
54 | ... y=y, |
|
55 | ... ) |
|
56 | ||
57 | 2. setting up the directAlgorithm optimizer: |
|
58 | >>> from hyperactive.opt import DirectAlgorithm |
|
59 | >>> import numpy as np |
|
60 | >>> |
|
61 | >>> config = { |
|
62 | ... "search_space": { |
|
63 | ... "C": [0.01, 0.1, 1, 10], |
|
64 | ... "gamma": [0.0001, 0.01, 0.1, 1, 10], |
|
65 | ... }, |
|
66 | ... "n_iter": 100, |
|
67 | ... } |
|
68 | >>> optimizer = DirectAlgorithm(experiment=sklearn_exp, **config) |
|
69 | ||
70 | 3. running the optimization: |
|
71 | >>> best_params = optimizer.run() |
|
72 | ||
73 | Best parameters can also be accessed via: |
|
74 | >>> best_params = optimizer.best_params_ |
|
75 | """ |
|
76 | ||
77 | _tags = { |
|
78 | "info:name": "DIRECT Algorithm", |
|
79 | "info:local_vs_global": "global", |
|
80 | "info:explore_vs_exploit": "mixed", |
|
81 | "info:compute": "high", |
|
82 | } |
|
83 | ||
84 | def __init__( |
|
85 | self, |
|
86 | search_space=None, |
|
87 | initialize=None, |
|
88 | constraints=None, |
|
89 | random_state=None, |
|
90 | rand_rest_p=0.1, |
|
91 | warm_start_smbo=None, |
|
92 | max_sample_size: int = 10000000, |
|
93 | sampling=None, |
|
94 | replacement=True, |
|
95 | n_iter=100, |
|
96 | verbose=False, |
|
97 | experiment=None, |
|
98 | ): |
|
99 | self.random_state = random_state |
|
100 | self.rand_rest_p = rand_rest_p |
|
101 | self.warm_start_smbo = warm_start_smbo |
|
102 | self.max_sample_size = max_sample_size |
|
103 | self.sampling = sampling |
|
104 | self.search_space = search_space |
|
105 | self.initialize = initialize |
|
106 | self.constraints = constraints |
|
107 | self.replacement = replacement |
|
108 | self.n_iter = n_iter |
|
109 | self.experiment = experiment |
|
110 | self.verbose = verbose |
|
111 | ||
112 | super().__init__() |
|
113 | ||
114 | def _get_gfo_class(self): |
|
115 | """Get the GFO class to use. |
|
116 | ||
117 | Returns |
|
118 | ------- |
|
119 | class |
|
120 | The GFO class to use. One of the concrete GFO classes |
|
121 | """ |
|
122 | from gradient_free_optimizers import DirectAlgorithm |
|
123 | ||
124 | return DirectAlgorithm |
|
125 | ||
126 | @classmethod |
|
127 | def get_test_params(cls, parameter_set="default"): |
|
128 | """Get the test parameters for the optimizer. |
|
129 | ||
130 | Returns |
|
131 | ------- |
|
132 | dict with str keys |
|
133 | The test parameters dictionary. |
|
134 | """ |
|
135 | import numpy as np |
|
136 | ||
137 | params = super().get_test_params() |
|
138 | experiment = params[0]["experiment"] |
|
139 | more_params = { |
|
140 | "experiment": experiment, |
|
141 | "replacement": True, |
|
142 | "max_sample_size": 1000, |
|
143 | "search_space": { |
|
144 | "C": [0.01, 0.1, 1, 10], |
|
145 | "gamma": [0.0001, 0.01, 0.1, 1, 10], |
|
146 | }, |
|
147 | "n_iter": 100, |
|
148 | } |
|
149 | params.append(more_params) |
|
150 | return params |
|
151 |
@@ 4-150 (lines=147) @@ | ||
1 | from hyperactive.opt._adapters._gfo import _BaseGFOadapter |
|
2 | ||
3 | ||
4 | class LipschitzOptimizer(_BaseGFOadapter): |
|
5 | """Lipschitz optimizer. |
|
6 | ||
7 | Parameters |
|
8 | ---------- |
|
9 | search_space : dict[str, list] |
|
10 | The search space to explore. A dictionary with parameter |
|
11 | names as keys and a numpy array as values. |
|
12 | initialize : dict[str, int] |
|
13 | The method to generate initial positions. A dictionary with |
|
14 | the following key literals and the corresponding value type: |
|
15 | {"grid": int, "vertices": int, "random": int, "warm_start": list[dict]} |
|
16 | constraints : list[callable] |
|
17 | A list of constraints, where each constraint is a callable. |
|
18 | The callable returns `True` or `False` dependend on the input parameters. |
|
19 | random_state : None, int |
|
20 | If None, create a new random state. If int, create a new random state |
|
21 | seeded with the value. |
|
22 | rand_rest_p : float |
|
23 | The probability of a random iteration during the the search process. |
|
24 | warm_start_smbo |
|
25 | The warm start for SMBO. |
|
26 | max_sample_size : int |
|
27 | The maximum number of points to sample. |
|
28 | sampling : dict |
|
29 | The sampling method to use. |
|
30 | replacement : bool |
|
31 | Whether to sample with replacement. |
|
32 | n_iter : int, default=100 |
|
33 | The number of iterations to run the optimizer. |
|
34 | verbose : bool, default=False |
|
35 | If True, print the progress of the optimization process. |
|
36 | experiment : BaseExperiment, optional |
|
37 | The experiment to optimize parameters for. |
|
38 | Optional, can be passed later via ``set_params``. |
|
39 | ||
40 | Examples |
|
41 | -------- |
|
42 | Basic usage of LipschitzOptimizer with a scikit-learn experiment: |
|
43 | ||
44 | 1. defining the experiment to optimize: |
|
45 | >>> from hyperactive.experiment.integrations import SklearnCvExperiment |
|
46 | >>> from sklearn.datasets import load_iris |
|
47 | >>> from sklearn.svm import SVC |
|
48 | >>> |
|
49 | >>> X, y = load_iris(return_X_y=True) |
|
50 | >>> |
|
51 | >>> sklearn_exp = SklearnCvExperiment( |
|
52 | ... estimator=SVC(), |
|
53 | ... X=X, |
|
54 | ... y=y, |
|
55 | ... ) |
|
56 | ||
57 | 2. setting up the lipschitzOptimizer optimizer: |
|
58 | >>> from hyperactive.opt import LipschitzOptimizer |
|
59 | >>> import numpy as np |
|
60 | >>> |
|
61 | >>> config = { |
|
62 | ... "search_space": { |
|
63 | ... "C": [0.01, 0.1, 1, 10], |
|
64 | ... "gamma": [0.0001, 0.01, 0.1, 1, 10], |
|
65 | ... }, |
|
66 | ... "n_iter": 100, |
|
67 | ... } |
|
68 | >>> optimizer = LipschitzOptimizer(experiment=sklearn_exp, **config) |
|
69 | ||
70 | 3. running the optimization: |
|
71 | >>> best_params = optimizer.run() |
|
72 | ||
73 | Best parameters can also be accessed via: |
|
74 | >>> best_params = optimizer.best_params_ |
|
75 | """ |
|
76 | ||
77 | _tags = { |
|
78 | "info:name": "Lipschitz Optimization", |
|
79 | "info:local_vs_global": "global", |
|
80 | "info:explore_vs_exploit": "mixed", |
|
81 | "info:compute": "high", |
|
82 | } |
|
83 | ||
84 | def __init__( |
|
85 | self, |
|
86 | search_space=None, |
|
87 | initialize=None, |
|
88 | constraints=None, |
|
89 | random_state=None, |
|
90 | rand_rest_p=0.1, |
|
91 | warm_start_smbo=None, |
|
92 | max_sample_size=10000000, |
|
93 | sampling=None, |
|
94 | replacement=True, |
|
95 | n_iter=100, |
|
96 | verbose=False, |
|
97 | experiment=None, |
|
98 | ): |
|
99 | self.random_state = random_state |
|
100 | self.rand_rest_p = rand_rest_p |
|
101 | self.warm_start_smbo = warm_start_smbo |
|
102 | self.max_sample_size = max_sample_size |
|
103 | self.sampling = sampling |
|
104 | self.replacement = replacement |
|
105 | self.search_space = search_space |
|
106 | self.initialize = initialize |
|
107 | self.constraints = constraints |
|
108 | self.n_iter = n_iter |
|
109 | self.experiment = experiment |
|
110 | self.verbose = verbose |
|
111 | ||
112 | super().__init__() |
|
113 | ||
114 | def _get_gfo_class(self): |
|
115 | """Get the GFO class to use. |
|
116 | ||
117 | Returns |
|
118 | ------- |
|
119 | class |
|
120 | The GFO class to use. One of the concrete GFO classes |
|
121 | """ |
|
122 | from gradient_free_optimizers import LipschitzOptimizer |
|
123 | ||
124 | return LipschitzOptimizer |
|
125 | ||
126 | @classmethod |
|
127 | def get_test_params(cls, parameter_set="default"): |
|
128 | """Get the test parameters for the optimizer. |
|
129 | ||
130 | Returns |
|
131 | ------- |
|
132 | dict with str keys |
|
133 | The test parameters dictionary. |
|
134 | """ |
|
135 | import numpy as np |
|
136 | ||
137 | params = super().get_test_params() |
|
138 | experiment = params[0]["experiment"] |
|
139 | more_params = { |
|
140 | "experiment": experiment, |
|
141 | "max_sample_size": 1000, |
|
142 | "replacement": True, |
|
143 | "search_space": { |
|
144 | "C": [0.01, 0.1, 1, 10], |
|
145 | "gamma": [0.0001, 0.01, 0.1, 1, 10], |
|
146 | }, |
|
147 | "n_iter": 100, |
|
148 | } |
|
149 | params.append(more_params) |
|
150 | return params |
|
151 |
@@ 4-147 (lines=144) @@ | ||
1 | from hyperactive.opt._adapters._gfo import _BaseGFOadapter |
|
2 | ||
3 | ||
4 | class PatternSearch(_BaseGFOadapter): |
|
5 | """Pattern search optimizer. |
|
6 | ||
7 | Parameters |
|
8 | ---------- |
|
9 | search_space : dict[str, list] |
|
10 | The search space to explore. A dictionary with parameter |
|
11 | names as keys and a numpy array as values. |
|
12 | initialize : dict[str, int] |
|
13 | The method to generate initial positions. A dictionary with |
|
14 | the following key literals and the corresponding value type: |
|
15 | {"grid": int, "vertices": int, "random": int, "warm_start": list[dict]} |
|
16 | constraints : list[callable] |
|
17 | A list of constraints, where each constraint is a callable. |
|
18 | The callable returns `True` or `False` dependend on the input parameters. |
|
19 | random_state : None, int |
|
20 | If None, create a new random state. If int, create a new random state |
|
21 | seeded with the value. |
|
22 | rand_rest_p : float |
|
23 | The probability of a random iteration during the the search process. |
|
24 | n_positions : int |
|
25 | Number of positions that the pattern consists of. |
|
26 | pattern_size : float |
|
27 | The initial size of the patterns in percentage of the size of the search space in the corresponding dimension. |
|
28 | reduction : float |
|
29 | The factor that reduces the size of the pattern if no better position is found. |
|
30 | n_iter : int, default=100 |
|
31 | The number of iterations to run the optimizer. |
|
32 | verbose : bool, default=False |
|
33 | If True, print the progress of the optimization process. |
|
34 | experiment : BaseExperiment, optional |
|
35 | The experiment to optimize parameters for. |
|
36 | Optional, can be passed later via ``set_params``. |
|
37 | ||
38 | Examples |
|
39 | -------- |
|
40 | Basic usage of PatternSearch with a scikit-learn experiment: |
|
41 | ||
42 | 1. defining the experiment to optimize: |
|
43 | >>> from hyperactive.experiment.integrations import SklearnCvExperiment |
|
44 | >>> from sklearn.datasets import load_iris |
|
45 | >>> from sklearn.svm import SVC |
|
46 | >>> |
|
47 | >>> X, y = load_iris(return_X_y=True) |
|
48 | >>> |
|
49 | >>> sklearn_exp = SklearnCvExperiment( |
|
50 | ... estimator=SVC(), |
|
51 | ... X=X, |
|
52 | ... y=y, |
|
53 | ... ) |
|
54 | ||
55 | 2. setting up the patternSearch optimizer: |
|
56 | >>> from hyperactive.opt import PatternSearch |
|
57 | >>> import numpy as np |
|
58 | >>> |
|
59 | >>> config = { |
|
60 | ... "search_space": { |
|
61 | ... "C": [0.01, 0.1, 1, 10], |
|
62 | ... "gamma": [0.0001, 0.01, 0.1, 1, 10], |
|
63 | ... }, |
|
64 | ... "n_iter": 100, |
|
65 | ... } |
|
66 | >>> optimizer = PatternSearch(experiment=sklearn_exp, **config) |
|
67 | ||
68 | 3. running the optimization: |
|
69 | >>> best_params = optimizer.run() |
|
70 | ||
71 | Best parameters can also be accessed via: |
|
72 | >>> best_params = optimizer.best_params_ |
|
73 | """ |
|
74 | ||
75 | _tags = { |
|
76 | "info:name": "Pattern Search", |
|
77 | "info:local_vs_global": "local", |
|
78 | "info:explore_vs_exploit": "explore", |
|
79 | "info:compute": "middle", |
|
80 | } |
|
81 | ||
82 | def __init__( |
|
83 | self, |
|
84 | search_space=None, |
|
85 | initialize=None, |
|
86 | constraints=None, |
|
87 | random_state=None, |
|
88 | rand_rest_p=0.1, |
|
89 | n_positions=4, |
|
90 | pattern_size=0.25, |
|
91 | reduction=0.9, |
|
92 | n_iter=100, |
|
93 | verbose=False, |
|
94 | experiment=None, |
|
95 | ): |
|
96 | self.random_state = random_state |
|
97 | self.rand_rest_p = rand_rest_p |
|
98 | self.n_positions = n_positions |
|
99 | self.pattern_size = pattern_size |
|
100 | self.reduction = reduction |
|
101 | self.search_space = search_space |
|
102 | self.initialize = initialize |
|
103 | self.constraints = constraints |
|
104 | self.n_iter = n_iter |
|
105 | self.experiment = experiment |
|
106 | self.verbose = verbose |
|
107 | ||
108 | super().__init__() |
|
109 | ||
110 | def _get_gfo_class(self): |
|
111 | """Get the GFO class to use. |
|
112 | ||
113 | Returns |
|
114 | ------- |
|
115 | class |
|
116 | The GFO class to use. One of the concrete GFO classes |
|
117 | """ |
|
118 | from gradient_free_optimizers import PatternSearch |
|
119 | ||
120 | return PatternSearch |
|
121 | ||
122 | @classmethod |
|
123 | def get_test_params(cls, parameter_set="default"): |
|
124 | """Get the test parameters for the optimizer. |
|
125 | ||
126 | Returns |
|
127 | ------- |
|
128 | dict with str keys |
|
129 | The test parameters dictionary. |
|
130 | """ |
|
131 | import numpy as np |
|
132 | ||
133 | params = super().get_test_params() |
|
134 | experiment = params[0]["experiment"] |
|
135 | more_params = { |
|
136 | "experiment": experiment, |
|
137 | "n_positions": 3, |
|
138 | "pattern_size": 0.5, |
|
139 | "reduction": 0.999, |
|
140 | "search_space": { |
|
141 | "C": [0.01, 0.1, 1, 10], |
|
142 | "gamma": [0.0001, 0.01, 0.1, 1, 10], |
|
143 | }, |
|
144 | "n_iter": 100, |
|
145 | } |
|
146 | params.append(more_params) |
|
147 | return params |
|
148 |