|
1
|
|
|
"""Base class for optimizer.""" |
|
2
|
|
|
|
|
3
|
|
|
from typing import Union, List, Dict |
|
4
|
|
|
import multiprocessing as mp |
|
5
|
|
|
import pandas as pd |
|
6
|
|
|
|
|
7
|
|
|
from ..optimizers.search_space import SearchSpace |
|
8
|
|
|
from ..optimizers._search import Search |
|
9
|
|
|
|
|
10
|
|
|
|
|
11
|
|
|
from ._composite_optimizer import CompositeOptimizer |
|
12
|
|
|
|
|
13
|
|
|
from skbase.base import BaseObject |
|
14
|
|
|
|
|
15
|
|
|
|
|
16
|
|
|
class BaseOptimizer(BaseObject): |
|
17
|
|
|
"""Base class for optimizer.""" |
|
18
|
|
|
|
|
19
|
|
|
n_search: int |
|
20
|
|
|
searches: list |
|
21
|
|
|
opt_pros: dict |
|
22
|
|
|
|
|
23
|
|
|
def __init__(self, optimizer_class, opt_params): |
|
24
|
|
|
super().__init__() |
|
25
|
|
|
|
|
26
|
|
|
self.optimizer_class = optimizer_class |
|
27
|
|
|
self.opt_params = opt_params |
|
28
|
|
|
|
|
29
|
|
|
self.n_search = 0 |
|
30
|
|
|
self.searches = [] |
|
31
|
|
|
|
|
32
|
|
|
@staticmethod |
|
33
|
|
|
def _default_search_id(search_id, objective_function): |
|
34
|
|
|
if not search_id: |
|
35
|
|
|
search_id = objective_function.__name__ |
|
36
|
|
|
return search_id |
|
37
|
|
|
|
|
38
|
|
View Code Duplication |
@staticmethod |
|
|
|
|
|
|
39
|
|
|
def check_list(search_space): |
|
40
|
|
|
for key in search_space.keys(): |
|
41
|
|
|
search_dim = search_space[key] |
|
42
|
|
|
|
|
43
|
|
|
error_msg = ( |
|
44
|
|
|
"Value in '{}' of search space dictionary must be of type list".format( |
|
45
|
|
|
key |
|
46
|
|
|
) |
|
47
|
|
|
) |
|
48
|
|
|
if not isinstance(search_dim, list): |
|
49
|
|
|
print("Warning", error_msg) |
|
50
|
|
|
# raise ValueError(error_msg) |
|
51
|
|
|
|
|
52
|
|
|
def add_search( |
|
53
|
|
|
self, |
|
54
|
|
|
experiment: callable, |
|
55
|
|
|
search_space: Dict[str, list], |
|
56
|
|
|
n_iter: int, |
|
57
|
|
|
search_id=None, |
|
58
|
|
|
n_jobs: int = 1, |
|
59
|
|
|
initialize: Dict[str, int] = {"grid": 4, "random": 2, "vertices": 4}, |
|
60
|
|
|
constraints: List[callable] = None, |
|
61
|
|
|
pass_through: Dict = None, |
|
62
|
|
|
max_score: float = None, |
|
63
|
|
|
early_stopping: Dict = None, |
|
64
|
|
|
random_state: int = None, |
|
65
|
|
|
memory: Union[str, bool] = "share", |
|
66
|
|
|
memory_warm_start: pd.DataFrame = None, |
|
67
|
|
|
): |
|
68
|
|
|
""" |
|
69
|
|
|
Add a new optimization search process with specified parameters. |
|
70
|
|
|
|
|
71
|
|
|
Parameters: |
|
72
|
|
|
- experiment: Experiment class containing the objective-function to optimize. |
|
73
|
|
|
- search_space: Dictionary defining the search space for optimization. |
|
74
|
|
|
- n_iter: Number of iterations for the optimization process. |
|
75
|
|
|
- search_id: Identifier for the search process (default: None). |
|
76
|
|
|
- n_jobs: Number of parallel jobs to run (default: 1). |
|
77
|
|
|
- initialize: Dictionary specifying initialization parameters (default: {"grid": 4, "random": 2, "vertices": 4}). |
|
78
|
|
|
- constraints: List of constraint functions (default: None). |
|
79
|
|
|
- pass_through: Dictionary of additional parameters to pass through (default: None). |
|
80
|
|
|
- callbacks: Dictionary of callback functions (default: None). |
|
81
|
|
|
- catch: Dictionary of exceptions to catch during optimization (default: None). |
|
82
|
|
|
- max_score: Maximum score to achieve (default: None). |
|
83
|
|
|
- early_stopping: Dictionary specifying early stopping criteria (default: None). |
|
84
|
|
|
- random_state: Seed for random number generation (default: None). |
|
85
|
|
|
- memory: Option to share memory between processes (default: "share"). |
|
86
|
|
|
- memory_warm_start: DataFrame containing warm start memory (default: None). |
|
87
|
|
|
""" |
|
88
|
|
|
|
|
89
|
|
|
self.n_search += 1 |
|
90
|
|
|
|
|
91
|
|
|
self.check_list(search_space) |
|
92
|
|
|
|
|
93
|
|
|
constraints = constraints or [] |
|
94
|
|
|
pass_through = pass_through or {} |
|
95
|
|
|
early_stopping = early_stopping or {} |
|
96
|
|
|
|
|
97
|
|
|
search_id = self._default_search_id(search_id, experiment.objective_function) |
|
98
|
|
|
s_space = SearchSpace(search_space) |
|
99
|
|
|
|
|
100
|
|
|
n_jobs = mp.cpu_count() if n_jobs == -1 else n_jobs |
|
101
|
|
|
|
|
102
|
|
|
for _ in range(n_jobs): |
|
103
|
|
|
search = Search(self.optimizer_class, self.opt_params) |
|
104
|
|
|
search.setup( |
|
105
|
|
|
experiment=experiment, |
|
106
|
|
|
s_space=s_space, |
|
107
|
|
|
n_iter=n_iter, |
|
108
|
|
|
initialize=initialize, |
|
109
|
|
|
constraints=constraints, |
|
110
|
|
|
pass_through=pass_through, |
|
111
|
|
|
max_score=max_score, |
|
112
|
|
|
early_stopping=early_stopping, |
|
113
|
|
|
random_state=random_state, |
|
114
|
|
|
memory=memory, |
|
115
|
|
|
memory_warm_start=memory_warm_start, |
|
116
|
|
|
) |
|
117
|
|
|
self.searches.append(search) |
|
118
|
|
|
|
|
119
|
|
|
@property |
|
120
|
|
|
def nth_search(self): |
|
121
|
|
|
return len(self.composite_opt.optimizers) |
|
122
|
|
|
|
|
123
|
|
|
def __add__(self, optimizer_instance): |
|
124
|
|
|
return CompositeOptimizer(self, optimizer_instance) |
|
125
|
|
|
|
|
126
|
|
|
def run( |
|
127
|
|
|
self, |
|
128
|
|
|
max_time=None, |
|
129
|
|
|
distribution: str = "multiprocessing", |
|
130
|
|
|
n_processes: Union[str, int] = "auto", |
|
131
|
|
|
verbosity: list = ["progress_bar", "print_results", "print_times"], |
|
132
|
|
|
): |
|
133
|
|
|
self.comp_opt = CompositeOptimizer(self) |
|
134
|
|
|
self.comp_opt.run(max_time, distribution, n_processes, verbosity) |
|
135
|
|
|
|
|
136
|
|
|
def best_para(self, experiment): |
|
137
|
|
|
""" |
|
138
|
|
|
Retrieve the best parameters for a specific ID from the results. |
|
139
|
|
|
|
|
140
|
|
|
Parameters: |
|
141
|
|
|
- experiment (int): The experiment of the optimization run. |
|
142
|
|
|
|
|
143
|
|
|
Returns: |
|
144
|
|
|
- Union[Dict[str, Union[int, float]], None]: The best parameters for the specified ID if found, otherwise None. |
|
145
|
|
|
|
|
146
|
|
|
Raises: |
|
147
|
|
|
- ValueError: If the objective function name is not recognized. |
|
148
|
|
|
""" |
|
149
|
|
|
|
|
150
|
|
|
return self.comp_opt.results_.best_para(experiment.objective_function) |
|
151
|
|
|
|
|
152
|
|
|
def best_score(self, experiment): |
|
153
|
|
|
""" |
|
154
|
|
|
Return the best score for a specific ID from the results. |
|
155
|
|
|
|
|
156
|
|
|
Parameters: |
|
157
|
|
|
- experiment (int): The experiment of the optimization run. |
|
158
|
|
|
""" |
|
159
|
|
|
|
|
160
|
|
|
return self.comp_opt.results_.best_score(experiment.objective_function) |
|
161
|
|
|
|
|
162
|
|
|
def search_data(self, experiment, times=False): |
|
163
|
|
|
""" |
|
164
|
|
|
Retrieve search data for a specific ID from the results. Optionally exclude evaluation and iteration times if 'times' is set to False. |
|
165
|
|
|
|
|
166
|
|
|
Parameters: |
|
167
|
|
|
- experiment (int): The experiment of the optimization run. |
|
168
|
|
|
- times (bool, optional): Whether to exclude evaluation and iteration times. Defaults to False. |
|
169
|
|
|
|
|
170
|
|
|
Returns: |
|
171
|
|
|
- pd.DataFrame: The search data for the specified ID. |
|
172
|
|
|
""" |
|
173
|
|
|
|
|
174
|
|
|
search_data_ = self.comp_opt.results_.search_data(experiment.objective_function) |
|
175
|
|
|
|
|
176
|
|
|
if times == False: |
|
177
|
|
|
search_data_.drop( |
|
178
|
|
|
labels=["eval_times", "iter_times"], |
|
179
|
|
|
axis=1, |
|
180
|
|
|
inplace=True, |
|
181
|
|
|
errors="ignore", |
|
182
|
|
|
) |
|
183
|
|
|
return search_data_ |
|
184
|
|
|
|