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"""Adapter for gfo package.""" |
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# copyright: hyperactive developers, MIT License (see LICENSE file) |
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from skbase.utils.stdout_mute import StdoutMute |
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from hyperactive.base import BaseOptimizer |
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__all__ = ["_BaseGFOadapter"] |
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class _BaseGFOadapter(BaseOptimizer): |
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"""Adapter base class for gradient-free-optimizers. |
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* default tag setting |
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* default _run method |
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* default get_search_config |
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* default get_test_params |
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* Handles defaults for "initialize" parameter |
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* extension interface: _get_gfo_class, docstring, tags |
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""" |
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_tags = { |
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"authors": "SimonBlanke", |
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"python_dependencies": ["gradient-free-optimizers>=1.5.0"], |
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} |
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def __init__(self): |
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super().__init__() |
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if self.initialize is None: |
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self._initialize = {"grid": 4, "random": 2, "vertices": 4} |
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else: |
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self._initialize = self.initialize |
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def _get_gfo_class(self): |
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"""Get the GFO class to use. |
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Returns |
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------- |
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class |
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The GFO class to use. One of the concrete GFO classes |
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""" |
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raise NotImplementedError("This method should be implemented in a subclass.") |
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def get_search_config(self): |
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"""Get the search configuration. |
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Returns |
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------- |
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dict with str keys |
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The search configuration dictionary. |
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""" |
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search_config = super().get_search_config() |
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search_config["initialize"] = self._initialize |
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del search_config["verbose"] |
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search_config = self._handle_gfo_defaults(search_config) |
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search_config["search_space"] = self._to_dict_np(search_config["search_space"]) |
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return search_config |
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def _handle_gfo_defaults(self, search_config): |
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"""Handle default values for GFO search configuration. |
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Temporary measure until GFO handles defaults gracefully. |
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Parameters |
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---------- |
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search_config : dict with str keys |
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The search configuration dictionary to handle defaults for. |
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Returns |
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------- |
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search_config : dict with str keys |
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The search configuration dictionary with defaults handled. |
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""" |
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if "sampling" in search_config and search_config["sampling"] is None: |
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search_config["sampling"] = {"random": 1000000} |
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if "tree_para" in search_config and search_config["tree_para"] is None: |
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search_config["tree_para"] = {"n_estimators": 100} |
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return search_config |
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def _to_dict_np(self, search_space): |
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"""Coerce the search space to a format suitable for gfo optimizers. |
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gfo expects dicts of numpy arrays, not lists. |
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This method coerces lists or tuples in the search space to numpy arrays. |
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Parameters |
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---------- |
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search_space : dict with str keys and iterable values |
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The search space to coerce. |
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Returns |
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------- |
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dict with str keys and 1D numpy arrays as values |
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The coerced search space. |
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""" |
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import numpy as np |
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def coerce_to_numpy(arr): |
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"""Coerce a list or tuple to a numpy array.""" |
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if not isinstance(arr, np.ndarray): |
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return np.array(arr) |
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return arr |
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coerced_search_space = {k: coerce_to_numpy(v) for k, v in search_space.items()} |
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return coerced_search_space |
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def _solve(self, experiment, **search_config): |
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"""Run the optimization search process. |
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Parameters |
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---------- |
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experiment : BaseExperiment |
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The experiment to optimize parameters for. |
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search_config : dict with str keys |
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identical to return of ``get_search_config``. |
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Returns |
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------- |
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dict with str keys |
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The best parameters found during the search. |
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Must have keys a subset or identical to experiment.paramnames(). |
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""" |
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n_iter = search_config.pop("n_iter", 100) |
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max_time = search_config.pop("max_time", None) |
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gfo_cls = self._get_gfo_class() |
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gfopt = gfo_cls(**search_config) |
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with StdoutMute(active=not self.verbose): |
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gfopt.search( |
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objective_function=experiment.score, |
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n_iter=n_iter, |
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max_time=max_time, |
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) |
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best_params = gfopt.best_para |
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return best_params |
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@classmethod |
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def get_test_params(cls, parameter_set="default"): |
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"""Return testing parameter settings for the skbase object. |
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``get_test_params`` is a unified interface point to store |
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parameter settings for testing purposes. This function is also |
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used in ``create_test_instance`` and ``create_test_instances_and_names`` |
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to construct test instances. |
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``get_test_params`` should return a single ``dict``, or a ``list`` of ``dict``. |
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Each ``dict`` is a parameter configuration for testing, |
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and can be used to construct an "interesting" test instance. |
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A call to ``cls(**params)`` should |
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be valid for all dictionaries ``params`` in the return of ``get_test_params``. |
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The ``get_test_params`` need not return fixed lists of dictionaries, |
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it can also return dynamic or stochastic parameter settings. |
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Parameters |
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---------- |
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parameter_set : str, default="default" |
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Name of the set of test parameters to return, for use in tests. If no |
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special parameters are defined for a value, will return `"default"` set. |
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Returns |
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------- |
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params : dict or list of dict, default = {} |
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Parameters to create testing instances of the class |
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Each dict are parameters to construct an "interesting" test instance, i.e., |
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`MyClass(**params)` or `MyClass(**params[i])` creates a valid test instance. |
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`create_test_instance` uses the first (or only) dictionary in `params` |
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""" |
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import numpy as np |
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from hyperactive.experiment.integrations import SklearnCvExperiment |
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sklearn_exp = SklearnCvExperiment.create_test_instance() |
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params_sklearn = { |
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"experiment": sklearn_exp, |
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"search_space": { |
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"C": np.array([0.01, 0.1, 1, 10]), |
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"gamma": np.array([0.0001, 0.01, 0.1, 1, 10]), |
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}, |
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"n_iter": 100, |
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} |
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from hyperactive.experiment.toy import Ackley |
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ackley_exp = Ackley.create_test_instance() |
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params_ackley = { |
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"experiment": ackley_exp, |
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"search_space": { |
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"x0": np.linspace(-5, 5, 10), |
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"x1": np.linspace(-5, 5, 10), |
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}, |
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"n_iter": 100, |
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} |
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params_ackley_list = { |
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"experiment": ackley_exp, |
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"search_space": { |
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"x0": list(np.linspace(-5, 5, 10)), |
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"x1": list(np.linspace(-5, 5, 10)), |
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}, |
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"n_iter": 100, |
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} |
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return [params_sklearn, params_ackley, params_ackley_list] |
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