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from hyperactive.opt._adapters._gfo import _BaseGFOadapter |
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View Code Duplication |
class BayesianOptimizer(_BaseGFOadapter): |
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"""Bayesian optimizer. |
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Parameters |
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---------- |
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search_space : dict[str, list] |
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The search space to explore. A dictionary with parameter |
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names as keys and a numpy array as values. |
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initialize : dict[str, int] |
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The method to generate initial positions. A dictionary with |
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the following key literals and the corresponding value type: |
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{"grid": int, "vertices": int, "random": int, "warm_start": list[dict]} |
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constraints : list[callable] |
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A list of constraints, where each constraint is a callable. |
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The callable returns `True` or `False` dependend on the input parameters. |
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random_state : None, int |
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If None, create a new random state. If int, create a new random state |
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seeded with the value. |
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rand_rest_p : float |
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The probability of a random iteration during the search process. |
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warm_start_smbo |
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The warm start for SMBO. |
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max_sample_size : int |
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The maximum number of points to sample. |
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sampling : dict |
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The sampling method to use. |
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replacement : bool |
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Whether to sample with replacement. |
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gpr : dict |
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The Gaussian Process Regressor to use. |
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xi : float |
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The exploration-exploitation trade-off parameter. |
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n_iter : int, default=100 |
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The number of iterations to run the optimizer. |
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verbose : bool, default=False |
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If True, print the progress of the optimization process. |
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experiment : BaseExperiment, optional |
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The experiment to optimize parameters for. |
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Optional, can be passed later via ``set_params``. |
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Examples |
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-------- |
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Basic usage of BayesianOptimizer with a scikit-learn experiment: |
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1. defining the experiment to optimize: |
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>>> from hyperactive.experiment.integrations import SklearnCvExperiment |
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>>> from sklearn.datasets import load_iris |
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>>> from sklearn.svm import SVC |
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>>> |
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>>> X, y = load_iris(return_X_y=True) |
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>>> |
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>>> sklearn_exp = SklearnCvExperiment( |
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... estimator=SVC(), |
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... X=X, |
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... y=y, |
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... ) |
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2. setting up the bayesianOptimizer optimizer: |
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>>> from hyperactive.opt import BayesianOptimizer |
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>>> import numpy as np |
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>>> |
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>>> config = { |
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... "search_space": { |
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... "C": [0.01, 0.1, 1, 10], |
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... "gamma": [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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>>> optimizer = BayesianOptimizer(experiment=sklearn_exp, **config) |
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3. running the optimization: |
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>>> best_params = optimizer.run() |
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Best parameters can also be accessed via: |
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>>> best_params = optimizer.best_params_ |
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""" |
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_tags = { |
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"info:name": "Bayesian Optimization", |
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"info:local_vs_global": "global", |
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"info:explore_vs_exploit": "exploit", |
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"info:compute": "high", |
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} |
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def __init__( |
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self, |
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search_space=None, |
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initialize=None, |
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constraints=None, |
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random_state=None, |
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rand_rest_p=0.1, |
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warm_start_smbo=None, |
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max_sample_size=10000000, |
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sampling=None, |
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replacement=True, |
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xi=0.03, |
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n_iter=100, |
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verbose=False, |
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experiment=None, |
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): |
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self.random_state = random_state |
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self.rand_rest_p = rand_rest_p |
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self.warm_start_smbo = warm_start_smbo |
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self.max_sample_size = max_sample_size |
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self.sampling = sampling |
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self.search_space = search_space |
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self.initialize = initialize |
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self.constraints = constraints |
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self.replacement = replacement |
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self.xi = xi |
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self.n_iter = n_iter |
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self.experiment = experiment |
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self.verbose = verbose |
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super().__init__() |
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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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from gradient_free_optimizers import BayesianOptimizer |
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return BayesianOptimizer |
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@classmethod |
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def get_test_params(cls, parameter_set="default"): |
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"""Get the test parameters for the optimizer. |
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Returns |
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------- |
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dict with str keys |
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The test parameters dictionary. |
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""" |
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import numpy as np |
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params = super().get_test_params() |
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experiment = params[0]["experiment"] |
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more_params = { |
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"experiment": experiment, |
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"xi": 0.33, |
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"search_space": { |
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"C": [0.01, 0.1, 1, 10], |
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"gamma": [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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params.append(more_params) |
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return params |
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SimonBlanke /
Hyperactive
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