1
|
|
|
"""Hill climbing optimizer from gfo.""" |
2
|
|
|
|
3
|
|
|
# copyright: hyperactive developers, MIT License (see LICENSE file) |
4
|
|
|
|
5
|
|
|
from hyperactive.opt._adapters._gfo import _BaseGFOadapter |
6
|
|
|
|
7
|
|
|
|
8
|
|
|
class RepulsingHillClimbing(_BaseGFOadapter): |
9
|
|
|
"""Repulsing hill climbing optimizer. |
10
|
|
|
|
11
|
|
|
Parameters |
12
|
|
|
---------- |
13
|
|
|
search_space : dict[str, list] |
14
|
|
|
The search space to explore. A dictionary with parameter |
15
|
|
|
names as keys and a numpy array as values. |
16
|
|
|
Optional, can be passed later via ``set_params``. |
17
|
|
|
initialize : dict[str, int], default={"grid": 4, "random": 2, "vertices": 4} |
18
|
|
|
The method to generate initial positions. A dictionary with |
19
|
|
|
the following key literals and the corresponding value type: |
20
|
|
|
{"grid": int, "vertices": int, "random": int, "warm_start": list[dict]} |
21
|
|
|
constraints : list[callable], default=[] |
22
|
|
|
A list of constraints, where each constraint is a callable. |
23
|
|
|
The callable returns `True` or `False` dependend on the input parameters. |
24
|
|
|
random_state : None, int, default=None |
25
|
|
|
If None, create a new random state. If int, create a new random state |
26
|
|
|
seeded with the value. |
27
|
|
|
rand_rest_p : float, default=0.1 |
28
|
|
|
The probability of a random iteration during the the search process. |
29
|
|
|
epsilon : float, default=0.01 |
30
|
|
|
The step-size for the climbing. |
31
|
|
|
distribution : str, default="normal" |
32
|
|
|
The type of distribution to sample from. |
33
|
|
|
n_neighbours : int, default=10 |
34
|
|
|
The number of neighbours to sample and evaluate before moving to the best |
35
|
|
|
of those neighbours. |
36
|
|
|
repulsion_factor : float, default=5 |
37
|
|
|
The factor to control the repulsion of the hill climbing process. |
38
|
|
|
n_iter : int, default=100 |
39
|
|
|
The number of iterations to run the optimizer. |
40
|
|
|
verbose : bool, default=False |
41
|
|
|
If True, print the progress of the optimization process. |
42
|
|
|
experiment : BaseExperiment, optional |
43
|
|
|
The experiment to optimize parameters for. |
44
|
|
|
Optional, can be passed later via ``set_params``. |
45
|
|
|
|
46
|
|
|
Examples |
47
|
|
|
-------- |
48
|
|
|
Hill climbing applied to scikit-learn parameter tuning: |
49
|
|
|
|
50
|
|
|
1. defining the experiment to optimize: |
51
|
|
|
>>> from hyperactive.experiment.integrations import SklearnCvExperiment |
52
|
|
|
>>> from sklearn.datasets import load_iris |
53
|
|
|
>>> from sklearn.svm import SVC |
54
|
|
|
>>> |
55
|
|
|
>>> X, y = load_iris(return_X_y=True) |
56
|
|
|
>>> |
57
|
|
|
>>> sklearn_exp = SklearnCvExperiment( |
58
|
|
|
... estimator=SVC(), |
59
|
|
|
... X=X, |
60
|
|
|
... y=y, |
61
|
|
|
... ) |
62
|
|
|
|
63
|
|
|
2. setting up the hill climbing optimizer: |
64
|
|
|
>>> from hyperactive.opt import RepulsingHillClimbing |
65
|
|
|
>>> import numpy as np |
66
|
|
|
>>> |
67
|
|
|
>>> config = { |
68
|
|
|
... "search_space": { |
69
|
|
|
... "C": [0.01, 0.1, 1, 10], |
70
|
|
|
... "gamma": [0.0001, 0.01, 0.1, 1, 10], |
71
|
|
|
... }, |
72
|
|
|
... "n_iter": 100, |
73
|
|
|
... } |
74
|
|
|
>>> hillclimbing = RepulsingHillClimbing(experiment=sklearn_exp, **config) |
75
|
|
|
|
76
|
|
|
3. running the hill climbing search: |
77
|
|
|
>>> best_params = hillclimbing.run() |
78
|
|
|
|
79
|
|
|
Best parameters can also be accessed via the attributes: |
80
|
|
|
>>> best_params = hillclimbing.best_params_ |
81
|
|
|
""" |
82
|
|
|
|
83
|
|
|
_tags = { |
84
|
|
|
"info:name": "Repulsing Hill Climbing", |
85
|
|
|
"info:local_vs_global": "mixed", # "local", "mixed", "global" |
86
|
|
|
"info:explore_vs_exploit": "exploit", # "explore", "exploit", "mixed" |
87
|
|
|
"info:compute": "low", # "low", "middle", "high" |
88
|
|
|
} |
89
|
|
|
|
90
|
|
|
def __init__( |
91
|
|
|
self, |
92
|
|
|
search_space=None, |
93
|
|
|
initialize=None, |
94
|
|
|
constraints=None, |
95
|
|
|
random_state=None, |
96
|
|
|
rand_rest_p=0.1, |
97
|
|
|
epsilon=0.01, |
98
|
|
|
distribution="normal", |
99
|
|
|
n_neighbours=10, |
100
|
|
|
repulsion_factor=5, |
101
|
|
|
n_iter=100, |
102
|
|
|
verbose=False, |
103
|
|
|
experiment=None, |
104
|
|
|
): |
105
|
|
|
self.random_state = random_state |
106
|
|
|
self.rand_rest_p = rand_rest_p |
107
|
|
|
self.epsilon = epsilon |
108
|
|
|
self.distribution = distribution |
109
|
|
|
self.n_neighbours = n_neighbours |
110
|
|
|
self.search_space = search_space |
111
|
|
|
self.initialize = initialize |
112
|
|
|
self.constraints = constraints |
113
|
|
|
self.repulsion_factor = repulsion_factor |
114
|
|
|
self.n_iter = n_iter |
115
|
|
|
self.experiment = experiment |
116
|
|
|
self.verbose = verbose |
117
|
|
|
|
118
|
|
|
super().__init__() |
119
|
|
|
|
120
|
|
|
def _get_gfo_class(self): |
121
|
|
|
"""Get the GFO class to use. |
122
|
|
|
|
123
|
|
|
Returns |
124
|
|
|
------- |
125
|
|
|
class |
126
|
|
|
The GFO class to use. One of the concrete GFO classes |
127
|
|
|
""" |
128
|
|
|
from gradient_free_optimizers import RepulsingHillClimbingOptimizer |
129
|
|
|
|
130
|
|
|
return RepulsingHillClimbingOptimizer |
131
|
|
|
|
132
|
|
|
@classmethod |
133
|
|
|
def get_test_params(cls, parameter_set="default"): |
134
|
|
|
"""Get the test parameters for the optimizer. |
135
|
|
|
|
136
|
|
|
Returns |
137
|
|
|
------- |
138
|
|
|
dict with str keys |
139
|
|
|
The test parameters dictionary. |
140
|
|
|
""" |
141
|
|
|
import numpy as np |
142
|
|
|
|
143
|
|
|
params = super().get_test_params() |
144
|
|
|
experiment = params[0]["experiment"] |
145
|
|
|
more_params = { |
146
|
|
|
"experiment": experiment, |
147
|
|
|
"repulsion_factor": 7, |
148
|
|
|
"search_space": { |
149
|
|
|
"C": [0.01, 0.1, 1, 10], |
150
|
|
|
"gamma": [0.0001, 0.01, 0.1, 1, 10], |
151
|
|
|
}, |
152
|
|
|
"n_iter": 100, |
153
|
|
|
} |
154
|
|
|
params.append(more_params) |
155
|
|
|
return params |
156
|
|
|
|