| 1 |  |  | # Author: Simon Blanke | 
            
                                                                                                            
                            
            
                                    
            
            
                | 2 |  |  | # Email: [email protected] | 
            
                                                                                                            
                            
            
                                    
            
            
                | 3 |  |  | # License: MIT License | 
            
                                                                                                            
                            
            
                                    
            
            
                | 4 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 5 |  |  | import os | 
            
                                                                                                            
                            
            
                                    
            
            
                | 6 |  |  | import time | 
            
                                                                                                            
                            
            
                                    
            
            
                | 7 |  |  | import numpy as np | 
            
                                                                                                            
                            
            
                                    
            
            
                | 8 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 9 |  |  | from .candidate import Candidate | 
            
                                                                                                            
                            
            
                                    
            
            
                | 10 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 11 |  |  | from hypermemory import Hypermemory | 
            
                                                                                                            
                            
            
                                    
            
            
                | 12 |  |  | from importlib import import_module | 
            
                                                                                                            
                            
            
                                    
            
            
                | 13 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 14 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 15 |  |  | def meta_data_path(): | 
            
                                                                                                            
                            
            
                                    
            
            
                | 16 |  |  |     current_path = os.path.realpath(__file__) | 
            
                                                                                                            
                            
            
                                    
            
            
                | 17 |  |  |     return current_path.rsplit("/", 1)[0] + "/meta_data/" | 
            
                                                                                                            
                            
            
                                    
            
            
                | 18 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 19 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 20 |  |  | optimizer_dict = { | 
            
                                                                                                            
                            
            
                                    
            
            
                | 21 |  |  |     "HillClimbing": "HillClimbingOptimizer", | 
            
                                                                                                            
                            
            
                                    
            
            
                | 22 |  |  |     "StochasticHillClimbing": "StochasticHillClimbingOptimizer", | 
            
                                                                                                            
                            
            
                                    
            
            
                | 23 |  |  |     "TabuSearch": "TabuOptimizer", | 
            
                                                                                                            
                            
            
                                    
            
            
                | 24 |  |  |     "RandomSearch": "RandomSearchOptimizer", | 
            
                                                                                                            
                            
            
                                    
            
            
                | 25 |  |  |     "RandomRestartHillClimbing": "RandomRestartHillClimbingOptimizer", | 
            
                                                                                                            
                            
            
                                    
            
            
                | 26 |  |  |     "RandomAnnealing": "RandomAnnealingOptimizer", | 
            
                                                                                                            
                            
            
                                    
            
            
                | 27 |  |  |     "SimulatedAnnealing": "SimulatedAnnealingOptimizer", | 
            
                                                                                                            
                            
            
                                    
            
            
                | 28 |  |  |     "StochasticTunneling": "StochasticTunnelingOptimizer", | 
            
                                                                                                            
                            
            
                                    
            
            
                | 29 |  |  |     "ParallelTempering": "ParallelTemperingOptimizer", | 
            
                                                                                                            
                            
            
                                    
            
            
                | 30 |  |  |     "ParticleSwarm": "ParticleSwarmOptimizer", | 
            
                                                                                                            
                            
            
                                    
            
            
                | 31 |  |  |     "EvolutionStrategy": "EvolutionStrategyOptimizer", | 
            
                                                                                                            
                            
            
                                    
            
            
                | 32 |  |  |     "Bayesian": "BayesianOptimizer", | 
            
                                                                                                            
                            
            
                                    
            
            
                | 33 |  |  |     "TPE": "TreeStructuredParzenEstimators", | 
            
                                                                                                            
                            
            
                                    
            
            
                | 34 |  |  |     "DecisionTree": "DecisionTreeOptimizer", | 
            
                                                                                                            
                            
            
                                    
            
            
                | 35 |  |  | } | 
            
                                                                                                            
                            
            
                                    
            
            
                | 36 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 37 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 38 |  |  | class ShortTermMemory: | 
            
                                                                                                            
                            
            
                                    
            
            
                | 39 |  |  |     def __init__(self, _space_, _main_args_, _cand_): | 
            
                                                                                                            
                            
            
                                    
            
            
                | 40 |  |  |         self._space_ = _space_ | 
            
                                                                                                            
                            
            
                                    
            
            
                | 41 |  |  |         self._main_args_ = _main_args_ | 
            
                                                                                                            
                            
            
                                    
            
            
                | 42 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 43 |  |  |         self.pos_best = None | 
            
                                                                                                            
                            
            
                                    
            
            
                | 44 |  |  |         self.score_best = -np.inf | 
            
                                                                                                            
                            
            
                                    
            
            
                | 45 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 46 |  |  |         self.memory_type = _main_args_.memory | 
            
                                                                                                            
                            
            
                                    
            
            
                | 47 |  |  |         self.memory_dict = {} | 
            
                                                                                                            
                            
            
                                    
            
            
                | 48 |  |  |         self.memory_dict_new = {} | 
            
                                                                                                            
                            
            
                                    
            
            
                | 49 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 50 |  |  |         self.meta_data_found = False | 
            
                                                                                                            
                            
            
                                    
            
            
                | 51 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 52 |  |  |         self.n_dims = None | 
            
                                                                                                            
                            
            
                                    
            
            
                | 53 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 54 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 55 |  |  | class HypermemoryWrapper: | 
            
                                                                                                            
                            
            
                                    
            
            
                | 56 |  |  |     def __init__(self): | 
            
                                                                                                            
                            
            
                                    
            
            
                | 57 |  |  |         pass | 
            
                                                                                                            
                            
            
                                    
            
            
                | 58 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 59 |  |  |     def load_memory(self, X, y): | 
            
                                                                                                            
                            
            
                                    
            
            
                | 60 |  |  |         self.mem = Hypermemory(X, y, self.obj_func, self.search_space,) | 
            
                                                                                                            
                            
            
                                    
            
            
                | 61 |  |  |         self.eval_pos = self.eval_pos_Mem | 
            
                                                                                                            
                            
            
                                    
            
            
                | 62 |  |  |         self.memory_dict = self.mem.load() | 
            
                                                                                                            
                            
            
                                    
            
            
                | 63 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 64 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 65 |  |  | class SearchProcess: | 
            
                                                                                                            
                            
            
                                    
            
            
                | 66 |  |  |     def __init__(self, nth_process, pro_arg, verb): | 
            
                                                                                                            
                            
            
                                    
            
            
                | 67 |  |  |         self.nth_process = nth_process | 
            
                                                                                                            
                            
            
                                    
            
            
                | 68 |  |  |         self.pro_arg = pro_arg | 
            
                                                                                                            
                            
            
                                    
            
            
                | 69 |  |  |         self.verb = verb | 
            
                                                                                                            
                            
            
                                    
            
            
                | 70 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 71 |  |  |         kwargs = self.pro_arg.kwargs | 
            
                                                                                                            
                            
            
                                    
            
            
                | 72 |  |  |         module = import_module("gradient_free_optimizers") | 
            
                                                                                                            
                            
            
                                    
            
            
                | 73 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 74 |  |  |         self.opt_class = getattr(module, optimizer_dict[pro_arg.optimizer]) | 
            
                                                                                                            
                            
            
                                    
            
            
                | 75 |  |  |         self.obj_func = kwargs["objective_function"] | 
            
                                                                                                            
                            
            
                                    
            
            
                | 76 |  |  |         self.func_para = kwargs["function_parameter"] | 
            
                                                                                                            
                            
            
                                    
            
            
                | 77 |  |  |         self.search_space = kwargs["search_space"] | 
            
                                                                                                            
                            
            
                                    
            
            
                | 78 |  |  |         self.n_iter = kwargs["n_iter"] | 
            
                                                                                                            
                            
            
                                    
            
            
                | 79 |  |  |         self.n_jobs = kwargs["n_jobs"] | 
            
                                                                                                            
                            
            
                                    
            
            
                | 80 |  |  |         self.memory = kwargs["memory"] | 
            
                                                                                                            
                            
            
                                    
            
            
                | 81 |  |  |         self.init_para = kwargs["init_para"] | 
            
                                                                                                            
                            
            
                                    
            
            
                | 82 |  |  |         self.distribution = kwargs["distribution"] | 
            
                                                                                                            
                            
            
                                    
            
            
                | 83 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 84 |  |  |         self.cand = Candidate( | 
            
                                                                                                            
                            
            
                                    
            
            
                | 85 |  |  |             self.obj_func, | 
            
                                                                                                            
                            
            
                                    
            
            
                | 86 |  |  |             self.func_para, | 
            
                                                                                                            
                            
            
                                    
            
            
                | 87 |  |  |             self.search_space, | 
            
                                                                                                            
                            
            
                                    
            
            
                | 88 |  |  |             self.init_para, | 
            
                                                                                                            
                            
            
                                    
            
            
                | 89 |  |  |             self.memory, | 
            
                                                                                                            
                            
            
                                    
            
            
                | 90 |  |  |             verb, | 
            
                                                                                                            
                            
            
                                    
            
            
                | 91 |  |  |         ) | 
            
                                                                                                            
                            
            
                                    
            
            
                | 92 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 93 |  |  |         # self.space = SearchSpace(kwargs["search_space"], verb) | 
            
                                                                                                            
                            
            
                                    
            
            
                | 94 |  |  |         # self.model = Model(self.obj_func, self.func_para, verb) | 
            
                                                                                                            
                            
            
                                    
            
            
                | 95 |  |  |         # self.init = InitSearchPosition(self.init_para, self.space, verb) | 
            
                                                                                                            
                            
            
                                    
            
            
                | 96 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 97 |  |  |         self.start_time = time.time() | 
            
                                                                                                            
                            
            
                                    
            
            
                | 98 |  |  |         self.i = 0 | 
            
                                                                                                            
                            
            
                                    
            
            
                | 99 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 100 |  |  |         self.memory_dict = {} | 
            
                                                                                                            
                            
            
                                    
            
            
                | 101 |  |  |         self.memory_dict_new = {} | 
            
                                                                                                            
                            
            
                                    
            
            
                | 102 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 103 |  |  |         self._score = -np.inf | 
            
                                                                                                            
                            
            
                                    
            
            
                | 104 |  |  |         self._pos = None | 
            
                                                                                                            
                            
            
                                    
            
            
                | 105 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 106 |  |  |         self.score_best = -np.inf | 
            
                                                                                                            
                            
            
                                    
            
            
                | 107 |  |  |         self.pos_best = None | 
            
                                                                                                            
                            
            
                                    
            
            
                | 108 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 109 |  |  |         self.score_list = [] | 
            
                                                                                                            
                            
            
                                    
            
            
                | 110 |  |  |         self.pos_list = [] | 
            
                                                                                                            
                            
            
                                    
            
            
                | 111 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 112 |  |  |         self.eval_time = [] | 
            
                                                                                                            
                            
            
                                    
            
            
                | 113 |  |  |         self.iter_times = [] | 
            
                                                                                                            
                            
            
                                    
            
            
                | 114 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 115 |  |  |         # self._memory_processor() | 
            
                                                                                                            
                            
            
                                    
            
            
                | 116 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 117 |  |  |     def _memory_processor(self): | 
            
                                                                                                            
                            
            
                                    
            
            
                | 118 |  |  |         if self.memory == "long": | 
            
                                                                                                            
                            
            
                                    
            
            
                | 119 |  |  |             self.mem = Hypermemory( | 
            
                                                                                                            
                            
            
                                    
            
            
                | 120 |  |  |                 self.func_para["features"], | 
            
                                                                                                            
                            
            
                                    
            
            
                | 121 |  |  |                 self.func_para["target"], | 
            
                                                                                                            
                            
            
                                    
            
            
                | 122 |  |  |                 self.obj_func, | 
            
                                                                                                            
                            
            
                                    
            
            
                | 123 |  |  |                 self.search_space, | 
            
                                                                                                            
                            
            
                                    
            
            
                | 124 |  |  |             ) | 
            
                                                                                                            
                            
            
                                    
            
            
                | 125 |  |  |             self.eval_pos = self.eval_pos_Mem | 
            
                                                                                                            
                            
            
                                    
            
            
                | 126 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 127 |  |  |             self.memory_dict = self.mem.load() | 
            
                                                                                                            
                            
            
                                    
            
            
                | 128 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 129 |  |  |         else: | 
            
                                                                                                            
                            
            
                                    
            
            
                | 130 |  |  |             print("Warning: Memory not defined") | 
            
                                                                                                            
                            
            
                                    
            
            
                | 131 |  |  |             self.mem = None | 
            
                                                                                                            
                            
            
                                    
            
            
                | 132 |  |  |             self.eval_pos = self.eval_pos_noMem | 
            
                                                                                                            
                            
            
                                    
            
            
                | 133 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 134 |  |  |         if self.mem: | 
            
                                                                                                            
                            
            
                                    
            
            
                | 135 |  |  |             if self.mem.meta_data_found: | 
            
                                                                                                            
                            
            
                                    
            
            
                | 136 |  |  |                 self.pos_best = self.mem.pos_best | 
            
                                                                                                            
                            
            
                                    
            
            
                | 137 |  |  |                 self.score_best = self.mem.score_best | 
            
                                                                                                            
                            
            
                                    
            
            
                | 138 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 139 |  |  |     def _get_warm_start(self): | 
            
                                                                                                            
                            
            
                                    
            
            
                | 140 |  |  |         return self.space.pos2para(self.pos_best) | 
            
                                                                                                            
                            
            
                                    
            
            
                | 141 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 142 |  |  |     def _process_results(self): | 
            
                                                                                                            
                            
            
                                    
            
            
                | 143 |  |  |         self.total_time = time.time() - self.start_time | 
            
                                                                                                            
                            
            
                                    
            
            
                | 144 |  |  |         start_point = self.verb.info.print_start_point(self) | 
            
                                                                                                            
                            
            
                                    
            
            
                | 145 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 146 |  |  |         if self.memory == "long": | 
            
                                                                                                            
                            
            
                                    
            
            
                | 147 |  |  |             self.mem.dump(self.memory_dict_new) | 
            
                                                                                                            
                            
            
                                    
            
            
                | 148 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 149 |  |  |         return start_point | 
            
                                                                                                            
                            
            
                                    
            
            
                | 150 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 151 |  |  |     def search(self, start_time, max_time, nth_process): | 
            
                                                                                                            
                            
            
                                    
            
            
                | 152 |  |  |         self._initialize_search(nth_process) | 
            
                                                                                                            
                            
            
                                    
            
            
                | 153 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 154 |  |  |         # loop to initialize N positions | 
            
                                                                                                            
                            
            
                                    
            
            
                | 155 |  |  |         for nth_init in range(len(self.opt.init_positions)): | 
            
                                                                                                            
                            
            
                                    
            
            
                | 156 |  |  |             pos_new = self.opt.init_pos(nth_init) | 
            
                                                                                                            
                            
            
                                    
            
            
                | 157 |  |  |             score_new = self.cand.get_score(pos_new, 0) | 
            
                                                                                                            
                            
            
                                    
            
            
                | 158 |  |  |             self.opt.evaluate(score_new) | 
            
                                                                                                            
                            
            
                                    
            
            
                | 159 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 160 |  |  |         # loop to do the iterations | 
            
                                                                                                            
                            
            
                                    
            
            
                | 161 |  |  |         for nth_iter in range(len(self.opt.init_positions), self.n_iter): | 
            
                                                                                                            
                            
            
                                    
            
            
                | 162 |  |  |             pos_new = self.opt.iterate(nth_iter) | 
            
                                                                                                            
                            
            
                                    
            
            
                | 163 |  |  |             score_new = self.cand.get_score(pos_new, nth_iter) | 
            
                                                                                                            
                            
            
                                    
            
            
                | 164 |  |  |             self.opt.evaluate(score_new) | 
            
                                                                                                            
                            
            
                                    
            
            
                | 165 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 166 |  |  |             if self._time_exceeded(start_time, max_time): | 
            
                                                                                                            
                            
            
                                    
            
            
                | 167 |  |  |                 break | 
            
                                                                                                            
                            
            
                                    
            
            
                | 168 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 169 |  |  |         self.verb.p_bar.close_p_bar() | 
            
                                                                                                            
                            
            
                                    
            
            
                | 170 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 171 |  |  |         return self.opt.p_list | 
            
                                                                                                            
                            
            
                                    
            
            
                | 172 |  |  |  | 
            
                                                                                                            
                            
            
                                    
            
            
                | 173 |  |  |     def _time_exceeded(self, start_time, max_time): | 
            
                                                                                                            
                            
            
                                    
            
            
                | 174 |  |  |         run_time = time.time() - start_time | 
            
                                                                                                            
                            
            
                                    
            
            
                | 175 |  |  |         return max_time and run_time > max_time | 
            
                                                                                                            
                                                                
            
                                    
            
            
                | 176 |  |  |  | 
            
                                                        
            
                                    
            
            
                | 177 |  |  |     def _initialize_search(self, nth_process): | 
            
                                                        
            
                                    
            
            
                | 178 |  |  |         n_positions = self.pro_arg.n_positions | 
            
                                                        
            
                                    
            
            
                | 179 |  |  |         init_positions = self.cand.init.set_start_pos(n_positions) | 
            
                                                        
            
                                    
            
            
                | 180 |  |  |         self.opt = self.opt_class(init_positions, self.cand.space.dim, opt_para={}) | 
            
                                                        
            
                                    
            
            
                | 181 |  |  |  | 
            
                                                        
            
                                    
            
            
                | 182 |  |  |         self.pro_arg.set_random_seed(nth_process) | 
            
                                                        
            
                                    
            
            
                | 183 |  |  |         self.verb.p_bar.init_p_bar(nth_process, self.n_iter, self.obj_func) | 
            
                                                        
            
                                    
            
            
                | 184 |  |  |  |