def test_dimensionality_and_warping_ranges():
    hp_ranges = HyperparameterRanges_Impl(
        HyperparameterRangeCategorical('categorical1', ('X', 'Y')),
        HyperparameterRangeContinuous('integer', 0.1, 10.0, LogScaling()),
        HyperparameterRangeCategorical('categorical2', ('a', 'b', 'c')),
        HyperparameterRangeContinuous('real', 0.0, 10.0, LinearScaling(), 2.5,
                                      5.0),
        HyperparameterRangeCategorical('categorical3', ('X', 'Y')),
    )

    dim, warping_ranges = dimensionality_and_warping_ranges(hp_ranges)
    assert dim == 9
    assert warping_ranges == {2: (0.0, 1.0), 6: (0.0, 1.0)}
def test_to_ndarray_name_last_pos():
    np.random.seed(123456)
    random_state = np.random.RandomState(123456)

    config_space = CS.ConfigurationSpace()
    config_space.add_hyperparameters([
        CSH.UniformFloatHyperparameter('a', lower=0., upper=1.),
        CSH.UniformIntegerHyperparameter('b', lower=2, upper=3),
        CSH.CategoricalHyperparameter('c', choices=('1', '2', '3')),
        CSH.UniformIntegerHyperparameter('d', lower=2, upper=3),
        CSH.CategoricalHyperparameter('e', choices=('1', '2'))
    ])
    hp_a = HyperparameterRangeContinuous('a',
                                         lower_bound=0.,
                                         upper_bound=1.,
                                         scaling=LinearScaling())
    hp_b = HyperparameterRangeInteger('b',
                                      lower_bound=2,
                                      upper_bound=3,
                                      scaling=LinearScaling())
    hp_c = HyperparameterRangeCategorical('c', choices=('1', '2', '3'))
    hp_d = HyperparameterRangeInteger('d',
                                      lower_bound=2,
                                      upper_bound=3,
                                      scaling=LinearScaling())
    hp_e = HyperparameterRangeCategorical('e', choices=('1', '2'))

    for name_last_pos in ['a', 'c', 'd', 'e']:
        hp_ranges_cs = HyperparameterRanges_CS(config_space,
                                               name_last_pos=name_last_pos)
        if name_last_pos == 'a':
            lst = [hp_b, hp_c, hp_d, hp_e, hp_a]
        elif name_last_pos == 'c':
            lst = [hp_a, hp_b, hp_d, hp_e, hp_c]
        elif name_last_pos == 'd':
            lst = [hp_a, hp_b, hp_c, hp_e, hp_d]
        else:
            lst = [hp_a, hp_b, hp_c, hp_d, hp_e]
        hp_ranges = HyperparameterRanges_Impl(*lst)
        names = [hp.name for hp in hp_ranges.hp_ranges]
        config_cs = hp_ranges_cs.random_candidate(random_state)
        _config = config_cs.get_dictionary()
        config = (_config[name] for name in names)
        ndarr_cs = hp_ranges_cs.to_ndarray(config_cs)
        ndarr = hp_ranges.to_ndarray(config)
        assert_allclose(ndarr_cs, ndarr, rtol=1e-4)
def test_get_internal_candidate_evaluations():
    """we do not test the case with no evaluations, as it is assumed
    that there will be always some evaluations generated in the beginning
    of the BO loop."""

    candidates = [
        CandidateEvaluation((2, 3.3, 'X'), dictionarize_objective(5.3)),
        CandidateEvaluation((1, 9.9, 'Y'), dictionarize_objective(10.9)),
        CandidateEvaluation((7, 6.1, 'X'), dictionarize_objective(13.1)),
    ]

    state = TuningJobState(
        hp_ranges=HyperparameterRanges_Impl(
            HyperparameterRangeInteger('integer', 0, 10, LinearScaling()),
            HyperparameterRangeContinuous('real', 0, 10, LinearScaling()),
            HyperparameterRangeCategorical('categorical', ('X', 'Y')),
        ),
        candidate_evaluations=candidates,
        failed_candidates=[candidates[0].candidate
                           ],  # these should be ignored by the model
        pending_evaluations=[])

    result = get_internal_candidate_evaluations(state,
                                                DEFAULT_METRIC,
                                                normalize_targets=True,
                                                num_fantasize_samples=20)

    assert len(result.X.shape) == 2, "Input should be a matrix"
    assert len(result.y.shape) == 2, "Output should be a matrix"

    assert result.X.shape[0] == len(candidates)
    assert result.y.shape[
        -1] == 1, "Only single output value per row is suppored"

    assert np.abs(np.mean(
        result.y)) < 1e-8, "Mean of the normalized outputs is not 0.0"
    assert np.abs(np.std(result.y) -
                  1.0) < 1e-8, "Std. of the normalized outputs is not 1.0"

    np.testing.assert_almost_equal(result.mean, 9.766666666666666)
    np.testing.assert_almost_equal(result.std, 3.283629428273267)
def tuning_job_state():
    return {'algo-1': TuningJobState(
        hp_ranges=HyperparameterRanges_Impl(
            HyperparameterRangeContinuous('a1_hp_1', -5.0, 5.0, LinearScaling()),
            HyperparameterRangeCategorical('a1_hp_2', ('a', 'b', 'c'))),
        candidate_evaluations=[CandidateEvaluation(candidate=(-3.0, 'a'), value=1.0),
                               CandidateEvaluation(candidate=(-1.9, 'c'), value=2.0),
                               CandidateEvaluation(candidate=(-3.5, 'a'), value=0.3)],
        failed_candidates=[],
        pending_evaluations=[]
    ),
        'algo-2': TuningJobState(
            hp_ranges=HyperparameterRanges_Impl(
                HyperparameterRangeContinuous('a2_hp_1', -5.0, 5.0, LinearScaling()),
                HyperparameterRangeInteger('a2_hp_2', -5, 5, LinearScaling(), -5, 5)),
            candidate_evaluations=[CandidateEvaluation(candidate=(-1.9, -1), value=0.0),
                                   CandidateEvaluation(candidate=(-3.5, 3), value=2.0)],
            failed_candidates=[],
            pending_evaluations=[]
        )
    }
def test_to_ndarray():
    np.random.seed(123456)
    random_state = np.random.RandomState(123456)
    prob_categ = 0.3

    for iter in range(20):
        # Create ConfigurationSpace
        num_hps = np.random.randint(low=1, high=20)
        if iter == 0:
            _prob_categ = 0.
        elif iter == 1:
            _prob_categ = 1.
        else:
            _prob_categ = prob_categ
        config_space = CS.ConfigurationSpace()
        ndarray_size = 0
        _hp_ranges = dict()
        for hp_it in range(num_hps):
            name = str(hp_it)
            if np.random.random() < _prob_categ:
                num_choices = np.random.randint(low=2, high=11)
                choices = tuple([str(i) for i in range(num_choices)])
                hp = CSH.CategoricalHyperparameter(name, choices=choices)
                hp2 = HyperparameterRangeCategorical(name, choices)
                ndarray_size += num_choices
            else:
                ndarray_size += 1
                rand_coin = np.random.random()
                if rand_coin < 0.5:
                    log_scaling = (rand_coin < 0.25)
                    hp = CSH.UniformFloatHyperparameter(name=name,
                                                        lower=0.5,
                                                        upper=5.,
                                                        log=log_scaling)
                    hp2 = HyperparameterRangeContinuous(
                        name,
                        lower_bound=0.5,
                        upper_bound=5.,
                        scaling=LogScaling()
                        if log_scaling else LinearScaling())
                else:
                    log_scaling = (rand_coin < 0.75)
                    hp = CSH.UniformIntegerHyperparameter(name=name,
                                                          lower=2,
                                                          upper=10,
                                                          log=log_scaling)
                    hp2 = HyperparameterRangeInteger(
                        name=name,
                        lower_bound=2,
                        upper_bound=10,
                        scaling=LogScaling()
                        if log_scaling else LinearScaling())
            config_space.add_hyperparameter(hp)
            _hp_ranges[name] = hp2
        hp_ranges_cs = HyperparameterRanges_CS(config_space)
        hp_ranges = HyperparameterRanges_Impl(
            *[_hp_ranges[x] for x in config_space.get_hyperparameter_names()])
        # Compare ndarrays created by both codes
        for cmp_it in range(5):
            config_cs = hp_ranges_cs.random_candidate(random_state)
            _config = config_cs.get_dictionary()
            config = (_config[name]
                      for name in config_space.get_hyperparameter_names())
            ndarr_cs = hp_ranges_cs.to_ndarray(config_cs)
            ndarr = hp_ranges.to_ndarray(config)
            assert_allclose(ndarr_cs, ndarr, rtol=1e-4)
Beispiel #6
0
def hp_ranges():
    return HyperparameterRanges_Impl(
        HyperparameterRangeInteger('hp1', 0, 200, LinearScaling()),
        HyperparameterRangeCategorical('hp2', ('a', 'b', 'c')))
Beispiel #7
0
import pytest

from autogluon.core.searcher.bayesopt.datatypes.hp_ranges import \
    HyperparameterRanges_Impl, HyperparameterRangeInteger, \
    HyperparameterRangeContinuous, HyperparameterRangeCategorical
from autogluon.core.searcher.bayesopt.datatypes.scaling import LinearScaling
from autogluon.core.searcher.bayesopt.utils.duplicate_detector import \
    DuplicateDetectorEpsilon, DuplicateDetectorIdentical, \
    DuplicateDetectorNoDetection


hp_ranges = HyperparameterRanges_Impl(
    HyperparameterRangeInteger('hp1', 0, 1000000000, scaling=LinearScaling()),
    HyperparameterRangeContinuous('hp2', -10.0, 10.0, scaling=LinearScaling()),
    HyperparameterRangeCategorical('hp3', ('a', 'b', 'c')),
)

duplicate_detector_epsilon = DuplicateDetectorEpsilon(hp_ranges)


@pytest.mark.parametrize('existing, new, contained', [
    ({(10, 1.0, 'a'), (20, 2.0, 'b')}, (10000, 3.0, 'c'), False),
    ({(10, 1.0, 'a'), (20, 2.0, 'b')}, (10, 1.000001, 'a'), False),
    ({(10, 1.0, 'a'), (20, 2.0, 'b')}, (20, 2.000001, 'b'), False),
    ({(10, 1.0, 'a'), (20, 2.0, 'b')}, (25, 1.0, 'a'), False),
    ({(10, 1.0, 'a'), (20, 2.0, 'b')}, (10, 1.0, 'a'), True),
    ({(10, 1.0, 'a'), (20, 2.0, 'b')}, (20, 2.0, 'b'), True),
    ({(10, 1.0, 'a'), (20, 2.0, 'b')}, (19, 1.0, 'a'), True),
    ({(10, 1.0, 'a'), (20, 2.0, 'b')}, (10, 1.0000001, 'a'), True),
    ({(10, 1.0, 'a'), (20, 2.0, 'b')}, (10, 1.0, 'c'), False),
    ({(10, 1.0, 'a'), (20, 2.0, 'b')}, (10, 1.0, 'b'), False),
def test_categorical_to_and_from_ndarray(choices, external_hp,
                                         internal_ndarray):
    hp_range = HyperparameterRangeCategorical('hp', choices)
    assert_allclose(hp_range.to_ndarray(external_hp),
                    np.array(internal_ndarray))
    assert hp_range.from_ndarray(np.array(internal_ndarray)) == external_hp
def test_distribution_of_random_candidates():
    random_state = np.random.RandomState(0)
    hp_ranges = HyperparameterRanges_Impl(
        HyperparameterRangeContinuous('0',
                                      1.0,
                                      1000.0,
                                      scaling=LinearScaling()),
        HyperparameterRangeContinuous('1', 1.0, 1000.0, scaling=LogScaling()),
        HyperparameterRangeContinuous('2',
                                      0.9,
                                      0.9999,
                                      scaling=ReverseLogScaling()),
        HyperparameterRangeInteger('3', 1, 1000, scaling=LinearScaling()),
        HyperparameterRangeInteger('4', 1, 1000, scaling=LogScaling()),
        HyperparameterRangeCategorical('5', ('a', 'b', 'c')),
    )
    num_random_candidates = 600
    random_candidates = [
        hp_ranges.random_candidate(random_state)
        for _ in range(num_random_candidates)
    ]

    # check converting back gets to the same candidate
    for cand in random_candidates[2:]:
        ndarray_candidate = hp_ranges.to_ndarray(cand)
        converted_back = hp_ranges.from_ndarray(ndarray_candidate)
        for hp, hp_converted_back in zip(cand, converted_back):
            if isinstance(hp, str):
                assert hp == hp_converted_back
            else:
                assert_almost_equal(hp, hp_converted_back)

    hps0, hps1, hps2, hps3, hps4, hps5 = zip(*random_candidates)
    assert 200 < np.percentile(hps0, 25) < 300
    assert 450 < np.percentile(hps0, 50) < 550
    assert 700 < np.percentile(hps0, 75) < 800

    # same bounds as the previous but log scaling
    assert 3 < np.percentile(hps1, 25) < 10
    assert 20 < np.percentile(hps1, 50) < 40
    assert 100 < np.percentile(hps1, 75) < 200

    # reverse log
    assert 0.9 < np.percentile(hps2, 25) < 0.99
    assert 0.99 < np.percentile(hps2, 50) < 0.999
    assert 0.999 < np.percentile(hps2, 75) < 0.9999

    # integer
    assert 200 < np.percentile(hps3, 25) < 300
    assert 450 < np.percentile(hps3, 50) < 550
    assert 700 < np.percentile(hps3, 75) < 800

    # same bounds as the previous but log scaling
    assert 3 < np.percentile(hps4, 25) < 10
    assert 20 < np.percentile(hps4, 50) < 40
    assert 100 < np.percentile(hps4, 75) < 200

    counter = Counter(hps5)
    assert len(counter) == 3

    assert 150 < counter['a'] < 250  # should be about 200
    assert 150 < counter['b'] < 250  # should be about 200
    assert 150 < counter['c'] < 250  # should be about 200