def circular_gaussian(
mean: np.float = 0.,
variance: np.float = 1.) -> Tuple[UserFunctionWrapper, Callable]:
""" 2D toy integrand that is a Gaussian on a circle
"""
return UserFunctionWrapper(
_circular_gaussian), lambda x: _circular_gaussian(x, mean, variance)
def test_vanilla_bq_loop():
init_size = 5
x_init = np.random.rand(init_size, 2)
y_init = np.random.rand(init_size, 1)
bounds = [(-1, 1), (0, 1)]
gpy_model = GPy.models.GPRegression(X=x_init,
Y=y_init,
kernel=GPy.kern.RBF(
input_dim=x_init.shape[1],
lengthscale=1.,
variance=1.))
emukit_qrbf = QuadratureRBFLebesgueMeasure(RBFGPy(gpy_model.kern),
integral_bounds=bounds)
emukit_model = BaseGaussianProcessGPy(kern=emukit_qrbf,
gpy_model=gpy_model)
emukit_method = VanillaBayesianQuadrature(base_gp=emukit_model,
X=x_init,
Y=y_init)
emukit_loop = VanillaBayesianQuadratureLoop(model=emukit_method)
num_iter = 5
emukit_loop.run_loop(user_function=UserFunctionWrapper(func),
stopping_condition=num_iter)
assert emukit_loop.loop_state.X.shape[0] == num_iter + init_size
assert emukit_loop.loop_state.Y.shape[0] == num_iter + init_size
def test_vanilla_bq_loop(loop):
emukit_loop, init_size, _, _ = loop
num_iter = 5
emukit_loop.run_loop(user_function=UserFunctionWrapper(func),
stopping_condition=num_iter)
assert emukit_loop.loop_state.X.shape[0] == num_iter + init_size
assert emukit_loop.loop_state.Y.shape[0] == num_iter + init_size
def hennig1D() -> Tuple[UserFunctionWrapper, Callable]:
"""
1D toy integrand coined by Philipp Hennig
Evaluates the function at x.
.. math::
e^{-x^2 -\sin^2(3x)}
"""
return UserFunctionWrapper(_hennig1D), _hennig1D
def hennig2D() -> Tuple[UserFunctionWrapper, List[Tuple[float, float]]]:
r"""2D toy integrand coined by Philipp Hennig.
.. math::
f(x) = e^{-x'Sx -\sin(3\|x\|^2)}
:return: The wrapped test function, and the integrals bounds
(the latter default to [-3, 3]^2).
"""
integral_bounds = 2 * [(-3.0, 3.0)]
return UserFunctionWrapper(_hennig2D), integral_bounds
def hennig1D() -> Tuple[UserFunctionWrapper, List[Tuple[float, float]]]:
"""
1D toy integrand coined by Philipp Hennig
.. math::
e^{-x^2 -\sin^2(3x)}
:return: the wrapped test function, and the integrals bounds (defaults to interval [-3, 3]).
"""
integral_bounds = [(-3., 3.)]
return UserFunctionWrapper(_hennig1D), integral_bounds
def sombrero2D(freq: float = 1.0) -> Tuple[UserFunctionWrapper, List[Tuple[float, float]]]:
"""
2D Sombrero function
.. math::
\frac{\sin(\pi r freq)}{\pi r freq}
:param freq: frequency of the sombrero (must be > 0, defaults to 1)
:return: the wrapped test function, and the integrals bounds (defaults to area [-3, 3]^2).
"""
func = lambda x: _sombrero2D(x, freq)
integral_bounds = 2 * [(-3.0, 3.0)]
return UserFunctionWrapper(func), integral_bounds
def sombrero2D(
freq: float = 1.0
) -> Tuple[UserFunctionWrapper, List[Tuple[float, float]]]:
r"""2D Sombrero function.
.. math::
f(x) = \frac{\operatorname{sin}(\pi r \omega)}{\pi r \omega}
where :math:`\omega` is the :attr:`freq` parameter and :math:`r=\|x\|` is the length
of the input vector :math:`x`.
:param freq: The frequency of the sombrero (must be > 0, defaults to 1).
:return: The wrapped test function, and the integrals bounds (the latter defaults to [-3, 3]^2).
"""
func = lambda x: _sombrero2D(x, freq)
integral_bounds = 2 * [(-3.0, 3.0)]
return UserFunctionWrapper(func), integral_bounds
def circular_gaussian(
mean: np.float = 0.0, variance: np.float = 1.0
) -> Tuple[UserFunctionWrapper, List[Tuple[float, float]]]:
"""
2D toy integrand that is a Gaussian on a circle
.. math::
(2\pi \sigma^2)^{-0.5} r^2 e^{-\frac{(r - \mu)^2}{2 \sigma^2}}
:param mean: the mean of the circular Gaussian in units of radius (must be >= 0, defaults to 0)
:param variance: variance of the Gaussian (must be > 0, defaults to 1.)
:return: the wrapped test function, and the integrals bounds (defaults to area [-3, 3]^2).
"""
func = lambda x: _circular_gaussian(x, mean, variance)
integral_bounds = 2 * [(-3.0, 3.0)]
return UserFunctionWrapper(func), integral_bounds
def circular_gaussian(
mean: float = 0.0,
variance: float = 1.0
) -> Tuple[UserFunctionWrapper, List[Tuple[float, float]]]:
r"""2D toy integrand that is a Gaussian on a circle.
.. math::
f(x) = (2\pi \sigma^2)^{-\frac{1}{2}} r^2 e^{-\frac{(r - \mu)^2}{2 \sigma^2}}
where :math:`\sigma^2` is the :attr:`variance` attribute,
:math:`\mu` is the :attr:`mean` attribute
and :math:`r = \|x\|` is the length of the input :math:`x`.
:param mean: The mean of the circular Gaussian in units of radius (must be >= 0, defaults to 0).
:param variance: The variance of the Gaussian (must be > 0, defaults to 1.).
:return: The wrapped test function, and the integrals bounds (the latter defaults to [-3, 3]^2).
"""
func = lambda x: _circular_gaussian(x, mean, variance)
integral_bounds = 2 * [(-3.0, 3.0)]
return UserFunctionWrapper(func), integral_bounds
def test_cost_sensitive_bayesian_optimization_loop():
space = ParameterSpace([ContinuousParameter('x', 0, 1)])
x_init = np.random.rand(10, 1)
def function_with_cost(x):
return np.sin(x), x
user_fcn = UserFunctionWrapper(function_with_cost)
y_init, cost_init = function_with_cost(x_init)
gpy_model_objective = GPy.models.GPRegression(x_init, y_init)
gpy_model_cost = GPy.models.GPRegression(x_init, cost_init)
model_objective = GPyModelWrapper(gpy_model_objective)
model_cost = GPyModelWrapper(gpy_model_cost)
loop = CostSensitiveBayesianOptimizationLoop(space, model_objective, model_cost)
loop.run_loop(user_fcn, 10)
assert loop.loop_state.X.shape[0] == 20
assert loop.loop_state.cost.shape[0] == 20
def rp_emukit():
# Wrap around Emukit interface
from emukit.core.loop.user_function import UserFunctionWrapper
return UserFunctionWrapper(_rp_emukit), _rp_emukit
def press_fem(
self) -> Tuple[UserFunctionWrapper, List[Tuple[float, float]]]:
integral_bound = [(1, 15), (0.2, 0.4)]
return UserFunctionWrapper(self._press_fem), integral_bound
def circular_gaussian() -> Tuple[UserFunctionWrapper, Callable]:
""" 2D toy integrand that is a Gaussian on a circle
"""
return UserFunctionWrapper(_circular_gaussian), _circular_gaussian