def compute_deviation(solver_name, vfunc_id, iterations, N, fname):
    project = HyppopyProject()
    project.add_hyperparameter(name="axis_00", domain="uniform", data=[0, 1], dtype="float")
    project.add_hyperparameter(name="axis_01", domain="uniform", data=[0, 1], dtype="float")
    project.add_hyperparameter(name="axis_02", domain="uniform", data=[0, 1], dtype="float")
    project.add_hyperparameter(name="axis_03", domain="uniform", data=[0, 1], dtype="float")
    project.add_hyperparameter(name="axis_04", domain="uniform", data=[0, 1], dtype="float")

    vfunc = VirtualFunction()
    vfunc.load_default(vfunc_id)
    minima = vfunc.minima()

    def my_loss_function(data, params):
        return vfunc(**params)

    blackbox = BlackboxFunction(data=[], blackbox_func=my_loss_function)

    results = {}
    results["gt"] = []
    for mini in minima:
        results["gt"].append(np.median(mini[0]))

    for iter in iterations:
        results[iter] = {"minima": {}, "loss": None}
        for i in range(vfunc.dims()):
            results[iter]["minima"]["axis_0{}".format(i)] = []

        project.add_settings(section="solver", name="max_iterations", value=iter)
        project.add_settings(section="custom", name="use_solver", value=solver_name)

        solver = SolverPool.get(project=project)
        solver.blackbox = blackbox

        axis_minima = []
        best_losses = []
        for i in range(vfunc.dims()):
            axis_minima.append([])
        for n in range(N):
            print("\rSolver={} iteration={} round={}".format(solver, iter, n), end="")

            solver.run(print_stats=False)
            df, best = solver.get_results()
            best_row = df['losses'].idxmin()
            best_losses.append(df['losses'][best_row])
            for i in range(vfunc.dims()):
                tmp = df['axis_0{}'.format(i)][best_row]
                axis_minima[i].append(tmp)
        for i in range(vfunc.dims()):
            results[iter]["minima"]["axis_0{}".format(i)] = [np.mean(axis_minima[i]), np.std(axis_minima[i])]
        results[iter]["loss"] = [np.mean(best_losses), np.std(best_losses)]

    file = open(fname, 'wb')
    pickle.dump(results, file)
    file.close()
            "data": ["linear", "sigmoid", "poly", "rbf"],
            "type": str
        }
    },
    "max_iterations": 500
}

# When creating a HyppopyProject instance we
# pass the config dictionary to the constructor.
project = HyppopyProject(config=config)

# When building the project programmatically we can also use the methods
# add_hyperparameter and add_settings
project = HyppopyProject()
project.add_hyperparameter(name="C",
                           domain="uniform",
                           data=[0.0001, 20],
                           dtype="float")
project.add_hyperparameter(name="kernel",
                           domain="categorical",
                           data=["linear", "sigmoid"],
                           dtype="str")
project.set_settings(max_iterations=500)

# The custom section can be used freely
project.add_setting("my_var", 10)

# Settings are automatically transformed to member variables of the project class with the section as prefix
if project.max_iterations < 1000 and project.my_var == 10:
    print("Project configured!")
# This software is distributed WITHOUT ANY WARRANTY; without
# even the implied warranty of MERCHANTABILITY or FITNESS FOR
# A PARTICULAR PURPOSE.
#
# See LICENSE

import matplotlib.pylab as plt

from hyppopy.SolverPool import SolverPool
from hyppopy.HyppopyProject import HyppopyProject
from hyppopy.VirtualFunction import VirtualFunction
from hyppopy.BlackboxFunction import BlackboxFunction

project = HyppopyProject()
project.add_hyperparameter(name="axis_00",
                           domain="uniform",
                           data=[0, 1],
                           dtype="float")
project.add_hyperparameter(name="axis_01",
                           domain="uniform",
                           data=[0, 1],
                           dtype="float")
project.add_hyperparameter(name="axis_02",
                           domain="uniform",
                           data=[0, 1],
                           dtype="float")
project.add_hyperparameter(name="axis_03",
                           domain="uniform",
                           data=[0, 1],
                           dtype="float")
project.add_hyperparameter(name="axis_04",
                           domain="uniform",
Beispiel #4
0
    def test_project_creation(self):
        config = {
            "hyperparameter": {
                "C": {
                    "domain": "uniform",
                    "data": [0.0001, 20],
                    "type": float
                },
                "kernel": {
                    "domain": "categorical",
                    "data": ["linear", "sigmoid", "poly", "rbf"],
                    "type": str
                }
            },
            "max_iterations": 300,
            "param1": 1,
            "param2": 2,
            "function": foo
        }

        project = HyppopyProject()
        project.set_config(config)
        self.assertEqual(project.hyperparameter["C"]["domain"], "uniform")
        self.assertEqual(project.hyperparameter["C"]["data"], [0.0001, 20])
        self.assertTrue(project.hyperparameter["C"]["type"] is float)
        self.assertEqual(project.hyperparameter["kernel"]["domain"],
                         "categorical")
        self.assertEqual(project.hyperparameter["kernel"]["data"],
                         ["linear", "sigmoid", "poly", "rbf"])
        self.assertTrue(project.hyperparameter["kernel"]["type"] is str)

        self.assertEqual(project.max_iterations, 300)
        self.assertEqual(project.param1, 1)
        self.assertEqual(project.param2, 2)
        self.assertEqual(project.function(2, 3), 5)

        self.assertTrue(project.get_typeof("C") is float)
        self.assertTrue(project.get_typeof("kernel") is str)

        project = HyppopyProject()

        project.add_hyperparameter(name="C",
                                   domain="uniform",
                                   data=[0.0001, 20],
                                   type=float)
        project.add_hyperparameter(name="kernel",
                                   domain="categorical",
                                   data=["linear", "sigmoid", "poly", "rbf"],
                                   type=str)

        self.assertEqual(project.hyperparameter["C"]["domain"], "uniform")
        self.assertEqual(project.hyperparameter["C"]["data"], [0.0001, 20])
        self.assertTrue(project.hyperparameter["C"]["type"] is float)
        self.assertEqual(project.hyperparameter["kernel"]["domain"],
                         "categorical")
        self.assertEqual(project.hyperparameter["kernel"]["data"],
                         ["linear", "sigmoid", "poly", "rbf"])
        self.assertTrue(project.hyperparameter["kernel"]["type"] is str)

        project.set_settings(max_iterations=500)
        self.assertEqual(project.max_iterations, 500)
        project.add_setting("my_param", 42)
        self.assertEqual(project.my_param, 42)
        project.add_setting("max_iterations", 200)
        self.assertEqual(project.max_iterations, 200)
Beispiel #5
0
def compute_deviation(solver_name, vfunc_id, iterations, N, fname):
    project = HyppopyProject()
    project.add_hyperparameter(name="axis_00",
                               domain="uniform",
                               data=[0, 1],
                               type=float)
    project.add_hyperparameter(name="axis_01",
                               domain="uniform",
                               data=[0, 1],
                               type=float)
    project.add_hyperparameter(name="axis_02",
                               domain="uniform",
                               data=[0, 1],
                               type=float)
    project.add_hyperparameter(name="axis_03",
                               domain="uniform",
                               data=[0, 1],
                               type=float)
    project.add_hyperparameter(name="axis_04",
                               domain="uniform",
                               data=[0, 1],
                               type=float)

    vfunc = FunctionSimulator()
    vfunc.load_default(vfunc_id)
    minima = vfunc.minima()

    def my_loss_function(data, params):
        return vfunc(**params)

    blackbox = BlackboxFunction(data=[], blackbox_func=my_loss_function)

    results = {}
    results["gt"] = []
    for mini in minima:
        results["gt"].append(np.median(mini[0]))

    for iter in iterations:
        results[iter] = {
            "minima": {},
            "distance": {},
            "duration": None,
            "set_difference": None,
            "loss": None,
            "loss_history": {}
        }
        for i in range(vfunc.dims()):
            results[iter]["minima"]["axis_0{}".format(i)] = []
            results[iter]["distance"]["axis_0{}".format(i)] = []

        project.add_setting("max_iterations", iter)
        project.add_setting("solver", solver_name)

        solver = SolverPool.get(project=project)
        solver.blackbox = blackbox

        axis_minima = []
        best_losses = []
        best_sets_diff = []
        for i in range(vfunc.dims()):
            axis_minima.append([])

        loss_history = []
        durations = []
        for n in range(N):
            print("\rSolver={} iteration={} round={}".format(solver, iter, n),
                  end="")

            start = time.time()
            solver.run(print_stats=False)
            end = time.time()
            durations.append(end - start)

            df, best = solver.get_results()

            loss_history.append(np.flip(np.sort(df['losses'].values)))
            best_row = df['losses'].idxmin()
            best_losses.append(df['losses'][best_row])
            best_sets_diff.append(
                abs(df['axis_00'][best_row] - best['axis_00']) +
                abs(df['axis_01'][best_row] - best['axis_01']) +
                abs(df['axis_02'][best_row] - best['axis_02']) +
                abs(df['axis_03'][best_row] - best['axis_03']) +
                abs(df['axis_04'][best_row] - best['axis_04']))
            for i in range(vfunc.dims()):
                tmp = df['axis_0{}'.format(i)][best_row]
                axis_minima[i].append(tmp)

        results[iter]["loss_history"] = loss_history
        for i in range(vfunc.dims()):
            results[iter]["minima"]["axis_0{}".format(i)] = [
                np.mean(axis_minima[i]),
                np.std(axis_minima[i])
            ]
            dist = np.sqrt((axis_minima[i] - results["gt"][i])**2)
            results[iter]["distance"]["axis_0{}".format(i)] = [
                np.mean(dist), np.std(dist)
            ]
        results[iter]["loss"] = [np.mean(best_losses), np.std(best_losses)]
        results[iter]["set_difference"] = sum(best_sets_diff)
        results[iter]["duration"] = np.mean(durations)

    file = open(fname, 'wb')
    pickle.dump(results, file)
    file.close()
    def test_project_creation(self):
        config = {
            "hyperparameter": {
                "C": {
                    "domain": "uniform",
                    "data": [0.0001, 20],
                    "type": "float"
                },
                "kernel": {
                    "domain": "categorical",
                    "data": ["linear", "sigmoid", "poly", "rbf"],
                    "type": "str"
                }
            },
            "settings": {
                "solver": {
                    "max_iterations": 300
                },
                "custom": {
                    "param1": 1,
                    "param2": 2,
                    "function": foo
                }
            }}

        project = HyppopyProject()
        project.set_config(config)
        self.assertEqual(project.hyperparameter["C"]["domain"], "uniform")
        self.assertEqual(project.hyperparameter["C"]["data"], [0.0001, 20])
        self.assertEqual(project.hyperparameter["C"]["type"], "float")
        self.assertEqual(project.hyperparameter["kernel"]["domain"], "categorical")
        self.assertEqual(project.hyperparameter["kernel"]["data"], ["linear", "sigmoid", "poly", "rbf"])
        self.assertEqual(project.hyperparameter["kernel"]["type"], "str")

        self.assertEqual(project.solver_max_iterations, 300)
        self.assertEqual(project.custom_param1, 1)
        self.assertEqual(project.custom_param2, 2)
        self.assertEqual(project.custom_function(2, 3), 5)

        self.assertTrue(project.get_typeof("C") is float)
        self.assertTrue(project.get_typeof("kernel") is str)

        project.clear()
        self.assertTrue(len(project.hyperparameter) == 0)
        self.assertTrue(len(project.settings) == 0)
        self.assertTrue("solver_max_iterations" not in project.__dict__.keys())
        self.assertTrue("custom_param1" not in project.__dict__.keys())
        self.assertTrue("custom_param2" not in project.__dict__.keys())
        self.assertTrue("custom_function" not in project.__dict__.keys())

        project.add_hyperparameter(name="C", domain="uniform", data=[0.0001, 20], dtype="float")
        project.add_hyperparameter(name="kernel", domain="categorical", data=["linear", "sigmoid", "poly", "rbf"], dtype="str")

        self.assertEqual(project.hyperparameter["C"]["domain"], "uniform")
        self.assertEqual(project.hyperparameter["C"]["data"], [0.0001, 20])
        self.assertEqual(project.hyperparameter["C"]["type"], "float")
        self.assertEqual(project.hyperparameter["kernel"]["domain"], "categorical")
        self.assertEqual(project.hyperparameter["kernel"]["data"], ["linear", "sigmoid", "poly", "rbf"])
        self.assertEqual(project.hyperparameter["kernel"]["type"], "str")

        project.add_settings("solver", "max_iterations", 500)
        self.assertEqual(project.solver_max_iterations, 500)
        project.add_settings("solver", "max_iterations", 200)
        self.assertEqual(project.solver_max_iterations, 200)
Beispiel #7
0
#
# This software is distributed WITHOUT ANY WARRANTY; without
# even the implied warranty of MERCHANTABILITY or FITNESS FOR
# A PARTICULAR PURPOSE.
#
# See LICENSE

import matplotlib.pylab as plt

from hyppopy.SolverPool import SolverPool
from hyppopy.HyppopyProject import HyppopyProject
from hyppopy.FunctionSimulator import FunctionSimulator
from hyppopy.BlackboxFunction import BlackboxFunction

project = HyppopyProject()
project.add_hyperparameter(name="axis_00", domain="uniform", data=[0, 1], type=float)
project.add_hyperparameter(name="axis_01", domain="uniform", data=[0, 1], type=float)
project.add_hyperparameter(name="axis_02", domain="uniform", data=[0, 1], type=float)
project.add_hyperparameter(name="axis_03", domain="uniform", data=[0, 1], type=float)
project.add_hyperparameter(name="axis_04", domain="uniform", data=[0, 1], type=float)
project.add_setting("max_iterations", 500)
project.add_setting("solver", "randomsearch")

plt.ion()
fig, axes = plt.subplots(nrows=2, ncols=3, figsize=(12, 8), sharey=True)
plot_data = {"iterations": [],
             "loss": [],
             "axis_00": [],
             "axis_01": [],
             "axis_02": [],
             "axis_03": [],