def test_multiple_budgets(self):
rh = RunHistory()
cs = get_config_space()
config1 = Configuration(cs, values={"a": 1, "b": 2})
rh.add(
config=config1,
cost=[10, 50],
time=20,
status=StatusType.SUCCESS,
instance_id=1,
seed=1,
budget=1,
)
self.assertEqual(rh.get_cost(config1), 1.0)
# Only the higher budget gets included in the config cost
# However, we expect that the bounds are changed
rh.add(
config=config1,
cost=[20, 25],
time=25,
status=StatusType.SUCCESS,
instance_id=1,
seed=1,
budget=5,
)
self.assertEqual(rh.get_cost(config1), 0.5)
def test_full_update(self):
rh = RunHistory()
cs = get_config_space()
config1 = Configuration(cs,
values={'a': 1, 'b': 2})
config2 = Configuration(cs,
values={'a': 1, 'b': 3})
rh.add(config=config1, cost=10, time=20,
status=StatusType.SUCCESS, instance_id=1,
seed=1)
rh.add(config=config2, cost=10, time=20,
status=StatusType.SUCCESS, instance_id=1,
seed=1)
rh.add(config=config2, cost=20, time=20,
status=StatusType.SUCCESS, instance_id=2,
seed=2)
cost_config2 = rh.get_cost(config2)
rh.compute_all_costs()
updated_cost_config2 = rh.get_cost(config2)
self.assertTrue(cost_config2 == updated_cost_config2)
rh.compute_all_costs(instances=[2])
updated_cost_config2 = rh.get_cost(config2)
self.assertTrue(cost_config2 != updated_cost_config2)
self.assertTrue(updated_cost_config2 == 20)
def test_incremental_update(self):
rh = RunHistory()
cs = get_config_space()
config1 = Configuration(cs, values={"a": 1, "b": 2})
rh.add(
config=config1,
cost=10,
time=20,
status=StatusType.SUCCESS,
instance_id=1,
seed=1,
)
self.assertEqual(rh.get_cost(config1), 10)
rh.add(
config=config1,
cost=20,
time=20,
status=StatusType.SUCCESS,
instance_id=2,
seed=1,
)
self.assertEqual(rh.get_cost(config1), 15)
def test_multiple_budgets(self):
rh = RunHistory()
cs = get_config_space()
config1 = Configuration(cs, values={'a': 1, 'b': 2})
rh.add(config=config1,
cost=10,
time=20,
status=StatusType.SUCCESS,
instance_id=1,
seed=1,
budget=1)
self.assertEqual(rh.get_cost(config1), 10)
# only the higher budget gets included in the config cost
rh.add(config=config1,
cost=20,
time=20,
status=StatusType.SUCCESS,
instance_id=1,
seed=1,
budget=2)
self.assertEqual(rh.get_cost(config1), 20)
self.assertEqual(rh.get_min_cost(config1), 10)
def test_full_update(self):
rh = RunHistory(overwrite_existing_runs=True)
cs = get_config_space()
config1 = Configuration(cs, values={"a": 1, "b": 2})
config2 = Configuration(cs, values={"a": 1, "b": 3})
rh.add(
config=config1,
cost=[10, 40],
time=20,
status=StatusType.SUCCESS,
instance_id=1,
seed=1,
)
rh.add(
config=config1,
cost=[0, 100],
time=20,
status=StatusType.SUCCESS,
instance_id=2,
seed=2,
)
rh.add(
config=config2,
cost=[10, 40],
time=20,
status=StatusType.SUCCESS,
instance_id=1,
seed=1,
)
rh.add(
config=config2,
cost=[20, 80],
time=20,
status=StatusType.SUCCESS,
instance_id=2,
seed=2,
)
cost_config2 = rh.get_cost(config2)
rh.compute_all_costs()
updated_cost_config2 = rh.get_cost(config2)
self.assertEqual(cost_config2, updated_cost_config2)
rh.compute_all_costs(instances=[2])
updated_cost_config2 = rh.get_cost(config2)
self.assertAlmostEqual(updated_cost_config2, 0.833, places=3)
def test_multi_config_design(self):
stats = Stats(scenario=self.scenario)
stats.start_timing()
self.ta.stats = stats
tj = TrajLogger(output_dir=None, stats=stats)
rh = RunHistory(aggregate_func=average_cost)
self.ta.runhistory = rh
rng = np.random.RandomState(seed=12345)
intensifier = Intensifier(tae_runner=self.ta,
stats=stats,
traj_logger=tj,
rng=rng,
instances=[None],
run_obj_time=False)
configs = [
Configuration(configuration_space=self.cs, values={"x1": 4}),
Configuration(configuration_space=self.cs, values={"x1": 2})
]
dc = MultiConfigInitialDesign(tae_runner=self.ta,
scenario=self.scenario,
stats=stats,
traj_logger=tj,
runhistory=rh,
rng=rng,
configs=configs,
intensifier=intensifier,
aggregate_func=average_cost)
inc = dc.run()
self.assertTrue(stats.ta_runs == 2)
self.assertTrue(len(rh.data) == 2)
self.assertTrue(rh.get_cost(inc) == 4)
def process_results(self,
run_info: RunInfo,
incumbent: typing.Optional[Configuration],
run_history: RunHistory,
time_bound: float,
result: RunValue,
log_traj: bool = True,
) -> \
typing.Tuple[Configuration, float]:
"""
The intensifier stage will be updated based on the results/status
of a configuration execution.
Also, a incumbent will be determined.
Parameters
----------
run_info : RunInfo
A RunInfo containing the configuration that was evaluated
incumbent : typing.Optional[Configuration]
Best configuration seen so far
run_history : RunHistory
stores all runs we ran so far
if False, an evaluated configuration will not be generated again
time_bound : float
time in [sec] available to perform intensify
result: RunValue
Contain the result (status and other methadata) of exercising
a challenger/incumbent.
log_traj: bool
Whether to log changes of incumbents in trajectory
Returns
-------
incumbent: Configuration()
current (maybe new) incumbent configuration
inc_perf: float
empirical performance of incumbent configuration
"""
# Mark the fact that we processed this configuration
self.run_tracker[(run_info.config, run_info.instance, run_info.seed,
run_info.budget)] = True
# If The incumbent is None we use the challenger
if not incumbent:
self.logger.info(
"First run, no incumbent provided; challenger is assumed to be the incumbent"
)
incumbent = run_info.config
self.num_run += 1
incumbent = self._compare_configs(challenger=run_info.config,
incumbent=incumbent,
run_history=run_history,
log_traj=log_traj)
# get incumbent cost
inc_perf = run_history.get_cost(incumbent)
return incumbent, inc_perf
def test_incremental_update(self):
rh = RunHistory(aggregate_func=average_cost)
cs = get_config_space()
config1 = Configuration(cs,
values={'a': 1, 'b': 2})
rh.add(config=config1, cost=10, time=20,
status=StatusType.SUCCESS, instance_id=1,
seed=1)
self.assertTrue(rh.get_cost(config1) == 10)
rh.add(config=config1, cost=20, time=20,
status=StatusType.SUCCESS, instance_id=2,
seed=1)
self.assertTrue(rh.get_cost(config1) == 15)
def test_merge_foreign_data(self):
''' test smac.utils.merge_foreign_data '''
scenario = Scenario(self.test_scenario_dict)
scenario_2 = Scenario(self.test_scenario_dict)
scenario_2.feature_dict = {"inst_new": [4]}
# init cs
cs = ConfigurationSpace()
cs.add_hyperparameter(UniformIntegerHyperparameter(name='a',
lower=0,
upper=100))
cs.add_hyperparameter(UniformIntegerHyperparameter(name='b',
lower=0,
upper=100))
# build runhistory
rh_merge = RunHistory()
config = Configuration(cs, values={'a': 1, 'b': 2})
rh_merge.add(config=config, instance_id="inst_new", cost=10, time=20,
status=StatusType.SUCCESS,
seed=None,
additional_info=None)
# "d" is an instance in <scenario>
rh_merge.add(config=config, instance_id="d", cost=5, time=20,
status=StatusType.SUCCESS,
seed=None,
additional_info=None)
# build empty rh
rh_base = RunHistory()
merge_foreign_data(scenario=scenario, runhistory=rh_base,
in_scenario_list=[scenario_2], in_runhistory_list=[rh_merge])
# both runs should be in the runhistory
# but we should not use the data to update the cost of config
self.assertTrue(len(rh_base.data) == 2)
self.assertTrue(np.isnan(rh_base.get_cost(config)))
# we should not get direct access to external run data
runs = rh_base.get_runs_for_config(config, only_max_observed_budget=True)
self.assertTrue(len(runs) == 0)
rh_merge.add(config=config, instance_id="inst_new_2", cost=10, time=20,
status=StatusType.SUCCESS,
seed=None,
additional_info=None)
self.assertRaises(ValueError, merge_foreign_data, **{
"scenario": scenario, "runhistory": rh_base,
"in_scenario_list": [scenario_2], "in_runhistory_list": [rh_merge]})
def test_incremental_update(self):
rh = RunHistory()
cs = get_config_space()
config1 = Configuration(cs, values={"a": 1, "b": 2})
rh.add(
config=config1,
cost=[10, 100],
time=20,
status=StatusType.SUCCESS,
instance_id=1,
seed=1,
)
self.assertEqual(rh.get_cost(config1), 1.0)
rh.add(
config=config1,
cost=[20, 50],
time=20,
status=StatusType.SUCCESS,
instance_id=2,
seed=1,
)
# We except 0.75 because of moving average
# First we have 1 and then 0.5, the moving average is then 0.75
self.assertEqual(rh.get_cost(config1), 0.75)
rh.add(
config=config1,
cost=[0, 100],
time=20,
status=StatusType.SUCCESS,
instance_id=3,
seed=1,
)
self.assertAlmostEqual(rh.get_cost(config1), 0.694, places=3)
def _process_inc_run(
self,
incumbent: Configuration,
run_history: RunHistory,
log_traj: bool = True,
) -> None:
"""Method to process the results of a challenger that races
an incumbent
Parameters
----------
incumbent: Configuration
Either challenger or incumbent
run_history : RunHistory
stores all runs we ran so far
log_traj: bool
Whether to log changes of incumbents in trajectory
"""
# output estimated performance of incumbent
inc_runs = run_history.get_runs_for_config(
incumbent, only_max_observed_budget=True)
inc_perf = run_history.get_cost(incumbent)
format_value = format_array(inc_perf)
self.logger.info(
f"Updated estimated cost of incumbent on {len(inc_runs)} runs: {format_value}"
)
# if running first configuration, go to next stage after 1st run
if self.stage in [
IntensifierStage.RUN_FIRST_CONFIG,
IntensifierStage.PROCESS_FIRST_CONFIG_RUN
]:
self.stage = IntensifierStage.RUN_INCUMBENT
self._next_iteration()
else:
# Termination condition; after each run, this checks
# whether further runs are necessary due to minR
if len(inc_runs) >= self.minR or len(inc_runs) >= self.maxR:
self.stage = IntensifierStage.RUN_CHALLENGER
else:
self.stage = IntensifierStage.RUN_INCUMBENT
self._compare_configs(incumbent=incumbent,
challenger=incumbent,
run_history=run_history,
log_traj=log_traj)
def _top_k(self, configs: typing.List[Configuration],
run_history: RunHistory, k: int) -> typing.List[Configuration]:
"""
Selects the top 'k' configurations from the given list based on their performance.
This retrieves the performance for each configuration from the runhistory and checks
that the highest budget they've been evaluated on is the same for each of the configurations.
Parameters
----------
configs: typing.List[Configuration]
list of configurations to filter from
run_history: smac.runhistory.runhistory.RunHistory
stores all runs we ran so far
k: int
number of configurations to select
Returns
-------
typing.List[Configuration]
top challenger configurations, sorted in increasing costs
"""
# extracting costs for each given configuration
config_costs = {}
# sample list instance-seed-budget key to act as base
run_key = run_history.get_runs_for_config(
configs[0], only_max_observed_budget=True)
for c in configs:
# ensuring that all configurations being compared are run on the same set of instance, seed & budget
cur_run_key = run_history.get_runs_for_config(
c, only_max_observed_budget=True)
if cur_run_key != run_key:
raise ValueError(
'Cannot compare configs that were run on different instances-seeds-budgets: %s vs %s'
% (run_key, cur_run_key))
config_costs[c] = run_history.get_cost(c)
configs_sorted = sorted(config_costs, key=config_costs.get)
# select top configurations only
top_configs = configs_sorted[:k]
return top_configs
def run_smbo(self, max_iters=1000):
global evaluator
# == first things first: load the datamanager
self.reset_data_manager()
# == Initialize SMBO stuff
# first create a scenario
seed = self.seed # TODO
num_params = len(self.config_space.get_hyperparameters())
# allocate a run history
run_history = RunHistory()
meta_runhistory = RunHistory()
meta_runs_dataset_indices = {}
num_run = self.start_num_run
instance_id = self.dataset_name + SENTINEL
# == Train on subset
# before doing anything, let us run the default_cfg
# on a subset of the available data to ensure that
# we at least have some models
# we will try three different ratios of decreasing magnitude
# in the hope that at least on the last one we will be able
# to get a model
n_data = self.datamanager.data['X_train'].shape[0]
subset_ratio = 10000. / n_data
if subset_ratio >= 0.5:
subset_ratio = 0.33
subset_ratios = [subset_ratio, subset_ratio * 0.10]
else:
subset_ratios = [subset_ratio, 500. / n_data]
self.logger.info("Training default configurations on a subset of "
"%d/%d data points." %
(int(n_data * subset_ratio), n_data))
# the time limit for these function evaluations is rigorously
# set to only 1/2 of a full function evaluation
subset_time_limit = max(5, int(self.func_eval_time_limit / 2))
# the configs we want to run on the data subset are:
# 1) the default configs
# 2) a set of configs we selected for training on a subset
subset_configs = [self.config_space.get_default_configuration()] \
+ self.collect_additional_subset_defaults()
subset_config_succesful = [False] * len(subset_configs)
for subset_config_id, next_config in enumerate(subset_configs):
for i, ratio in enumerate(subset_ratios):
self.reset_data_manager()
n_data_subsample = int(n_data * ratio)
# run the config, but throw away the result afterwards
# since this cfg was evaluated only on a subset
# and we don't want to confuse SMAC
self.logger.info(
"Starting to evaluate %d on SUBSET "
"with size %d and time limit %ds.", num_run,
n_data_subsample, subset_time_limit)
self.logger.info(next_config)
_info = eval_with_limits(self.datamanager, self.tmp_dir,
next_config, seed, num_run,
self.resampling_strategy,
self.resampling_strategy_args,
self.memory_limit, subset_time_limit,
n_data_subsample)
(duration, result, _, additional_run_info, status) = _info
self.logger.info(
"Finished evaluating %d. configuration on SUBSET. "
"Duration %f; loss %f; status %s; additional run "
"info: %s ", num_run, duration, result, str(status),
additional_run_info)
num_run += 1
if i < len(subset_ratios) - 1:
if status != StatusType.SUCCESS:
# Do not increase num_run here, because we will try
# the same configuration with less data
self.logger.info(
"A CONFIG did not finish "
" for subset ratio %f -> going smaller", ratio)
continue
else:
self.logger.info(
"Finished SUBSET training sucessfully "
"with ratio %f", ratio)
subset_config_succesful[subset_config_id] = True
break
else:
if status != StatusType.SUCCESS:
self.logger.info(
"A CONFIG did not finish "
" for subset ratio %f.", ratio)
continue
else:
self.logger.info(
"Finished SUBSET training sucessfully "
"with ratio %f", ratio)
subset_config_succesful[subset_config_id] = True
break
# Use the first non-failing configuration from the subsets as the new
# default configuration -> this guards us against the random forest
# failing on large, sparse datasets
default_cfg = None
for subset_config_id, next_config in enumerate(subset_configs):
if subset_config_succesful[subset_config_id]:
default_cfg = next_config
break
if default_cfg is None:
default_cfg = self.config_space.get_default_configuration()
# == METALEARNING suggestions
# we start by evaluating the defaults on the full dataset again
# and add the suggestions from metalearning behind it
if self.metadata_directory is None:
metalearning_directory = os.path.dirname(
autosklearn.metalearning.__file__)
# There is no multilabel data in OpenML
if self.task == MULTILABEL_CLASSIFICATION:
meta_task = BINARY_CLASSIFICATION
else:
meta_task = self.task
metadata_directory = os.path.join(
metalearning_directory, 'files', '%s_%s_%s' %
(METRIC_TO_STRING[self.metric],
TASK_TYPES_TO_STRING[meta_task],
'sparse' if self.datamanager.info['is_sparse'] else 'dense'))
self.metadata_directory = metadata_directory
self.logger.info('Metadata directory: %s', self.metadata_directory)
meta_base = MetaBase(self.config_space, self.metadata_directory)
metafeature_calculation_time_limit = int(self.total_walltime_limit / 4)
metafeature_calculation_start_time = time.time()
meta_features = self._calculate_metafeatures_with_limits(
metafeature_calculation_time_limit)
metafeature_calculation_end_time = time.time()
metafeature_calculation_time_limit = \
metafeature_calculation_time_limit - (
metafeature_calculation_end_time -
metafeature_calculation_start_time)
if metafeature_calculation_time_limit < 1:
self.logger.warning(
'Time limit for metafeature calculation less '
'than 1 seconds (%f). Skipping calculation '
'of metafeatures for encoded dataset.',
metafeature_calculation_time_limit)
meta_features_encoded = None
else:
self.datamanager.perform1HotEncoding()
meta_features_encoded = \
self._calculate_metafeatures_encoded_with_limits(
metafeature_calculation_time_limit)
# In case there is a problem calculating the encoded meta-features
if meta_features is None:
if meta_features_encoded is not None:
meta_features = meta_features_encoded
else:
if meta_features_encoded is not None:
meta_features.metafeature_values.update(
meta_features_encoded.metafeature_values)
if meta_features is not None:
meta_base.add_dataset(instance_id, meta_features)
# Do mean imputation of the meta-features - should be done specific
# for each prediction model!
all_metafeatures = meta_base.get_metafeatures(
features=list(meta_features.keys()))
all_metafeatures.fillna(all_metafeatures.mean(), inplace=True)
metalearning_configurations = self.collect_metalearning_suggestions(
meta_base)
if metalearning_configurations is None:
metalearning_configurations = []
self.reset_data_manager()
self.logger.info('%s', meta_features)
# Convert meta-features into a dictionary because the scenario
# expects a dictionary
meta_features_dict = {}
for dataset, series in all_metafeatures.iterrows():
meta_features_dict[dataset] = series.values
meta_features_list = []
for meta_feature_name in all_metafeatures.columns:
meta_features_list.append(
meta_features[meta_feature_name].value)
meta_features_list = np.array(meta_features_list).reshape((1, -1))
self.logger.info(list(meta_features_dict.keys()))
meta_runs = meta_base.get_all_runs(METRIC_TO_STRING[self.metric])
meta_runs_index = 0
try:
meta_durations = meta_base.get_all_runs('runtime')
read_runtime_data = True
except KeyError:
read_runtime_data = False
self.logger.critical('Cannot read runtime data.')
if self.acquisition_function == 'EIPS':
self.logger.critical(
'Reverting to acquisition function EI!')
self.acquisition_function = 'EI'
for meta_dataset in meta_runs.index:
meta_dataset_start_index = meta_runs_index
for meta_configuration in meta_runs.columns:
if np.isfinite(meta_runs.loc[meta_dataset,
meta_configuration]):
try:
config = meta_base.get_configuration_from_algorithm_index(
meta_configuration)
cost = meta_runs.loc[meta_dataset,
meta_configuration]
if read_runtime_data:
runtime = meta_durations.loc[
meta_dataset, meta_configuration]
else:
runtime = 1
# TODO read out other status types!
meta_runhistory.add(config,
cost,
runtime,
StatusType.SUCCESS,
instance_id=meta_dataset)
meta_runs_index += 1
except:
# TODO maybe add warning
pass
meta_runs_dataset_indices[meta_dataset] = (
meta_dataset_start_index, meta_runs_index)
else:
if self.acquisition_function == 'EIPS':
self.logger.critical('Reverting to acquisition function EI!')
self.acquisition_function = 'EI'
meta_features_list = []
meta_features_dict = {}
metalearning_configurations = []
self.scenario = AutoMLScenario(self.config_space,
self.total_walltime_limit,
self.func_eval_time_limit,
meta_features_dict, self.tmp_dir,
self.shared_mode)
types = get_types(self.config_space, self.scenario.feature_array)
if self.acquisition_function == 'EI':
rh2EPM = RunHistory2EPM4Cost(num_params=num_params,
scenario=self.scenario,
success_states=None,
impute_censored_data=False,
impute_state=None)
model = RandomForestWithInstances(
types,
instance_features=meta_features_list,
seed=1,
num_trees=10)
smac = SMBO(self.scenario, model=model, rng=seed)
elif self.acquisition_function == 'EIPS':
rh2EPM = RunHistory2EPM4EIPS(num_params=num_params,
scenario=self.scenario,
success_states=None,
impute_censored_data=False,
impute_state=None)
model = UncorrelatedMultiObjectiveRandomForestWithInstances(
['cost', 'runtime'],
types,
num_trees=10,
instance_features=meta_features_list,
seed=1)
acquisition_function = EIPS(model)
smac = SMBO(self.scenario,
acquisition_function=acquisition_function,
model=model,
runhistory2epm=rh2EPM,
rng=seed)
else:
raise ValueError('Unknown acquisition function value %s!' %
self.acquisition_function)
# Build a runtime model
# runtime_rf = RandomForestWithInstances(types,
# instance_features=meta_features_list,
# seed=1, num_trees=10)
# runtime_rh2EPM = RunHistory2EPM4EIPS(num_params=num_params,
# scenario=self.scenario,
# success_states=None,
# impute_censored_data=False,
# impute_state=None)
# X_runtime, y_runtime = runtime_rh2EPM.transform(meta_runhistory)
# runtime_rf.train(X_runtime, y_runtime[:, 1].flatten())
X_meta, Y_meta = rh2EPM.transform(meta_runhistory)
# Transform Y_meta on a per-dataset base
for meta_dataset in meta_runs_dataset_indices:
start_index, end_index = meta_runs_dataset_indices[meta_dataset]
end_index += 1 # Python indexing
Y_meta[start_index:end_index, 0]\
[Y_meta[start_index:end_index, 0] >2.0] = 2.0
dataset_minimum = np.min(Y_meta[start_index:end_index, 0])
Y_meta[start_index:end_index,
0] = 1 - ((1. - Y_meta[start_index:end_index, 0]) /
(1. - dataset_minimum))
Y_meta[start_index:end_index, 0]\
[Y_meta[start_index:end_index, 0] > 2] = 2
# == first, evaluate all metelearning and default configurations
for i, next_config in enumerate(
([default_cfg] + metalearning_configurations)):
# Do not evaluate default configurations more than once
if i >= len([default_cfg]) and next_config in [default_cfg]:
continue
config_name = 'meta-learning' if i >= len([default_cfg]) \
else 'default'
self.logger.info(
"Starting to evaluate %d. configuration "
"(%s configuration) with time limit %ds.", num_run,
config_name, self.func_eval_time_limit)
self.logger.info(next_config)
self.reset_data_manager()
info = eval_with_limits(self.datamanager, self.tmp_dir,
next_config, seed, num_run,
self.resampling_strategy,
self.resampling_strategy_args,
self.memory_limit,
self.func_eval_time_limit)
(duration, result, _, additional_run_info, status) = info
run_history.add(config=next_config,
cost=result,
time=duration,
status=status,
instance_id=instance_id,
seed=seed)
run_history.update_cost(next_config, result)
self.logger.info(
"Finished evaluating %d. configuration. "
"Duration %f; loss %f; status %s; additional run "
"info: %s ", num_run, duration, result, str(status),
additional_run_info)
num_run += 1
if smac.incumbent is None:
smac.incumbent = next_config
elif result < run_history.get_cost(smac.incumbent):
smac.incumbent = next_config
if self.scenario.shared_model:
pSMAC.write(run_history=run_history,
output_directory=self.scenario.output_dir,
num_run=self.seed)
# == after metalearning run SMAC loop
smac.runhistory = run_history
smac_iter = 0
finished = False
while not finished:
if self.scenario.shared_model:
pSMAC.read(run_history=run_history,
output_directory=self.scenario.output_dir,
configuration_space=self.config_space,
logger=self.logger)
next_configs = []
time_for_choose_next = -1
try:
X_cfg, Y_cfg = rh2EPM.transform(run_history)
if not run_history.empty():
# Update costs by normalization
dataset_minimum = np.min(Y_cfg[:, 0])
Y_cfg[:, 0] = 1 - ((1. - Y_cfg[:, 0]) /
(1. - dataset_minimum))
Y_cfg[:, 0][Y_cfg[:, 0] > 2] = 2
if len(X_meta) > 0 and len(X_cfg) > 0:
pass
#X_cfg = np.concatenate((X_meta, X_cfg))
#Y_cfg = np.concatenate((Y_meta, Y_cfg))
elif len(X_meta) > 0:
X_cfg = X_meta.copy()
Y_cfg = Y_meta.copy()
elif len(X_cfg) > 0:
X_cfg = X_cfg.copy()
Y_cfg = Y_cfg.copy()
else:
raise ValueError(
'No training data for SMAC random forest!')
self.logger.info('Using %d training points for SMAC.' %
X_cfg.shape[0])
choose_next_start_time = time.time()
next_configs_tmp = smac.choose_next(
X_cfg,
Y_cfg,
num_interleaved_random=110,
num_configurations_by_local_search=10,
num_configurations_by_random_search_sorted=100)
time_for_choose_next = time.time() - choose_next_start_time
self.logger.info('Used %g seconds to find next '
'configurations' % (time_for_choose_next))
next_configs.extend(next_configs_tmp)
# TODO put Exception here!
except Exception as e:
self.logger.error(e)
self.logger.error("Error in getting next configurations "
"with SMAC. Using random configuration!")
next_config = self.config_space.sample_configuration()
next_configs.append(next_config)
models_fitted_this_iteration = 0
start_time_this_iteration = time.time()
for next_config in next_configs:
x_runtime = impute_inactive_values(next_config)
x_runtime = impute_inactive_values(x_runtime).get_array()
# predicted_runtime = runtime_rf.predict_marginalized_over_instances(
# x_runtime.reshape((1, -1)))
# predicted_runtime = np.exp(predicted_runtime[0][0][0]) - 1
self.logger.info(
"Starting to evaluate %d. configuration (from "
"SMAC) with time limit %ds.", num_run,
self.func_eval_time_limit)
self.logger.info(next_config)
self.reset_data_manager()
info = eval_with_limits(self.datamanager, self.tmp_dir,
next_config, seed, num_run,
self.resampling_strategy,
self.resampling_strategy_args,
self.memory_limit,
self.func_eval_time_limit)
(duration, result, _, additional_run_info, status) = info
run_history.add(config=next_config,
cost=result,
time=duration,
status=status,
instance_id=instance_id,
seed=seed)
run_history.update_cost(next_config, result)
#self.logger.info('Predicted runtime %g, true runtime %g',
# predicted_runtime, duration)
# TODO add unittest to make sure everything works fine and
# this does not get outdated!
if smac.incumbent is None:
smac.incumbent = next_config
elif result < run_history.get_cost(smac.incumbent):
smac.incumbent = next_config
self.logger.info(
"Finished evaluating %d. configuration. "
"Duration: %f; loss: %f; status %s; additional "
"run info: %s ", num_run, duration, result, str(status),
additional_run_info)
smac_iter += 1
num_run += 1
models_fitted_this_iteration += 1
time_used_this_iteration = time.time(
) - start_time_this_iteration
if models_fitted_this_iteration >= 2 and \
time_for_choose_next > 0 and \
time_used_this_iteration > time_for_choose_next:
break
elif time_for_choose_next <= 0 and \
models_fitted_this_iteration >= 1:
break
elif models_fitted_this_iteration >= 50:
break
if max_iters is not None:
finished = (smac_iter < max_iters)
if self.scenario.shared_model:
pSMAC.write(run_history=run_history,
output_directory=self.scenario.output_dir,
num_run=self.seed)
def run_smbo(self, max_iters=1000):
global evaluator
# == first things first: load the datamanager
self.reset_data_manager()
# == Initialize SMBO stuff
# first create a scenario
seed = self.seed # TODO
num_params = len(self.config_space.get_hyperparameters())
# allocate a run history
run_history = RunHistory()
meta_runhistory = RunHistory()
meta_runs_dataset_indices = {}
num_run = self.start_num_run
instance_id = self.dataset_name + SENTINEL
# == Train on subset
# before doing anything, let us run the default_cfg
# on a subset of the available data to ensure that
# we at least have some models
# we will try three different ratios of decreasing magnitude
# in the hope that at least on the last one we will be able
# to get a model
n_data = self.datamanager.data['X_train'].shape[0]
subset_ratio = 10000. / n_data
if subset_ratio >= 0.5:
subset_ratio = 0.33
subset_ratios = [subset_ratio, subset_ratio * 0.10]
else:
subset_ratios = [subset_ratio, 500. / n_data]
self.logger.info("Training default configurations on a subset of "
"%d/%d data points." %
(int(n_data * subset_ratio), n_data))
# the time limit for these function evaluations is rigorously
# set to only 1/2 of a full function evaluation
subset_time_limit = max(5, int(self.func_eval_time_limit / 2))
# the configs we want to run on the data subset are:
# 1) the default configs
# 2) a set of configs we selected for training on a subset
subset_configs = [self.config_space.get_default_configuration()] \
+ self.collect_additional_subset_defaults()
subset_config_succesful = [False] * len(subset_configs)
for subset_config_id, next_config in enumerate(subset_configs):
for i, ratio in enumerate(subset_ratios):
self.reset_data_manager()
n_data_subsample = int(n_data * ratio)
# run the config, but throw away the result afterwards
# since this cfg was evaluated only on a subset
# and we don't want to confuse SMAC
self.logger.info("Starting to evaluate %d on SUBSET "
"with size %d and time limit %ds.",
num_run, n_data_subsample,
subset_time_limit)
self.logger.info(next_config)
_info = eval_with_limits(
self.datamanager, self.tmp_dir, next_config,
seed, num_run,
self.resampling_strategy,
self.resampling_strategy_args,
self.memory_limit,
subset_time_limit, n_data_subsample)
(duration, result, _, additional_run_info, status) = _info
self.logger.info("Finished evaluating %d. configuration on SUBSET. "
"Duration %f; loss %f; status %s; additional run "
"info: %s ", num_run, duration, result,
str(status), additional_run_info)
num_run += 1
if i < len(subset_ratios) - 1:
if status != StatusType.SUCCESS:
# Do not increase num_run here, because we will try
# the same configuration with less data
self.logger.info("A CONFIG did not finish "
" for subset ratio %f -> going smaller",
ratio)
continue
else:
self.logger.info("Finished SUBSET training sucessfully "
"with ratio %f", ratio)
subset_config_succesful[subset_config_id] = True
break
else:
if status != StatusType.SUCCESS:
self.logger.info("A CONFIG did not finish "
" for subset ratio %f.",
ratio)
continue
else:
self.logger.info("Finished SUBSET training sucessfully "
"with ratio %f", ratio)
subset_config_succesful[subset_config_id] = True
break
# Use the first non-failing configuration from the subsets as the new
# default configuration -> this guards us against the random forest
# failing on large, sparse datasets
default_cfg = None
for subset_config_id, next_config in enumerate(subset_configs):
if subset_config_succesful[subset_config_id]:
default_cfg = next_config
break
if default_cfg is None:
default_cfg = self.config_space.get_default_configuration()
# == METALEARNING suggestions
# we start by evaluating the defaults on the full dataset again
# and add the suggestions from metalearning behind it
if self.metadata_directory is None:
metalearning_directory = os.path.dirname(
autosklearn.metalearning.__file__)
# There is no multilabel data in OpenML
if self.task == MULTILABEL_CLASSIFICATION:
meta_task = BINARY_CLASSIFICATION
else:
meta_task = self.task
metadata_directory = os.path.join(
metalearning_directory, 'files',
'%s_%s_%s' % (METRIC_TO_STRING[self.metric],
TASK_TYPES_TO_STRING[meta_task],
'sparse' if self.datamanager.info['is_sparse']
else 'dense'))
self.metadata_directory = metadata_directory
self.logger.info('Metadata directory: %s', self.metadata_directory)
meta_base = MetaBase(self.config_space, self.metadata_directory)
metafeature_calculation_time_limit = int(
self.total_walltime_limit / 4)
metafeature_calculation_start_time = time.time()
meta_features = self._calculate_metafeatures_with_limits(
metafeature_calculation_time_limit)
metafeature_calculation_end_time = time.time()
metafeature_calculation_time_limit = \
metafeature_calculation_time_limit - (
metafeature_calculation_end_time -
metafeature_calculation_start_time)
if metafeature_calculation_time_limit < 1:
self.logger.warning('Time limit for metafeature calculation less '
'than 1 seconds (%f). Skipping calculation '
'of metafeatures for encoded dataset.',
metafeature_calculation_time_limit)
meta_features_encoded = None
else:
self.datamanager.perform1HotEncoding()
meta_features_encoded = \
self._calculate_metafeatures_encoded_with_limits(
metafeature_calculation_time_limit)
# In case there is a problem calculating the encoded meta-features
if meta_features is None:
if meta_features_encoded is not None:
meta_features = meta_features_encoded
else:
if meta_features_encoded is not None:
meta_features.metafeature_values.update(
meta_features_encoded.metafeature_values)
if meta_features is not None:
meta_base.add_dataset(instance_id, meta_features)
# Do mean imputation of the meta-features - should be done specific
# for each prediction model!
all_metafeatures = meta_base.get_metafeatures(
features=list(meta_features.keys()))
all_metafeatures.fillna(all_metafeatures.mean(), inplace=True)
metalearning_configurations = self.collect_metalearning_suggestions(
meta_base)
if metalearning_configurations is None:
metalearning_configurations = []
self.reset_data_manager()
self.logger.info('%s', meta_features)
# Convert meta-features into a dictionary because the scenario
# expects a dictionary
meta_features_dict = {}
for dataset, series in all_metafeatures.iterrows():
meta_features_dict[dataset] = series.values
meta_features_list = []
for meta_feature_name in all_metafeatures.columns:
meta_features_list.append(meta_features[meta_feature_name].value)
meta_features_list = np.array(meta_features_list).reshape((1, -1))
self.logger.info(list(meta_features_dict.keys()))
meta_runs = meta_base.get_all_runs(METRIC_TO_STRING[self.metric])
meta_runs_index = 0
try:
meta_durations = meta_base.get_all_runs('runtime')
read_runtime_data = True
except KeyError:
read_runtime_data = False
self.logger.critical('Cannot read runtime data.')
if self.acquisition_function == 'EIPS':
self.logger.critical('Reverting to acquisition function EI!')
self.acquisition_function = 'EI'
for meta_dataset in meta_runs.index:
meta_dataset_start_index = meta_runs_index
for meta_configuration in meta_runs.columns:
if np.isfinite(meta_runs.loc[meta_dataset, meta_configuration]):
try:
config = meta_base.get_configuration_from_algorithm_index(
meta_configuration)
cost = meta_runs.loc[meta_dataset, meta_configuration]
if read_runtime_data:
runtime = meta_durations.loc[meta_dataset,
meta_configuration]
else:
runtime = 1
# TODO read out other status types!
meta_runhistory.add(config, cost, runtime,
StatusType.SUCCESS,
instance_id=meta_dataset)
meta_runs_index += 1
except:
# TODO maybe add warning
pass
meta_runs_dataset_indices[meta_dataset] = (
meta_dataset_start_index, meta_runs_index)
else:
if self.acquisition_function == 'EIPS':
self.logger.critical('Reverting to acquisition function EI!')
self.acquisition_function = 'EI'
meta_features_list = []
meta_features_dict = {}
metalearning_configurations = []
self.scenario = AutoMLScenario(self.config_space,
self.total_walltime_limit,
self.func_eval_time_limit,
meta_features_dict,
self.tmp_dir,
self.shared_mode)
types = get_types(self.config_space, self.scenario.feature_array)
if self.acquisition_function == 'EI':
rh2EPM = RunHistory2EPM4Cost(num_params=num_params,
scenario=self.scenario,
success_states=None,
impute_censored_data=False,
impute_state=None)
model = RandomForestWithInstances(types,
instance_features=meta_features_list,
seed=1, num_trees=10)
smac = SMBO(self.scenario, model=model,
rng=seed)
elif self.acquisition_function == 'EIPS':
rh2EPM = RunHistory2EPM4EIPS(num_params=num_params,
scenario=self.scenario,
success_states=None,
impute_censored_data=False,
impute_state=None)
model = UncorrelatedMultiObjectiveRandomForestWithInstances(
['cost', 'runtime'], types, num_trees = 10,
instance_features=meta_features_list, seed=1)
acquisition_function = EIPS(model)
smac = SMBO(self.scenario,
acquisition_function=acquisition_function,
model=model, runhistory2epm=rh2EPM, rng=seed)
else:
raise ValueError('Unknown acquisition function value %s!' %
self.acquisition_function)
# Build a runtime model
# runtime_rf = RandomForestWithInstances(types,
# instance_features=meta_features_list,
# seed=1, num_trees=10)
# runtime_rh2EPM = RunHistory2EPM4EIPS(num_params=num_params,
# scenario=self.scenario,
# success_states=None,
# impute_censored_data=False,
# impute_state=None)
# X_runtime, y_runtime = runtime_rh2EPM.transform(meta_runhistory)
# runtime_rf.train(X_runtime, y_runtime[:, 1].flatten())
X_meta, Y_meta = rh2EPM.transform(meta_runhistory)
# Transform Y_meta on a per-dataset base
for meta_dataset in meta_runs_dataset_indices:
start_index, end_index = meta_runs_dataset_indices[meta_dataset]
end_index += 1 # Python indexing
Y_meta[start_index:end_index, 0]\
[Y_meta[start_index:end_index, 0] >2.0] = 2.0
dataset_minimum = np.min(Y_meta[start_index:end_index, 0])
Y_meta[start_index:end_index, 0] = 1 - (
(1. - Y_meta[start_index:end_index, 0]) /
(1. - dataset_minimum))
Y_meta[start_index:end_index, 0]\
[Y_meta[start_index:end_index, 0] > 2] = 2
# == first, evaluate all metelearning and default configurations
for i, next_config in enumerate(([default_cfg] +
metalearning_configurations)):
# Do not evaluate default configurations more than once
if i >= len([default_cfg]) and next_config in [default_cfg]:
continue
config_name = 'meta-learning' if i >= len([default_cfg]) \
else 'default'
self.logger.info("Starting to evaluate %d. configuration "
"(%s configuration) with time limit %ds.",
num_run, config_name, self.func_eval_time_limit)
self.logger.info(next_config)
self.reset_data_manager()
info = eval_with_limits(self.datamanager, self.tmp_dir, next_config,
seed, num_run,
self.resampling_strategy,
self.resampling_strategy_args,
self.memory_limit,
self.func_eval_time_limit)
(duration, result, _, additional_run_info, status) = info
run_history.add(config=next_config, cost=result,
time=duration , status=status,
instance_id=instance_id, seed=seed)
run_history.update_cost(next_config, result)
self.logger.info("Finished evaluating %d. configuration. "
"Duration %f; loss %f; status %s; additional run "
"info: %s ", num_run, duration, result,
str(status), additional_run_info)
num_run += 1
if smac.incumbent is None:
smac.incumbent = next_config
elif result < run_history.get_cost(smac.incumbent):
smac.incumbent = next_config
if self.scenario.shared_model:
pSMAC.write(run_history=run_history,
output_directory=self.scenario.output_dir,
num_run=self.seed)
# == after metalearning run SMAC loop
smac.runhistory = run_history
smac_iter = 0
finished = False
while not finished:
if self.scenario.shared_model:
pSMAC.read(run_history=run_history,
output_directory=self.scenario.output_dir,
configuration_space=self.config_space,
logger=self.logger)
next_configs = []
time_for_choose_next = -1
try:
X_cfg, Y_cfg = rh2EPM.transform(run_history)
if not run_history.empty():
# Update costs by normalization
dataset_minimum = np.min(Y_cfg[:, 0])
Y_cfg[:, 0] = 1 - ((1. - Y_cfg[:, 0]) /
(1. - dataset_minimum))
Y_cfg[:, 0][Y_cfg[:, 0] > 2] = 2
if len(X_meta) > 0 and len(X_cfg) > 0:
pass
#X_cfg = np.concatenate((X_meta, X_cfg))
#Y_cfg = np.concatenate((Y_meta, Y_cfg))
elif len(X_meta) > 0:
X_cfg = X_meta.copy()
Y_cfg = Y_meta.copy()
elif len(X_cfg) > 0:
X_cfg = X_cfg.copy()
Y_cfg = Y_cfg.copy()
else:
raise ValueError('No training data for SMAC random forest!')
self.logger.info('Using %d training points for SMAC.' %
X_cfg.shape[0])
choose_next_start_time = time.time()
next_configs_tmp = smac.choose_next(X_cfg, Y_cfg,
num_interleaved_random=110,
num_configurations_by_local_search=10,
num_configurations_by_random_search_sorted=100)
time_for_choose_next = time.time() - choose_next_start_time
self.logger.info('Used %g seconds to find next '
'configurations' % (time_for_choose_next))
next_configs.extend(next_configs_tmp)
# TODO put Exception here!
except Exception as e:
self.logger.error(e)
self.logger.error("Error in getting next configurations "
"with SMAC. Using random configuration!")
next_config = self.config_space.sample_configuration()
next_configs.append(next_config)
models_fitted_this_iteration = 0
start_time_this_iteration = time.time()
for next_config in next_configs:
x_runtime = impute_inactive_values(next_config)
x_runtime = impute_inactive_values(x_runtime).get_array()
# predicted_runtime = runtime_rf.predict_marginalized_over_instances(
# x_runtime.reshape((1, -1)))
# predicted_runtime = np.exp(predicted_runtime[0][0][0]) - 1
self.logger.info("Starting to evaluate %d. configuration (from "
"SMAC) with time limit %ds.", num_run,
self.func_eval_time_limit)
self.logger.info(next_config)
self.reset_data_manager()
info = eval_with_limits(self.datamanager, self.tmp_dir, next_config,
seed, num_run,
self.resampling_strategy,
self.resampling_strategy_args,
self.memory_limit,
self.func_eval_time_limit)
(duration, result, _, additional_run_info, status) = info
run_history.add(config=next_config, cost=result,
time=duration , status=status,
instance_id=instance_id, seed=seed)
run_history.update_cost(next_config, result)
#self.logger.info('Predicted runtime %g, true runtime %g',
# predicted_runtime, duration)
# TODO add unittest to make sure everything works fine and
# this does not get outdated!
if smac.incumbent is None:
smac.incumbent = next_config
elif result < run_history.get_cost(smac.incumbent):
smac.incumbent = next_config
self.logger.info("Finished evaluating %d. configuration. "
"Duration: %f; loss: %f; status %s; additional "
"run info: %s ", num_run, duration, result,
str(status), additional_run_info)
smac_iter += 1
num_run += 1
models_fitted_this_iteration += 1
time_used_this_iteration = time.time() - start_time_this_iteration
if models_fitted_this_iteration >= 2 and \
time_for_choose_next > 0 and \
time_used_this_iteration > time_for_choose_next:
break
elif time_for_choose_next <= 0 and \
models_fitted_this_iteration >= 1:
break
elif models_fitted_this_iteration >= 50:
break
if max_iters is not None:
finished = (smac_iter < max_iters)
if self.scenario.shared_model:
pSMAC.write(run_history=run_history,
output_directory=self.scenario.output_dir,
num_run=self.seed)
global_original_rh = RunHistory(average_cost)
global_validated_rh = RunHistory(average_cost)
global_epm_rh = RunHistory(average_cost)
for run in runs:
global_original_rh.update(run.original_runhistory,
origin=DataOrigin.INTERNAL)
global_validated_rh.update(run.original_runhistory,
origin=DataOrigin.INTERNAL)
if run.validated_runhistory:
global_validated_rh.update(run.validated_runhistory,
origin=DataOrigin.EXTERNAL_SAME_INSTANCES)
global_epm_rh.update(global_validated_rh)
runs = sorted(runs,
key=lambda run: global_epm_rh.get_cost(run.solver.incumbent))
class TestRunhistory(unittest.TestCase):
def test_classification(self):
"""Function to test, if random and local runhistory created correctly"""
# combined = help.combine_runhistories(runs)
random, local = help.create_random_runhistories(global_original_rh)
random = str(random.data)
result = "OrderedDict([(RunKey(config_id=1, instance_id=None, seed=0), RunValue(cost=15.336866, time=-1.0, status=<StatusType.SUCCESS: 1>, additional_info={})), (RunKey(config_id=2, instance_id=None, seed=0), RunValue(cost=6.042356, time=-1.0, status=<StatusType.SUCCESS: 1>, additional_info={})), (RunKey(config_id=3, instance_id=None, seed=0), RunValue(cost=76.191931, time=-1.0, status=<StatusType.SUCCESS: 1>, additional_info={})), (RunKey(config_id=4, instance_id=None, seed=0), RunValue(cost=2.102303, time=-1.0, status=<StatusType.SUCCESS: 1>, additional_info={})), (RunKey(config_id=5, instance_id=None, seed=0), RunValue(cost=11.997325, time=-1.0, status=<StatusType.SUCCESS: 1>, additional_info={})), (RunKey(config_id=6, instance_id=None, seed=0), RunValue(cost=27.718052, time=-1.0, status=<StatusType.SUCCESS: 1>, additional_info={})), (RunKey(config_id=7, instance_id=None, seed=0), RunValue(cost=123.166119, time=-1.0, status=<StatusType.SUCCESS: 1>, additional_info={})), (RunKey(config_id=8, instance_id=None, seed=0), RunValue(cost=13.556812, time=-1.0, status=<StatusType.SUCCESS: 1>, additional_info={})), (RunKey(config_id=9, instance_id=None, seed=0), RunValue(cost=3.265477, time=-1.0, status=<StatusType.SUCCESS: 1>, additional_info={})), (RunKey(config_id=10, instance_id=None, seed=0), RunValue(cost=20.514643, time=-1.0, status=<StatusType.SUCCESS: 1>, additional_info={})), (RunKey(config_id=11, instance_id=None, seed=0), RunValue(cost=2.522322, time=-1.0, status=<StatusType.SUCCESS: 1>, additional_info={})), (RunKey(config_id=12, instance_id=None, seed=0), RunValue(cost=20.305772, time=-1.0, status=<StatusType.SUCCESS: 1>, additional_info={})), (RunKey(config_id=13, instance_id=None, seed=0), RunValue(cost=11.241301, time=-1.0, status=<StatusType.SUCCESS: 1>, additional_info={})), (RunKey(config_id=14, instance_id=None, seed=0), RunValue(cost=91.710919, time=-1.0, status=<StatusType.SUCCESS: 1>, additional_info={})), (RunKey(config_id=15, instance_id=None, seed=0), RunValue(cost=20.195214, time=-1.0, status=<StatusType.SUCCESS: 1>, additional_info={})), (RunKey(config_id=16, instance_id=None, seed=0), RunValue(cost=188.443026, time=-1.0, status=<StatusType.SUCCESS: 1>, additional_info={})), (RunKey(config_id=17, instance_id=None, seed=0), RunValue(cost=82.295484, time=-1.0, status=<StatusType.SUCCESS: 1>, additional_info={})), (RunKey(config_id=18, instance_id=None, seed=0), RunValue(cost=31.528635, time=-1.0, status=<StatusType.SUCCESS: 1>, additional_info={})), (RunKey(config_id=19, instance_id=None, seed=0), RunValue(cost=77.229825, time=-1.0, status=<StatusType.SUCCESS: 1>, additional_info={})), (RunKey(config_id=20, instance_id=None, seed=0), RunValue(cost=97.872458, time=-1.0, status=<StatusType.SUCCESS: 1>, additional_info={})), (RunKey(config_id=21, instance_id=None, seed=0), RunValue(cost=140.605172, time=-1.0, status=<StatusType.SUCCESS: 1>, additional_info={})), (RunKey(config_id=22, instance_id=None, seed=0), RunValue(cost=18.810533, time=-1.0, status=<StatusType.SUCCESS: 1>, additional_info={})), (RunKey(config_id=23, instance_id=None, seed=0), RunValue(cost=0.933445, time=-1.0, status=<StatusType.SUCCESS: 1>, additional_info={})), (RunKey(config_id=24, instance_id=None, seed=0), RunValue(cost=14.273374, time=-1.0, status=<StatusType.SUCCESS: 1>, additional_info={})), (RunKey(config_id=25, instance_id=None, seed=0), RunValue(cost=37.695976, time=-1.0, status=<StatusType.SUCCESS: 1>, additional_info={}))])"
# self.assertEqual(random, result)
def test_combination(self):
"""Test if the right combined runhistory is created using random and local runhistory"""
# combine_random_local
pass
def _plot_parallel_coordinates(
self,
original_rh: RunHistory,
validated_rh: RunHistory,
validator: Validator,
scenario: Scenario,
default: Configuration,
incumbent: Configuration,
param_imp: Union[None, Dict[str, float]],
output_dir: str,
cs: ConfigurationSpace,
runtime: bool = False,
):
"""
Parameters:
-----------
original_rh: RunHistory
runhistory that should contain only runs that were executed during search
validated_rh: RunHistory
runhistory that may contain as many runs as possible, also external runs.
this runhistory will be used to build the EPM
validator: Validator
validator to be used to estimate costs for configurations
scenario: Scenario
scenario object to take instances from
default, incumbent: Configuration
default and incumbent, they will surely be displayed
param_imp: Union[None, Dict[str->float]
if given, maps parameter-names to importance
output_dir: str
output directory for plots
cs: ConfigurationSpace
parameter configuration space to be visualized
runtime: boolean
runtime will be on logscale
"""
# Sorting parameters by importance, if possible (choose first executed parameter-importance)
method, importance = "", {}
if self.pc_sort_by == 'all':
self.logger.debug("Sorting by average importance")
method = 'average'
for m, i in param_imp.items():
if i:
for p, imp in i.items():
if p in importance:
importance[p].append(imp)
else:
importance[p] = [imp]
importance = {k: sum(v) / len(v) for k, v in importance.items()}
elif self.pc_sort_by in param_imp:
method, importance = self.pc_sort_by, param_imp[self.pc_sort_by]
else:
self.logger.debug("%s not evaluated.. choosing at random from: %s",
self.pc_sort_by, str(list(param_imp.keys())))
for m, i in param_imp.items():
if i:
method, importance = m, i
self.logger.debug("Chose %s", method)
break
hp_names = sorted([hp for hp in cs.get_hyperparameter_names()],
key=lambda x: importance.get(x, 0),
reverse=True)
self.logger.debug("Sorted hp's by method \'%s\': %s", method,
str(hp_names))
# To be set
self.plots = []
# Define set of configurations (limiting to max and choosing most interesting ones)
all_configs = original_rh.get_all_configs()
max_runs_epm = self.max_runs_epm # Maximum total number of runs considered for epm to limit maximum possible number configs
max_configs = int(
max_runs_epm /
(len(scenario.train_insts) + len(scenario.test_insts)))
if len(all_configs) > max_configs:
self.logger.debug(
"Limiting number of configs to train epm from %d to %d (based on max runs %d) and choosing "
"the ones with the most runs (for parallel coordinates)",
len(all_configs), max_configs, max_runs_epm)
all_configs = sorted(
all_configs,
key=lambda c: len(original_rh.get_runs_for_config(c)
))[:max_configs]
if not default in all_configs:
all_configs = [default] + all_configs
if not incumbent in all_configs:
all_configs.append(incumbent)
# Get costs for those configurations
epm_rh = RunHistory(average_cost)
epm_rh.update(validated_rh)
if scenario.feature_dict: # if instances are available
epm_rh.update(
timing(validator.validate_epm)(all_configs,
'train+test',
1,
runhistory=validated_rh))
config_to_cost = {c: epm_rh.get_cost(c) for c in all_configs}
pcp = ParallelCoordinatesPlotter(config_to_cost, output_dir, cs,
runtime)
try:
plots = [
pcp.plot_n_configs(
self.n_configs,
self.get_params(self.params, importance, hp_names))
]
self.logger.debug("Paths to plot(s): %s", str(plots))
return {'figure': plots}
except ValueError as err:
self.logger.debug("Error: %s", str(err))
return {'else': str(err)}
class TestIntensify(unittest.TestCase):
def setUp(self):
unittest.TestCase.setUp(self)
self.rh = RunHistory()
self.cs = get_config_space()
self.config1 = Configuration(self.cs, values={'a': 0, 'b': 100})
self.config2 = Configuration(self.cs, values={'a': 100, 'b': 0})
self.config3 = Configuration(self.cs, values={'a': 100, 'b': 100})
self.scen = Scenario({
"cutoff_time": 2,
'cs': self.cs,
"run_obj": 'runtime',
"output_dir": ''
})
self.stats = Stats(scenario=self.scen)
self.stats.start_timing()
self.logger = logging.getLogger(self.__module__ + "." +
self.__class__.__name__)
def test_race_challenger(self):
"""
test _race_challenger without adaptive capping
"""
def target(x):
return (x['a'] + 1) / 1000.
taf = ExecuteTAFuncDict(ta=target, stats=self.stats)
taf.runhistory = self.rh
intensifier = Intensifier(tae_runner=taf,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
instances=[1],
run_obj_time=False)
self.rh.add(config=self.config1,
cost=1,
time=1,
status=StatusType.SUCCESS,
instance_id=1,
seed=None,
additional_info=None)
intensifier.N = 1
inc = intensifier._race_challenger(challenger=self.config2,
incumbent=self.config1,
run_history=self.rh)
self.assertEqual(inc, self.config2)
self.assertEqual(intensifier.num_run, 1)
self.assertEqual(intensifier.num_chall_run, 1)
def test_race_challenger_2(self):
"""
test _race_challenger with adaptive capping
"""
def target(x):
time.sleep(1.5)
return (x['a'] + 1) / 1000.
taf = ExecuteTAFuncDict(ta=target, stats=self.stats, run_obj="runtime")
taf.runhistory = self.rh
intensifier = Intensifier(tae_runner=taf,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
instances=[1])
self.rh.add(config=self.config1,
cost=.001,
time=0.001,
status=StatusType.SUCCESS,
instance_id=1,
seed=12345,
additional_info=None)
intensifier.N = 1
# config2 should have a timeout (due to adaptive capping)
# and config1 should still be the incumbent
inc = intensifier._race_challenger(
challenger=self.config2,
incumbent=self.config1,
run_history=self.rh,
)
self.assertEqual(inc, self.config1)
self.assertEqual(intensifier.num_run, 1)
self.assertEqual(intensifier.num_chall_run, 1)
def test_race_challenger_3(self):
"""
test _race_challenger with adaptive capping on a previously capped configuration
"""
def target(config: Configuration, seed: int, instance: str):
if instance == 1:
time.sleep(2.1)
else:
time.sleep(0.6)
return (config['a'] + 1) / 1000.
taf = ExecuteTAFuncDict(ta=target,
stats=self.stats,
run_obj="runtime",
par_factor=1)
taf.runhistory = self.rh
intensifier = Intensifier(tae_runner=taf,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
cutoff=2,
instances=[1])
self.rh.add(config=self.config1,
cost=0.5,
time=.5,
status=StatusType.SUCCESS,
instance_id=1,
seed=12345,
additional_info=None)
# config2 should have a timeout (due to adaptive capping)
# and config1 should still be the incumbent
config, _ = intensifier.get_next_challenger(
challengers=[self.config2, self.config3], chooser=None)
inc = intensifier._race_challenger(
challenger=config,
incumbent=self.config1,
run_history=self.rh,
)
self.assertEqual(inc, self.config1)
# further run for incumbent
self.rh.add(config=self.config1,
cost=2,
time=2,
status=StatusType.TIMEOUT,
instance_id=2,
seed=12345,
additional_info=None)
# give config2 a second chance - now it should run on both instances
# run on instance 1
config, _ = intensifier.get_next_challenger(
challengers=[self.config2, self.config3], chooser=None)
inc = intensifier._race_challenger(
challenger=config,
incumbent=self.config1,
run_history=self.rh,
)
# run on instance 2
config, _ = intensifier.get_next_challenger(challengers=[self.config3],
chooser=None)
self.assertEqual(config, self.config2)
self.assertTrue(intensifier.continue_challenger)
inc = intensifier._race_challenger(
challenger=config,
incumbent=self.config1,
run_history=self.rh,
)
# the incumbent should still be config1 because
# config2 should get on inst 1 a full timeout
# such that c(config1) = 1.25 and c(config2) close to 1.3
self.assertEqual(inc, self.config1)
# the capped run should not be counted in runs_perf_config
self.assertAlmostEqual(self.rh.num_runs_per_config[2], 2)
self.assertFalse(intensifier.continue_challenger)
self.assertEqual(intensifier.num_run, 3)
self.assertEqual(intensifier.num_chall_run, 3)
def test_race_challenger_large(self):
"""
test _race_challenger using solution_quality
"""
def target(x):
return 1
taf = ExecuteTAFuncDict(ta=target, stats=self.stats)
taf.runhistory = self.rh
intensifier = Intensifier(tae_runner=taf,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
instances=list(range(10)),
run_obj_time=False,
deterministic=True)
for i in range(10):
self.rh.add(config=self.config1,
cost=i + 1,
time=1,
status=StatusType.SUCCESS,
instance_id=i,
seed=12345,
additional_info=None)
intensifier.stage = IntensifierStage.RUN_CHALLENGER
# tie on first instances and then challenger should always win
# and be returned as inc
while True:
config, _ = intensifier.get_next_challenger(
challengers=[self.config2, self.config3], chooser=None)
inc = intensifier._race_challenger(
challenger=config,
incumbent=self.config1,
run_history=self.rh,
)
# stop when challenger evaluation is over
if not intensifier.stage == IntensifierStage.RUN_CHALLENGER:
break
self.assertEqual(inc, self.config2)
self.assertEqual(self.rh.get_cost(self.config2), 1)
# get data for config2 to check that the correct run was performed
runs = self.rh.get_runs_for_config(self.config2,
only_max_observed_budget=True)
self.assertEqual(len(runs), 10)
self.assertEqual(intensifier.num_run, 10)
self.assertEqual(intensifier.num_chall_run, 10)
def test_race_challenger_large_blocked_seed(self):
"""
test _race_challenger whether seeds are blocked for challenger runs
"""
def target(x):
return 1
taf = ExecuteTAFuncDict(ta=target, stats=self.stats)
taf.runhistory = self.rh
intensifier = Intensifier(tae_runner=taf,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
instances=list(range(10)),
run_obj_time=False,
deterministic=False)
for i in range(10):
self.rh.add(config=self.config1,
cost=i + 1,
time=1,
status=StatusType.SUCCESS,
instance_id=i,
seed=i,
additional_info=None)
intensifier.stage = IntensifierStage.RUN_CHALLENGER
# tie on first instances and then challenger should always win
# and be returned as inc
while True:
config, _ = intensifier.get_next_challenger(
challengers=[self.config2, self.config3], chooser=None)
inc = intensifier._race_challenger(
challenger=config,
incumbent=self.config1,
run_history=self.rh,
)
# stop when challenger evaluation is over
if not intensifier.stage == IntensifierStage.RUN_CHALLENGER:
break
self.assertEqual(inc, self.config2)
self.assertEqual(self.rh.get_cost(self.config2), 1)
# get data for config2 to check that the correct run was performed
runs = self.rh.get_runs_for_config(self.config2,
only_max_observed_budget=True)
self.assertEqual(len(runs), 10)
seeds = sorted([r.seed for r in runs])
self.assertEqual(seeds, list(range(10)), seeds)
self.assertEqual(intensifier.num_run, 10)
self.assertEqual(intensifier.num_chall_run, 10)
def test_add_inc_run_det(self):
"""
test _add_inc_run()
"""
def target(x):
return (x['a'] + 1) / 1000.
taf = ExecuteTAFuncDict(ta=target,
stats=self.stats,
run_obj="solution_quality")
taf.runhistory = self.rh
intensifier = Intensifier(tae_runner=taf,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
instances=[1],
deterministic=True)
intensifier._add_inc_run(incumbent=self.config1, run_history=self.rh)
self.assertEqual(len(self.rh.data), 1, self.rh.data)
# since we assume deterministic=1,
# the second call should not add any more runs
# given only one instance
intensifier._add_inc_run(incumbent=self.config1, run_history=self.rh)
self.assertEqual(len(self.rh.data), 1, self.rh.data)
# The following two tests evaluate to zero because _next_iteration is triggered by _add_inc_run
# as it is the first evaluation of this intensifier
self.assertEqual(intensifier.num_run, 0)
self.assertEqual(intensifier.num_chall_run, 0)
def test_add_inc_run_nondet(self):
"""
test _add_inc_run()
"""
def target(x):
return (x['a'] + 1) / 1000.
taf = ExecuteTAFuncDict(ta=target,
stats=self.stats,
runhistory=self.rh,
run_obj="solution_quality")
intensifier = Intensifier(tae_runner=taf,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
instances=[1, 2],
deterministic=False)
intensifier._add_inc_run(incumbent=self.config1, run_history=self.rh)
self.assertEqual(len(self.rh.data), 1, self.rh.data)
intensifier._add_inc_run(incumbent=self.config1, run_history=self.rh)
self.assertEqual(len(self.rh.data), 2, self.rh.data)
runs = self.rh.get_runs_for_config(config=self.config1,
only_max_observed_budget=True)
# exactly one run on each instance
self.assertIn(1, [runs[0].instance, runs[1].instance])
self.assertIn(2, [runs[0].instance, runs[1].instance])
intensifier._add_inc_run(incumbent=self.config1, run_history=self.rh)
self.assertEqual(len(self.rh.data), 3, self.rh.data)
self.assertEqual(intensifier.num_run, 2)
self.assertEqual(intensifier.num_chall_run, 0)
def test_get_next_challenger(self):
"""
test get_next_challenger()
"""
intensifier = Intensifier(tae_runner=None,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
instances=[1],
deterministic=True)
intensifier.stage = IntensifierStage.RUN_CHALLENGER
# get a new challenger to evaluate
config, new = intensifier.get_next_challenger(
challengers=[self.config1, self.config2], chooser=None)
self.assertEqual(config, self.config1, intensifier.current_challenger)
self.assertEqual(intensifier._chall_indx, 1)
self.assertEqual(intensifier.N, 1)
self.assertTrue(new)
# when already evaluating a challenger, return the same challenger
intensifier.to_run = [(1, 1, 0)]
config, new = intensifier.get_next_challenger(
challengers=[self.config2], chooser=None)
self.assertEqual(config, self.config1, intensifier.current_challenger)
self.assertEqual(intensifier._chall_indx, 1)
self.assertFalse(new)
def test_generate_challenger(self):
"""
test generate_challenger()
"""
# test get generator from a list of challengers
intensifier = Intensifier(tae_runner=None,
stats=self.stats,
traj_logger=None,
rng=np.random.RandomState(12345),
instances=[1],
deterministic=True)
gen = intensifier._generate_challengers(
challengers=[self.config1, self.config2], chooser=None)
self.assertEqual(next(gen), self.config1)
self.assertEqual(next(gen), self.config2)
self.assertRaises(StopIteration, next, gen)
# test get generator from a chooser - would return only 1 configuration
intensifier = Intensifier(tae_runner=None,
stats=self.stats,
traj_logger=None,
rng=np.random.RandomState(12345),
instances=[1],
deterministic=True)
chooser = SMAC4AC(self.scen, rng=1).solver.epm_chooser
gen = intensifier._generate_challengers(challengers=None,
chooser=chooser)
self.assertEqual(next(gen).get_dictionary(), {'a': 24, 'b': 68})
self.assertRaises(StopIteration, next, gen)
# when both are none, raise error
with self.assertRaisesRegex(ValueError,
"No configurations/chooser provided"):
intensifier._generate_challengers(challengers=None, chooser=None)
def test_eval_challenger_1(self):
"""
test eval_challenger() - a complete intensification run with a `always_race_against` configuration
"""
def target(x):
if x['a'] == 100:
time.sleep(1)
return x['a']
taf = ExecuteTAFuncDict(ta=target, stats=self.stats, run_obj="runtime")
taf.runhistory = self.rh
intensifier = Intensifier(tae_runner=taf,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
instances=[1, 2],
run_obj_time=True,
cutoff=2,
deterministic=False,
always_race_against=self.config3,
run_limit=1)
self.assertEqual(intensifier.n_iters, 0)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_FIRST_CONFIG)
# intensification iteration #1
# run first config as incumbent if incumbent is None
config, _ = intensifier.get_next_challenger(challengers=[self.config2],
chooser=None)
self.assertEqual(config, self.config2)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_FIRST_CONFIG)
# eval config 2 (=first run)
inc, _ = intensifier.eval_challenger(
challenger=config,
incumbent=None,
run_history=self.rh,
)
self.assertEqual(inc, self.config2)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_INCUMBENT)
self.assertEqual(self.stats.inc_changed, 1)
self.assertEqual(intensifier.n_iters,
1) # 1 intensification run complete!
# intensification iteration #2
# regular intensification begins - run incumbent first
config, _ = intensifier.get_next_challenger(
challengers=None, # don't need a new list here as old one is cont'd
chooser=None)
self.assertEqual(config, inc)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_INCUMBENT)
inc, _ = intensifier.eval_challenger(
challenger=config,
incumbent=inc,
run_history=self.rh,
)
self.assertEqual(self.stats.ta_runs, 2)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_CHALLENGER)
self.assertEqual(self.stats.inc_changed, 1)
# run challenger now that the incumbent has been executed
config, _ = intensifier.get_next_challenger(challengers=[self.config1],
chooser=None)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_CHALLENGER)
self.assertEqual(config, self.config1)
inc, _ = intensifier.eval_challenger(
challenger=config,
incumbent=inc,
run_history=self.rh,
)
# challenger has a better performance, but not run on all instances yet. so incumbent stays the same
self.assertEqual(inc, self.config2)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_CHALLENGER)
self.assertTrue(intensifier.continue_challenger)
# run challenger again on the other instance
config, _ = intensifier.get_next_challenger(
challengers=None, # don't need a new list here as old one is cont'd
chooser=None)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_CHALLENGER)
self.assertEqual(config, self.config1)
inc, _ = intensifier.eval_challenger(
challenger=config,
incumbent=inc,
run_history=self.rh,
)
# challenger better than incumbent in both instances. so incumbent changed
self.assertEqual(inc, self.config1)
self.assertEqual(self.stats.inc_changed, 2)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_BASIS)
self.assertFalse(intensifier.continue_challenger)
# run basis configuration (`always_race_against`)
config, _ = intensifier.get_next_challenger(
challengers=None, # don't need a new list here as old one is cont'd
chooser=None)
self.assertEqual(config, self.config3)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_BASIS)
inc, _ = intensifier.eval_challenger(
challenger=config,
incumbent=inc,
run_history=self.rh,
)
# the basis configuration (config3) not better than incumbent, so can move on
self.assertEqual(inc, self.config1)
self.assertEqual(self.stats.inc_changed, 2)
self.assertEqual(self.stats.ta_runs, 5)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_INCUMBENT)
self.assertEqual(list(self.rh.data.values())[4][2], StatusType.CAPPED)
self.assertEqual(
intensifier.n_iters,
1) # iteration continues as `min_chall` condition is not met
self.assertIsInstance(intensifier.configs_to_run,
collections.abc.Iterator)
# no configs should be left at the end
with self.assertRaises(StopIteration):
next(intensifier.configs_to_run)
# intensification continues running incumbent again in same iteration...
config, _ = intensifier.get_next_challenger(
challengers=None, # don't need a new list here as old one is cont'd
chooser=None)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_INCUMBENT)
inc, _ = intensifier.eval_challenger(
challenger=config,
incumbent=inc,
run_history=self.rh,
)
self.assertEqual(inc, self.config1)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_CHALLENGER)
self.assertEqual(
len(
self.rh.get_runs_for_config(self.config1,
only_max_observed_budget=True)), 3)
self.assertEqual(
len(
self.rh.get_runs_for_config(self.config2,
only_max_observed_budget=True)), 2)
self.assertEqual(
len(
self.rh.get_runs_for_config(self.config3,
only_max_observed_budget=True)),
0) # capped
def test_eval_challenger_2(self):
"""
test eval_challenger() - a complete intensification run without a `always_race_against` configuration
"""
def target(x):
return 2 * x['a'] + x['b']
taf = ExecuteTAFuncDict(ta=target, stats=self.stats, run_obj="quality")
taf.runhistory = self.rh
intensifier = Intensifier(tae_runner=taf,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
instances=[1],
run_obj_time=False,
deterministic=True,
always_race_against=None,
run_limit=1)
self.assertEqual(intensifier.n_iters, 0)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_FIRST_CONFIG)
# intensification iteration #1
# run first config as incumbent if incumbent is None
config, _ = intensifier.get_next_challenger(challengers=[self.config3],
chooser=None)
self.assertEqual(config, self.config3)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_FIRST_CONFIG)
# eval config 2 (=first run)
inc, _ = intensifier.eval_challenger(
challenger=config,
incumbent=None,
run_history=self.rh,
)
self.assertEqual(inc, self.config3)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_INCUMBENT)
self.assertEqual(self.stats.inc_changed, 1)
self.assertEqual(intensifier.n_iters,
1) # 1 intensification run complete!
# regular intensification begins - run incumbent
config, _ = intensifier.get_next_challenger(
challengers=None, # since incumbent is run, no configs required
chooser=None)
self.assertEqual(config, inc)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_INCUMBENT)
inc, _ = intensifier.eval_challenger(
challenger=config,
incumbent=inc,
run_history=self.rh,
)
# no new TA runs as there are no more instances to run
self.assertEqual(inc, self.config3)
self.assertEqual(self.stats.inc_changed, 1)
self.assertEqual(self.stats.ta_runs, 1)
self.assertEqual(
len(
self.rh.get_runs_for_config(self.config3,
only_max_observed_budget=True)), 1)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_CHALLENGER)
# run challenger now that the incumbent has been executed
config, _ = intensifier.get_next_challenger(
challengers=[self.config2, self.config1], chooser=None)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_CHALLENGER)
self.assertEqual(config, self.config2)
inc, _ = intensifier.eval_challenger(
challenger=config,
incumbent=inc,
run_history=self.rh,
)
# challenger has a better performance, so incumbent has changed
self.assertEqual(inc, self.config2)
self.assertEqual(self.stats.inc_changed, 2)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_INCUMBENT
) # since there is no `always_race_against`
self.assertFalse(intensifier.continue_challenger)
self.assertEqual(
intensifier.n_iters,
1) # iteration continues as `min_chall` condition is not met
# intensification continues running incumbent again in same iteration...
# run incumbent
config, _ = intensifier.get_next_challenger(
challengers=None, # don't need a new list here as old one is cont'd
chooser=None)
self.assertEqual(config, self.config2)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_INCUMBENT)
inc, _ = intensifier.eval_challenger(
challenger=config,
incumbent=inc,
run_history=self.rh,
)
# run challenger
config, _ = intensifier.get_next_challenger(
challengers=None, # don't need a new list here as old one is cont'd
chooser=None)
self.assertEqual(config, self.config1)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_CHALLENGER)
inc, _ = intensifier.eval_challenger(
challenger=config,
incumbent=inc,
run_history=self.rh,
)
self.assertEqual(inc, self.config1)
self.assertEqual(self.stats.inc_changed, 3)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_INCUMBENT)
self.assertEqual(intensifier.n_iters,
2) # 2 intensification run complete!
# no configs should be left at the end
with self.assertRaises(StopIteration):
next(intensifier.configs_to_run)
self.assertEqual(
len(
self.rh.get_runs_for_config(self.config1,
only_max_observed_budget=True)), 1)
self.assertEqual(
len(
self.rh.get_runs_for_config(self.config2,
only_max_observed_budget=True)), 1)
self.assertEqual(
len(
self.rh.get_runs_for_config(self.config3,
only_max_observed_budget=True)), 1)
def test_eval_challenger_3(self):
"""
test eval_challenger for a resumed SMAC run (first run with incumbent)
"""
def target(x):
return x['a']
taf = ExecuteTAFuncDict(ta=target, stats=self.stats, run_obj="quality")
taf.runhistory = self.rh
intensifier = Intensifier(tae_runner=taf,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
instances=[1],
run_obj_time=False,
deterministic=False,
always_race_against=None,
run_limit=1)
self.assertEqual(intensifier.n_iters, 0)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_FIRST_CONFIG)
# adding run for incumbent configuration
self.rh.add(config=self.config1,
cost=1,
time=1,
status=StatusType.SUCCESS,
instance_id=1,
seed=None,
additional_info=None)
# intensification - incumbent will be run, but not as RUN_FIRST_CONFIG stage
config, _ = intensifier.get_next_challenger(challengers=[self.config2],
chooser=None)
inc, _ = intensifier.eval_challenger(
challenger=config,
incumbent=self.config1,
run_history=self.rh,
)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_CHALLENGER)
self.assertEqual(
len(
self.rh.get_runs_for_config(self.config1,
only_max_observed_budget=True)), 2)
def test_no_new_intensification_wo_challenger_run(self):
"""
This test ensures that no new iteration is started if no challenger run was conducted
"""
def target(x):
return 2 * x['a'] + x['b']
taf = ExecuteTAFuncDict(ta=target, stats=self.stats, run_obj="quality")
taf.runhistory = self.rh
intensifier = Intensifier(
tae_runner=taf,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None, stats=self.stats),
rng=np.random.RandomState(12345),
instances=[1],
run_obj_time=False,
deterministic=True,
always_race_against=None,
run_limit=1,
min_chall=1,
)
self.assertEqual(intensifier.n_iters, 0)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_FIRST_CONFIG)
config, _ = intensifier.get_next_challenger(challengers=[self.config3],
chooser=None)
self.assertEqual(config, self.config3)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_FIRST_CONFIG)
inc, _ = intensifier.eval_challenger(
challenger=config,
incumbent=None,
run_history=self.rh,
)
self.assertEqual(inc, self.config3)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_INCUMBENT)
self.assertEqual(intensifier.n_iters,
1) # 1 intensification run complete!
# regular intensification begins - run incumbent
config, _ = intensifier.get_next_challenger(
challengers=None, # since incumbent is run, no configs required
chooser=None)
self.assertEqual(config, inc)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_INCUMBENT)
inc, _ = intensifier.eval_challenger(
challenger=config,
incumbent=inc,
run_history=self.rh,
)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_CHALLENGER)
self.assertEqual(intensifier.n_iters, 1)
# Check that we don't walk into the next iteration if the challenger is passed again
config, _ = intensifier.get_next_challenger(challengers=[self.config3],
chooser=None)
inc, _ = intensifier.eval_challenger(
challenger=config,
incumbent=inc,
run_history=self.rh,
)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_CHALLENGER)
self.assertEqual(intensifier.n_iters, 1)
intensifier._next_iteration()
# Add a configuration, then try to execute it afterwards
self.assertEqual(intensifier.n_iters, 2)
self.rh.add(config=self.config1,
cost=1,
time=1,
status=StatusType.SUCCESS,
instance_id=1,
seed=0,
additional_info=None)
intensifier.stage = IntensifierStage.RUN_CHALLENGER
config, _ = intensifier.get_next_challenger(challengers=[self.config1],
chooser=None)
inc, _ = intensifier.eval_challenger(
challenger=config,
incumbent=inc,
run_history=self.rh,
)
self.assertEqual(intensifier.n_iters, 2)
self.assertEqual(intensifier.num_chall_run, 0)
# This returns the config evaluating the incumbent again
config, _ = intensifier.get_next_challenger(challengers=None,
chooser=None)
inc, _ = intensifier.eval_challenger(
challenger=config,
incumbent=inc,
run_history=self.rh,
)
# This doesn't return a config because the array of configs is exhausted
config, _ = intensifier.get_next_challenger(challengers=None,
chooser=None)
self.assertIsNone(config)
# This finally gives a runable configuration
config, _ = intensifier.get_next_challenger(challengers=[self.config2],
chooser=None)
inc, _ = intensifier.eval_challenger(
challenger=config,
incumbent=inc,
run_history=self.rh,
)
self.assertEqual(intensifier.n_iters, 3)
self.assertEqual(intensifier.num_chall_run, 1)
class TestIntensify(unittest.TestCase):
def setUp(self):
unittest.TestCase.setUp(self)
self.rh = RunHistory()
self.cs = get_config_space()
self.config1 = Configuration(self.cs, values={'a': 0, 'b': 100})
self.config2 = Configuration(self.cs, values={'a': 100, 'b': 0})
self.config3 = Configuration(self.cs, values={'a': 100, 'b': 100})
self.scen = Scenario({
"cutoff_time": 2,
'cs': self.cs,
"run_obj": 'runtime',
"output_dir": ''
})
self.stats = Stats(scenario=self.scen)
self.stats.start_timing()
self.logger = logging.getLogger(self.__module__ + "." +
self.__class__.__name__)
def test_race_challenger(self):
"""
test _race_challenger without adaptive capping
"""
def target(x):
return (x['a'] + 1) / 1000.
taf = ExecuteTAFuncDict(ta=target, stats=self.stats)
taf.runhistory = self.rh
intensifier = Intensifier(tae_runner=taf,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
instances=[1],
run_obj_time=False)
self.rh.add(config=self.config1,
cost=1,
time=1,
status=StatusType.SUCCESS,
instance_id=1,
seed=None,
additional_info=None)
intensifier.N = 1
inc = intensifier._race_challenger(challenger=self.config2,
incumbent=self.config1,
run_history=self.rh)
self.assertEqual(inc, self.config2)
def test_race_challenger_2(self):
"""
test _race_challenger with adaptive capping
"""
def target(x):
time.sleep(1.5)
return (x['a'] + 1) / 1000.
taf = ExecuteTAFuncDict(ta=target, stats=self.stats, run_obj="runtime")
taf.runhistory = self.rh
intensifier = Intensifier(tae_runner=taf,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
instances=[1])
self.rh.add(config=self.config1,
cost=.001,
time=0.001,
status=StatusType.SUCCESS,
instance_id=1,
seed=12345,
additional_info=None)
intensifier.N = 1
# config2 should have a timeout (due to adaptive capping)
# and config1 should still be the incumbent
inc = intensifier._race_challenger(
challenger=self.config2,
incumbent=self.config1,
run_history=self.rh,
)
# self.assertTrue(False)
self.assertEqual(inc, self.config1)
def test_race_challenger_3(self):
"""
test _race_challenger with adaptive capping on a previously capped configuration
"""
def target(config: Configuration, seed: int, instance: str):
if instance == 1:
time.sleep(2.1)
else:
time.sleep(0.6)
return (config['a'] + 1) / 1000.
taf = ExecuteTAFuncDict(ta=target,
stats=self.stats,
run_obj="runtime",
par_factor=1)
taf.runhistory = self.rh
intensifier = Intensifier(tae_runner=taf,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
cutoff=2,
instances=[1])
self.rh.add(config=self.config1,
cost=0.5,
time=.5,
status=StatusType.SUCCESS,
instance_id=1,
seed=12345,
additional_info=None)
# config2 should have a timeout (due to adaptive capping)
# and config1 should still be the incumbent
config, _ = intensifier.get_next_challenger(
challengers=[self.config2, self.config3], chooser=None)
inc = intensifier._race_challenger(
challenger=config,
incumbent=self.config1,
run_history=self.rh,
)
self.assertEqual(inc, self.config1)
# further run for incumbent
self.rh.add(config=self.config1,
cost=2,
time=2,
status=StatusType.TIMEOUT,
instance_id=2,
seed=12345,
additional_info=None)
# give config2 a second chance - now it should run on both instances
# run on instance 1
config, _ = intensifier.get_next_challenger(
challengers=[self.config2, self.config3], chooser=None)
inc = intensifier._race_challenger(
challenger=config,
incumbent=self.config1,
run_history=self.rh,
)
# run on instance 2
config, _ = intensifier.get_next_challenger(challengers=[self.config3],
chooser=None)
self.assertEqual(config, self.config2)
self.assertTrue(intensifier.continue_challenger)
inc = intensifier._race_challenger(
challenger=config,
incumbent=self.config1,
run_history=self.rh,
)
# the incumbent should still be config1 because
# config2 should get on inst 1 a full timeout
# such that c(config1) = 1.25 and c(config2) close to 1.3
self.assertEqual(inc, self.config1)
# the capped run should not be counted in runs_perf_config
self.assertAlmostEqual(self.rh.num_runs_per_config[2], 2)
self.assertFalse(intensifier.continue_challenger)
def test_race_challenger_large(self):
"""
test _race_challenger using solution_quality
"""
def target(x):
return 1
taf = ExecuteTAFuncDict(ta=target, stats=self.stats)
taf.runhistory = self.rh
intensifier = Intensifier(tae_runner=taf,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
instances=list(range(10)),
run_obj_time=False,
deterministic=True)
for i in range(10):
self.rh.add(config=self.config1,
cost=i + 1,
time=1,
status=StatusType.SUCCESS,
instance_id=i,
seed=12345,
additional_info=None)
intensifier.stage = IntensifierStage.RUN_CHALLENGER
# tie on first instances and then challenger should always win
# and be returned as inc
while True:
config, _ = intensifier.get_next_challenger(
challengers=[self.config2, self.config3], chooser=None)
inc = intensifier._race_challenger(
challenger=config,
incumbent=self.config1,
run_history=self.rh,
)
# stop when challenger evaluation is over
if not intensifier.stage == IntensifierStage.RUN_CHALLENGER:
break
self.assertEqual(inc, self.config2)
self.assertEqual(self.rh.get_cost(self.config2), 1)
# get data for config2 to check that the correct run was performed
runs = self.rh.get_runs_for_config(self.config2,
only_max_observed_budget=True)
self.assertEqual(len(runs), 10)
def test_race_challenger_large_blocked_seed(self):
"""
test _race_challenger whether seeds are blocked for challenger runs
"""
def target(x):
return 1
taf = ExecuteTAFuncDict(ta=target, stats=self.stats)
taf.runhistory = self.rh
intensifier = Intensifier(tae_runner=taf,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
instances=list(range(10)),
run_obj_time=False,
deterministic=False)
for i in range(10):
self.rh.add(config=self.config1,
cost=i + 1,
time=1,
status=StatusType.SUCCESS,
instance_id=i,
seed=i,
additional_info=None)
intensifier.stage = IntensifierStage.RUN_CHALLENGER
# tie on first instances and then challenger should always win
# and be returned as inc
while True:
config, _ = intensifier.get_next_challenger(
challengers=[self.config2, self.config3], chooser=None)
inc = intensifier._race_challenger(
challenger=config,
incumbent=self.config1,
run_history=self.rh,
)
# stop when challenger evaluation is over
if not intensifier.stage == IntensifierStage.RUN_CHALLENGER:
break
self.assertEqual(inc, self.config2)
self.assertEqual(self.rh.get_cost(self.config2), 1)
# get data for config2 to check that the correct run was performed
runs = self.rh.get_runs_for_config(self.config2,
only_max_observed_budget=True)
self.assertEqual(len(runs), 10)
seeds = sorted([r.seed for r in runs])
self.assertEqual(seeds, list(range(10)), seeds)
def test_add_inc_run_det(self):
"""
test _add_inc_run()
"""
def target(x):
return (x['a'] + 1) / 1000.
taf = ExecuteTAFuncDict(ta=target,
stats=self.stats,
run_obj="solution_quality")
taf.runhistory = self.rh
intensifier = Intensifier(tae_runner=taf,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
instances=[1],
deterministic=True)
intensifier._add_inc_run(incumbent=self.config1, run_history=self.rh)
self.assertEqual(len(self.rh.data), 1, self.rh.data)
# since we assume deterministic=1,
# the second call should not add any more runs
# given only one instance
intensifier._add_inc_run(incumbent=self.config1, run_history=self.rh)
self.assertEqual(len(self.rh.data), 1, self.rh.data)
def test_add_inc_run_nondet(self):
"""
test _add_inc_run()
"""
def target(x):
return (x['a'] + 1) / 1000.
taf = ExecuteTAFuncDict(ta=target,
stats=self.stats,
runhistory=self.rh,
run_obj="solution_quality")
intensifier = Intensifier(tae_runner=taf,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
instances=[1, 2],
deterministic=False)
intensifier._add_inc_run(incumbent=self.config1, run_history=self.rh)
self.assertEqual(len(self.rh.data), 1, self.rh.data)
intensifier._add_inc_run(incumbent=self.config1, run_history=self.rh)
self.assertEqual(len(self.rh.data), 2, self.rh.data)
runs = self.rh.get_runs_for_config(config=self.config1,
only_max_observed_budget=True)
# exactly one run on each instance
self.assertIn(1, [runs[0].instance, runs[1].instance])
self.assertIn(2, [runs[0].instance, runs[1].instance])
intensifier._add_inc_run(incumbent=self.config1, run_history=self.rh)
self.assertEqual(len(self.rh.data), 3, self.rh.data)
def test_get_next_challenger(self):
"""
test get_next_challenger()
"""
intensifier = Intensifier(tae_runner=None,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
instances=[1],
deterministic=True)
intensifier.stage = IntensifierStage.RUN_CHALLENGER
# get a new challenger to evaluate
config, new = intensifier.get_next_challenger(
challengers=[self.config1, self.config2], chooser=None)
self.assertEqual(config, self.config1, intensifier.current_challenger)
self.assertEqual(intensifier._chall_indx, 1)
self.assertEqual(intensifier.N, 1)
self.assertTrue(new)
# when already evaluating a challenger, return the same challenger
intensifier.to_run = [(1, 1, 0)]
config, new = intensifier.get_next_challenger(
challengers=[self.config2], chooser=None)
self.assertEqual(config, self.config1, intensifier.current_challenger)
self.assertEqual(intensifier._chall_indx, 1)
self.assertFalse(new)
def test_generate_challenger(self):
"""
test generate_challenger()
"""
# test get generator from a list of challengers
intensifier = Intensifier(tae_runner=None,
stats=self.stats,
traj_logger=None,
rng=np.random.RandomState(12345),
instances=[1],
deterministic=True)
gen = intensifier._generate_challengers(
challengers=[self.config1, self.config2], chooser=None)
self.assertEqual(next(gen), self.config1)
self.assertEqual(next(gen), self.config2)
self.assertRaises(StopIteration, next, gen)
# test get generator from a chooser - would return only 1 configuration
intensifier = Intensifier(tae_runner=None,
stats=self.stats,
traj_logger=None,
rng=np.random.RandomState(12345),
instances=[1],
deterministic=True)
chooser = SMAC4AC(self.scen, rng=1).solver.epm_chooser
gen = intensifier._generate_challengers(challengers=None,
chooser=chooser)
self.assertEqual(next(gen).get_dictionary(), {'a': 24, 'b': 68})
self.assertRaises(StopIteration, next, gen)
# when both are none, raise error
with self.assertRaisesRegex(ValueError,
"No configurations/chooser provided"):
intensifier._generate_challengers(challengers=None, chooser=None)
def test_eval_challenger(self):
"""
test eval_challenger() - a complete intensification run
"""
def target(x):
return x['a']
taf = ExecuteTAFuncDict(ta=target, stats=self.stats)
taf.runhistory = self.rh
intensifier = Intensifier(tae_runner=taf,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
instances=[1],
run_obj_time=False,
deterministic=False,
always_race_against=self.config3,
run_limit=1)
# run incumbent first if it was not run before
config, _ = intensifier.get_next_challenger(
challengers=[self.config2, self.config1, self.config3],
chooser=None)
inc, _ = intensifier.eval_challenger(
challenger=config,
incumbent=None,
run_history=self.rh,
)
self.assertEqual(inc, self.config2)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_CHALLENGER)
# run challenger now that the incumbent has been executed
config, _ = intensifier.get_next_challenger(
challengers=[self.config2, self.config1, self.config3],
chooser=None)
inc, _ = intensifier.eval_challenger(
challenger=config,
incumbent=inc,
run_history=self.rh,
)
# challenger should have a better performance, so incumbent should have changed
self.assertEqual(inc, self.config1)
self.assertEqual(self.stats.inc_changed, 1)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_DEFAULT)
self.assertFalse(intensifier.continue_challenger)
# run `always_race_against` now since the incumbent has changed
config, _ = intensifier.get_next_challenger(
challengers=[self.config2, self.config1, self.config3],
chooser=None)
inc, _ = intensifier.eval_challenger(
challenger=config,
incumbent=inc,
run_history=self.rh,
)
self.assertEqual(inc, self.config1)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_INCUMBENT)
self.assertEqual(
len(
self.rh.get_runs_for_config(self.config3,
only_max_observed_budget=True)), 1)
self.assertEqual(intensifier.n_iters, 1)
self.assertIsInstance(intensifier.configs_to_run, collections.Iterator)
with self.assertRaises(StopIteration):
next(intensifier.configs_to_run)
def _get_incumbent(self,
challenger: Configuration,
incumbent: typing.Optional[Configuration],
run_history: RunHistory,
log_traj: bool = True) -> Configuration:
"""
Compares the challenger with current incumbent and returns the best configuration
Parameters
----------
challenger : Configuration
promising configuration
incumbent : Configuration
best configuration so far
run_history : smac.runhistory.runhistory.RunHistory
stores all runs we ran so far
log_traj : bool
whether to log changes of incumbents in trajectory
Returns
-------
typing.Tuple[Configuration, float]
incumbent and incumbent cost
"""
# compare challenger with current incumbent
if incumbent is None: # first intensify run from initial design
new_incumbent = challenger
inc_perf = run_history.get_cost(new_incumbent)
self.logger.info("First Incumbent found! Cost of incumbent is (%.4f)" % inc_perf)
self.logger.info("incumbent configuration: %s" % str(challenger))
if log_traj:
# adding incumbent entry
self.stats.inc_changed += 1 # first incumbent
self.traj_logger.add_entry(train_perf=inc_perf,
incumbent_id=self.stats.inc_changed,
incumbent=new_incumbent)
elif self.instance_as_budget:
new_incumbent = self._compare_configs(incumbent, challenger,
run_history, log_traj)
# if compare config returned none, then it is undecided. So return old incumbent
new_incumbent = incumbent if new_incumbent is None else new_incumbent
else:
inc_runs = run_history.get_runs_for_config(incumbent, only_max_observed_budget=True)
chall_runs = run_history.get_runs_for_config(challenger, only_max_observed_budget=True)
if len(inc_runs) > 1:
raise ValueError(
'Number of incumbent runs on budget %f must not exceed 1, but is %d',
inc_runs[0].budget, len(inc_runs),
)
if len(chall_runs) > 1:
raise ValueError(
'Number of challenger runs on budget %f must not exceed 1, but is %d',
chall_runs[0].budget, len(chall_runs),
)
inc_run = inc_runs[0]
chall_run = chall_runs[0]
if inc_run.budget > chall_run.budget:
self.logger.debug('Incumbent evaluated on higher budget than challenger (%.4f > %.4f), '
'not changing the incumbent',
inc_run.budget, chall_run.budget)
new_incumbent = incumbent
elif inc_run.budget < chall_run.budget:
self.logger.debug('Challenger evaluated on higher budget than incumbent (%.4f > %.4f), '
'changing the incumbent',
chall_run.budget, inc_run.budget)
new_incumbent = challenger
if log_traj:
# adding incumbent entry
self.stats.inc_changed += 1
new_inc_cost = run_history.get_cost(new_incumbent)
self.traj_logger.add_entry(train_perf=new_inc_cost,
incumbent_id=self.stats.inc_changed,
incumbent=new_incumbent)
else:
chall_cost = run_history.get_cost(challenger)
inc_cost = run_history.get_cost(incumbent)
if chall_cost < inc_cost:
self.logger.info("Challenger (%.4f) is better than incumbent (%.4f) on budget %.4f.",
chall_cost, inc_cost, chall_run.budget)
self._log_incumbent_changes(incumbent, challenger)
new_incumbent = challenger
if log_traj:
# adding incumbent entry
self.stats.inc_changed += 1 # first incumbent
self.traj_logger.add_entry(train_perf=chall_cost,
incumbent_id=self.stats.inc_changed,
incumbent=new_incumbent)
else:
self.logger.debug("Incumbent (%.4f) is at least as good as the challenger (%.4f) on budget %.4f.",
inc_cost, chall_cost, inc_run.budget)
new_incumbent = incumbent
return new_incumbent
def eval_challenger(self,
challenger: Configuration,
incumbent: typing.Optional[Configuration],
run_history: RunHistory,
time_bound: float = float(MAXINT),
log_traj: bool = True) -> typing.Tuple[Configuration, float]:
"""
Running intensification via successive halving to determine the incumbent configuration.
*Side effect:* adds runs to run_history
Parameters
----------
challenger : Configuration
promising configuration
incumbent : typing.Optional[Configuration]
best configuration so far, None in 1st run
run_history : smac.runhistory.runhistory.RunHistory
stores all runs we ran so far
time_bound : float, optional (default=2 ** 31 - 1)
time in [sec] available to perform intensify
log_traj : bool
whether to log changes of incumbents in trajectory
Returns
-------
typing.Tuple[Configuration, float]
incumbent and incumbent cost
"""
# calculating the incumbent's performance for adaptive capping
# this check is required because:
# - there is no incumbent performance for the first ever 'intensify' run (from initial design)
# - during the 1st intensify run, the incumbent shouldn't be capped after being compared against itself
if incumbent and incumbent != challenger:
inc_runs = run_history.get_runs_for_config(incumbent, only_max_observed_budget=True)
inc_sum_cost = run_history.sum_cost(config=incumbent, instance_seed_budget_keys=inc_runs)
else:
inc_sum_cost = np.inf
if self.first_run:
self.logger.info("First run, no incumbent provided; challenger is assumed to be the incumbent")
incumbent = challenger
self.first_run = False
# select which instance to run current config on
curr_budget = self.all_budgets[self.stage]
# selecting instance-seed subset for this budget, depending on the kind of budget
if self.instance_as_budget:
prev_budget = int(self.all_budgets[self.stage - 1]) if self.stage > 0 else 0
curr_insts = self.inst_seed_pairs[int(prev_budget):int(curr_budget)]
else:
curr_insts = self.inst_seed_pairs
n_insts_remaining = len(curr_insts) - self.curr_inst_idx - 1
self.logger.debug(" Running challenger - %s" % str(challenger))
# run the next instance-seed pair for the given configuration
instance, seed = curr_insts[self.curr_inst_idx]
# selecting cutoff if running adaptive capping
cutoff = self.cutoff
if self.run_obj_time:
cutoff = self._adapt_cutoff(challenger=challenger,
run_history=run_history,
inc_sum_cost=inc_sum_cost)
if cutoff is not None and cutoff <= 0:
# ran out of time to validate challenger
self.logger.debug("Stop challenger intensification due to adaptive capping.")
self.curr_inst_idx = np.inf
self.logger.debug('Cutoff for challenger: %s' % str(cutoff))
try:
# run target algorithm for each instance-seed pair
self.logger.debug("Execute target algorithm")
try:
status, cost, dur, res = self.tae_runner.start(
config=challenger,
instance=instance,
seed=seed,
cutoff=cutoff,
budget=0.0 if self.instance_as_budget else curr_budget,
instance_specific=self.instance_specifics.get(instance, "0"),
# Cutoff might be None if self.cutoff is None, but then the first if statement prevents
# evaluation of the second if statement
capped=(self.cutoff is not None) and (cutoff < self.cutoff) # type: ignore[operator] # noqa F821
)
self._ta_time += dur
self.num_run += 1
self.curr_inst_idx += 1
except CappedRunException:
# We move on to the next configuration if a configuration is capped
self.logger.debug("Budget exhausted by adaptive capping; "
"Interrupting current challenger and moving on to the next one")
# ignore all pending instances
self.curr_inst_idx = np.inf
n_insts_remaining = 0
status = StatusType.CAPPED
# adding challengers to the list of evaluated challengers
# - Stop: CAPPED/CRASHED/TIMEOUT/MEMOUT (!= SUCCESS & DONOTADVANCE)
# - Advance to next stage: SUCCESS
# curr_challengers is a set, so "at least 1" success can be counted by set addition (no duplicates)
# If a configuration is successful, it is added to curr_challengers.
# if it fails it is added to fail_challengers.
if np.isfinite(self.curr_inst_idx) and status in [StatusType.SUCCESS, StatusType.DONOTADVANCE]:
self.success_challengers.add(challenger) # successful configs
else:
self.fail_challengers.add(challenger) # capped/crashed/do not advance configs
# get incumbent if all instances have been evaluated
if n_insts_remaining <= 0:
incumbent = self._compare_configs(challenger=challenger,
incumbent=incumbent,
run_history=run_history,
log_traj=log_traj)
except BudgetExhaustedException:
# Returning the final incumbent selected so far because we ran out of optimization budget
self.logger.debug("Budget exhausted; "
"Interrupting optimization run and returning current incumbent")
# if all configurations for the current stage have been evaluated, reset stage
num_chal_evaluated = len(self.success_challengers.union(self.fail_challengers)) + self.fail_chal_offset
if num_chal_evaluated == self.n_configs_in_stage[self.stage] and n_insts_remaining <= 0:
self.logger.info('Successive Halving iteration-step: %d-%d with '
'budget [%.2f / %d] - evaluated %d challenger(s)' %
(self.sh_iters + 1, self.stage + 1, self.all_budgets[self.stage], self.max_budget,
self.n_configs_in_stage[self.stage]))
self._update_stage(run_history=run_history)
# get incumbent cost
inc_perf = run_history.get_cost(incumbent)
return incumbent, inc_perf
class TestIntensify(unittest.TestCase):
def setUp(self):
unittest.TestCase.setUp(self)
self.rh = RunHistory()
self.cs = get_config_space()
self.config1 = Configuration(self.cs, values={"a": 0, "b": 100})
self.config2 = Configuration(self.cs, values={"a": 100, "b": 0})
self.config3 = Configuration(self.cs, values={"a": 100, "b": 100})
self.scen = Scenario({
"cutoff_time": 2,
"cs": self.cs,
"run_obj": "runtime",
"output_dir": "",
"deterministic": False,
"limit_resources": True,
})
self.stats = Stats(scenario=self.scen)
self.stats.start_timing()
self.logger = logging.getLogger(self.__module__ + "." +
self.__class__.__name__)
def test_race_challenger_1(self):
"""
Makes sure that a racing configuration with better performance,
is selected as incumbent
No adaptive capping
"""
def target(x):
return (x["a"] + 1) / 1000.0
taf = ExecuteTAFuncDict(use_pynisher=False,
ta=target,
stats=self.stats)
taf.runhistory = self.rh
intensifier = Intensifier(
stats=self.stats,
traj_logger=TrajLogger(output_dir=None, stats=self.stats),
rng=np.random.RandomState(12345),
instances=[1],
run_obj_time=False,
)
self.rh.add(
config=self.config1,
cost=1,
time=1,
status=StatusType.SUCCESS,
instance_id=1,
seed=None,
additional_info=None,
)
intensifier.N = 1
inc, instance, seed, cutoff = intensifier._get_next_racer(
challenger=self.config2,
incumbent=self.config1,
run_history=self.rh)
run_info = RunInfo(
config=self.config2,
instance=instance,
instance_specific="0",
cutoff=cutoff,
seed=seed,
capped=False,
budget=0.0,
)
result = eval_challenger(run_info, taf, self.stats, self.rh)
inc, perf = intensifier.process_results(
run_info=run_info,
incumbent=self.config1,
run_history=self.rh,
time_bound=np.inf,
result=result,
)
self.assertEqual(inc, self.config2)
self.assertEqual(intensifier.num_run, 1)
self.assertEqual(intensifier.num_chall_run, 1)
def test_race_challenger_2(self):
"""
Makes sure that a racing configuration with better performance,
that is capped, doesn't substitute the incumbent.
"""
def target(x):
time.sleep(1.5)
return (x["a"] + 1) / 1000.0
taf = ExecuteTAFuncDict(use_pynisher=False,
ta=target,
stats=self.stats,
run_obj="runtime")
taf.runhistory = self.rh
intensifier = Intensifier(
stats=self.stats,
traj_logger=TrajLogger(output_dir=None, stats=self.stats),
rng=np.random.RandomState(12345),
instances=[1],
)
self.rh.add(
config=self.config1,
cost=0.001,
time=0.001,
status=StatusType.SUCCESS,
instance_id=1,
seed=12345,
additional_info=None,
)
intensifier.N = 1
# config2 should have a timeout (due to adaptive capping)
# and config1 should still be the incumbent
inc, instance, seed, cutoff = intensifier._get_next_racer(
challenger=self.config2,
incumbent=self.config1,
run_history=self.rh)
run_info = RunInfo(
config=self.config2,
instance=instance,
instance_specific="0",
seed=seed,
cutoff=cutoff,
capped=True,
budget=0.0,
)
result = eval_challenger(run_info, taf, self.stats, self.rh)
inc, perf = intensifier.process_results(
run_info=run_info,
incumbent=self.config1,
run_history=self.rh,
time_bound=np.inf,
result=result,
)
self.assertEqual(inc, self.config1)
self.assertEqual(intensifier.num_run, 1)
self.assertEqual(intensifier.num_chall_run, 1)
def test_race_challenger_3(self):
"""
test _race_challenger with adaptive capping on a previously capped configuration
"""
def target(config: Configuration, seed: int, instance: str):
if instance == 1:
time.sleep(2.1)
else:
time.sleep(0.6)
return (config["a"] + 1) / 1000.0
taf = ExecuteTAFuncDict(
use_pynisher=False,
ta=target,
stats=self.stats,
run_obj="runtime",
par_factor=1,
)
taf.runhistory = self.rh
intensifier = Intensifier(
stats=self.stats,
traj_logger=TrajLogger(output_dir=None, stats=self.stats),
rng=np.random.RandomState(12345),
cutoff=2,
instances=[1],
)
self.rh.add(
config=self.config1,
cost=0.5,
time=0.5,
status=StatusType.SUCCESS,
instance_id=1,
seed=12345,
additional_info=None,
)
# config2 should have a timeout (due to adaptive capping)
# and config1 should still be the incumbent
config, _ = intensifier.get_next_challenger(
challengers=[self.config2, self.config3], chooser=None)
inc, instance, seed, cutoff = intensifier._get_next_racer(
challenger=config, incumbent=self.config1, run_history=self.rh)
run_info = RunInfo(
config=config,
instance=instance,
instance_specific="0",
seed=seed,
cutoff=cutoff,
capped=True,
budget=0.0,
)
result = eval_challenger(run_info, taf, self.stats, self.rh)
inc, perf = intensifier.process_results(
run_info=run_info,
incumbent=self.config1,
run_history=self.rh,
time_bound=np.inf,
result=result,
)
self.assertEqual(inc, self.config1)
# further run for incumbent
self.rh.add(
config=self.config1,
cost=2,
time=2,
status=StatusType.TIMEOUT,
instance_id=2,
seed=12345,
additional_info=None,
)
# give config2 a second chance - now it should run on both instances
# run on instance 1
config, _ = intensifier.get_next_challenger(
challengers=[self.config2, self.config3], chooser=None)
inc, instance, seed, cutoff = intensifier._get_next_racer(
challenger=config, incumbent=self.config1, run_history=self.rh)
run_info = RunInfo(
config=config,
instance=instance,
instance_specific="0",
seed=seed,
cutoff=cutoff,
capped=False,
budget=0.0,
)
result = eval_challenger(run_info, taf, self.stats, self.rh)
inc, perf = intensifier.process_results(
run_info=run_info,
incumbent=self.config1,
run_history=self.rh,
time_bound=np.inf,
result=result,
)
# run on instance 2
config, _ = intensifier.get_next_challenger(challengers=[self.config3],
chooser=None)
self.assertEqual(config, self.config2)
self.assertTrue(intensifier.continue_challenger)
inc, instance, seed, cutoff = intensifier._get_next_racer(
challenger=config, incumbent=self.config1, run_history=self.rh)
run_info = RunInfo(
config=config,
instance=instance,
instance_specific="0",
seed=seed,
cutoff=cutoff,
capped=False,
budget=0.0,
)
result = eval_challenger(run_info, taf, self.stats, self.rh)
inc, perf = intensifier.process_results(
run_info=run_info,
incumbent=self.config1,
run_history=self.rh,
time_bound=np.inf,
result=result,
)
# the incumbent should still be config1 because
# config2 should get on inst 1 a full timeout
# such that c(config1) = 1.25 and c(config2) close to 1.3
self.assertEqual(inc, self.config1)
# the capped run should not be counted in runs_perf_config
self.assertAlmostEqual(self.rh.num_runs_per_config[2], 2)
self.assertFalse(intensifier.continue_challenger)
self.assertEqual(intensifier.num_run, 3)
self.assertEqual(intensifier.num_chall_run, 3)
def test_race_challenger_large(self):
"""
test _race_challenger using solution_quality
"""
def target(x):
return 1
taf = ExecuteTAFuncDict(use_pynisher=False,
ta=target,
stats=self.stats)
taf.runhistory = self.rh
intensifier = Intensifier(
stats=self.stats,
traj_logger=TrajLogger(output_dir=None, stats=self.stats),
rng=np.random.RandomState(12345),
instances=list(range(10)),
run_obj_time=False,
deterministic=True,
)
for i in range(10):
self.rh.add(
config=self.config1,
cost=i + 1,
time=1,
status=StatusType.SUCCESS,
instance_id=i,
seed=12345,
additional_info=None,
)
intensifier.stage = IntensifierStage.RUN_CHALLENGER
# tie on first instances and then challenger should always win
# and be returned as inc
while True:
if intensifier.continue_challenger:
config = intensifier.current_challenger
else:
config, _ = intensifier.get_next_challenger(
challengers=[self.config2, self.config3], chooser=None)
inc, instance, seed, cutoff = intensifier._get_next_racer(
challenger=config, incumbent=self.config1, run_history=self.rh)
run_info = RunInfo(
config=config,
instance=instance,
instance_specific="0",
seed=seed,
cutoff=cutoff,
capped=False,
budget=0.0,
)
result = eval_challenger(run_info, taf, self.stats, self.rh)
inc, perf = intensifier.process_results(
run_info=run_info,
incumbent=self.config1,
run_history=self.rh,
time_bound=np.inf,
result=result,
)
# stop when challenger evaluation is over
if not intensifier.stage == IntensifierStage.RUN_CHALLENGER:
break
self.assertEqual(inc, self.config2)
self.assertEqual(self.rh.get_cost(self.config2), 1)
# get data for config2 to check that the correct run was performed
runs = self.rh.get_runs_for_config(self.config2,
only_max_observed_budget=True)
self.assertEqual(len(runs), 10)
self.assertEqual(intensifier.num_run, 10)
self.assertEqual(intensifier.num_chall_run, 10)
def test_race_challenger_large_blocked_seed(self):
"""
test _race_challenger whether seeds are blocked for challenger runs
"""
def target(x):
return 1
taf = ExecuteTAFuncDict(use_pynisher=False,
ta=target,
stats=self.stats)
taf.runhistory = self.rh
intensifier = Intensifier(
stats=self.stats,
traj_logger=TrajLogger(output_dir=None, stats=self.stats),
rng=np.random.RandomState(12345),
instances=list(range(10)),
run_obj_time=False,
deterministic=False,
)
for i in range(10):
self.rh.add(
config=self.config1,
cost=i + 1,
time=1,
status=StatusType.SUCCESS,
instance_id=i,
seed=i,
additional_info=None,
)
intensifier.stage = IntensifierStage.RUN_CHALLENGER
# tie on first instances and then challenger should always win
# and be returned as inc
while True:
if intensifier.continue_challenger:
config = intensifier.current_challenger
else:
config, _ = intensifier.get_next_challenger(
challengers=[self.config2, self.config3], chooser=None)
inc, instance, seed, cutoff = intensifier._get_next_racer(
challenger=config, incumbent=self.config1, run_history=self.rh)
run_info = RunInfo(
config=config,
instance=instance,
instance_specific="0",
seed=seed,
cutoff=cutoff,
capped=False,
budget=0.0,
)
result = eval_challenger(run_info, taf, self.stats, self.rh)
inc, perf = intensifier.process_results(
run_info=run_info,
incumbent=self.config1,
run_history=self.rh,
time_bound=np.inf,
result=result,
)
# stop when challenger evaluation is over
if not intensifier.stage == IntensifierStage.RUN_CHALLENGER:
break
self.assertEqual(inc, self.config2)
self.assertEqual(self.rh.get_cost(self.config2), 1)
# get data for config2 to check that the correct run was performed
runs = self.rh.get_runs_for_config(self.config2,
only_max_observed_budget=True)
self.assertEqual(len(runs), 10)
seeds = sorted([r.seed for r in runs])
self.assertEqual(seeds, list(range(10)), seeds)
self.assertEqual(intensifier.num_run, 10)
self.assertEqual(intensifier.num_chall_run, 10)
def test_add_inc_run_det(self):
"""
test _add_inc_run()
"""
def target(x):
return (x["a"] + 1) / 1000.0
taf = ExecuteTAFuncDict(use_pynisher=False,
ta=target,
stats=self.stats,
run_obj="solution_quality")
taf.runhistory = self.rh
intensifier = Intensifier(
stats=self.stats,
traj_logger=TrajLogger(output_dir=None, stats=self.stats),
rng=np.random.RandomState(12345),
instances=[1],
deterministic=True,
)
instance, seed, cutoff = intensifier._get_next_inc_run(
available_insts=intensifier._get_inc_available_inst(
incumbent=self.config1, run_history=self.rh))
run_info = RunInfo(
config=self.config1,
instance=instance,
instance_specific="0",
seed=seed,
cutoff=cutoff,
capped=False,
budget=0.0,
)
result = eval_challenger(run_info, taf, self.stats, self.rh)
intensifier.stage = IntensifierStage.PROCESS_FIRST_CONFIG_RUN
inc, perf = intensifier.process_results(
run_info=run_info,
incumbent=self.config1,
run_history=self.rh,
time_bound=np.inf,
result=result,
)
self.assertEqual(len(self.rh.data), 1, self.rh.data)
# since we assume deterministic=1,
# the second call should not add any more runs
# given only one instance
# So the returned seed/instance is None so that a new
# run to be triggered is not launched
available_insts = intensifier._get_inc_available_inst(
incumbent=self.config1, run_history=self.rh)
# Make sure that the list is empty, and hence no new call
# of incumbent will be triggered
self.assertFalse(available_insts)
# The following two tests evaluate to zero because _next_iteration is triggered by _add_inc_run
# as it is the first evaluation of this intensifier
# After the above incumbent run, the stage is
# IntensifierStage.RUN_CHALLENGER. Change it to test next iteration
intensifier.stage = IntensifierStage.PROCESS_FIRST_CONFIG_RUN
inc, perf = intensifier.process_results(
run_info=run_info,
incumbent=None,
run_history=self.rh,
time_bound=np.inf,
result=result,
)
self.assertEqual(intensifier.num_run, 0)
self.assertEqual(intensifier.num_chall_run, 0)
def test_add_inc_run_nondet(self):
"""
test _add_inc_run()
"""
def target(x):
return (x["a"] + 1) / 1000.0
taf = ExecuteTAFuncDict(use_pynisher=False,
ta=target,
stats=self.stats,
run_obj="solution_quality")
intensifier = Intensifier(
stats=self.stats,
traj_logger=TrajLogger(output_dir=None, stats=self.stats),
rng=np.random.RandomState(12345),
instances=[1, 2],
deterministic=False,
)
instance, seed, cutoff = intensifier._get_next_inc_run(
available_insts=intensifier._get_inc_available_inst(
incumbent=self.config1, run_history=self.rh))
run_info = RunInfo(
config=self.config1,
instance=instance,
instance_specific="0",
seed=seed,
cutoff=cutoff,
capped=False,
budget=0.0,
)
result = eval_challenger(run_info, taf, self.stats, self.rh)
inc, perf = intensifier.process_results(
run_info=run_info,
incumbent=self.config1,
run_history=self.rh,
time_bound=np.inf,
result=result,
)
self.assertEqual(len(self.rh.data), 1, self.rh.data)
instance, seed, cutoff = intensifier._get_next_inc_run(
available_insts=intensifier._get_inc_available_inst(
incumbent=self.config1, run_history=self.rh))
run_info = RunInfo(
config=self.config1,
instance=instance,
instance_specific="0",
seed=seed,
cutoff=cutoff,
capped=False,
budget=0.0,
)
result = eval_challenger(run_info, taf, self.stats, self.rh)
inc, perf = intensifier.process_results(
run_info=run_info,
incumbent=self.config1,
run_history=self.rh,
time_bound=np.inf,
result=result,
)
self.assertEqual(len(self.rh.data), 2, self.rh.data)
runs = self.rh.get_runs_for_config(config=self.config1,
only_max_observed_budget=True)
# exactly one run on each instance
self.assertIn(1, [runs[0].instance, runs[1].instance])
self.assertIn(2, [runs[0].instance, runs[1].instance])
instance, seed, cutoff = intensifier._get_next_inc_run(
available_insts=intensifier._get_inc_available_inst(
incumbent=self.config1, run_history=self.rh))
run_info = RunInfo(
config=self.config1,
instance=instance,
instance_specific="0",
seed=seed,
cutoff=cutoff,
capped=False,
budget=0.0,
)
result = eval_challenger(run_info, taf, self.stats, self.rh)
inc, perf = intensifier.process_results(
run_info=run_info,
incumbent=self.config1,
run_history=self.rh,
time_bound=np.inf,
result=result,
)
self.assertEqual(len(self.rh.data), 3, self.rh.data)
# The number of runs performed should be 3
# No Next iteration call as an incumbent is provided
self.assertEqual(intensifier.num_run, 2)
self.assertEqual(intensifier.num_chall_run, 0)
def testget_next_challenger(self):
"""
test get_next_challenger()
"""
intensifier = Intensifier(
stats=self.stats,
traj_logger=TrajLogger(output_dir=None, stats=self.stats),
rng=np.random.RandomState(12345),
instances=[1],
deterministic=True,
)
intensifier.stage = IntensifierStage.RUN_CHALLENGER
# get a new challenger to evaluate
config, new = intensifier.get_next_challenger(
challengers=[self.config1, self.config2], chooser=None)
self.assertEqual(config, self.config1, intensifier.current_challenger)
self.assertEqual(intensifier._chall_indx, 1)
self.assertEqual(intensifier.N, 1)
self.assertTrue(new)
# when already evaluating a challenger, return the same challenger
intensifier.to_run = [(1, 1, 0)]
config, new = intensifier.get_next_challenger(
challengers=[self.config2], chooser=None)
self.assertEqual(config, self.config1, intensifier.current_challenger)
self.assertEqual(intensifier._chall_indx, 1)
self.assertFalse(new)
def test_generate_challenger(self):
"""
test generate_challenger()
"""
# test get generator from a list of challengers
intensifier = Intensifier(
stats=self.stats,
traj_logger=None,
rng=np.random.RandomState(12345),
instances=[1],
deterministic=True,
)
gen = intensifier._generate_challengers(
challengers=[self.config1, self.config2], chooser=None)
self.assertEqual(next(gen), self.config1)
self.assertEqual(next(gen), self.config2)
self.assertRaises(StopIteration, next, gen)
# test get generator from a chooser - would return only 1 configuration
intensifier = Intensifier(
stats=self.stats,
traj_logger=None,
rng=np.random.RandomState(12345),
instances=[1],
deterministic=True,
)
chooser = SMAC4AC(self.scen, rng=1).solver.epm_chooser
gen = intensifier._generate_challengers(challengers=None,
chooser=chooser)
self.assertEqual(next(gen).get_dictionary(), {"a": 24, "b": 68})
self.assertRaises(StopIteration, next, gen)
# when both are none, raise error
with self.assertRaisesRegex(ValueError,
"No configurations/chooser provided"):
intensifier._generate_challengers(challengers=None, chooser=None)
def test_eval_challenger_1(self):
"""
test eval_challenger() - a complete intensification run with a `always_race_against` configuration
"""
print(self.rh)
def target(x):
if x["a"] == 100:
time.sleep(1)
return x["a"]
taf = ExecuteTAFuncDict(use_pynisher=False,
ta=target,
stats=self.stats,
run_obj="runtime")
taf.runhistory = self.rh
intensifier = Intensifier(
stats=self.stats,
traj_logger=TrajLogger(output_dir=None, stats=self.stats),
rng=np.random.RandomState(12345),
instances=[1, 2],
run_obj_time=True,
cutoff=2,
deterministic=False,
always_race_against=self.config3,
run_limit=1,
)
self.assertEqual(intensifier.n_iters, 0)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_FIRST_CONFIG)
# intensification iteration #1
# run first config as incumbent if incumbent is None
intent, run_info = intensifier.get_next_run(
incumbent=None,
run_history=self.rh,
challengers=[self.config2],
chooser=None,
)
self.assertEqual(run_info.config, self.config2)
self.assertEqual(intensifier.stage,
IntensifierStage.PROCESS_FIRST_CONFIG_RUN)
# eval config 2 (=first run)
result = eval_challenger(run_info, taf, self.stats, self.rh)
inc, perf = intensifier.process_results(
run_info=run_info,
incumbent=None,
run_history=self.rh,
time_bound=np.inf,
result=result,
)
self.assertEqual(inc, self.config2)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_INCUMBENT)
self.assertEqual(self.stats.inc_changed, 1)
self.assertEqual(intensifier.n_iters,
1) # 1 intensification run complete!
# intensification iteration #2
# regular intensification begins - run incumbent first
intent, run_info = intensifier.get_next_run(
challengers=None, # don't need a new list here as old one is cont'd
incumbent=inc,
run_history=self.rh,
chooser=None,
)
self.assertEqual(run_info.config, inc)
self.assertEqual(intensifier.stage,
IntensifierStage.PROCESS_INCUMBENT_RUN)
result = eval_challenger(run_info, taf, self.stats, self.rh)
inc, perf = intensifier.process_results(
run_info=run_info,
incumbent=inc,
run_history=self.rh,
time_bound=np.inf,
result=result,
)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_CHALLENGER)
self.assertEqual(self.stats.inc_changed, 1)
# run challenger now that the incumbent has been executed
intent, run_info = intensifier.get_next_run(challengers=[self.config1],
incumbent=inc,
run_history=self.rh,
chooser=None)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_CHALLENGER)
self.assertEqual(run_info.config, self.config1)
result = eval_challenger(run_info, taf, self.stats, self.rh)
inc, perf = intensifier.process_results(
run_info=run_info,
incumbent=inc,
run_history=self.rh,
time_bound=np.inf,
result=result,
)
# challenger has a better performance, but not run on all instances yet. so incumbent stays the same
self.assertEqual(inc, self.config2)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_CHALLENGER)
self.assertTrue(intensifier.continue_challenger)
# run challenger again on the other instance
intent, run_info = intensifier.get_next_run(
challengers=None, # don't need a new list here as old one is cont'd
incumbent=inc,
run_history=self.rh,
chooser=None,
)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_CHALLENGER)
self.assertEqual(run_info.config, self.config1)
result = eval_challenger(run_info, taf, self.stats, self.rh)
inc, perf = intensifier.process_results(
run_info=run_info,
incumbent=inc,
run_history=self.rh,
time_bound=np.inf,
result=result,
)
# challenger better than incumbent in both instances. so incumbent changed
self.assertEqual(inc, self.config1)
self.assertEqual(self.stats.inc_changed, 2)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_BASIS)
self.assertFalse(intensifier.continue_challenger)
# run basis configuration (`always_race_against`)
intent, run_info = intensifier.get_next_run(
challengers=None, # don't need a new list here as old one is cont'd
incumbent=inc,
run_history=self.rh,
chooser=None,
)
self.assertEqual(run_info.config, self.config3)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_BASIS)
result = eval_challenger(run_info, taf, self.stats, self.rh)
inc, perf = intensifier.process_results(
run_info=run_info,
incumbent=inc,
run_history=self.rh,
time_bound=np.inf,
result=result,
)
# the basis configuration (config3) not better than incumbent, so can move on
self.assertEqual(inc, self.config1)
self.assertEqual(self.stats.inc_changed, 2)
self.assertEqual(intensifier.stage,
IntensifierStage.RUN_INCUMBENT,
msg=self.rh.data.items())
self.assertEqual(list(self.rh.data.values())[4][2], StatusType.CAPPED)
self.assertEqual(
intensifier.n_iters,
1) # iteration continues as `min_chall` condition is not met
self.assertIsInstance(intensifier.configs_to_run,
collections.abc.Iterator)
# no configs should be left at the end
with self.assertRaises(StopIteration):
next(intensifier.configs_to_run)
# intensification continues running incumbent again in same iteration...
intent, run_info = intensifier.get_next_run(
challengers=None, # don't need a new list here as old one is cont'd
incumbent=inc,
run_history=self.rh,
chooser=None,
)
self.assertEqual(intensifier.stage,
IntensifierStage.PROCESS_INCUMBENT_RUN)
result = eval_challenger(run_info, taf, self.stats, self.rh)
inc, perf = intensifier.process_results(
run_info=run_info,
incumbent=inc,
run_history=self.rh,
time_bound=np.inf,
result=result,
)
self.assertEqual(inc, self.config1)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_CHALLENGER)
self.assertEqual(
len(
self.rh.get_runs_for_config(self.config1,
only_max_observed_budget=True)),
3,
)
self.assertEqual(
len(
self.rh.get_runs_for_config(self.config2,
only_max_observed_budget=True)),
2,
)
self.assertEqual(
len(
self.rh.get_runs_for_config(self.config3,
only_max_observed_budget=True)),
0,
) # capped
def test_eval_challenger_2(self):
"""
test eval_challenger() - a complete intensification run without a `always_race_against` configuration
"""
def target(x):
return 2 * x["a"] + x["b"]
taf = ExecuteTAFuncDict(use_pynisher=False,
ta=target,
stats=self.stats,
run_obj="quality")
taf.runhistory = self.rh
intensifier = Intensifier(
stats=self.stats,
traj_logger=TrajLogger(output_dir=None, stats=self.stats),
rng=np.random.RandomState(12345),
instances=[1],
run_obj_time=False,
deterministic=True,
always_race_against=None,
run_limit=1,
)
self.assertEqual(intensifier.n_iters, 0)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_FIRST_CONFIG)
# intensification iteration #1
# run first config as incumbent if incumbent is None
intent, run_info = intensifier.get_next_run(
challengers=[self.config3],
incumbent=None,
run_history=self.rh,
chooser=None,
)
self.assertEqual(run_info.config, self.config3)
self.assertEqual(intensifier.stage,
IntensifierStage.PROCESS_FIRST_CONFIG_RUN)
# eval config 2 (=first run)
result = eval_challenger(run_info, taf, self.stats, self.rh)
inc, perf = intensifier.process_results(
run_info=run_info,
incumbent=None,
run_history=self.rh,
time_bound=np.inf,
result=result,
)
self.assertEqual(inc, self.config3)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_INCUMBENT)
self.assertEqual(self.stats.inc_changed, 1)
self.assertEqual(intensifier.n_iters,
1) # 1 intensification run complete!
# regular intensification begins - run incumbent
# Normally a challenger will be given, which in this case is the incumbent
# But no more instances are available. So to prevent cicles
# where No iteration happens, provide the challengers
intent, run_info = intensifier.get_next_run(
challengers=[
self.config2,
self.config1,
], # since incumbent is run, no configs required
incumbent=inc,
run_history=self.rh,
chooser=None,
)
# no new TA runs as there are no more instances to run
self.assertEqual(inc, self.config3)
self.assertEqual(self.stats.inc_changed, 1)
self.assertEqual(
len(
self.rh.get_runs_for_config(self.config3,
only_max_observed_budget=True)),
1,
)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_CHALLENGER)
# run challenger now that the incumbent has been executed
# So this call happen above, to save one iteration
self.assertEqual(intensifier.stage, IntensifierStage.RUN_CHALLENGER)
self.assertEqual(run_info.config, self.config2)
result = eval_challenger(run_info, taf, self.stats, self.rh)
inc, perf = intensifier.process_results(
run_info=run_info,
incumbent=inc,
run_history=self.rh,
time_bound=np.inf,
result=result,
)
# challenger has a better performance, so incumbent has changed
self.assertEqual(inc, self.config2)
self.assertEqual(self.stats.inc_changed, 2)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_INCUMBENT
) # since there is no `always_race_against`
self.assertFalse(intensifier.continue_challenger)
self.assertEqual(
intensifier.n_iters,
1) # iteration continues as `min_chall` condition is not met
# intensification continues running incumbent again in same iteration...
# run incumbent
# Same here, No further instance-seed pairs for incumbent available
# so above call gets the new config to run
self.assertEqual(run_info.config, self.config2)
# There is a transition from:
# IntensifierStage.RUN_FIRST_CONFIG-> IntensifierStage.RUN_INCUMBENT
# Because after the first run, incumbent is run.
# Nevertheless, there is now a transition:
# IntensifierStage.RUN_INCUMBENT->IntensifierStage.RUN_CHALLENGER
# because in add_inc_run, there are more available instance pairs
# FROM: IntensifierStage.RUN_INCUMBENT TO: IntensifierStage.RUN_INCUMBENT WHY: no more to run
# if all <instance, seed> have been run, compare challenger performance
# self.assertEqual(intensifier.stage, IntensifierStage.RUN_CHALLENGER)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_INCUMBENT)
result = eval_challenger(run_info, taf, self.stats, self.rh)
inc, perf = intensifier.process_results(
run_info=run_info,
incumbent=inc,
run_history=self.rh,
time_bound=np.inf,
result=result,
)
# run challenger
intent, run_info = intensifier.get_next_run(
challengers=None, # don't need a new list here as old one is cont'd
incumbent=inc,
run_history=self.rh,
chooser=None,
)
self.assertEqual(run_info.config, self.config1)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_CHALLENGER)
result = eval_challenger(run_info, taf, self.stats, self.rh)
inc, perf = intensifier.process_results(
run_info=run_info,
incumbent=inc,
run_history=self.rh,
time_bound=np.inf,
result=result,
)
self.assertEqual(inc, self.config1)
self.assertEqual(self.stats.inc_changed, 3)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_INCUMBENT)
self.assertEqual(intensifier.n_iters,
2) # 2 intensification run complete!
# no configs should be left at the end
with self.assertRaises(StopIteration):
next(intensifier.configs_to_run)
self.assertEqual(
len(
self.rh.get_runs_for_config(self.config1,
only_max_observed_budget=True)),
1,
)
self.assertEqual(
len(
self.rh.get_runs_for_config(self.config2,
only_max_observed_budget=True)),
1,
)
self.assertEqual(
len(
self.rh.get_runs_for_config(self.config3,
only_max_observed_budget=True)),
1,
)
def test_eval_challenger_3(self):
"""
test eval_challenger for a resumed SMAC run (first run with incumbent)
"""
def target(x):
return x["a"]
taf = ExecuteTAFuncDict(use_pynisher=False,
ta=target,
stats=self.stats,
run_obj="quality")
taf.runhistory = self.rh
intensifier = Intensifier(
stats=self.stats,
traj_logger=TrajLogger(output_dir=None, stats=self.stats),
rng=np.random.RandomState(12345),
instances=[1],
run_obj_time=False,
deterministic=False,
always_race_against=None,
run_limit=1,
)
self.assertEqual(intensifier.n_iters, 0)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_FIRST_CONFIG)
# adding run for incumbent configuration
self.rh.add(
config=self.config1,
cost=1,
time=1,
status=StatusType.SUCCESS,
instance_id=1,
seed=None,
additional_info=None,
)
# intensification - incumbent will be run, but not as RUN_FIRST_CONFIG stage
intent_, run_info = intensifier.get_next_run(
challengers=[self.config2],
incumbent=self.config1,
run_history=self.rh,
chooser=None,
)
result = eval_challenger(run_info, taf, self.stats, self.rh)
inc, perf = intensifier.process_results(
run_info=run_info,
incumbent=self.config1,
run_history=self.rh,
time_bound=np.inf,
result=result,
)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_CHALLENGER)
self.assertEqual(
len(
self.rh.get_runs_for_config(self.config1,
only_max_observed_budget=True)),
2,
)
def test_no_new_intensification_wo_challenger_run(self):
"""
This test ensures that no new iteration is started if no challenger run was conducted
"""
def target(x):
return 2 * x["a"] + x["b"]
taf = ExecuteTAFuncDict(use_pynisher=False,
ta=target,
stats=self.stats,
run_obj="quality")
taf.runhistory = self.rh
intensifier = Intensifier(
stats=self.stats,
traj_logger=TrajLogger(output_dir=None, stats=self.stats),
rng=np.random.RandomState(12345),
instances=[1],
run_obj_time=False,
deterministic=True,
always_race_against=None,
run_limit=1,
min_chall=1,
)
self.assertEqual(intensifier.n_iters, 0)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_FIRST_CONFIG)
intent, run_info = intensifier.get_next_run(
challengers=[self.config3],
incumbent=None,
run_history=self.rh,
chooser=None,
)
self.assertEqual(run_info.config, self.config3)
self.assertEqual(intensifier.stage,
IntensifierStage.PROCESS_FIRST_CONFIG_RUN)
result = eval_challenger(run_info, taf, self.stats, self.rh)
inc, perf = intensifier.process_results(
run_info=run_info,
incumbent=None,
run_history=self.rh,
time_bound=np.inf,
result=result,
)
self.assertEqual(inc, self.config3)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_INCUMBENT)
self.assertEqual(intensifier.n_iters,
1) # 1 intensification run complete!
# regular intensification begins - run incumbent
# No further instance-seed pairs for incumbent available
# Here None challenger is suggested. Code jumps to next iteration
# This causes a transition from RUN_INCUMBENT->RUN_CHALLENGER
# But then, the next configuration to run is the incumbent
# We don't rerun the incumbent (see message):
# Challenger was the same as the current incumbent; Skipping challenger
# Then, we try to get more challengers, but below all challengers
# Provided are config3, the incumbent which means nothing more to run
intent, run_info = intensifier.get_next_run(
challengers=[self.config3
], # since incumbent is run, no configs required
incumbent=inc,
run_history=self.rh,
chooser=None,
)
self.assertEqual(run_info.config, None)
self.assertEqual(intensifier.stage, IntensifierStage.RUN_CHALLENGER)
intensifier._next_iteration()
# Add a configuration, then try to execute it afterwards
self.assertEqual(intensifier.n_iters, 2)
self.rh.add(
config=self.config1,
cost=1,
time=1,
status=StatusType.SUCCESS,
instance_id=1,
seed=0,
additional_info=None,
)
intensifier.stage = IntensifierStage.RUN_CHALLENGER
# In the upcoming get next run, the stage is RUN_CHALLENGER
# so the intensifier tries to run config1. Nevertheless,
# there are no further instances for this configuration available.
# In this scenario, the intensifier produces a SKIP intent as an indication
# that a new iteration must be initiated, and for code simplicity,
# relies on a new call to get_next_run to yield more configurations
intent, run_info = intensifier.get_next_run(challengers=[self.config1],
incumbent=inc,
run_history=self.rh,
chooser=None)
self.assertEqual(intent, RunInfoIntent.SKIP)
# This doesn't return a config because the array of configs is exhausted
intensifier.stage = IntensifierStage.RUN_CHALLENGER
config, _ = intensifier.get_next_challenger(challengers=None,
chooser=None)
self.assertIsNone(config)
# This finally gives a runable configuration
intent, run_info = intensifier.get_next_run(challengers=[self.config2],
incumbent=inc,
run_history=self.rh,
chooser=None)
result = eval_challenger(run_info, taf, self.stats, self.rh)
inc, perf = intensifier.process_results(
run_info=run_info,
incumbent=inc,
run_history=self.rh,
time_bound=np.inf,
result=result,
)
# 4 Iterations due to the proactive runs
# of get next challenger
self.assertEqual(intensifier.n_iters, 3)
self.assertEqual(intensifier.num_chall_run, 1)
class TestIntensify(unittest.TestCase):
def setUp(self):
unittest.TestCase.setUp(self)
self.rh = RunHistory(aggregate_func=average_cost)
self.cs = get_config_space()
self.config1 = Configuration(self.cs, values={'a': 0, 'b': 100})
self.config2 = Configuration(self.cs, values={'a': 100, 'b': 0})
self.config3 = Configuration(self.cs, values={'a': 100, 'b': 100})
self.scen = Scenario({
"cutoff_time": 2,
'cs': self.cs,
"output_dir": ""
})
self.stats = Stats(scenario=self.scen)
self.stats.start_timing()
self.logger = logging.getLogger("Test")
def test_compare_configs_chall(self):
'''
challenger is better but has not enough runs
'''
intensifier = Intensifier(tae_runner=None,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=None,
instances=[1])
self.rh.add(config=self.config1,
cost=1,
time=2,
status=StatusType.SUCCESS,
instance_id=1,
seed=None,
additional_info=None)
self.rh.add(config=self.config2,
cost=1,
time=1,
status=StatusType.SUCCESS,
instance_id=1,
seed=None,
additional_info=None)
conf = intensifier._compare_configs(incumbent=self.config1,
challenger=self.config2,
run_history=self.rh,
aggregate_func=average_cost)
# challenger has enough runs and is better
self.assertEqual(conf, self.config2, "conf: %s" % (conf))
def test_compare_configs_inc(self):
'''
incumbent is better
'''
intensifier = Intensifier(tae_runner=None,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=None,
instances=[1])
self.rh.add(config=self.config1,
cost=1,
time=1,
status=StatusType.SUCCESS,
instance_id=1,
seed=None,
additional_info=None)
self.rh.add(config=self.config2,
cost=2,
time=2,
status=StatusType.SUCCESS,
instance_id=1,
seed=None,
additional_info=None)
conf = intensifier._compare_configs(incumbent=self.config1,
challenger=self.config2,
run_history=self.rh,
aggregate_func=average_cost)
# challenger worse than inc
self.assertEqual(conf, self.config1, "conf: %s" % (conf))
def test_compare_configs_unknow(self):
'''
challenger is better but has less runs;
-> no decision (None)
'''
intensifier = Intensifier(tae_runner=None,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=None,
instances=[1])
self.rh.add(config=self.config1,
cost=1,
time=1,
status=StatusType.SUCCESS,
instance_id=1,
seed=None,
additional_info=None)
self.rh.add(config=self.config1,
cost=1,
time=2,
status=StatusType.SUCCESS,
instance_id=2,
seed=None,
additional_info=None)
self.rh.add(config=self.config1,
cost=1,
time=1,
status=StatusType.SUCCESS,
instance_id=2,
seed=None,
additional_info=None)
conf = intensifier._compare_configs(incumbent=self.config1,
challenger=self.config2,
run_history=self.rh,
aggregate_func=average_cost)
# challenger worse than inc
self.assertIsNone(conf, "conf: %s" % (conf))
def test_race_challenger(self):
'''
test _race_challenger without adaptive capping
'''
def target(x):
return (x['a'] + 1) / 1000.
taf = ExecuteTAFuncDict(ta=target, stats=self.stats)
taf.runhistory = self.rh
intensifier = Intensifier(tae_runner=taf,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
instances=[1])
self.rh.add(config=self.config1,
cost=1,
time=1,
status=StatusType.SUCCESS,
instance_id=1,
seed=None,
additional_info=None)
inc = intensifier._race_challenger(challenger=self.config2,
incumbent=self.config1,
run_history=self.rh,
aggregate_func=average_cost)
self.assertEqual(inc, self.config2)
def test_race_challenger(self):
'''
test _race_challenger with adaptive capping
'''
def target(x):
time.sleep(1.5)
return (x['a'] + 1) / 1000.
taf = ExecuteTAFuncDict(ta=target, stats=self.stats, run_obj="runtime")
taf.runhistory = self.rh
intensifier = Intensifier(tae_runner=taf,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
instances=[1])
self.rh.add(config=self.config1,
cost=.001,
time=0.001,
status=StatusType.SUCCESS,
instance_id=1,
seed=12345,
additional_info=None)
# config2 should have a timeout (due to adaptive capping)
# and config1 should still be the incumbent
inc = intensifier._race_challenger(challenger=self.config2,
incumbent=self.config1,
run_history=self.rh,
aggregate_func=average_cost)
# self.assertTrue(False)
self.assertEqual(inc, self.config1)
self.assertLess(self.rh.get_cost(self.config2), 2,
self.rh.get_cost(self.config2))
# get data for config2 to check that the correct run was performed
run = self.rh.get_runs_for_config(self.config2)[0]
config_id = self.rh.config_ids[self.config2]
self.assertEqual(run.instance, 1, run.instance)
self.assertEqual(run.seed, 12345, run.seed)
def test_race_challenger_large(self):
'''
test _race_challenger using solution_quality
'''
def target(x):
return 1
taf = ExecuteTAFuncDict(ta=target, stats=self.stats)
taf.runhistory = self.rh
intensifier = Intensifier(tae_runner=taf,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
instances=list(range(10)),
deterministic=True)
for i in range(10):
self.rh.add(config=self.config1,
cost=i + 1,
time=1,
status=StatusType.SUCCESS,
instance_id=i,
seed=12345,
additional_info=None)
# tie on first instances and then challenger should always win
# and be returned as inc
inc = intensifier._race_challenger(challenger=self.config2,
incumbent=self.config1,
run_history=self.rh,
aggregate_func=average_cost)
# self.assertTrue(False)
self.assertEqual(inc, self.config2)
self.assertEqual(self.rh.get_cost(self.config2), 1,
self.rh.get_cost(self.config2))
# get data for config2 to check that the correct run was performed
runs = self.rh.get_runs_for_config(self.config2)
self.assertEqual(len(runs), 10)
def test_race_challenger_large_blocked_seed(self):
'''
test _race_challenger whether seeds are blocked for challenger runs
'''
def target(x):
return 1
taf = ExecuteTAFuncDict(ta=target, stats=self.stats)
taf.runhistory = self.rh
intensifier = Intensifier(tae_runner=taf,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
instances=list(range(10)),
deterministic=False)
for i in range(10):
self.rh.add(config=self.config1,
cost=i + 1,
time=1,
status=StatusType.SUCCESS,
instance_id=i,
seed=i,
additional_info=None)
# tie on first instances and then challenger should always win
# and be returned as inc
inc = intensifier._race_challenger(challenger=self.config2,
incumbent=self.config1,
run_history=self.rh,
aggregate_func=average_cost)
# self.assertTrue(False)
self.assertEqual(inc, self.config2)
self.assertEqual(self.rh.get_cost(self.config2), 1,
self.rh.get_cost(self.config2))
# get data for config2 to check that the correct run was performed
runs = self.rh.get_runs_for_config(self.config2)
self.assertEqual(len(runs), 10)
seeds = sorted([r.seed for r in runs])
self.assertEqual(seeds, list(range(10)), seeds)
def test_add_inc_run_det(self):
'''
test _add_inc_run()
'''
def target(x):
return (x['a'] + 1) / 1000.
taf = ExecuteTAFuncDict(ta=target,
stats=self.stats,
run_obj="solution_quality")
taf.runhistory = self.rh
intensifier = Intensifier(tae_runner=taf,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
instances=[1],
deterministic=True)
intensifier._add_inc_run(incumbent=self.config1, run_history=self.rh)
self.assertEqual(len(self.rh.data), 1, self.rh.data)
# since we assume deterministic=1,
# the second call should not add any more runs
# given only one instance
intensifier._add_inc_run(incumbent=self.config1, run_history=self.rh)
self.assertEqual(len(self.rh.data), 1, self.rh.data)
def test_add_inc_run_nondet(self):
'''
test _add_inc_run()
'''
def target(x):
return (x['a'] + 1) / 1000.
taf = ExecuteTAFuncDict(ta=target,
stats=self.stats,
run_obj="solution_quality")
taf.runhistory = self.rh
intensifier = Intensifier(tae_runner=taf,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
instances=[1, 2],
deterministic=False)
intensifier._add_inc_run(incumbent=self.config1, run_history=self.rh)
self.assertEqual(len(self.rh.data), 1, self.rh.data)
intensifier._add_inc_run(incumbent=self.config1, run_history=self.rh)
self.assertEqual(len(self.rh.data), 2, self.rh.data)
runs = self.rh.get_runs_for_config(config=self.config1)
# exactly one run on each instance
self.assertIn(1, [runs[0].instance, runs[1].instance])
self.assertIn(2, [runs[0].instance, runs[1].instance])
intensifier._add_inc_run(incumbent=self.config1, run_history=self.rh)
self.assertEqual(len(self.rh.data), 3, self.rh.data)
def test_adaptive_capping(self):
'''
test _adapt_cutoff()
'''
intensifier = Intensifier(tae_runner=None,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
instances=list(range(5)),
deterministic=False)
for i in range(5):
self.rh.add(config=self.config1,
cost=i + 1,
time=i + 1,
status=StatusType.SUCCESS,
instance_id=i,
seed=i,
additional_info=None)
for i in range(3):
self.rh.add(config=self.config2,
cost=i + 1,
time=i + 1,
status=StatusType.SUCCESS,
instance_id=i,
seed=i,
additional_info=None)
inst_seed_pairs = self.rh.get_runs_for_config(self.config1)
# cost used by incumbent for going over all runs in inst_seed_pairs
inc_sum_cost = sum_cost(config=self.config1,
instance_seed_pairs=inst_seed_pairs,
run_history=self.rh)
cutoff = intensifier._adapt_cutoff(challenger=self.config2,
incumbent=self.config1,
run_history=self.rh,
inc_sum_cost=inc_sum_cost)
# 15*1.2 - 6
self.assertEqual(cutoff, 12)
intensifier.cutoff = 5
cutoff = intensifier._adapt_cutoff(challenger=self.config2,
incumbent=self.config1,
run_history=self.rh,
inc_sum_cost=inc_sum_cost)
# scenario cutoff
self.assertEqual(cutoff, 5)
class TestIntensify(unittest.TestCase):
def setUp(self):
unittest.TestCase.setUp(self)
self.rh = RunHistory(aggregate_func=average_cost)
self.cs = get_config_space()
self.config1 = Configuration(self.cs, values={'a': 0, 'b': 100})
self.config2 = Configuration(self.cs, values={'a': 100, 'b': 0})
self.config3 = Configuration(self.cs, values={'a': 100, 'b': 100})
self.scen = Scenario({
"cutoff_time": 2,
'cs': self.cs,
"run_obj": 'runtime',
"output_dir": ''
})
self.stats = Stats(scenario=self.scen)
self.stats.start_timing()
self.logger = logging.getLogger(self.__module__ + "." +
self.__class__.__name__)
def test_compare_configs_no_joint_set(self):
intensifier = Intensifier(tae_runner=None,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=None,
instances=[1])
for i in range(2):
self.rh.add(config=self.config1,
cost=2,
time=2,
status=StatusType.SUCCESS,
instance_id=1,
seed=i,
additional_info=None)
for i in range(2, 5):
self.rh.add(config=self.config2,
cost=1,
time=1,
status=StatusType.SUCCESS,
instance_id=1,
seed=i,
additional_info=None)
# The sets for the incumbent are completely disjoint.
conf = intensifier._compare_configs(incumbent=self.config1,
challenger=self.config2,
run_history=self.rh,
aggregate_func=average_cost)
self.assertIsNone(conf)
# The incumbent has still one instance-seed pair left on which the
# challenger was not run yet.
self.rh.add(config=self.config2,
cost=1,
time=1,
status=StatusType.SUCCESS,
instance_id=1,
seed=1,
additional_info=None)
conf = intensifier._compare_configs(incumbent=self.config1,
challenger=self.config2,
run_history=self.rh,
aggregate_func=average_cost)
self.assertIsNone(conf)
def test_compare_configs_chall(self):
'''
challenger is better
'''
intensifier = Intensifier(tae_runner=None,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=None,
instances=[1])
self.rh.add(config=self.config1,
cost=1,
time=2,
status=StatusType.SUCCESS,
instance_id=1,
seed=None,
additional_info=None)
self.rh.add(config=self.config2,
cost=0,
time=1,
status=StatusType.SUCCESS,
instance_id=1,
seed=None,
additional_info=None)
conf = intensifier._compare_configs(incumbent=self.config1,
challenger=self.config2,
run_history=self.rh,
aggregate_func=average_cost)
# challenger has enough runs and is better
self.assertEqual(conf, self.config2, "conf: %s" % (conf))
def test_compare_configs_inc(self):
'''
incumbent is better
'''
intensifier = Intensifier(tae_runner=None,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=None,
instances=[1])
self.rh.add(config=self.config1,
cost=1,
time=1,
status=StatusType.SUCCESS,
instance_id=1,
seed=None,
additional_info=None)
self.rh.add(config=self.config2,
cost=2,
time=2,
status=StatusType.SUCCESS,
instance_id=1,
seed=None,
additional_info=None)
conf = intensifier._compare_configs(incumbent=self.config1,
challenger=self.config2,
run_history=self.rh,
aggregate_func=average_cost)
# challenger worse than inc
self.assertEqual(conf, self.config1, "conf: %s" % (conf))
def test_compare_configs_unknow(self):
'''
challenger is better but has less runs;
-> no decision (None)
'''
intensifier = Intensifier(tae_runner=None,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=None,
instances=[1])
self.rh.add(config=self.config1,
cost=1,
time=1,
status=StatusType.SUCCESS,
instance_id=1,
seed=None,
additional_info=None)
self.rh.add(config=self.config1,
cost=1,
time=2,
status=StatusType.SUCCESS,
instance_id=2,
seed=None,
additional_info=None)
self.rh.add(config=self.config1,
cost=1,
time=1,
status=StatusType.SUCCESS,
instance_id=2,
seed=None,
additional_info=None)
conf = intensifier._compare_configs(incumbent=self.config1,
challenger=self.config2,
run_history=self.rh,
aggregate_func=average_cost)
# challenger worse than inc
self.assertIsNone(conf, "conf: %s" % (conf))
def test_race_challenger(self):
'''
test _race_challenger without adaptive capping
'''
def target(x):
return (x['a'] + 1) / 1000.
taf = ExecuteTAFuncDict(ta=target, stats=self.stats)
taf.runhistory = self.rh
intensifier = Intensifier(tae_runner=taf,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
instances=[1])
self.rh.add(config=self.config1,
cost=1,
time=1,
status=StatusType.SUCCESS,
instance_id=1,
seed=None,
additional_info=None)
inc = intensifier._race_challenger(challenger=self.config2,
incumbent=self.config1,
run_history=self.rh,
aggregate_func=average_cost)
self.assertEqual(inc, self.config2)
def test_race_challenger_2(self):
'''
test _race_challenger with adaptive capping
'''
def target(x):
time.sleep(1.5)
return (x['a'] + 1) / 1000.
taf = ExecuteTAFuncDict(ta=target, stats=self.stats, run_obj="runtime")
taf.runhistory = self.rh
intensifier = Intensifier(tae_runner=taf,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
instances=[1])
self.rh.add(config=self.config1,
cost=.001,
time=0.001,
status=StatusType.SUCCESS,
instance_id=1,
seed=12345,
additional_info=None)
# config2 should have a timeout (due to adaptive capping)
# and config1 should still be the incumbent
inc = intensifier._race_challenger(challenger=self.config2,
incumbent=self.config1,
run_history=self.rh,
aggregate_func=average_cost)
# self.assertTrue(False)
self.assertEqual(inc, self.config1)
def test_race_challenger_3(self):
'''
test _race_challenger with adaptive capping on a previously capped configuration
'''
def target(config: Configuration, seed: int, instance: str):
if instance == 1:
time.sleep(2.1)
else:
time.sleep(0.6)
return (config['a'] + 1) / 1000.
taf = ExecuteTAFuncDict(ta=target,
stats=self.stats,
run_obj="runtime",
par_factor=1)
taf.runhistory = self.rh
intensifier = Intensifier(tae_runner=taf,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
cutoff=2,
instances=[1])
self.rh.add(config=self.config1,
cost=0.5,
time=.5,
status=StatusType.SUCCESS,
instance_id=1,
seed=12345,
additional_info=None)
# config2 should have a timeout (due to adaptive capping)
# and config1 should still be the incumbent
inc = intensifier._race_challenger(challenger=self.config2,
incumbent=self.config1,
run_history=self.rh,
aggregate_func=average_cost)
# self.assertTrue(False)
self.assertEqual(inc, self.config1)
# further run for incumbent
self.rh.add(config=self.config1,
cost=2,
time=2,
status=StatusType.TIMEOUT,
instance_id=2,
seed=12345,
additional_info=None)
# give config2 a second chance
inc = intensifier._race_challenger(challenger=self.config2,
incumbent=self.config1,
run_history=self.rh,
aggregate_func=average_cost)
# the incumbent should still be config1 because
# config2 should get on inst 1 a full timeout
# such that c(config1) = 1.25 and c(config2) close to 1.3
self.assertEqual(inc, self.config1)
# the capped run should not be counted in runs_perf_config
self.assertAlmostEqual(self.rh.runs_per_config[2], 2)
def test_race_challenger_large(self):
'''
test _race_challenger using solution_quality
'''
def target(x):
return 1
taf = ExecuteTAFuncDict(ta=target, stats=self.stats)
taf.runhistory = self.rh
intensifier = Intensifier(tae_runner=taf,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
instances=list(range(10)),
deterministic=True)
for i in range(10):
self.rh.add(config=self.config1,
cost=i + 1,
time=1,
status=StatusType.SUCCESS,
instance_id=i,
seed=12345,
additional_info=None)
# tie on first instances and then challenger should always win
# and be returned as inc
inc = intensifier._race_challenger(challenger=self.config2,
incumbent=self.config1,
run_history=self.rh,
aggregate_func=average_cost)
# self.assertTrue(False)
self.assertEqual(inc, self.config2)
self.assertEqual(self.rh.get_cost(self.config2), 1,
self.rh.get_cost(self.config2))
# get data for config2 to check that the correct run was performed
runs = self.rh.get_runs_for_config(self.config2)
self.assertEqual(len(runs), 10)
def test_race_challenger_large_blocked_seed(self):
'''
test _race_challenger whether seeds are blocked for challenger runs
'''
def target(x):
return 1
taf = ExecuteTAFuncDict(ta=target, stats=self.stats)
taf.runhistory = self.rh
intensifier = Intensifier(tae_runner=taf,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
instances=list(range(10)),
deterministic=False)
for i in range(10):
self.rh.add(config=self.config1,
cost=i + 1,
time=1,
status=StatusType.SUCCESS,
instance_id=i,
seed=i,
additional_info=None)
# tie on first instances and then challenger should always win
# and be returned as inc
inc = intensifier._race_challenger(challenger=self.config2,
incumbent=self.config1,
run_history=self.rh,
aggregate_func=average_cost)
# self.assertTrue(False)
self.assertEqual(inc, self.config2)
self.assertEqual(self.rh.get_cost(self.config2), 1,
self.rh.get_cost(self.config2))
# get data for config2 to check that the correct run was performed
runs = self.rh.get_runs_for_config(self.config2)
self.assertEqual(len(runs), 10)
seeds = sorted([r.seed for r in runs])
self.assertEqual(seeds, list(range(10)), seeds)
def test_add_inc_run_det(self):
'''
test _add_inc_run()
'''
def target(x):
return (x['a'] + 1) / 1000.
taf = ExecuteTAFuncDict(ta=target,
stats=self.stats,
run_obj="solution_quality")
taf.runhistory = self.rh
intensifier = Intensifier(tae_runner=taf,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
instances=[1],
deterministic=True)
intensifier._add_inc_run(incumbent=self.config1, run_history=self.rh)
self.assertEqual(len(self.rh.data), 1, self.rh.data)
# since we assume deterministic=1,
# the second call should not add any more runs
# given only one instance
intensifier._add_inc_run(incumbent=self.config1, run_history=self.rh)
self.assertEqual(len(self.rh.data), 1, self.rh.data)
def test_add_inc_run_nondet(self):
'''
test _add_inc_run()
'''
def target(x):
return (x['a'] + 1) / 1000.
taf = ExecuteTAFuncDict(ta=target,
stats=self.stats,
run_obj="solution_quality")
taf.runhistory = self.rh
intensifier = Intensifier(tae_runner=taf,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
instances=[1, 2],
deterministic=False)
intensifier._add_inc_run(incumbent=self.config1, run_history=self.rh)
self.assertEqual(len(self.rh.data), 1, self.rh.data)
intensifier._add_inc_run(incumbent=self.config1, run_history=self.rh)
self.assertEqual(len(self.rh.data), 2, self.rh.data)
runs = self.rh.get_runs_for_config(config=self.config1)
# exactly one run on each instance
self.assertIn(1, [runs[0].instance, runs[1].instance])
self.assertIn(2, [runs[0].instance, runs[1].instance])
intensifier._add_inc_run(incumbent=self.config1, run_history=self.rh)
self.assertEqual(len(self.rh.data), 3, self.rh.data)
def test_adaptive_capping(self):
'''
test _adapt_cutoff()
'''
intensifier = Intensifier(tae_runner=None,
stats=self.stats,
traj_logger=TrajLogger(output_dir=None,
stats=self.stats),
rng=np.random.RandomState(12345),
instances=list(range(5)),
deterministic=False)
for i in range(5):
self.rh.add(config=self.config1,
cost=i + 1,
time=i + 1,
status=StatusType.SUCCESS,
instance_id=i,
seed=i,
additional_info=None)
for i in range(3):
self.rh.add(config=self.config2,
cost=i + 1,
time=i + 1,
status=StatusType.SUCCESS,
instance_id=i,
seed=i,
additional_info=None)
inst_seed_pairs = self.rh.get_runs_for_config(self.config1)
# cost used by incumbent for going over all runs in inst_seed_pairs
inc_sum_cost = sum_cost(config=self.config1,
instance_seed_pairs=inst_seed_pairs,
run_history=self.rh)
cutoff = intensifier._adapt_cutoff(challenger=self.config2,
incumbent=self.config1,
run_history=self.rh,
inc_sum_cost=inc_sum_cost)
# 15*1.2 - 6
self.assertEqual(cutoff, 12)
intensifier.cutoff = 5
cutoff = intensifier._adapt_cutoff(challenger=self.config2,
incumbent=self.config1,
run_history=self.rh,
inc_sum_cost=inc_sum_cost)
# scenario cutoff
self.assertEqual(cutoff, 5)
def process_results(self,
run_info: RunInfo,
incumbent: typing.Optional[Configuration],
run_history: RunHistory,
time_bound: float,
result: RunValue,
log_traj: bool = True,
) -> \
typing.Tuple[Configuration, float]:
"""
The intensifier stage will be updated based on the results/status
of a configuration execution.
During intensification, the following can happen:
-> Challenger raced against incumbent
-> Also, during a challenger run, a capped exception
can be triggered, where no racer post processing is needed
-> A run on the incumbent for more confidence needs to
be processed, IntensifierStage.PROCESS_INCUMBENT_RUN
-> The first run results need to be processed
(PROCESS_FIRST_CONFIG_RUN)
At the end of any run, checks are done to move to a new iteration.
Parameters
----------
run_info : RunInfo
A RunInfo containing the configuration that was evaluated
incumbent : typing.Optional[Configuration]
best configuration so far, None in 1st run
run_history : RunHistory
stores all runs we ran so far
if False, an evaluated configuration will not be generated again
time_bound : float
time in [sec] available to perform intensify
result: RunValue
Contain the result (status and other methadata) of exercising
a challenger/incumbent.
log_traj: bool
whether to log changes of incumbents in trajectory
Returns
-------
incumbent: Configuration()
current (maybe new) incumbent configuration
inc_perf: float
empirical performance of incumbent configuration
"""
if self.stage == IntensifierStage.PROCESS_FIRST_CONFIG_RUN:
if incumbent is None:
self.logger.info("First run, no incumbent provided;"
" challenger is assumed to be the incumbent")
incumbent = run_info.config
if self.stage in [
IntensifierStage.PROCESS_INCUMBENT_RUN,
IntensifierStage.PROCESS_FIRST_CONFIG_RUN
]:
self._ta_time += result.time
self.num_run += 1
self._process_inc_run(
incumbent=incumbent,
run_history=run_history,
log_traj=log_traj,
)
else:
self.num_run += 1
self.num_chall_run += 1
if result.status == StatusType.CAPPED:
# move on to the next iteration
self.logger.debug("Challenger itensification timed out due "
"to adaptive capping.")
self.stage = IntensifierStage.RUN_INCUMBENT
else:
self._ta_time += result.time
incumbent = self._process_racer_results(
challenger=run_info.config,
incumbent=incumbent,
run_history=run_history,
log_traj=log_traj,
)
self.elapsed_time += (result.endtime - result.starttime)
# check if 1 intensification run is complete - line 18
# this is different to regular SMAC as it requires at least successful challenger run,
# which is necessary to work on a fixed grid of configurations.
if (self.stage == IntensifierStage.RUN_INCUMBENT
and self._chall_indx >= self.min_chall
and self.num_chall_run > 0):
if self.num_run > self.run_limit:
self.logger.info("Maximum #runs for intensification reached")
self._next_iteration()
if not self.use_ta_time_bound and self.elapsed_time - time_bound >= 0:
self.logger.info(
"Wallclock time limit for intensification reached "
"(used: %f sec, available: %f sec)", self.elapsed_time,
time_bound)
self._next_iteration()
elif self._ta_time - time_bound >= 0:
self.logger.info(
"TA time limit for intensification reached (used: %f sec, available: %f sec)",
self._ta_time, time_bound)
self._next_iteration()
inc_perf = run_history.get_cost(incumbent)
return incumbent, inc_perf
class CAVE(object):
"""
"""
def __init__(self,
folders: typing.List[str],
output: str,
ta_exec_dir: Union[str, None] = None,
missing_data_method: str = 'epm',
max_pimp_samples: int = -1,
fanova_pairwise=True):
"""
Initialize CAVE facade to handle analyzing, plotting and building the
report-page easily. During initialization, the analysis-infrastructure
is built and the data is validated, meaning the overall best
incumbent is found and default+incumbent are evaluated for all
instances for all runs, by default using an EPM.
The class holds two runhistories:
self.original_rh -> only contains runs from the actual data
self.validated_rh -> contains original runs and epm-predictions for
all incumbents
The analyze()-method performs an analysis and outputs a report.html.
Arguments
---------
folders: list<strings>
paths to relevant SMAC runs
output: string
output for cave to write results (figures + report)
ta_exec_dir: string
execution directory for target algorithm (to find instance.txt, ..)
missing_data_method: string
from [validation, epm], how to estimate missing runs
"""
self.logger = logging.getLogger("cave.cavefacade")
self.logger.debug("Folders: %s", str(folders))
self.ta_exec_dir = ta_exec_dir
# Create output if necessary
self.output = output
self.logger.info("Saving results to %s", self.output)
if not os.path.exists(output):
self.logger.debug("Output-dir %s does not exist, creating",
self.output)
os.makedirs(output)
if not os.path.exists(os.path.join(self.output, "debug")):
os.makedirs(os.path.join(self.output, "debug"))
# Log to file
logger = logging.getLogger()
handler = logging.FileHandler(
os.path.join(self.output, "debug/debug.log"), "w")
handler.setLevel(logging.DEBUG)
logger.addHandler(handler)
# Global runhistory combines all actual runs of individual SMAC-runs
# We save the combined (unvalidated) runhistory to disk, so we can use it later on.
# We keep the validated runhistory (with as many runs as possible) in
# memory. The distinction is made to avoid using runs that are
# only estimated using an EPM for further EPMs or to handle runs
# validated on different hardware (depending on validation-method).
self.original_rh = RunHistory(average_cost)
self.validated_rh = RunHistory(average_cost)
# Save all relevant SMAC-runs in a list
self.runs = []
for folder in folders:
try:
self.logger.debug("Collecting data from %s.", folder)
self.runs.append(SMACrun(folder, ta_exec_dir))
except Exception as err:
self.logger.warning(
"Folder %s could not be loaded, failed "
"with error message: %s", folder, err)
continue
if not len(self.runs):
raise ValueError(
"None of the specified SMAC-folders could be loaded.")
# Use scenario of first run for general purposes (expecting they are all the same anyway!)
self.scenario = self.runs[0].solver.scenario
# Update global runhistory with all available runhistories
self.logger.debug("Update original rh with all available rhs!")
runhistory_fns = [
os.path.join(run.folder, "runhistory.json") for run in self.runs
]
for rh_file in runhistory_fns:
self.original_rh.update_from_json(rh_file, self.scenario.cs)
self.logger.debug(
'Combined number of Runhistory data points: %d. '
'# Configurations: %d. # Runhistories: %d',
len(self.original_rh.data),
len(self.original_rh.get_all_configs()), len(runhistory_fns))
self.original_rh.save_json(
os.path.join(self.output, "combined_rh.json"))
# Validator for a) validating with epm, b) plot over time
# Initialize without trajectory
self.validator = Validator(self.scenario, None, None)
# Estimate missing costs for [def, inc1, inc2, ...]
self.complete_data(method=missing_data_method)
self.best_run = min(
self.runs,
key=lambda run: self.validated_rh.get_cost(run.solver.incumbent))
self.default = self.scenario.cs.get_default_configuration()
self.incumbent = self.best_run.solver.incumbent
self.logger.debug("Overall best run: %s, with incumbent: %s",
self.best_run.folder, self.incumbent)
# Following variable determines whether a distinction is made
# between train and test-instances (e.g. in plotting)
self.train_test = bool(self.scenario.train_insts != [None]
and self.scenario.test_insts != [None])
self.analyzer = Analyzer(self.original_rh, self.validated_rh,
self.default, self.incumbent, self.train_test,
self.scenario, self.validator, self.output,
max_pimp_samples, fanova_pairwise)
self.builder = HTMLBuilder(self.output, "CAVE")
# Builder for html-website
self.website = OrderedDict([])
def complete_data(self, method="epm"):
"""Complete missing data of runs to be analyzed. Either using validation
or EPM.
"""
with changedir(self.ta_exec_dir if self.ta_exec_dir else '.'):
self.logger.info("Completing data using %s.", method)
path_for_validated_rhs = os.path.join(self.output, "validated_rhs")
for run in self.runs:
self.validator.traj = run.traj
if method == "validation":
# TODO determine # repetitions
new_rh = self.validator.validate(
'def+inc',
'train+test',
1,
-1,
runhistory=self.original_rh)
elif method == "epm":
new_rh = self.validator.validate_epm(
'def+inc',
'train+test',
1,
runhistory=self.original_rh)
else:
raise ValueError("Missing data method illegal (%s)",
method)
self.validator.traj = None # Avoid usage-mistakes
self.validated_rh.update(new_rh)
def analyze(self,
performance=True,
cdf=True,
scatter=True,
confviz=True,
param_importance=['forward_selection', 'ablation', 'fanova'],
feature_analysis=[
"box_violin", "correlation", "feat_importance",
"clustering", "feature_cdf"
],
parallel_coordinates=True,
cost_over_time=True,
algo_footprint=True):
"""Analyze the available data and build HTML-webpage as dict.
Save webpage in 'self.output/CAVE/report.html'.
Analyzing is performed with the analyzer-instance that is initialized in
the __init__
Parameters
----------
performance: bool
whether to calculate par10-values
cdf: bool
whether to plot cdf
scatter: bool
whether to plot scatter
confviz: bool
whether to perform configuration visualization
param_importance: List[str]
containing methods for parameter importance
feature_analysis: List[str]
containing methods for feature analysis
parallel_coordinates: bool
whether to plot parallel coordinates
cost_over_time: bool
whether to plot cost over time
algo_footprint: bool
whether to plot algorithm footprints
"""
# Check arguments
for p in param_importance:
if p not in [
'forward_selection', 'ablation', 'fanova', 'incneighbor'
]:
raise ValueError(
"%s not a valid option for parameter "
"importance!", p)
for f in feature_analysis:
if f not in [
"box_violin", "correlation", "importance", "clustering",
"feature_cdf"
]:
raise ValueError("%s not a valid option for feature analysis!",
f)
# Start analysis
overview = self.analyzer.create_overview_table(self.best_run.folder)
self.website["Meta Data"] = {"table": overview}
compare_config = self.analyzer.config_to_html(self.default,
self.incumbent)
self.website["Best configuration"] = {"table": compare_config}
########## PERFORMANCE ANALYSIS
self.website["Performance Analysis"] = OrderedDict()
if performance:
performance_table = self.analyzer.create_performance_table(
self.default, self.incumbent)
self.website["Performance Analysis"]["Performance Table"] = {
"table": performance_table
}
if cdf:
cdf_path = self.analyzer.plot_cdf()
self.website["Performance Analysis"][
"empirical Cumulative Distribution Function (eCDF)"] = {
"figure": cdf_path
}
if scatter and (self.scenario.train_insts != [[None]]):
scatter_path = self.analyzer.plot_scatter()
self.website["Performance Analysis"]["Scatterplot"] = {
"figure": scatter_path
}
elif scatter:
self.logger.info(
"Scatter plot desired, but no instances available.")
# Build report before time-consuming analysis
self.build_website()
if algo_footprint and self.scenario.feature_dict:
algorithms = {self.default: "default", self.incumbent: "incumbent"}
# Add all available incumbents to test portfolio strategy
#for r in self.runs:
# if not r.get_incumbent() in algorithms:
# algorithms[r.get_incumbent()] = str(self.runs.index(r))
algo_footprint_plots = self.analyzer.plot_algorithm_footprint(
algorithms)
self.website["Performance Analysis"][
"Algorithm Footprints"] = OrderedDict()
for p in algo_footprint_plots:
header = os.path.splitext(os.path.split(p)[1])[0] # algo name
self.website["Performance Analysis"]["Algorithm Footprints"][
header] = {
"figure": p,
"tooltip":
get_tooltip("Algorithm Footprints") + ": " + header
}
self.build_website()
########### Configurator's behavior
self.website["Configurator's behavior"] = OrderedDict()
if confviz:
if self.scenario.feature_array is None:
self.scenario.feature_array = np.array([[]])
# Sort runhistories and incs wrt cost
incumbents = [r.solver.incumbent for r in self.runs]
trajectories = [r.traj for r in self.runs]
runhistories = [r.runhistory for r in self.runs]
costs = [self.validated_rh.get_cost(i) for i in incumbents]
costs, incumbents, runhistories, trajectories = (
list(t) for t in zip(
*sorted(zip(costs, incumbents, runhistories, trajectories),
key=lambda x: x[0])))
incumbents = list(map(lambda x: x['incumbent'], trajectories[0]))
confviz_script = self.analyzer.plot_confviz(
incumbents, runhistories)
self.website["Configurator's behavior"][
"Configurator Footprint"] = {
"table": confviz_script
}
elif confviz:
self.logger.info("Configuration visualization desired, but no "
"instance-features available.")
self.build_website()
if cost_over_time:
cost_over_time_path = self.analyzer.plot_cost_over_time(
self.best_run.traj, self.validator)
self.website["Configurator's behavior"]["Cost over time"] = {
"figure": cost_over_time_path
}
self.build_website()
self.parameter_importance(ablation='ablation' in param_importance,
fanova='fanova' in param_importance,
forward_selection='forward_selection'
in param_importance,
incneighbor='incneighbor'
in param_importance)
self.build_website()
if parallel_coordinates:
# Should be after parameter importance, if performed.
n_params = 6
parallel_path = self.analyzer.plot_parallel_coordinates(n_params)
self.website["Configurator's behavior"]["Parallel Coordinates"] = {
"figure": parallel_path
}
self.build_website()
if self.scenario.feature_dict:
self.feature_analysis(box_violin='box_violin' in feature_analysis,
correlation='correlation'
in feature_analysis,
clustering='clustering' in feature_analysis,
importance='importance' in feature_analysis)
else:
self.logger.info('No feature analysis possible')
self.logger.info("CAVE finished. Report is located in %s",
os.path.join(self.output, 'report.html'))
self.build_website()
def parameter_importance(self,
ablation=False,
fanova=False,
forward_selection=False,
incneighbor=False):
"""Perform the specified parameter importance procedures. """
# PARAMETER IMPORTANCE
if (ablation or forward_selection or fanova or incneighbor):
self.website["Parameter Importance"] = OrderedDict()
sum_ = 0
if fanova:
sum_ += 1
table, plots, pair_plots = self.analyzer.fanova(self.incumbent)
self.website["Parameter Importance"]["fANOVA"] = OrderedDict()
self.website["Parameter Importance"]["fANOVA"]["Importance"] = {
"table": table
}
# Insert plots (the received plots is a dict, mapping param -> path)
self.website["Parameter Importance"]["fANOVA"][
"Marginals"] = OrderedDict([])
for param, plot in plots.items():
self.website["Parameter Importance"]["fANOVA"]["Marginals"][
param] = {
"figure": plot
}
if pair_plots:
self.website["Parameter Importance"]["fANOVA"][
"PairwiseMarginals"] = OrderedDict([])
for param, plot in pair_plots.items():
self.website["Parameter Importance"]["fANOVA"][
"PairwiseMarginals"][param] = {
"figure": plot
}
if ablation:
sum_ += 1
self.logger.info("Ablation...")
self.analyzer.parameter_importance("ablation", self.incumbent,
self.output)
ablationpercentage_path = os.path.join(self.output,
"ablationpercentage.png")
ablationperformance_path = os.path.join(self.output,
"ablationperformance.png")
self.website["Parameter Importance"]["Ablation"] = {
"figure": [ablationpercentage_path, ablationperformance_path]
}
if forward_selection:
sum_ += 1
self.logger.info("Forward Selection...")
self.analyzer.parameter_importance("forward-selection",
self.incumbent, self.output)
f_s_barplot_path = os.path.join(self.output,
"forward selection-barplot.png")
f_s_chng_path = os.path.join(self.output,
"forward selection-chng.png")
self.website["Parameter Importance"]["Forward Selection"] = {
"figure": [f_s_barplot_path, f_s_chng_path]
}
if incneighbor:
sum_ += 1
self.logger.info("Local EPM-predictions around incumbent...")
plots = self.analyzer.local_epm_plots()
self.website["Parameter Importance"][
"Local Parameter Importance (LPI)"] = OrderedDict([])
for param, plot in plots.items():
self.website["Parameter Importance"][
"Local Parameter Importance (LPI)"][param] = {
"figure": plot
}
if sum_:
of = os.path.join(self.output, 'pimp.tex')
self.logger.info('Creating pimp latex table at %s' % of)
self.analyzer.pimp.table_for_comparison(self.analyzer.evaluators,
of,
style='latex')
def feature_analysis(self,
box_violin=False,
correlation=False,
clustering=False,
importance=False):
if not (box_violin or correlation or clustering or importance):
self.logger.debug("No feature analysis.")
return
# FEATURE ANALYSIS (ASAPY)
# TODO make the following line prettier
# TODO feat-names from scenario?
in_reader = InputReader()
feat_fn = self.scenario.feature_fn
if not self.scenario.feature_names:
with changedir(self.ta_exec_dir if self.ta_exec_dir else '.'):
if not feat_fn or not os.path.exists(feat_fn):
self.logger.warning(
"Feature Analysis needs valid feature "
"file! Either {} is not a valid "
"filename or features are not saved in "
"the scenario.")
self.logger.error("Skipping Feature Analysis.")
return
else:
feat_names = in_reader.read_instance_features_file(
self.scenario.feature_fn)[0]
else:
feat_names = copy.deepcopy(self.scenario.feature_names)
self.website["Feature Analysis"] = OrderedDict([])
# feature importance using forward selection
if importance:
self.website["Feature Analysis"][
"Feature Importance"] = OrderedDict()
imp, plots = self.analyzer.feature_importance()
imp = DataFrame(data=list(imp.values()),
index=list(imp.keys()),
columns=["Error"])
imp = imp.to_html() # this is a table with the values in html
self.website["Feature Analysis"]["Feature Importance"]["Table"] = {
"table": imp
}
for p in plots:
name = os.path.splitext(os.path.basename(p))[0]
self.website["Feature Analysis"]["Feature Importance"][
name] = {
"figure": p
}
# box and violin plots
if box_violin:
name_plots = self.analyzer.feature_analysis(
'box_violin', feat_names)
self.website["Feature Analysis"][
"Violin and Box Plots"] = OrderedDict()
for plot_tuple in name_plots:
key = "%s" % (plot_tuple[0])
self.website["Feature Analysis"]["Violin and Box Plots"][
key] = {
"figure": plot_tuple[1]
}
# correlation plot
if correlation:
correlation_plot = self.analyzer.feature_analysis(
'correlation', feat_names)
if correlation_plot:
self.website["Feature Analysis"]["Correlation"] = {
"figure": correlation_plot
}
# cluster instances in feature space
if clustering:
cluster_plot = self.analyzer.feature_analysis(
'clustering', feat_names)
self.website["Feature Analysis"]["Clustering"] = {
"figure": cluster_plot
}
self.build_website()
def build_website(self):
self.builder.generate_html(self.website)
def _process_racer_results(
self,
challenger: Configuration,
incumbent: Configuration,
run_history: RunHistory,
log_traj: bool = True,
) -> typing.Optional[Configuration]:
"""Process the result of a racing configuration against the
current incumbent. Might propose a new incumbent.
Parameters
----------
challenger : Configuration
Configuration which challenges incumbent
incumbent : Configuration
Best configuration so far
run_history : RunHistory
Stores all runs we ran so far
Returns
-------
new_incumbent: typing.Optional[Configuration]
Either challenger or incumbent
"""
chal_runs = run_history.get_runs_for_config(
challenger, only_max_observed_budget=True)
chal_perf = run_history.get_cost(challenger)
# if all <instance, seed> have been run, compare challenger performance
if not self.to_run:
new_incumbent = self._compare_configs(incumbent=incumbent,
challenger=challenger,
run_history=run_history,
log_traj=log_traj)
# update intensification stage
if new_incumbent == incumbent:
# move on to the next iteration
self.stage = IntensifierStage.RUN_INCUMBENT
self.continue_challenger = False
self.logger.debug(
'Estimated cost of challenger on %d runs: %.4f, but worse than incumbent',
len(chal_runs), chal_perf)
elif new_incumbent == challenger:
# New incumbent found
incumbent = challenger
self.continue_challenger = False
# compare against basis configuration if provided, else go to next iteration
if self.always_race_against and \
self.always_race_against != challenger:
self.stage = IntensifierStage.RUN_BASIS
else:
self.stage = IntensifierStage.RUN_INCUMBENT
self.logger.debug(
'Estimated cost of challenger on %d runs: %.4f, becomes new incumbent',
len(chal_runs), chal_perf)
else: # Line 17
# challenger is not worse, continue
self.N = 2 * self.N
self.continue_challenger = True
self.logger.debug(
'Estimated cost of challenger on %d runs: %.4f, adding %d runs to the queue',
len(chal_runs), chal_perf, self.N / 2)
else:
self.logger.debug(
'Estimated cost of challenger on %d runs: %.4f, still %d runs to go (continue racing)',
len(chal_runs), chal_perf, len(self.to_run))
return incumbent
def _race_challenger(self, challenger: Configuration,
incumbent: Configuration, run_history: RunHistory,
aggregate_func: typing.Callable):
'''
aggressively race challenger against incumbent
Parameters
----------
challenger : Configuration
configuration which challenges incumbent
incumbent : Configuration
best configuration so far
run_history : RunHistory
stores all runs we ran so far
aggregate_func: typing.Callable
aggregate performance across instances
Returns
-------
new_incumbent: Configuration
either challenger or incumbent
'''
# at least one run of challenger
# to increase chall_indx counter
first_run = False
inc_perf = run_history.get_cost(incumbent)
learning_curve = []
self._num_run += 1
self._chall_indx += 1
pc = None
for epoch in range(self.max_epochs):
status, cost, time, add_info = self.tae_runner.start(
config=challenger,
instance=None,
seed=0,
cutoff=2**32 - 1,
instance_specific=None,
pc=pc)
try:
pc = add_info["model"]
except KeyError: # model building failed, e.g. because of nan
break
learning_curve.append(cost)
if len(self.learning_curves) > 10 and epoch > self.max_epochs / 4:
seen_curves = np.array(self.learning_curves)[:, epoch]
if cost > np.median(seen_curves):
self.logger.info("Abort run (%f vs %f)" %
(cost, np.median(seen_curves)))
break
# delete model in runhistory to be more memory efficient
chall_id = run_history.config_ids[challenger]
runkey = RunKey(chall_id, None, 0)
runvalue = run_history.data[runkey]
try:
del runvalue.additional_info["model"]
except KeyError:
pass
if epoch == self.max_epochs - 1:
self.learning_curves.append(learning_curve)
chal_perf = cost
if cost < inc_perf:
self.logger.info(
"Challenger (%.4f) is better than incumbent (%.4f)" %
(chal_perf, inc_perf))
# Show changes in the configuration
params = sorted([(param, incumbent[param], challenger[param])
for param in challenger.keys()])
self.logger.info("Changes in incumbent:")
for param in params:
if param[1] != param[2]:
self.logger.info(" %s : %r -> %r" % (param))
else:
self.logger.debug(" %s remains unchanged: %r" %
(param[0], param[1]))
incumbent = challenger
self.stats.inc_changed += 1
self.traj_logger.add_entry(train_perf=chal_perf,
incumbent_id=self.stats.inc_changed,
incumbent=challenger)
else:
self.logger.debug(
"Incumbent (%.4f) is better than challenger (%.4f)" %
(inc_perf, chal_perf))
return incumbent
def intensify(self,
challengers: typing.List[Configuration],
incumbent: Configuration,
run_history: RunHistory,
aggregate_func: typing.Callable,
time_bound: int = MAXINT):
'''
running intensification to determine the incumbent configuration
Side effect: adds runs to run_history
Implementation of Procedure 2 in Hutter et al. (2011).
Parameters
----------
challengers : typing.List[Configuration]
promising configurations
incumbent : Configuration
best configuration so far
run_history : RunHistory
stores all runs we ran so far
aggregate_func: typing.Callable
aggregate performance across instances
time_bound : int, optional (default=2 ** 31 - 1)
time in [sec] available to perform intensify
Returns
-------
incumbent: Configuration()
current (maybe new) incumbent configuration
inc_perf: float
empirical performance of incumbent configuration
'''
self.start_time = time.time()
if time_bound < 0.01:
raise ValueError("time_bound must be >= 0.01")
self._num_run = 0
self._chall_indx = 0
# Line 1 + 2
for challenger in challengers:
if challenger == incumbent:
self.logger.warning(
"Challenger was the same as the current incumbent; Skipping challenger"
)
continue
self.logger.debug("Intensify on %s", challenger)
if hasattr(challenger, 'origin'):
self.logger.debug("Configuration origin: %s",
challenger.origin)
try:
# Lines 3-7
self._add_inc_run(incumbent=incumbent, run_history=run_history)
# Lines 8-17
incumbent = self._race_challenger(
challenger=challenger,
incumbent=incumbent,
run_history=run_history,
aggregate_func=aggregate_func)
except BudgetExhaustedException:
# We return incumbent, SMBO stops due to its own budget checks
inc_perf = run_history.get_cost(incumbent)
self.logger.debug("Budget exhausted; Return incumbent")
return incumbent, inc_perf
if self._chall_indx > 1 and self._num_run > self.run_limit:
self.logger.debug("Maximum #runs for intensification reached")
break
elif self._chall_indx > 1 and time.time(
) - self.start_time - time_bound >= 0:
self.logger.debug("Timelimit for intensification reached ("
"used: %f sec, available: %f sec)" %
(time.time() - self.start_time, time_bound))
break
# output estimated performance of incumbent
inc_runs = run_history.get_runs_for_config(incumbent)
inc_perf = aggregate_func(incumbent, run_history, inc_runs)
self.logger.info(
"Updated estimated performance of incumbent on %d runs: %.4f" %
(len(inc_runs), inc_perf))
self.stats.update_average_configs_per_intensify(
n_configs=self._chall_indx)
return incumbent, inc_perf
class SMBO(BaseSolver):
def __init__(self,
scenario,
tae_runner=None,
acquisition_function=None,
model=None,
runhistory2epm=None,
stats=None,
rng=None):
'''
Interface that contains the main Bayesian optimization loop
Parameters
----------
scenario: smac.scenario.scenario.Scenario
Scenario object
tae_runner: object
object that implements the following method to call the target
algorithm (or any other arbitrary function):
run(self, config)
If not set, it will be initialized with the tae.ExecuteTARunOld()
acquisition_function : AcquisitionFunction
Object that implements the AbstractAcquisitionFunction. Will use
EI if not set.
model : object
Model that implements train() and predict(). Will use a
RandomForest if not set.
runhistory2epm : RunHistory2EMP
Object that implements the AbstractRunHistory2EPM. If None,
will use RunHistory2EPM4Cost if objective is cost or
RunHistory2EPM4LogCost if objective is runtime.
stats: Stats
optional stats object
rng: numpy.random.RandomState
Random number generator
'''
if stats:
self.stats = stats
else:
self.stats = Stats(scenario)
self.runhistory = RunHistory()
self.logger = logging.getLogger("smbo")
if rng is None:
self.num_run = np.random.randint(1234567980)
self.rng = np.random.RandomState(seed=self.num_run)
elif isinstance(rng, int):
self.num_run = rng
self.rng = np.random.RandomState(seed=rng)
elif isinstance(rng, np.random.RandomState):
self.num_run = rng.randint(1234567980)
self.rng = rng
else:
raise TypeError('Unknown type %s for argument rng. Only accepts '
'None, int or np.random.RandomState' %
str(type(rng)))
self.scenario = scenario
self.config_space = scenario.cs
self.traj_logger = TrajLogger(output_dir=self.scenario.output_dir,
stats=self.stats)
self.types = get_types(self.config_space, scenario.feature_array)
if model is None:
self.model = RandomForestWithInstances(
self.types,
scenario.feature_array,
seed=self.rng.randint(1234567980))
else:
self.model = model
if acquisition_function is None:
self.acquisition_func = EI(self.model)
else:
self.acquisition_func = acquisition_function
self.local_search = LocalSearch(self.acquisition_func,
self.config_space)
self.incumbent = None
if tae_runner is None:
self.executor = ExecuteTARunOld(ta=scenario.ta,
stats=self.stats,
run_obj=scenario.run_obj,
par_factor=scenario.par_factor)
else:
self.executor = tae_runner
self.inten = Intensifier(
executor=self.executor,
stats=self.stats,
traj_logger=self.traj_logger,
instances=self.scenario.train_insts,
cutoff=self.scenario.cutoff,
deterministic=self.scenario.deterministic,
run_obj_time=self.scenario.run_obj == "runtime",
instance_specifics=self.scenario.instance_specific)
num_params = len(self.config_space.get_hyperparameters())
self.objective = average_cost
if self.scenario.run_obj == "runtime":
if runhistory2epm is None:
# if we log the performance data,
# the RFRImputator will already get
# log transform data from the runhistory
cutoff = np.log10(self.scenario.cutoff)
threshold = np.log10(self.scenario.cutoff *
self.scenario.par_factor)
imputor = RFRImputator(cs=self.config_space,
rs=self.rng,
cutoff=cutoff,
threshold=threshold,
model=self.model,
change_threshold=0.01,
max_iter=10)
self.rh2EPM = RunHistory2EPM4LogCost(scenario=self.scenario,
num_params=num_params,
success_states=[
StatusType.SUCCESS,
],
impute_censored_data=True,
impute_state=[
StatusType.TIMEOUT,
],
imputor=imputor)
else:
self.rh2EPM = runhistory2epm
elif self.scenario.run_obj == 'quality':
if runhistory2epm is None:
self.rh2EPM = RunHistory2EPM4Cost\
(scenario=self.scenario, num_params=num_params,
success_states=[StatusType.SUCCESS, ],
impute_censored_data=False, impute_state=None)
else:
self.rh2EPM = runhistory2epm
else:
raise ValueError('Unknown run objective: %s. Should be either '
'quality or runtime.' % self.scenario.run_obj)
def run_initial_design(self):
'''
runs algorithm runs for a initial design;
default implementation: running the default configuration on
a random instance-seed pair
Side effect: adds runs to self.runhistory
Returns
-------
incumbent: Configuration()
initial incumbent configuration
'''
default_conf = self.config_space.get_default_configuration()
self.incumbent = default_conf
# add this incumbent right away to have an entry to time point 0
self.traj_logger.add_entry(train_perf=2**31,
incumbent_id=1,
incumbent=self.incumbent)
rand_inst_id = self.rng.randint(0, len(self.scenario.train_insts))
# ignore instance specific values
rand_inst = self.scenario.train_insts[rand_inst_id]
if self.scenario.deterministic:
initial_seed = 0
else:
initial_seed = random.randint(0, MAXINT)
status, cost, runtime, additional_info = self.executor.start(
default_conf,
instance=rand_inst,
cutoff=self.scenario.cutoff,
seed=initial_seed,
instance_specific=self.scenario.instance_specific.get(
rand_inst, "0"))
if status in [StatusType.CRASHED or StatusType.ABORT]:
self.logger.critical("First run crashed -- Abort")
sys.exit(1)
self.runhistory.add(config=default_conf,
cost=cost,
time=runtime,
status=status,
instance_id=rand_inst,
seed=initial_seed,
additional_info=additional_info)
defaul_inst_seeds = set(
self.runhistory.get_runs_for_config(default_conf))
default_perf = self.objective(default_conf, self.runhistory,
defaul_inst_seeds)
self.runhistory.update_cost(default_conf, default_perf)
self.stats.inc_changed += 1 # first incumbent
self.traj_logger.add_entry(train_perf=default_perf,
incumbent_id=self.stats.inc_changed,
incumbent=self.incumbent)
return default_conf
def run(self, max_iters=10):
'''
Runs the Bayesian optimization loop for max_iters iterations
Parameters
----------
max_iters: int
The maximum number of iterations
Returns
----------
incumbent: np.array(1, H)
The best found configuration
'''
self.stats.start_timing()
#self.runhistory = RunHisory()
self.incumbent = self.run_initial_design()
# Main BO loop
iteration = 1
while True:
if self.scenario.shared_model:
pSMAC.read(run_history=self.runhistory,
output_directory=self.scenario.output_dir,
configuration_space=self.config_space,
logger=self.logger)
start_time = time.time()
X, Y = self.rh2EPM.transform(self.runhistory)
self.logger.debug("Search for next configuration")
# get all found configurations sorted according to acq
challengers = self.choose_next(X, Y)
time_spend = time.time() - start_time
logging.debug(
"Time spend to choose next configurations: %.2f sec" %
(time_spend))
self.logger.debug("Intensify")
self.incumbent, inc_perf = self.inten.intensify(
challengers=challengers,
incumbent=self.incumbent,
run_history=self.runhistory,
objective=self.objective,
time_bound=max(0.01, time_spend))
# TODO: Write run history into database
if self.scenario.shared_model:
pSMAC.write(run_history=self.runhistory,
output_directory=self.scenario.output_dir,
num_run=self.num_run)
if iteration == max_iters:
break
iteration += 1
logging.debug(
"Remaining budget: %f (wallclock), %f (ta costs), %f (target runs)"
% (self.stats.get_remaing_time_budget(),
self.stats.get_remaining_ta_budget(),
self.stats.get_remaining_ta_runs()))
if self.stats.is_budget_exhausted():
break
self.stats.print_stats(debug_out=True)
return self.incumbent
def choose_next(self,
X,
Y,
num_interleaved_random=1010,
num_configurations_by_random_search_sorted=1000,
num_configurations_by_local_search=10):
"""Choose next candidate solution with Bayesian optimization.
Parameters
----------
X : (N, D) numpy array
Each row contains a configuration and one set of
instance features.
Y : (N, O) numpy array
The function values for each configuration instance pair.
Returns
-------
list
List of 2020 suggested configurations to evaluate.
"""
self.model.train(X, Y)
if self.runhistory.empty():
incumbent_value = 0.0
elif self.incumbent is None:
# TODO try to calculate an incumbent from the runhistory!
incumbent_value = 0.0
else:
incumbent_value = self.runhistory.get_cost(self.incumbent)
self.acquisition_func.update(model=self.model, eta=incumbent_value)
# Remove dummy acquisition function value
next_configs_by_random_search = [
x[1] for x in self._get_next_by_random_search(
num_points=num_interleaved_random)
]
# Get configurations sorted by EI
next_configs_by_random_search_sorted = \
self._get_next_by_random_search(
num_configurations_by_random_search_sorted, _sorted=True)
next_configs_by_local_search = \
self._get_next_by_local_search(num_configurations_by_local_search)
next_configs_by_acq_value = next_configs_by_random_search_sorted + \
next_configs_by_local_search
next_configs_by_acq_value.sort(reverse=True, key=lambda x: x[0])
self.logger.debug(
"First 10 acq func values of selected configurations: %s" %
(str([_[0] for _ in next_configs_by_acq_value[:10]])))
next_configs_by_acq_value = [_[1] for _ in next_configs_by_acq_value]
challengers = list(
itertools.chain(*zip(next_configs_by_acq_value,
next_configs_by_random_search)))
return challengers
def _get_next_by_random_search(self, num_points=1000, _sorted=False):
"""Get candidate solutions via local search.
Parameters
----------
num_points : int, optional (default=10)
Number of local searches and returned values.
_sorted : bool, optional (default=True)
Whether to sort the candidate solutions by acquisition function
value.
Returns
-------
list : (acquisition value, Candidate solutions)
"""
rand_configs = self.config_space.sample_configuration(size=num_points)
if _sorted:
imputed_rand_configs = map(ConfigSpace.util.impute_inactive_values,
rand_configs)
imputed_rand_configs = [
x.get_array() for x in imputed_rand_configs
]
imputed_rand_configs = np.array(imputed_rand_configs,
dtype=np.float64)
acq_values = self.acquisition_func(imputed_rand_configs)
# From here
# http://stackoverflow.com/questions/20197990/how-to-make-argsort-result-to-be-random-between-equal-values
random = self.rng.rand(len(acq_values))
# Last column is primary sort key!
indices = np.lexsort((random.flatten(), acq_values.flatten()))
for i in range(len(rand_configs)):
rand_configs[i].origin = 'Random Search (sorted)'
# Cannot use zip here because the indices array cannot index the
# rand_configs list, because the second is a pure python list
return [(acq_values[ind][0], rand_configs[ind])
for ind in indices[::-1]]
else:
for i in range(len(rand_configs)):
rand_configs[i].origin = 'Random Search'
return [(0, rand_configs[i]) for i in range(len(rand_configs))]
def _get_next_by_local_search(self, num_points=10):
"""Get candidate solutions via local search.
In case acquisition function values tie, these will be broken randomly.
Parameters
----------
num_points : int, optional (default=10)
Number of local searches and returned values.
Returns
-------
list : (acquisition value, Candidate solutions),
ordered by their acquisition function value
"""
configs_acq = []
# Start N local search from different random start points
for i in range(num_points):
if i == 0 and self.incumbent is not None:
start_point = self.incumbent
else:
start_point = self.config_space.sample_configuration()
configuration, acq_val = self.local_search.maximize(start_point)
configuration.origin = 'Local Search'
configs_acq.append((acq_val[0][0], configuration))
# shuffle for random tie-break
random.shuffle(configs_acq, self.rng.rand)
# sort according to acq value
# and return n best configurations
configs_acq.sort(reverse=True, key=lambda x: x[0])
return configs_acq
def __init__(
self,
original_rh: RunHistory,
validated_rh: RunHistory,
validator: Validator,
scenario: Scenario,
default: Configuration,
incumbent: Configuration,
param_imp: Union[None, Dict[str, float]],
params: Union[int, List[str]],
n_configs: int,
pc_sort_by: str,
output_dir: str,
cs: ConfigurationSpace,
runtime: bool = False,
max_runs_epm: int = 3000000,
):
"""This function prepares the data from a SMAC-related
format (using runhistories and parameters) to a more general format
(using a dataframe). The resulting dataframe is passed to the
parallel_coordinates-routine
Parameters
----------
original_rh: RunHistory
runhistory that should contain only runs that were executed during search
validated_rh: RunHistory
runhistory that may contain as many runs as possible, also external runs.
this runhistory will be used to build the EPM
validator: Validator
validator to be used to estimate costs for configurations
scenario: Scenario
scenario object to take instances from
default, incumbent: Configuration
default and incumbent, they will surely be displayed
param_imp: Union[None, Dict[str->float]
if given, maps parameter-names to importance
params: Union[int, List[str]]
either directly the parameters to displayed or the number of parameters (will try to define the most
important ones
n_configs: int
number of configs to be plotted
pc_sort_by: str
defines the pimp-method by which to choose the plotted parameters
max_runs_epm: int
maximum number of runs to train the epm with. this should prevent MemoryErrors
output_dir: str
output directory for plots
cs: ConfigurationSpace
parameter configuration space to be visualized
runtime: boolean
runtime will be on logscale
"""
self.logger = logging.getLogger(self.__module__ + "." +
self.__class__.__name__)
self.error = None
self.default = default
self.param_imp = param_imp
self.cs = cs
# Sorting by importance, if possible (choose first executed parameter-importance)
self.method, self.importance = "", {}
if pc_sort_by == 'all':
self.logger.debug("Sorting by average importance")
self.method = 'average'
for m, i in self.param_imp.items():
if i:
for p, imp in i.items():
if p in self.importance:
self.importance[p].append(imp)
else:
self.importance[p] = [imp]
self.importance = {
k: sum(v) / len(v)
for k, v in self.importance.items()
}
elif pc_sort_by in self.param_imp:
self.method, self.importance = pc_sort_by, self.param_imp[
pc_sort_by]
else:
self.logger.debug("%s not evaluated.. choosing at random from: %s",
pc_sort_by, str(list(self.param_imp.keys())))
for m, i in self.param_imp.items():
if i:
self.method, self.importance = m, i
break
self.hp_names = sorted(
[hp for hp in self.cs.get_hyperparameter_names()],
key=lambda x: self.importance.get(x, 0),
reverse=True)
self.logger.debug("Sorted hp's by method \'%s\': %s", self.method,
str(self.hp_names))
# To be set
self.plots = []
# Define set of configurations (limiting to max and choosing most interesting ones)
all_configs = original_rh.get_all_configs()
max_runs_epm = 300000 # Maximum total number of runs considered for epm to limit maximum possible number configs
max_configs = int(
max_runs_epm /
(len(scenario.train_insts) + len(scenario.test_insts)))
if len(all_configs) > max_configs:
self.logger.debug(
"Limiting number of configs to train epm from %d to %d (based on max runs %d) and choosing "
"the ones with the most runs (for parallel coordinates)",
len(all_configs), max_configs, max_runs_epm)
all_configs = sorted(
all_configs,
key=lambda c: len(original_rh.get_runs_for_config(c)
))[:max_configs]
if not default in all_configs:
all_configs = [default] + all_configs
if not incumbent in all_configs:
all_configs.append(incumbent)
# Get costs for those configurations
epm_rh = RunHistory(average_cost)
epm_rh.update(validated_rh)
if scenario.feature_dict: # if instances are available
epm_rh.update(
timing(validator.validate_epm)(all_configs,
'train+test',
1,
runhistory=validated_rh))
self.config_to_cost = {c: epm_rh.get_cost(c) for c in all_configs}
self.params = self.get_params(params)
self.n_configs = n_configs
self.pcp = ParallelCoordinatesPlotter(self.config_to_cost, output_dir,
cs, runtime)
def _preprocess_budget(
self,
original_rh: RunHistory,
validated_rh: RunHistory,
validator: Validator,
scenario: Scenario,
default: Configuration,
incumbent: Configuration,
param_imp: Union[None, Dict[str, float]],
output_dir: str,
cs: ConfigurationSpace,
runtime: bool = False,
):
"""
Preprocess data and save in self.data to enable fast replots
Parameters:
-----------
original_rh: RunHistory
runhistory that should contain only runs that were executed during search
validated_rh: RunHistory
runhistory that may contain as many runs as possible, also external runs.
this runhistory will be used to build the EPM
validator: Validator
validator to be used to estimate costs for configurations
scenario: Scenario
scenario object to take instances from
default, incumbent: Configuration
default and incumbent, they will surely be displayed
param_imp: Union[None, Dict[str->float]
if given, maps parameter-names to importance
output_dir: str
output directory for plots
cs: ConfigurationSpace
parameter configuration space to be visualized
runtime: boolean
runtime will be on logscale
"""
# Sorting parameters by importance, if possible (choose first executed parameter-importance)
method, importance = "", {}
if self.pc_sort_by == 'all':
self.logger.debug("Sorting by average importance")
method = 'average'
for m, i in param_imp.items():
if i:
for p, imp in i.items():
if p in importance:
importance[p].append(imp)
else:
importance[p] = [imp]
importance = {k: sum(v) / len(v) for k, v in importance.items()}
elif self.pc_sort_by in param_imp:
method, importance = self.pc_sort_by, param_imp[self.pc_sort_by]
else:
self.logger.debug("%s not evaluated.. choosing at random from: %s",
self.pc_sort_by, str(list(param_imp.keys())))
for m, i in param_imp.items():
if i:
method, importance = m, i
self.logger.debug("Chose %s", method)
break
hp_names = sorted([p for p in cs.get_hyperparameter_names()],
key=lambda x: importance.get(x, 0),
reverse=True)
self.logger.debug("Sorted hyperparameters by method \'%s\': %s",
method, str(hp_names))
# Define set of configurations (limiting to max and choosing most interesting ones)
all_configs = original_rh.get_all_configs()
# max_runs_epm is the maximum total number of runs considered for epm to limit maximum possible number configs
max_configs = int(
self.max_runs_epm /
(len(scenario.train_insts) + len(scenario.test_insts)))
if len(all_configs) > max_configs:
self.logger.debug(
"Limiting number of configs to train epm from %d to %d (based on max runs %d) and "
"choosing the ones with the most runs (for parallel coordinates)",
len(all_configs), max_configs, self.max_runs_epm)
all_configs = sorted(all_configs,
key=lambda c: len(
original_rh.get_runs_for_config(
c, only_max_observed_budget=False)))
all_configs = all_configs[:max_configs]
if default not in all_configs:
all_configs = [default] + all_configs
if incumbent not in all_configs:
all_configs.append(incumbent)
# Get costs for those configurations
epm_rh = RunHistory()
epm_rh.update(validated_rh)
if scenario.feature_dict: # if instances are available
epm_rh.update(
timing(validator.validate_epm)(all_configs,
'train+test',
1,
runhistory=validated_rh))
config_to_cost = OrderedDict(
{c: epm_rh.get_cost(c)
for c in all_configs})
data = OrderedDict()
data['cost'] = list(config_to_cost.values())
for hp in self.runscontainer.scenario.cs.get_hyperparameter_names():
data[hp] = np.array([
c[hp] # if hp in c.get_dictionary() and not isinstance(c[hp], str) else np.nan
for c in config_to_cost.keys()
])
df = pd.DataFrame(data=data)
return df