def main(str_optimizer_method_gp, str_mlm_method, str_ms_method, int_bo, int_iter, int_init):    
    int_dim = 2

    bounds = utils_benchmarks.get_bounds(INFO_TARGET, int_dim)
    
    list_Y = []
    list_time = []
    for ind_bo in range(0, int_bo):
        print('BO Iteration', ind_bo)
        model_bo = bo.BO(bounds, str_optimizer_method_gp=str_optimizer_method_gp, debug=False)
        X_final, Y_final, time_final = utils_bo.optimize_many_with_random_init(model_bo, fun_target, int_init, int_iter, str_initial_method_bo='uniform', str_initial_method_ao='uniform', int_samples_ao=100, str_mlm_method=str_mlm_method, str_modelselection_method=str_ms_method, int_seed=77*(ind_bo+1))
        list_Y.append(Y_final)
        list_time.append(time_final)

    arr_Y = np.array(list_Y)
    if int_bo == 1:
        arr_Y = np.expand_dims(np.squeeze(arr_Y), axis=0)
    else:
        arr_Y = np.squeeze(arr_Y)
    arr_Y = np.expand_dims(arr_Y, axis=0)
    arr_time = np.array(list_time)
    arr_time = np.expand_dims(arr_time, axis=0)
    print(np.array2string(arr_Y, separator=','))
    print(np.array2string(arr_time, separator=','))
    utils_plotting.plot_minimum(arr_Y, [STR_FUN_TARGET], int_init, True, path_save=None, str_postfix=None)
    utils_plotting.plot_minimum_time(arr_time, arr_Y, [STR_FUN_TARGET], int_init, True, path_save=None, str_postfix=None)
    return arr_Y, arr_time
Ejemplo n.º 2
0
def main():
    # (max_depth, n_estimators)
    int_init = 3

    model_bo = bo.BO(np.array([[0.1, 2]]), debug=True)
    list_Y = []
    list_time = []
    for _ in range(0, 10):
        X_final, Y_final, time_final, _, _ = utils_bo.optimize_many_with_random_init(
            model_bo,
            fun_target,
            int_init,
            10,
            str_initial_method_bo='uniform',
            str_initial_method_ao='uniform',
            int_samples_ao=100)
        list_Y.append(Y_final)
        list_time.append(time_final)
    arr_Y = np.array(list_Y)
    arr_Y = np.expand_dims(np.squeeze(arr_Y), axis=0)
    arr_time = np.array(list_time)
    arr_time = np.expand_dims(arr_time, axis=0)

    utils_plotting.plot_minimum(arr_Y, ['ridge'],
                                int_init,
                                True,
                                path_save=PATH_SAVE,
                                str_postfix='ridge')
    utils_plotting.plot_minimum_time(arr_time,
                                     arr_Y, ['ridge'],
                                     int_init,
                                     True,
                                     path_save=PATH_SAVE,
                                     str_postfix='ridge')
def main():
    int_bo = 5
    int_iter = 50
    int_init = 3
    
    int_dim = 2

    bounds = utils_benchmarks.get_bounds(INFO_TARGET, int_dim)
    model_bo = bo.BO(bounds, debug=True)
    list_Y = []
    list_time = []
    for ind_bo in range(0, int_bo):
        print('BO Iteration', ind_bo)
        X_final, Y_final, time_final = utils_bo.optimize_many_with_random_init(model_bo, fun_target, int_init, int_iter, str_initial_method_bo='uniform', str_initial_method_ao='uniform', int_samples_ao=100)
        print(X_final)
        print(Y_final)
        print(time_final)
        list_Y.append(Y_final)
        list_time.append(time_final)

    arr_Y = np.array(list_Y)
    arr_Y = np.expand_dims(np.squeeze(arr_Y), axis=0)
    arr_time = np.array(list_time)
    arr_time = np.expand_dims(arr_time, axis=0)
    utils_plotting.plot_minimum(arr_Y, [STR_FUN_TARGET], int_init, True, path_save=PATH_SAVE, str_postfix=STR_FUN_TARGET)
    utils_plotting.plot_minimum_time(arr_time, arr_Y, [STR_FUN_TARGET], int_init, True, path_save=PATH_SAVE, str_postfix=STR_FUN_TARGET)
Ejemplo n.º 4
0
def test_optimize_many_with_random_init():
    np.random.seed(42)
    arr_range = np.array([
        [-5.0, 5.0],
    ])
    dim_X = arr_range.shape[0]
    num_X = 3
    num_iter = 10
    fun_target = lambda x: x**2 - 2.0 * x + 1.0
    model_bo = bo.BO(arr_range)

    with pytest.raises(AssertionError) as error:
        utils_bo.optimize_many_with_random_init(1, fun_target, num_X, num_iter)
    with pytest.raises(AssertionError) as error:
        utils_bo.optimize_many_with_random_init(model_bo, 1, num_X, num_iter)
    with pytest.raises(AssertionError) as error:
        utils_bo.optimize_many_with_random_init(model_bo, fun_target, 1.2,
                                                num_iter)
    with pytest.raises(AssertionError) as error:
        utils_bo.optimize_many_with_random_init(model_bo, fun_target, num_X,
                                                1.2)
    with pytest.raises(AssertionError) as error:
        utils_bo.optimize_many_with_random_init(model_bo,
                                                fun_target,
                                                num_X,
                                                num_iter,
                                                str_initial_method_bo=1)
    with pytest.raises(AssertionError) as error:
        utils_bo.optimize_many_with_random_init(model_bo,
                                                fun_target,
                                                num_X,
                                                num_iter,
                                                str_initial_method_bo='abc')
    with pytest.raises(AssertionError) as error:
        utils_bo.optimize_many_with_random_init(model_bo,
                                                fun_target,
                                                num_X,
                                                num_iter,
                                                str_initial_method_bo='grid')
    with pytest.raises(AssertionError) as error:
        utils_bo.optimize_many_with_random_init(model_bo,
                                                fun_target,
                                                num_X,
                                                num_iter,
                                                str_initial_method_ao=1)
    with pytest.raises(AssertionError) as error:
        utils_bo.optimize_many_with_random_init(model_bo,
                                                fun_target,
                                                num_X,
                                                num_iter,
                                                str_initial_method_ao='abc')
    with pytest.raises(AssertionError) as error:
        utils_bo.optimize_many_with_random_init(model_bo,
                                                fun_target,
                                                num_X,
                                                num_iter,
                                                int_seed=1.2)

    X_final, Y_final, time_final = utils_bo.optimize_many_with_random_init(
        model_bo, fun_target, num_X, num_iter, str_initial_method_bo='uniform')
    assert len(X_final.shape) == 2
    assert len(Y_final.shape) == 2
    assert len(time_final.shape) == 1
    assert X_final.shape[1] == dim_X
    assert X_final.shape[0] == Y_final.shape[0] == time_final.shape[
        0] == num_X + num_iter
    assert Y_final.shape[1] == 1