class EvolutionStrategy:
# Wrapper for CMAEvolutionStrategy
def __init__(self, mu, sigma, popsize, weight_decay=0.01):
self.es = CMAEvolutionStrategy(mu.tolist(), sigma,
{'popsize': popsize})
self.weight_decay = weight_decay
self.solutions = None
@property
def best(self):
best_sol = self.es.result[0]
best_fit = -self.es.result[1]
return best_sol, best_fit
def _compute_weight_decay(self, model_param_list):
model_param_grid = np.array(model_param_list)
return -self.weight_decay * np.mean(
model_param_grid * model_param_grid, axis=1)
def ask(self):
self.solutions = self.es.ask()
return self.solutions
def tell(self, reward_table_result):
reward_table = -np.array(reward_table_result)
if self.weight_decay > 0:
l2_decay = self._compute_weight_decay(self.solutions)
reward_table += l2_decay
self.es.tell(self.solutions, reward_table.tolist())
def runSingleSplit_pycma(fid, dim, iids=[1, 2, 3, 4, 5], num_reps=5):
"""
Function running single-split CMA-ES.
:param fid: The function id (from bbob)
:param dim: The dimension to run the bbob-problem in
:param rep1: The configuration to run before the splitpoint
:param rep2: The configuration to run after the splitpoint
:param split_idx: The splitpoint-index at which to switch between rep1 and rep2
:param iids: The instances of the bbob-function to run
:param num_reps: The amount of repetitions to run
:return: The ERT over all num_reps runs on all instances in iids
"""
obs = create_observer("Pycma", None, None)
suite = cocoex.Suite("bbob", "", f"dimensions:{dim}")
HittingTimes = []
for i, iid in enumerate(iids):
for j in range(num_reps):
fitness_function = suite.get_problem_by_function_dimension_instance(
fid, dim, iid)
fitness_function.observe_with(obs)
f = fitnessFunc(fitness_function)
cma = CMAEvolutionStrategy([0] * 5, 0.5)
cma.optimize(f)
HittingTimes.append(cma.result.evaluations)
print(cma.result.xbest)
fitness_function.free()
return np.mean(HittingTimes)
def __build__(self, init_mean_parameters: Sequence):
self._evolution_strategy = CMAEvolutionStrategy(
init_mean_parameters,
self._parameters_variance, # Sigma is shared
{"popsize": self._num_candidate_policies},
) # Population size
self._resample_shared_parameters()
self.policy.set_param_values(self._shared_params[0])
def evaluate(mth, run_i, seed):
print(mth, run_i, seed, '===== start =====', flush=True)
def objective_function(config):
y = problem.evaluate_config(config)
return y
from cma import CMAEvolutionStrategy
from litebo.utils.util_funcs import get_types
from litebo.utils.config_space import Configuration
types, bounds = get_types(cs)
assert all(types == 0)
# Check Constant Hyperparameter
const_idx = list()
for i, bound in enumerate(bounds):
if np.isnan(bound[1]):
const_idx.append(i)
hp_num = len(bounds) - len(const_idx)
es = CMAEvolutionStrategy(hp_num * [0], 0.99, inopts={'bounds': [0, 1], 'seed': seed})
global_start_time = time.time()
global_trial_counter = 0
config_list = []
perf_list = []
time_list = []
eval_num = 0
while eval_num < max_runs:
X = es.ask(number=es.popsize)
_X = X.copy()
for i in range(len(_X)):
for index in const_idx:
_X[i] = np.insert(_X[i], index, 0) # np.insert returns a copy
# _X = np.asarray(_X)
values = []
for xi in _X:
# convert array to Configuration
config = Configuration(cs, vector=xi)
perf = objective_function(config)
global_time = time.time() - global_start_time
global_trial_counter += 1
values.append(perf)
print('=== CMAES Trial %d: %s perf=%f global_time=%f' % (global_trial_counter, config, perf, global_time))
config_list.append(config)
perf_list.append(perf)
time_list.append(global_time)
values = np.reshape(values, (-1,))
es.tell(X, values)
eval_num += es.popsize
print('===== Total evaluation times=%d. Truncate to max_runs=%d.' % (eval_num, max_runs))
config_list = config_list[:max_runs]
perf_list = perf_list[:max_runs]
time_list = time_list[:max_runs]
return config_list, perf_list, time_list
def init_optimization_strategy(self, *args, **kwds):
"""
init_optimization_strategy initializes optimizer object. Its argument depend on the specific initializer used
IN the case of the CMA optimizer the options are described here: https://pypi.python.org/pypi/cma
:param args: see https://pypi.python.org/pypi/cma
:param kwds: see https://pypi.python.org/pypi/cma
:return: None
"""
self.optim = CMAEvolutionStrategy(*args, **kwds)
def create_optimizer(self):
from cma import CMAEvolutionStrategy
opts = {'bounds': self.bounds}
stddevs = (self.param_space.param_uppers - self.param_space.
param_lowers) * self.stddev + self.param_space.param_lowers
optimizer = CMAEvolutionStrategy(self.init_guess,
np.amin(stddevs),
inopts=opts)
_ = optimizer.optimize(self._priv_evaluator)
self.is_converged = True
def initialize(self, **kwargs):
super().initialize(**kwargs)
if self.x0 is None:
self.x0 = self.domain.l + self.domain.range / 2
# cma operates on normalized scale
x0 = self.domain.normalize(self.x0)
self.cma = CMAEvolutionStrategy(x0=x0,
sigma0=self.config.sigma0,
inopts={'bounds': [0, 1]})
self._X = None
self._X_i = 0
self._Y = None
def fit(self, my_lambda, coverage=3, max_iters=50):
#while(True):
print('beta = ', self.my_beta)
print('lambda = ', my_lambda)
my_args = (self, my_lambda, coverage, False)
nfeatures = self.train_args['feature'].shape[1]
w0 = self.randomw0(nfeatures)
sigma_value = 0.02
print('sigma0 ', sigma_value)
es = CMAEvolutionStrategy(w0,
sigma0=sigma_value,
inopts={
'maxiter': max_iters,
'popsize': 40
})
while not es.stop():
solutions = es.ask()
fitnesses = [
InterestingnessLearner.cost(x, *my_args) for x in solutions
]
es.tell(solutions, fitnesses)
es.disp()
self.nmcost(es.result[0], my_lambda, coverage, is_debug=True)
final_model = self.createClassifier(es.result[0], coverage)
print(final_model.size(), final_model.meanSupport())
return final_model
def cma(fun, budget):
sigma0 = 0.02
range_ = fun.upper_bounds - fun.lower_bounds
center = fun.lower_bounds + range_ / 2
x0 = center
options = dict(scaling=range_ / range_[0],
maxfevals=budget,
verb_log=0,
verb_disp=1,
verbose=1)
es = CMAEvolutionStrategy(x0, sigma0 * range_[0], options)
res = es.optimize(fun).result()
xbest, ybest, nbeval, *rest = res
return xbest, ybest, nbeval
def example_cma():
def yangs4(x):
# f = (a-b).c
a = np.sum(np.square(np.sin(x)))
b = np.exp(-np.sum(np.square(x)))
c = np.exp(-np.sum(np.square(np.sin(np.sqrt(np.abs(x))))))
return (a - b) * c
n = 5
x0 = n * [0.1]
sigma0 = 0.1
# evolution strategy
es = CMAEvolutionStrategy(x0, sigma0)
optSol = es.optimize(yangs4)
def main():
# param length
# 10 fights
# rating_mu, rating_sig, wins, losses, odds
input_params_len = 10 * 2 * 4
es = CMAEvolutionStrategy([0] * input_params_len, 0.5)
while not es.stop():
solutions = es.ask()
func_vals = [get_betting_result(x) for x in solutions]
es.tell(solutions, func_vals)
es.logger.add() # write data to disc to be plotted
es.disp()
es.result_pretty()
def init_algo(self):
init_min_bound = self.boundary.init_min_bounds[0]
init_max_bound = self.boundary.init_max_bounds[0]
min_bound = self.boundary.min_bounds[0]
max_bound = self.boundary.max_bounds[0]
if self.algo_type == 'CMA':
init_point = [(init_max_bound + init_min_bound) / 2] * dimension
sigma = (init_max_bound - init_min_bound) * 0.2
#print 'init_point:', init_point
#print 'sigma:', sigma
self.algo = CMAEvolutionStrategy(init_point, sigma, {
'popsize': self.n_points,
'bounds': [min_bound, max_bound]
})
def maximize(self, runhistory: HistoryContainer, num_points: int,
**kwargs) -> Iterable[Tuple[float, Configuration]]:
try:
from cma import CMAEvolutionStrategy
except ImportError:
raise ImportError("Package cma is not installed!")
types, bounds = get_types(self.config_space)
assert all(types == 0)
# Check Constant Hyperparameter
const_idx = list()
for i, bound in enumerate(bounds):
if np.isnan(bound[1]):
const_idx.append(i)
hp_num = len(bounds) - len(const_idx)
es = CMAEvolutionStrategy(hp_num * [0],
0.99,
inopts={'bounds': [0, 1]})
eval_num = 0
next_configs_by_acq_value = list()
while eval_num < num_points:
X = es.ask(number=es.popsize)
_X = X.copy()
for i in range(len(_X)):
for index in const_idx:
_X[i] = np.insert(_X[i], index, 0)
_X = np.asarray(_X)
values = self.acquisition_function._compute(_X)
values = np.reshape(values, (-1, ))
es.tell(X, values)
next_configs_by_acq_value.extend([(values[i], _X[i])
for i in range(es.popsize)])
eval_num += es.popsize
next_configs_by_acq_value.sort(reverse=True, key=lambda x: x[0])
next_configs_by_acq_value = [_[1] for _ in next_configs_by_acq_value]
next_configs_by_acq_value = [
Configuration(self.config_space, vector=array)
for array in next_configs_by_acq_value
]
challengers = ChallengerList(next_configs_by_acq_value,
self.config_space, self.random_chooser)
self.random_chooser.next_smbo_iteration()
return challengers
def main(filename, directory):
initialFilename = os.path.join(directory, 'initial.json')
genDir = os.path.join(directory, 'gens')
finalFilename = os.path.join(directory, 'final.json')
baseCondor = 'base.condor'
with open(baseCondor, 'r') as f:
condorConfig = f.read()
optMkdir(directory)
optMkdir(genDir)
shutil.copyfile(filename, initialFilename)
with open(filename, 'r') as f:
conf = json.load(f)
paramNames = []
paramVals = []
flattenParams(conf, paramNames, paramVals, '')
sigma0 = SIGMA0
opts = Options()
opts['popsize'] = POP_SIZE
#opts.printme()
cma = CMAEvolutionStrategy(paramVals, sigma0, opts)
while (cma.countiter < NUM_GENS) and not (cma.stop()):
thisGenDir = os.path.join(genDir, str(cma.countiter))
optMkdir(thisGenDir)
xs = cma.ask()
xs, fits = runEvals(paramNames, xs, cma.countiter, thisGenDir,
condorConfig)
cma.tell(xs, fits)
res = cma.result()
paramsToJsonFile(finalFilename, paramNames, res[0])
class CMAES(Algorithm):
def initialize(self, **kwargs):
super().initialize(**kwargs)
if self.x0 is None:
self.x0 = self.domain.l + self.domain.range / 2
# cma operates on normalized scale
x0 = self.domain.normalize(self.x0)
self.cma = CMAEvolutionStrategy(x0=x0,
sigma0=self.config.sigma0,
inopts={'bounds': [0, 1]})
self._X = None
self._X_i = 0
self._Y = None
def _next(self, context=None):
if self._X is None:
# get new population
self._X = self.cma.ask()
self._Y = np.empty(len(self._X))
self._X_i = 0
return self.domain.denormalize(self._X[self._X_i])
def finalize(self):
self.cma.result_pretty()
def best_predicted(self):
xbest = None
if self.cma.result.xbest is not None:
xbest = self.domain.denormalize(self.cma.result.xbest)
return xbest if not xbest is None else self.x0
def add_data(self, data):
self._Y[self._X_i] = data['y']
self._X_i += 1
# population complete
if self._X_i == len(self._X):
self.cma.tell(self._X, -self._Y)
self._X = None
super().add_data(data)
def init_optimization_strategy(self, *args, **kwds):
"""
init_optimization_strategy initializes optimizer object. Its argument depend on the specific initializer used
IN the case of the CMA optimizer the options are described here: https://pypi.python.org/pypi/cma
:param args: see https://pypi.python.org/pypi/cma
:param kwds: see https://pypi.python.org/pypi/cma
:return: None
"""
self.optim = CMAEvolutionStrategy(*args, **kwds)
def __init__(self, expt_dir):
raise NotImplementedError('The CMA chooser is not yet implemented!')
self.state_pkl = os.path.join(expt_dir, self.__module__ + ".pkl")
#TODO: params needs to be an array of starting values
# - need to figure out how to map Spearmint params into
# all floats usable by the evolution strategy.
self.optimizer = CMAEvolutionStrategy(params)
def init_algos(self):
del self.algos[:]
if self.algo_type == 'CMA':
for cluster in self.clusters:
self.algos.append(
CMAEvolutionStrategy([0.5] * self.dimension, 0.2, {
'popsize': self.n_points,
'bounds': [0, 1]
}))
for algo in self.algos:
new_trans_positions = algo.ask()
def otimizar(self):
lw = [0.0, 0.0, 0.0]
up = [1.0, 1.0, 1.0]
x0 = 3 * [0.1]
sigma = 0.25
# Otimizando
c = CMAEvolutionStrategy(x0, sigma, {'bounds': [lw, up]})
self.iniciar_tempo()
c.optimize(self.func_objetivo, iterations=self.num_chamadas)
self.finalizar_tempo()
# Extraindo os melhores hiperparametros
C_ = 2 ** (-5 + c.best.x[0] * 20)
gamma_ = 2 ** (-15 + c.best.x[1] * 18)
epsilon_ = abs(c.best.x[2])
# Treinando SVM final com os parâmetros encontrados
self.svm = SVM(gamma_, C_, epsilon_)
self.svm.treinar(self.X_treinamento, self.Y_treinamento)
self.svm.testar(self.X_teste, self.Y_teste)
def main():
bias0 = [0.0, -3.0] * total_biases
weight0 = [0.0, -3.0] * total_weights
x0 = bias0
x0.extend(weight0)
# assert(len(x0) == 108)
sigma0 = 0.1
# evolution strategy
es = CMAEvolutionStrategy(x0, sigma0)
optSol = es.optimize(regression_problem)
print(optSol)
sol = [-3.18979598e-02, 1.21945777e+00, 3.80408518e-02,
7.99747577e-01, 9.51714572e-02, 8.10528673e-01, -5.97132372e-02,
1.04204663e+00, 1.74305244e-02, 9.93532532e-01, -8.67464165e-02,
9.51615254e-01, -3.77311791e-02, 9.97444596e-01, -5.84591048e-03,
1.08793924e+00, -5.59697903e-02, 9.51347690e-01, 3.33323542e-02,
1.00693954e+00]
def main(filename, directory):
initialFilename = os.path.join(directory, "initial.json")
genDir = os.path.join(directory, "gens")
finalFilename = os.path.join(directory, "final.json")
baseCondor = "base.condor"
with open(baseCondor, "r") as f:
condorConfig = f.read()
optMkdir(directory)
optMkdir(genDir)
shutil.copyfile(filename, initialFilename)
with open(filename, "r") as f:
conf = json.load(f)
paramNames = []
paramVals = []
flattenParams(conf, paramNames, paramVals, "")
sigma0 = SIGMA0
opts = Options()
opts["popsize"] = POP_SIZE
# opts.printme()
cma = CMAEvolutionStrategy(paramVals, sigma0, opts)
while (cma.countiter < NUM_GENS) and not (cma.stop()):
thisGenDir = os.path.join(genDir, str(cma.countiter))
optMkdir(thisGenDir)
xs = cma.ask()
xs, fits = runEvals(paramNames, xs, cma.countiter, thisGenDir, condorConfig)
cma.tell(xs, fits)
res = cma.result()
paramsToJsonFile(finalFilename, paramNames, res[0])
class CMAES:
def __init__(self, x0, s0=0.5, opts={}):
""" wrapper around cma.CMAEvolutionStrategy """
self.num_parameters = len(x0)
print('{} params in controller'.format(self.num_parameters))
self.solver = CMAEvolutionStrategy(x0, s0, opts)
def __repr__(self):
return '<pycma wrapper>'
def ask(self):
""" sample parameters """
samples = self.solver.ask()
return np.array(samples).reshape(-1, self.num_parameters)
def tell(self, samples, fitness):
""" update parameters with total episode reward """
return self.solver.tell(samples, -1 * fitness)
@property
def mean(self):
return self.solver.mean
def setup(self):
# dummy_env = gym.make(sellf.args.env_name)
# num_actions = dummy_env.action_space.n
# dummy_c = ControlModel(encoder=self.model,
# num_actions=num_actions)
num_params = np.prod(self.model.fc.weight.size()) + np.prod(
self.model.fc.bias.size())
param0 = np.random.randn(num_params)
es = CMAEvolutionStrategy(param0,
sigma0=1,
inopts={"popsize":
self.args.workers + 1}) #maximize
return es
def evolve_greedy_policies(model_dist: ModelDist,
iterations: int = 30,
population_size: int = 5):
"""
Evolves the greedy policy to find the best policies
:param model_dist: Model distribution
:param iterations: Number of evolutions
:param population_size: The population size
"""
print(f'Evolves the greedy policies for {model_dist.name} model with '
f'{model_dist.num_tasks} tasks and {model_dist.num_servers} servers')
eval_tasks, eval_servers = model_dist.generate_oneshot()
lower_bound = greedy_algorithm(eval_tasks, eval_servers, ValuePriority(),
ProductResources(),
SumSpeed()).social_welfare
print(f'Lower bound is {lower_bound}')
reset_model(eval_tasks, eval_servers)
evolution_strategy = CMAEvolutionStrategy(
11 * [1], 0.2, {'population size': population_size})
for iteration in range(iterations):
suggestions = evolution_strategy.ask()
tasks, servers = model_dist.generate_oneshot()
solutions = []
for i, suggestion in enumerate(suggestions):
solutions.append(
greedy_algorithm(
tasks, servers,
TaskPriorityEvoStrategy(i, *suggestion[:5]),
ServerSelectionEvoStrategy(i, *suggestion[5:8]),
ResourceAllocationEvoStrategy(
i, *suggestion[8:11])).social_welfare)
reset_model(tasks, servers)
evolution_strategy.tell(suggestions, solutions)
evolution_strategy.disp()
if iteration % 2 == 0:
evaluation = greedy_algorithm(
eval_tasks, eval_servers,
TaskPriorityEvoStrategy(0, *suggestions[0][:5]),
ServerSelectionEvoStrategy(0, *suggestions[0][5:8]),
ResourceAllocationEvoStrategy(0, *suggestions[0][8:11]))
print(f'Iter: {iteration} - {evaluation.social_welfare}')
pprint.pprint(evolution_strategy.result())
def run():
train = 0
names = [
# 'bet_pred_a', 'bet_pred_b', 'bet_odds_a', 'bet_odds_b', 'bet_wnl_a', 'bet_wnl_b',
'bet_ts_a', 'bet_ts_b', 'bet_tmi_a', 'bet_tmi_b', 'bet_tma_a', 'bet_tma_b',
]
params = [
0, 0, 0, 0, 0, 0
]
bounds = [[-np.inf],
[np.inf]]
assert len(params) == len(names)
# assert len(params) == len(bounds[0])
if train:
sigma = 1
opts = CMAOptions()
# opts['tolx'] = 1E-2
opts['bounds'] = bounds
es = CMAEvolutionStrategy(params, sigma, inopts=opts)
while not es.stop():
solutions = es.ask()
fitness = [main(x, train=1) for x in solutions]
es.tell(solutions, fitness)
es.disp()
print(list(es.result[0]))
print(list(es.result[5]))
es.result_pretty()
print('')
print('best')
print(list(es.result[0]))
print('')
print('xfavorite: distribution mean in "phenotype" space, to be considered as current best estimate of the optimum')
print(list(es.result[5]))
else:
main(params)
def shift_matrix(self, i, best_point):
center = self.clusters[i].transform_inverse([[0.5] * self.dimension
])[0]
translate = best_point - center
translate_matrix = np.eye(self.dimension + 1)
translate_matrix[0:-1, -1] = -translate.T
self.clusters[i].matrix = np.dot(self.clusters[i].matrix,
translate_matrix)
#self.update_matrix(i)
if self.algo_type == 'CMA':
self.algos[i] = CMAEvolutionStrategy([0.5] * self.dimension, 0.2, {
'popsize': self.n_points,
'bounds': [0, 1]
})
init_positions = self.algos[i].ask()
def update_borders(self):
for i in range(len(self.clusters)):
cluster = self.clusters[i]
len_bounds = np.linalg.norm(cluster.border[1] - cluster.border[1])
es = CMAEvolutionStrategy(
cluster.border.ravel().tolist(), len_bounds * 0.1, {
'bounds':
[self.boundary.min_bounds[0], self.boundary.max_bounds[0]]
})
while not es.stop():
solutions = es.ask()
#TODO
es.tell(
solutions,
[self.evaluate_border(border, i) for border in solutions])
#es.tell( solutions, [cluster.evaluate_border(border) for border in solutions] )
x_best = es.result()[0]
#if x_best is not None and cluster.in_global_border( x_best ):
if x_best is not None:
cluster.border = x_best.reshape(cluster.border.shape)
'''
def cma_minimize(acq_function,
bounds,
return_best_only=True,
**kwargs) -> Tuple[torch.Tensor, ...]:
x0 = 0.5 * np.ones(bounds.shape[-1])
opts = {
'bounds': [0, 1],
"popsize": kwargs.get('popsize', 100),
"seed": 10,
"verbose": -1
}
if "maxiter" in kwargs:
opts.update(maxiter=kwargs["maxiter"])
es = CMAEvolutionStrategy(x0=x0,
sigma0=kwargs.get('sigma0', 0.5),
inopts=opts)
xs_list, y_list = [], []
with torch.no_grad():
while not es.stop():
xs = es.ask()
X = torch.tensor(xs, dtype=torch.float64)
Y = acq_function(X.unsqueeze(-2))
y = Y.view(-1).double().numpy()
es.tell(xs, y)
xs_list.append(xs)
y_list.append(y)
if return_best_only:
cand = torch.tensor([es.best.x])
cand_val = torch.tensor([es.best.f])
else:
cand = torch.tensor(np.concatenate(xs_list, axis=0))
cand_val = torch.tensor(np.concatenate(y_list, axis=0))
return cand, cand_val
def run_optimization(self):
"""
Runs optimization job
:return:
"""
simulation_name = self.parse_args.input
population_size = self.parse_args.population_size
self.optim_param_mgr = OptimizationParameterManager()
optim_param_mgr = self.optim_param_mgr
# optim_param_mgr.parse(args.params_file)
optim_param_mgr.parse(self.parse_args.params_file)
starting_params = optim_param_mgr.get_starting_points()
print 'starting_params (mapped to [0,1])=', starting_params
print 'remapped (true) starting params=', optim_param_mgr.params_from_0_1(starting_params)
print 'dictionary of remapped parameters labeled by parameter name=', optim_param_mgr.param_from_0_1_dict(
starting_params)
print 'simulation_name=', simulation_name
self.workload_dict = self.prepare_optimization_run(simulation_name=simulation_name)
workload_dict = self.workload_dict
print workload_dict
std_dev = optim_param_mgr.std_dev
default_bounds = optim_param_mgr.default_bounds
optim = CMAEvolutionStrategy(starting_params, std_dev, {'bounds': list(default_bounds)})
while not optim.stop(): # iterate
# get candidate solutions
# param_set_list = optim.ask(number=self.num_workers)
# param_set_list = optim.ask(number=1)
param_set_list = optim.ask(number=population_size)
# set param_set_list for run_task to iterate over
self.set_param_set_list(param_set_list=param_set_list)
# #debug
# return_result_vec = [self.fcn(optim_param_mgr.params_from_0_1(X)) for X in param_set_list]
# evaluate targert function values at the candidate solutions
return_result_vec = np.array([], dtype=float)
for param_set in self.param_generator(self.num_workers):
print 'CURRENT PARAM SET=', param_set
# distribution param_set to workers - run tasks spawns appropriate number of workers
# given self.num_workers and the size of the param_set
partial_return_result_vec = self.run_task(workload_dict, param_set)
return_result_vec = np.append(return_result_vec, partial_return_result_vec)
print 'FINISHED PARAM_SET=', param_set
optim.tell(param_set_list, return_result_vec) # do all the real "update" work
optim.disp(20) # display info every 20th iteration
optim.logger.add() # log another "data line"
optimal_parameters = optim.result()[0]
print('termination by', optim.stop())
print('best f-value =', optim.result()[1])
optimal_parameters_remapped = optim_param_mgr.params_from_0_1(optim.result()[0])
print('best solution =', optimal_parameters_remapped)
# print('best solution =', optim_param_mgr.params_from_0_1(optim.result()[0]))
print optim_param_mgr.params_names
self.save_optimal_parameters(optimal_parameters)
self.save_optimal_simulation(optimal_parameters)
def __init__(self, mu, sigma, popsize, weight_decay=0.01):
self.es = CMAEvolutionStrategy(mu.tolist(), sigma,
{'popsize': popsize})
self.weight_decay = weight_decay
self.solutions = None
def train(self, cost, model, x_data, y_data=None, tolfun=1e-11, popsize=None, maxiter=None, use_grad=False):
"""Trains the ``model`` using the custom `cost` function.
Args:
cost (theta.costfunctions): the cost function.
model (theta.model.Model or theta.rtbm.RTBM): the model to be trained.
x_data (numpy.array): the support data with shape (Nv, Ndata).
y_data (numpy.array): the target prediction.
tolfun (float): the maximum tolerance of the cost function fluctuation to stop the minimization.
popsize (int): the population size.
maxiter (int): the maximum number of iterations.
use_grad (bool): if True the gradients for the cost and model are used in the minimization.
Returns:
numpy.array: the optimal parameters
Note:
The parameters of the model are changed by this algorithm.
"""
initsol = np.real(model.get_parameters())
args = {'bounds': model.get_bounds(),
'tolfun': tolfun,
'verb_log': 0}
sigma = np.max(model.get_bounds()[1])*0.1
if popsize is not None:
args['popsize'] = popsize
if maxiter is not None:
args['maxiter'] = maxiter
grad = None
if use_grad:
grad = worker_gradient
es = CMAEvolutionStrategy(initsol, sigma, args)
if self.num_cores > 1:
with closing(mp.Pool(self.num_cores, initializer=worker_initialize,
initargs=(cost, model, x_data, y_data))) as pool:
while not es.stop():
f_values, solutions = [], []
while len(solutions) < es.popsize:
x = es.ask(es.popsize-len(solutions), gradf=grad)
curr_fit = pool.map_async(worker_compute, x).get()
for value, solution in zip(curr_fit,x):
if not np.isnan(value):
solutions.append(solution)
f_values.append(value)
es.tell(solutions, f_values)
es.disp()
pool.terminate()
else:
worker_initialize(cost, model, x_data, y_data)
while not es.stop():
f_values, solutions = [], []
while len(solutions) < es.popsize:
curr_fit = x = np.NaN
while np.isnan(curr_fit):
x = es.ask(1, gradf=grad)[0]
curr_fit = worker_compute(x)
solutions.append(x)
f_values.append(curr_fit)
es.tell(solutions, f_values)
es.disp()
print(es.result)
model.set_parameters(es.result[0])
return es.result[0]
def run():
train = 0
names = [
# 'pred_a', 'pred_b', # 0.0
# 'odds_a', 'odds_b', # 2.1
# 'bet_wnl_a', 'bet_wnl_b', # 2.1
# 'bet_ts_a', 'bet_ts_b', # 1.5
# 'bet_tmi_a', 'bet_tmi_b', # 1.1
# 'bet_tma_a', 'bet_tma_b', # 0.9
# 'bet_drs_a', 'bet_drs_b', # 0.5
'bet_sfc_a',
'bet_sfc_b', # -0.1
# 'bet_spd_a', 'bet_spd_b', # 0.8
# 'bet_set_a', 'bet_set_b', # 1.0
# 'bet_gms_a', 'bet_gms_b', # -0.2
# 'bet_tie_a', 'bet_tie_b', # 4.1
# 'bet_ups_a', 'bet_ups_b', # -0.2
# 'bet_age_a', 'bet_age_b', # -2.5
]
params = [0, 0]
bounds = [[-np.inf], [np.inf]]
assert len(params) == len(names)
assert len(params) == len(bounds)
if train:
sigma = 1
opts = CMAOptions()
# opts['tolx'] = 1E-2
opts['bounds'] = bounds
es = CMAEvolutionStrategy(params, sigma, inopts=opts)
while not es.stop():
solutions = es.ask()
try:
fitness = [main(x, train) for x in solutions]
except ValueError as exc:
print(str(exc))
continue
es.tell(solutions, fitness)
es.disp()
print(list(es.result[0]))
print(list(es.result[5]))
es.result_pretty()
print(
f'finished after {es.result[3]} evaluations and {es.result[4]} iterations'
)
print('')
print('best')
print(list(es.result[0]))
print('')
print(
'xfavorite: distribution mean in "phenotype" space, to be considered as current best estimate of the optimum'
)
print(list(es.result[5]))
# res = minimize(main, params, (train,), bounds=bounds)
# print('')
# print(f'{res.nit} iterations')
# print(f'Success: {res.success} {res.message}')
# print(f'Solution: {res.x}')
# return
else:
main(params)
class CMAOptimizationSteppable(SteppableBasePy):
def __init__(self, _simulator, _frequency=1):
SteppableBasePy.__init__(self, _simulator, _frequency)
self.optim = None
self.sim_length_mcs = self.simulator.getNumSteps() - 1
self.f_vec = []
self.X_vec = []
self.X_vec_check = []
self.num_fcn_evals = -1
def minimized_fcn(self, *args, **kwds):
"""
this function needs to be overloaded in the subclass - it implements simulation fitness metric
:return {float}: number describing the "fitness" of the simulation
"""
return 0.0
def initial_condition_fcn(self, *args, **kwds):
"""
This function prepares initial condition for the simulaiton. Typically it creates cell field and initializes
all cell and field properties
:param args: first argument is a vector of parameters that are being optimized. The rest are up to the user
:param kwds: key words arguments - those are are up to the user
:return: None
"""
pass
def init_optimization_strategy(self, *args, **kwds):
"""
init_optimization_strategy initializes optimizer object. Its argument depend on the specific initializer used
IN the case of the CMA optimizer the options are described here: https://pypi.python.org/pypi/cma
:param args: see https://pypi.python.org/pypi/cma
:param kwds: see https://pypi.python.org/pypi/cma
:return: None
"""
self.optim = CMAEvolutionStrategy(*args, **kwds)
def optimization_step(self, mcs):
"""
THis function implements houklsekeeping associated with running optimization algorithm in a steppable
:param mcs {int}: current mcs
:return: None
"""
if not mcs % self.sim_length_mcs:
if self.optim.stop():
self.stopSimulation()
print('termination by', self.optim.stop())
print('best f-value =', self.optim.result()[1])
print('best solution =', self.optim.result()[0])
if not len(self.X_vec):
self.X_vec = self.optim.ask()
if len(self.f_vec):
# print 'self.X_vec_check=', self.X_vec_check
# print 'self.f_vec=', self.f_vec
self.optim.tell(self.X_vec_check, self.f_vec) # do all the real "update" work
self.optim.disp(20) # display info every 20th iteration
self.optim.logger.add() # log another "data line"
self.f_vec = []
self.num_fcn_evals = len(self.X_vec)
self.X_vec_check = deepcopy(self.X_vec)
self.X_current = self.X_vec[0]
if len(self.X_vec_check) != self.num_fcn_evals:
fcn_target = self.minimized_fcn()
self.f_vec.append(fcn_target)
self.X_vec.pop(0)
self.num_fcn_evals -= 1
CompuCellSetup.reset_current_step(0)
self.simulator.setStep(0)
self.clean_cell_field(reset_inventory=True)
self.initial_condition_fcn(self.X_current)
def run_optimization(self):
"""
Runs optimization job
:return:
"""
simulation_name = self.parse_args.input
population_size = self.parse_args.population_size
self.optim_param_mgr = OptimizationParameterManager()
optim_param_mgr = self.optim_param_mgr
# optim_param_mgr.parse(args.params_file)
optim_param_mgr.parse(self.parse_args.params_file)
starting_params = optim_param_mgr.get_starting_points()
print 'starting_params (mapped to [0,1])=', starting_params
print 'remapped (true) starting params=', optim_param_mgr.params_from_0_1(
starting_params)
print 'dictionary of remapped parameters labeled by parameter name=', optim_param_mgr.param_from_0_1_dict(
starting_params)
print 'simulation_name=', simulation_name
self.workload_dict = self.prepare_optimization_run(
simulation_name=simulation_name)
workload_dict = self.workload_dict
print workload_dict
std_dev = optim_param_mgr.std_dev
default_bounds = optim_param_mgr.default_bounds
optim = CMAEvolutionStrategy(starting_params, std_dev,
{'bounds': list(default_bounds)})
while not optim.stop(): # iterate
# get candidate solutions
# param_set_list = optim.ask(number=self.num_workers)
# param_set_list = optim.ask(number=1)
param_set_list = optim.ask(number=population_size)
# set param_set_list for run_task to iterate over
self.set_param_set_list(param_set_list=param_set_list)
# #debug
# return_result_vec = [self.fcn(optim_param_mgr.params_from_0_1(X)) for X in param_set_list]
# evaluate targert function values at the candidate solutions
return_result_vec = np.array([], dtype=float)
for param_set in self.param_generator(self.num_workers):
print 'CURRENT PARAM SET=', param_set
# distribution param_set to workers - run tasks spawns appropriate number of workers
# given self.num_workers and the size of the param_set
partial_return_result_vec = self.run_task(
workload_dict, param_set)
return_result_vec = np.append(return_result_vec,
partial_return_result_vec)
print 'FINISHED PARAM_SET=', param_set
optim.tell(param_set_list,
return_result_vec) # do all the real "update" work
optim.disp(20) # display info every 20th iteration
optim.logger.add() # log another "data line"
optimal_parameters = optim.result()[0]
print('termination by', optim.stop())
print('best f-value =', optim.result()[1])
optimal_parameters_remapped = optim_param_mgr.params_from_0_1(
optim.result()[0])
print('best solution =', optimal_parameters_remapped)
# print('best solution =', optim_param_mgr.params_from_0_1(optim.result()[0]))
print optim_param_mgr.params_names
self.save_optimal_parameters(optimal_parameters)
self.save_optimal_simulation(optimal_parameters)
