Example #1
0
 def restore_state_after_output_dir(self, scen, stats, traj_list_aclib,
                                    traj_list_old):
     """Finish processing files for state-restoration. Trajectory
     is read in, but needs to be written to new output-folder. Therefore, the
     output-dir is created. This needs to be considered in the SMAC-facade."""
     # write trajectory-list
     traj_path_aclib = os.path.join(scen.output_dir, "traj_aclib2.json")
     traj_path_old = os.path.join(scen.output_dir, "traj_old.csv")
     with open(traj_path_aclib, 'w') as traj_fn:
         traj_fn.writelines(traj_list_aclib)
     with open(traj_path_old, 'w') as traj_fn:
         traj_fn.writelines(traj_list_old)
     # read trajectory to retrieve incumbent
     # TODO replace this with simple traj_path_aclib?
     trajectory = TrajLogger.read_traj_aclib_format(fn=traj_path_aclib, cs=scen.cs)
     incumbent = trajectory[-1]["incumbent"]
     self.logger.debug("Restored incumbent %s from %s", incumbent,
                       traj_path_aclib)
     return incumbent
Example #2
0
    def __init__(
        self,
        scenario: Scenario,
        tae_runner: Optional[Union[Type[ExecuteTARun], Callable]] = None,
        tae_runner_kwargs: Optional[dict] = None,
        runhistory: Optional[Union[Type[RunHistory], RunHistory]] = None,
        runhistory_kwargs: Optional[dict] = None,
        intensifier: Optional[Type[Intensifier]] = None,
        intensifier_kwargs: Optional[dict] = None,
        acquisition_function: Optional[
            Type[AbstractAcquisitionFunction]] = None,
        acquisition_function_kwargs: Optional[dict] = None,
        integrate_acquisition_function: bool = False,
        acquisition_function_optimizer: Optional[
            Type[AcquisitionFunctionMaximizer]] = None,
        acquisition_function_optimizer_kwargs: Optional[dict] = None,
        model: Optional[Type[AbstractEPM]] = None,
        model_kwargs: Optional[dict] = None,
        runhistory2epm: Optional[Type[AbstractRunHistory2EPM]] = None,
        runhistory2epm_kwargs: Optional[dict] = None,
        initial_design: Optional[Type[InitialDesign]] = None,
        initial_design_kwargs: Optional[dict] = None,
        initial_configurations: Optional[List[Configuration]] = None,
        stats: Optional[Stats] = None,
        restore_incumbent: Optional[Configuration] = None,
        rng: Optional[Union[np.random.RandomState, int]] = None,
        smbo_class: Optional[SMBO] = None,
        run_id: Optional[int] = None,
        random_configuration_chooser: Optional[
            Type[RandomConfigurationChooser]] = None,
        random_configuration_chooser_kwargs: Optional[dict] = None,
    ):
        """
        Constructor

        Parameters
        ----------
        scenario : ~dsmac.scenario.scenario.Scenario
            Scenario object
        tae_runner : ~dsmac.tae.execute_ta_run.ExecuteTARun or callable
            Callable or implementation of
            :class:`~dsmac.tae.execute_ta_run.ExecuteTARun`. In case a
            callable is passed it will be wrapped by
            :class:`~dsmac.tae.execute_func.ExecuteTAFuncDict`.
            If not set, it will be initialized with the
            :class:`~dsmac.tae.execute_ta_run_old.ExecuteTARunOld`.
        tae_runner_kwargs: Optional[dict]
            arguments passed to constructor of '~tae_runner'
        runhistory : RunHistory
            runhistory to store all algorithm runs
        runhistory_kwargs : Optional[dict]
            arguments passed to constructor of runhistory.
            We strongly advise against changing the aggregation function,
            since it will break some code assumptions
        intensifier : Intensifier
            intensification object to issue a racing to decide the current
            incumbent
        intensifier_kwargs: Optional[dict]
            arguments passed to the constructor of '~intensifier'
        acquisition_function : ~dsmac.optimizer.acquisition.AbstractAcquisitionFunction
            Class or object that implements the :class:`~dsmac.optimizer.acquisition.AbstractAcquisitionFunction`.
            Will use :class:`~dsmac.optimizer.acquisition.EI` or :class:`~dsmac.optimizer.acquisition.LogEI` if not set.
            `~acquisition_function_kwargs` is passed to the class constructor.
        acquisition_function_kwargs : Optional[dict]
            dictionary to pass specific arguments to ~acquisition_function
        integrate_acquisition_function : bool, default=False
            Whether to integrate the acquisition function. Works only with models which can sample their
            hyperparameters (i.e. GaussianProcessMCMC).
        acquisition_function_optimizer : ~dsmac.optimizer.ei_optimization.AcquisitionFunctionMaximizer
            Object that implements the :class:`~dsmac.optimizer.ei_optimization.AcquisitionFunctionMaximizer`.
            Will use :class:`dsmac.optimizer.ei_optimization.InterleavedLocalAndRandomSearch` if not set.
        acquisition_function_optimizer_kwargs: Optional[dict]
            Arguments passed to constructor of '~acquisition_function_optimizer'
        model : AbstractEPM
            Model that implements train() and predict(). Will use a
            :class:`~dsmac.epm.rf_with_instances.RandomForestWithInstances` if not set.
        model_kwargs : Optional[dict]
            Arguments passed to constructor of '~model'
        runhistory2epm : ~dsmac.runhistory.runhistory2epm.RunHistory2EMP
            Object that implements the AbstractRunHistory2EPM. If None,
            will use :class:`~dsmac.runhistory.runhistory2epm.RunHistory2EPM4Cost`
            if objective is cost or
            :class:`~dsmac.runhistory.runhistory2epm.RunHistory2EPM4LogCost`
            if objective is runtime.
        runhistory2epm_kwargs: Optional[dict]
            Arguments passed to the constructor of '~runhistory2epm'
        initial_design : InitialDesign
            initial sampling design
        initial_design_kwargs: Optional[dict]
            arguments passed to constructor of `~initial_design'
        initial_configurations : List[Configuration]
            list of initial configurations for initial design --
            cannot be used together with initial_design
        stats : Stats
            optional stats object
        rng : np.random.RandomState
            Random number generator
        restore_incumbent : Configuration
            incumbent used if restoring to previous state
        smbo_class : ~dsmac.optimizer.smbo.SMBO
            Class implementing the SMBO interface which will be used to
            instantiate the optimizer class.
        run_id : int (optional)
            Run ID will be used as subfolder for output_dir. If no ``run_id`` is given, a random ``run_id`` will be
            chosen.
        random_configuration_chooser : ~dsmac.optimizer.random_configuration_chooser.RandomConfigurationChooser
            How often to choose a random configuration during the intensification procedure.
        random_configuration_chooser_kwargs : Optional[dict]
            arguments of constructor for '~random_configuration_chooser'

        """
        self.logger = logging.getLogger(self.__module__ + "." +
                                        self.__class__.__name__)

        aggregate_func = average_cost

        self.scenario = scenario
        self.output_dir = ""
        if not restore_incumbent:
            # restore_incumbent is used by the CLI interface which provides a method for restoring a SMAC run given an
            # output directory. This is the default path.
            # initial random number generator
            # run_id, rng = get_rng(rng=rng, run_id=run_id, logger=self.logger)
            # run_id=datetime.now().strftime("%Y%m%d%H%M%S%f")
            run_id = uuid1()
            # self.output_dir = create_output_directory(scenario, run_id)   # fixme run_id
            self.output_dir = scenario.output_dir  # create_output_directory(scenario, run_id)   # fixme run_id

        elif scenario.output_dir is not None:
            run_id, rng = get_rng(rng=rng, run_id=run_id, logger=self.logger)
            # output-directory is created in CLI when restoring from a
            # folder. calling the function again in the facade results in two
            # folders being created: run_X and run_X.OLD. if we are
            # restoring, the output-folder exists already and we omit creating it,
            # but set the self-output_dir to the dir.
            # necessary because we want to write traj to new output-dir in CLI.
            self.output_dir = scenario.output_dir_for_this_run

        if (scenario.deterministic is True
                and getattr(scenario, 'tuner_timeout', None) is None
                and scenario.run_obj == 'quality'):
            self.logger.info(
                'Optimizing a deterministic scenario for quality without a tuner timeout - will make '
                'SMAC deterministic and only evaluate one configuration per iteration!'
            )
            scenario.intensification_percentage = 1e-10
            scenario.min_chall = 1
        scenario.write()

        # initialize stats object
        if stats:
            self.stats = stats
        else:
            self.stats = Stats(scenario, file_system=scenario.file_system)

        if self.scenario.run_obj == "runtime" and not self.scenario.transform_y == "LOG":
            self.logger.warning(
                "Runtime as objective automatically activates log(y) transformation"
            )
            self.scenario.transform_y = "LOG"

        # initialize empty runhistory
        runhistory_def_kwargs = {'aggregate_func': aggregate_func}
        if runhistory_kwargs is not None:
            runhistory_def_kwargs.update(runhistory_kwargs)
        if runhistory is None:
            runhistory = RunHistory(**runhistory_def_kwargs,
                                    file_system=scenario.file_system,
                                    db_type=scenario.db_type,
                                    db_args=scenario.db_args,
                                    db_kwargs=scenario.db_kwargs)
        elif inspect.isclass(runhistory):
            runhistory = runhistory(**runhistory_def_kwargs)
        else:
            if runhistory.aggregate_func is None:
                runhistory.aggregate_func = aggregate_func

        rand_conf_chooser_kwargs = {'rng': rng}
        if random_configuration_chooser_kwargs is not None:
            rand_conf_chooser_kwargs.update(
                random_configuration_chooser_kwargs)
        if random_configuration_chooser is None:
            if 'prob' not in rand_conf_chooser_kwargs:
                rand_conf_chooser_kwargs['prob'] = scenario.rand_prob
            random_configuration_chooser = ChooserProb(
                **rand_conf_chooser_kwargs)
        elif inspect.isclass(random_configuration_chooser):
            random_configuration_chooser = random_configuration_chooser(
                **rand_conf_chooser_kwargs)
        elif not isinstance(random_configuration_chooser,
                            RandomConfigurationChooser):
            raise ValueError(
                "random_configuration_chooser has to be"
                " a class or object of RandomConfigurationChooser")

        # reset random number generator in config space to draw different
        # random configurations with each seed given to SMAC
        scenario.cs.seed(rng.randint(MAXINT))

        # initial Trajectory Logger
        traj_logger = TrajLogger(output_dir=self.output_dir,
                                 stats=self.stats,
                                 file_system=scenario.file_system)

        # initial EPM
        types, bounds = get_types(scenario.cs, scenario.feature_array)
        model_def_kwargs = {
            'types': types,
            'bounds': bounds,
            'instance_features': scenario.feature_array,
            'seed': rng.randint(MAXINT),
            'pca_components': scenario.PCA_DIM,
        }
        if model_kwargs is not None:
            model_def_kwargs.update(model_kwargs)
        if model is None:
            for key, value in {
                    'log_y': scenario.transform_y in ["LOG", "LOGS"],
                    'num_trees': scenario.rf_num_trees,
                    'do_bootstrapping': scenario.rf_do_bootstrapping,
                    'ratio_features': scenario.rf_ratio_features,
                    'min_samples_split': scenario.rf_min_samples_split,
                    'min_samples_leaf': scenario.rf_min_samples_leaf,
                    'max_depth': scenario.rf_max_depth,
            }.items():
                if key not in model_def_kwargs:
                    model_def_kwargs[key] = value
            model_def_kwargs['configspace'] = self.scenario.cs
            model = RandomForestWithInstances(**model_def_kwargs)
        elif inspect.isclass(model):
            model_def_kwargs['configspace'] = self.scenario.cs
            model = model(**model_def_kwargs)
        else:
            raise TypeError("Model not recognized: %s" % (type(model)))

        # initial acquisition function
        acq_def_kwargs = {'model': model}
        if acquisition_function_kwargs is not None:
            acq_def_kwargs.update(acquisition_function_kwargs)
        if acquisition_function is None:
            if scenario.transform_y in ["LOG", "LOGS"]:
                acquisition_function = LogEI(**acq_def_kwargs)
            else:
                acquisition_function = EI(**acq_def_kwargs)
        elif inspect.isclass(acquisition_function):
            acquisition_function = acquisition_function(**acq_def_kwargs)
        else:
            raise TypeError(
                "Argument acquisition_function must be None or an object implementing the "
                "AbstractAcquisitionFunction, not %s." %
                type(acquisition_function))
        if integrate_acquisition_function:
            acquisition_function = IntegratedAcquisitionFunction(
                acquisition_function=acquisition_function, **acq_def_kwargs)

        # initialize optimizer on acquisition function
        acq_func_opt_kwargs = {
            'acquisition_function': acquisition_function,
            'config_space': scenario.cs,
            'rng': rng,
        }
        if acquisition_function_optimizer_kwargs is not None:
            acq_func_opt_kwargs.update(acquisition_function_optimizer_kwargs)
        if acquisition_function_optimizer is None:
            for key, value in {
                    'max_steps': scenario.sls_max_steps,
                    'n_steps_plateau_walk': scenario.sls_n_steps_plateau_walk,
            }.items():
                if key not in acq_func_opt_kwargs:
                    acq_func_opt_kwargs[key] = value
            acquisition_function_optimizer = InterleavedLocalAndRandomSearch(
                **acq_func_opt_kwargs)
        elif inspect.isclass(acquisition_function_optimizer):
            acquisition_function_optimizer = acquisition_function_optimizer(
                **acq_func_opt_kwargs)
        else:
            raise TypeError(
                "Argument acquisition_function_optimizer must be None or an object implementing the "
                "AcquisitionFunctionMaximizer, but is '%s'" %
                type(acquisition_function_optimizer))

        # initialize tae_runner
        # First case, if tae_runner is None, the target algorithm is a call
        # string in the scenario file
        tae_def_kwargs = {
            'stats': self.stats,
            'run_obj': scenario.run_obj,
            'runhistory': runhistory,
            'par_factor': scenario.par_factor,
            'cost_for_crash': scenario.cost_for_crash,
            'abort_on_first_run_crash': scenario.abort_on_first_run_crash
        }
        if tae_runner_kwargs is not None:
            tae_def_kwargs.update(tae_runner_kwargs)
        if 'ta' not in tae_def_kwargs:
            tae_def_kwargs['ta'] = scenario.ta
        if tae_runner is None:
            tae_def_kwargs['ta'] = scenario.ta
            tae_runner = ExecuteTARunOld(**tae_def_kwargs)
        elif inspect.isclass(tae_runner):
            tae_runner = tae_runner(**tae_def_kwargs)
        elif callable(tae_runner):
            tae_def_kwargs['ta'] = tae_runner
            tae_runner = ExecuteTAFuncDict(**tae_def_kwargs)
        else:
            raise TypeError(
                "Argument 'tae_runner' is %s, but must be "
                "either None, a callable or an object implementing "
                "ExecuteTaRun. Passing 'None' will result in the "
                "creation of target algorithm runner based on the "
                "call string in the scenario file." % type(tae_runner))

        # Check that overall objective and tae objective are the same
        if tae_runner.run_obj != scenario.run_obj:
            raise ValueError("Objective for the target algorithm runner and "
                             "the scenario must be the same, but are '%s' and "
                             "'%s'" % (tae_runner.run_obj, scenario.run_obj))

        # initialize intensification
        intensifier_def_kwargs = {
            'tae_runner':
            tae_runner,
            'stats':
            self.stats,
            'traj_logger':
            traj_logger,
            'rng':
            rng,
            'instances':
            scenario.train_insts,
            'cutoff':
            scenario.cutoff,
            'deterministic':
            scenario.deterministic,
            'run_obj_time':
            scenario.run_obj == "runtime",
            'always_race_against':
            scenario.cs.get_default_configuration()
            if scenario.always_race_default else None,
            'use_ta_time_bound':
            scenario.use_ta_time,
            'instance_specifics':
            scenario.instance_specific,
            'minR':
            scenario.minR,
            'maxR':
            scenario.maxR,
            'adaptive_capping_slackfactor':
            scenario.intens_adaptive_capping_slackfactor,
            'min_chall':
            scenario.intens_min_chall,
        }
        if hasattr(scenario,
                   'filter_callback') and scenario.filter_callback is not None:
            print('update callback')
            intensifier_def_kwargs.update(
                {'filter_callback': scenario.filter_callback})
        if intensifier_kwargs is not None:
            intensifier_def_kwargs.update(intensifier_kwargs)
        if intensifier is None:
            intensifier = Intensifier(**intensifier_def_kwargs)
        elif inspect.isclass(intensifier):
            intensifier = intensifier(**intensifier_def_kwargs)
        else:
            raise TypeError(
                "Argument intensifier must be None or an object implementing the Intensifier, but is '%s'"
                % type(intensifier))

        # initial design
        if initial_design is not None and initial_configurations is not None:
            initial_design.initial_configurations = initial_configurations
            initial_configurations = None
        init_design_def_kwargs = {
            'tae_runner': tae_runner,
            'scenario': scenario,
            'stats': self.stats,
            'traj_logger': traj_logger,
            'runhistory': runhistory,
            'rng': rng,
            'configs': initial_configurations,
            'intensifier': intensifier,
            'aggregate_func': aggregate_func,
            'n_configs_x_params': 0,
            'max_config_fracs': 0.0,
            'initial_configurations': initial_design.initial_configurations
        }
        if initial_design_kwargs is not None:
            init_design_def_kwargs.update(initial_design_kwargs)
        if initial_configurations is not None:
            initial_design = InitialDesign(**init_design_def_kwargs)
        elif initial_design is None:
            if scenario.initial_incumbent == "DEFAULT":
                init_design_def_kwargs['max_config_fracs'] = 0.0
                initial_design = DefaultConfiguration(**init_design_def_kwargs)
            elif scenario.initial_incumbent == "RANDOM":
                init_design_def_kwargs['max_config_fracs'] = 0.0
                initial_design = RandomConfigurations(**init_design_def_kwargs)
            elif scenario.initial_incumbent == "LHD":
                initial_design = LHDesign(**init_design_def_kwargs)
            elif scenario.initial_incumbent == "FACTORIAL":
                initial_design = FactorialInitialDesign(
                    **init_design_def_kwargs)
            elif scenario.initial_incumbent == "SOBOL":
                initial_design = SobolDesign(**init_design_def_kwargs)
            else:
                raise ValueError("Don't know what kind of initial_incumbent "
                                 "'%s' is" % scenario.initial_incumbent)
        elif inspect.isclass(initial_design):
            initial_design = initial_design(**init_design_def_kwargs)
        else:
            raise TypeError(
                "Argument initial_design must be None or an object implementing the InitialDesign, but is '%s'"
                % type(initial_design))

        # if we log the performance data,
        # the RFRImputator will already get
        # log transform data from the runhistory
        if scenario.transform_y in ["LOG", "LOGS"]:
            cutoff = np.log(np.nanmin([np.inf, np.float_(scenario.cutoff)]))
            threshold = cutoff + np.log(scenario.par_factor)
        else:
            cutoff = np.nanmin([np.inf, np.float_(scenario.cutoff)])
            threshold = cutoff * scenario.par_factor
        num_params = len(scenario.cs.get_hyperparameters())
        imputor = RFRImputator(rng=rng,
                               cutoff=cutoff,
                               threshold=threshold,
                               model=model,
                               change_threshold=0.01,
                               max_iter=2)

        r2e_def_kwargs = {
            'scenario': scenario,
            'num_params': num_params,
            'success_states': [
                StatusType.SUCCESS,
            ],
            'impute_censored_data': True,
            'impute_state': [
                StatusType.CAPPED,
            ],
            'imputor': imputor,
            'scale_perc': 5
        }
        if scenario.run_obj == 'quality':
            r2e_def_kwargs.update({
                'success_states': [StatusType.SUCCESS, StatusType.CRASHED],
                'impute_censored_data':
                False,
                'impute_state':
                None,
            })
        if runhistory2epm_kwargs is not None:
            r2e_def_kwargs.update(runhistory2epm_kwargs)
        if runhistory2epm is None:
            if scenario.run_obj == 'runtime':
                runhistory2epm = RunHistory2EPM4LogCost(**r2e_def_kwargs)
            elif scenario.run_obj == 'quality':
                if scenario.transform_y == "NONE":
                    runhistory2epm = RunHistory2EPM4Cost(**r2e_def_kwargs)
                elif scenario.transform_y == "LOG":
                    runhistory2epm = RunHistory2EPM4LogCost(**r2e_def_kwargs)
                elif scenario.transform_y == "LOGS":
                    runhistory2epm = RunHistory2EPM4LogScaledCost(
                        **r2e_def_kwargs)
                elif scenario.transform_y == "INVS":
                    runhistory2epm = RunHistory2EPM4InvScaledCost(
                        **r2e_def_kwargs)
            else:
                raise ValueError('Unknown run objective: %s. Should be either '
                                 'quality or runtime.' % self.scenario.run_obj)
        elif inspect.isclass(runhistory2epm):
            runhistory2epm = runhistory2epm(**r2e_def_kwargs)
        else:
            raise TypeError(
                "Argument runhistory2epm must be None or an object implementing the RunHistory2EPM, but is '%s'"
                % type(runhistory2epm))

        smbo_args = {
            'scenario': scenario,
            'stats': self.stats,
            'initial_design': initial_design,
            'runhistory': runhistory,
            'runhistory2epm': runhistory2epm,
            'intensifier': intensifier,
            'aggregate_func': aggregate_func,
            'num_run': run_id,
            'model': model,
            'acq_optimizer': acquisition_function_optimizer,
            'acquisition_func': acquisition_function,
            'rng': rng,
            'restore_incumbent': restore_incumbent,
            'random_configuration_chooser': random_configuration_chooser
        }

        if smbo_class is None:
            self.solver = SMBO(**smbo_args)
        else:
            self.solver = smbo_class(**smbo_args)
Example #3
0
    def validate(self,
                 config_mode='inc',
                 instance_mode='train+test',
                 repetitions=1,
                 use_epm=False,
                 n_jobs=-1,
                 backend='threading'):
        """Create validator-object and run validation, using
        scenario-information, runhistory from smbo and tae_runner from intensify

        Parameters
        ----------
        config_mode: str or list<Configuration>
            string or directly a list of Configuration
            str from [def, inc, def+inc, wallclock_time, cpu_time, all]
            time evaluates at cpu- or wallclock-timesteps of:
            [max_time/2^0, max_time/2^1, max_time/2^3, ..., default]
            with max_time being the highest recorded time
        instance_mode: string
            what instances to use for validation, from [train, test, train+test]
        repetitions: int
            number of repetitions in nondeterministic algorithms (in
            deterministic will be fixed to 1)
        use_epm: bool
            whether to use an EPM instead of evaluating all runs with the TAE
        n_jobs: int
            number of parallel processes used by joblib

        Returns
        -------
        runhistory: RunHistory
            runhistory containing all specified runs
        """
        if isinstance(config_mode, str):
            traj_fn = os.path.join(self.scenario.output_dir_for_this_run,
                                   "traj_aclib2.json")
            trajectory = TrajLogger.read_traj_aclib_format(fn=traj_fn,
                                                           cs=self.scenario.cs)
        else:
            trajectory = None
        if self.scenario.output_dir_for_this_run:
            new_rh_path = os.path.join(self.scenario.output_dir_for_this_run,
                                       "validated_runhistory.json")
        else:
            new_rh_path = None

        validator = Validator(self.scenario, trajectory, self.rng)
        if use_epm:
            new_rh = validator.validate_epm(config_mode=config_mode,
                                            instance_mode=instance_mode,
                                            repetitions=repetitions,
                                            runhistory=self.runhistory,
                                            output_fn=new_rh_path)
        else:
            new_rh = validator.validate(config_mode,
                                        instance_mode,
                                        repetitions,
                                        n_jobs,
                                        backend,
                                        self.runhistory,
                                        self.intensifier.tae_runner,
                                        output_fn=new_rh_path)
        return new_rh
Example #4
0
    def __init__(
            self,
            scenario: Scenario,
            # TODO: once we drop python3.4 add type hint
            # typing.Union[ExecuteTARun, callable]
            tae_runner=None,
            runhistory: RunHistory = None,
            intensifier: Intensifier = None,
            acquisition_function: AbstractAcquisitionFunction = None,
            model: AbstractEPM = None,
            runhistory2epm: AbstractRunHistory2EPM = None,
            initial_design: InitialDesign = None,
            initial_configurations: typing.List[Configuration] = None,
            stats: Stats = None,
            rng: np.random.RandomState = None,
            run_id: int = 1):
        """Constructor"""
        self.logger = logging.getLogger(self.__module__ + "." +
                                        self.__class__.__name__)

        aggregate_func = average_cost
        self.runhistory = None
        self.trajectory = None

        # initialize stats object
        if stats:
            self.stats = stats
        else:
            self.stats = Stats(scenario, file_system=scenario.file_system)

        self.output_dir = create_output_directory(scenario, run_id)
        scenario.write()

        # initialize empty runhistory
        if runhistory is None:
            runhistory = RunHistory(aggregate_func=aggregate_func,
                                    file_system=scenario.file_system)
        # inject aggr_func if necessary
        if runhistory.aggregate_func is None:
            runhistory.aggregate_func = aggregate_func

        # initial random number generator
        num_run, rng = self._get_rng(rng=rng)

        # reset random number generator in config space to draw different
        # random configurations with each seed given to SMAC
        scenario.cs.seed(rng.randint(MAXINT))

        # initial Trajectory Logger
        traj_logger = TrajLogger(output_dir=self.output_dir,
                                 stats=self.stats,
                                 file_system=scenario.file_system)

        # initial EPM
        types, bounds = get_types(scenario.cs, scenario.feature_array)
        if model is None:
            model = RandomForestWithInstances(
                configspace=scenario.cs,
                types=types,
                bounds=bounds,
                instance_features=scenario.feature_array,
                seed=rng.randint(MAXINT),
                pca_components=scenario.PCA_DIM,
                num_trees=scenario.rf_num_trees,
                do_bootstrapping=scenario.rf_do_bootstrapping,
                ratio_features=scenario.rf_ratio_features,
                min_samples_split=scenario.rf_min_samples_split,
                min_samples_leaf=scenario.rf_min_samples_leaf,
                max_depth=scenario.rf_max_depth,
            )
        # initial acquisition function
        if acquisition_function is None:
            if scenario.run_obj == "runtime":
                acquisition_function = LogEI(model=model)
            else:
                acquisition_function = EI(model=model)
        # inject model if necessary
        if acquisition_function.model is None:
            acquisition_function.model = model

        # initialize optimizer on acquisition function
        local_search = LocalSearch(
            acquisition_function,
            scenario.cs,
            max_steps=scenario.sls_max_steps,
            n_steps_plateau_walk=scenario.sls_n_steps_plateau_walk)

        # initialize tae_runner
        # First case, if tae_runner is None, the target algorithm is a call
        # string in the scenario file
        if tae_runner is None:
            tae_runner = ExecuteTARunOld(
                ta=scenario.ta,
                stats=self.stats,
                run_obj=scenario.run_obj,
                runhistory=runhistory,
                par_factor=scenario.par_factor,
                cost_for_crash=scenario.cost_for_crash)
        # Second case, the tae_runner is a function to be optimized
        elif callable(tae_runner):
            tae_runner = ExecuteTAFuncDict(
                ta=tae_runner,
                stats=self.stats,
                run_obj=scenario.run_obj,
                memory_limit=scenario.memory_limit,
                runhistory=runhistory,
                par_factor=scenario.par_factor,
                cost_for_crash=scenario.cost_for_crash)
        # Third case, if it is an ExecuteTaRun we can simply use the
        # instance. Otherwise, the next check raises an exception
        elif not isinstance(tae_runner, ExecuteTARun):
            raise TypeError("Argument 'tae_runner' is %s, but must be "
                            "either a callable or an instance of "
                            "ExecuteTaRun. Passing 'None' will result in the "
                            "creation of target algorithm runner based on the "
                            "call string in the scenario file." %
                            type(tae_runner))

        # Check that overall objective and tae objective are the same
        if tae_runner.run_obj != scenario.run_obj:
            raise ValueError("Objective for the target algorithm runner and "
                             "the scenario must be the same, but are '%s' and "
                             "'%s'" % (tae_runner.run_obj, scenario.run_obj))

        # inject stats if necessary
        if tae_runner.stats is None:
            tae_runner.stats = self.stats
        # inject runhistory if necessary
        if tae_runner.runhistory is None:
            tae_runner.runhistory = runhistory
        # inject cost_for_crash
        if tae_runner.crash_cost != scenario.cost_for_crash:
            tae_runner.crash_cost = scenario.cost_for_crash

        # initialize intensification
        if intensifier is None:
            intensifier = Intensifier(
                tae_runner=tae_runner,
                stats=self.stats,
                traj_logger=traj_logger,
                rng=rng,
                instances=scenario.train_insts,
                cutoff=scenario.cutoff,
                deterministic=scenario.deterministic,
                run_obj_time=scenario.run_obj == "runtime",
                always_race_against=scenario.cs.get_default_configuration()
                if scenario.always_race_default else None,
                instance_specifics=scenario.instance_specific,
                minR=scenario.minR,
                maxR=scenario.maxR,
                adaptive_capping_slackfactor=scenario.
                intens_adaptive_capping_slackfactor,
                min_chall=scenario.intens_min_chall,
                distributer=scenario.distributer)
        # inject deps if necessary
        if intensifier.tae_runner is None:
            intensifier.tae_runner = tae_runner
        if intensifier.stats is None:
            intensifier.stats = self.stats
        if intensifier.traj_logger is None:
            intensifier.traj_logger = traj_logger

        # initial design
        if initial_design is not None and initial_configurations is not None:
            raise ValueError(
                "Either use initial_design or initial_configurations; but not both"
            )

        if initial_configurations is not None:
            initial_design = InitialDesign(tae_runner=tae_runner,
                                           scenario=scenario,
                                           stats=self.stats,
                                           traj_logger=traj_logger,
                                           runhistory=runhistory,
                                           rng=rng,
                                           configs=initial_configurations,
                                           intensifier=intensifier,
                                           aggregate_func=aggregate_func)
        elif initial_design is None:
            if scenario.initial_incumbent == "DEFAULT":
                initial_design = DefaultConfiguration(
                    tae_runner=tae_runner,
                    scenario=scenario,
                    stats=self.stats,
                    traj_logger=traj_logger,
                    runhistory=runhistory,
                    rng=rng,
                    intensifier=intensifier,
                    aggregate_func=aggregate_func,
                    max_config_fracs=0.0)
            elif scenario.initial_incumbent == "RANDOM":
                initial_design = RandomConfigurations(
                    tae_runner=tae_runner,
                    scenario=scenario,
                    stats=self.stats,
                    traj_logger=traj_logger,
                    runhistory=runhistory,
                    rng=rng,
                    intensifier=intensifier,
                    aggregate_func=aggregate_func,
                    max_config_fracs=0.0)
            else:
                raise ValueError("Don't know what kind of initial_incumbent "
                                 "'%s' is" % scenario.initial_incumbent)
        # inject deps if necessary
        if initial_design.tae_runner is None:
            initial_design.tae_runner = tae_runner
        if initial_design.scenario is None:
            initial_design.scenario = scenario
        if initial_design.stats is None:
            initial_design.stats = self.stats
        if initial_design.traj_logger is None:
            initial_design.traj_logger = traj_logger

        # initial conversion of runhistory into EPM data
        if runhistory2epm is None:

            num_params = len(scenario.cs.get_hyperparameters())
            if scenario.run_obj == "runtime":

                # if we log the performance data,
                # the RFRImputator will already get
                # log transform data from the runhistory
                cutoff = np.log(scenario.cutoff)
                threshold = np.log(scenario.cutoff * scenario.par_factor)

                imputor = RFRImputator(rng=rng,
                                       cutoff=cutoff,
                                       threshold=threshold,
                                       model=model,
                                       change_threshold=0.01,
                                       max_iter=2)

                runhistory2epm = RunHistory2EPM4LogCost(
                    scenario=scenario,
                    num_params=num_params,
                    success_states=[
                        StatusType.SUCCESS,
                    ],
                    impute_censored_data=True,
                    impute_state=[
                        StatusType.CAPPED,
                    ],
                    imputor=imputor)

            elif scenario.run_obj == 'quality':
                runhistory2epm = RunHistory2EPM4Cost(
                    scenario=scenario,
                    num_params=num_params,
                    success_states=[
                        StatusType.SUCCESS,
                    ],
                    impute_censored_data=False,
                    impute_state=None)

            else:
                raise ValueError('Unknown run objective: %s. Should be either '
                                 'quality or runtime.' % self.scenario.run_obj)

        # inject scenario if necessary:
        if runhistory2epm.scenario is None:
            runhistory2epm.scenario = scenario

        self.solver = EPILS_Solver(scenario=scenario,
                                   stats=self.stats,
                                   initial_design=initial_design,
                                   runhistory=runhistory,
                                   runhistory2epm=runhistory2epm,
                                   intensifier=intensifier,
                                   aggregate_func=aggregate_func,
                                   num_run=num_run,
                                   model=model,
                                   acq_optimizer=local_search,
                                   acquisition_func=acquisition_function,
                                   rng=rng)
Example #5
0
    def main_cli(self, commandline_arguments: typing.List[str]=None):
        """Main function of SMAC for CLI interface"""
        self.logger.info("SMAC call: %s" % (" ".join(sys.argv)))

        cmd_reader = CMDReader()
        kwargs = {}
        if commandline_arguments:
            kwargs['commandline_arguments'] = commandline_arguments
        main_args_, smac_args_, scen_args_ = cmd_reader.read_cmd(**kwargs)

        root_logger = logging.getLogger()
        root_logger.setLevel(main_args_.verbose_level)
        logger_handler = logging.StreamHandler(
                stream=sys.stdout)
        if root_logger.level >= logging.INFO:
            formatter = logging.Formatter(
                "%(levelname)s:\t%(message)s")
        else:
            formatter = logging.Formatter(
                "%(asctime)s:%(levelname)s:%(name)s:%(message)s",
                "%Y-%m-%d %H:%M:%S")
        logger_handler.setFormatter(formatter)
        root_logger.addHandler(logger_handler)
        # remove default handler
        if len(root_logger.handlers) > 1:
            root_logger.removeHandler(root_logger.handlers[0])

        # Create defaults
        rh = None
        initial_configs = None
        stats = None
        incumbent = None

        # Create scenario-object
        scenario = {}
        scenario.update(vars(smac_args_))
        scenario.update(vars(scen_args_))
        scen = Scenario(scenario=scenario)

        # Restore state
        if main_args_.restore_state:
            root_logger.debug("Restoring state from %s...", main_args_.restore_state)
            rh, stats, traj_list_aclib, traj_list_old = self.restore_state(scen, main_args_)

            scen.output_dir_for_this_run = create_output_directory(
                scen, main_args_.seed, root_logger,
            )
            scen.write()
            incumbent = self.restore_state_after_output_dir(scen, stats,
                                                            traj_list_aclib, traj_list_old)

        if main_args_.warmstart_runhistory:
            aggregate_func = average_cost
            rh = RunHistory(aggregate_func=aggregate_func)

            scen, rh = merge_foreign_data_from_file(
                scenario=scen,
                runhistory=rh,
                in_scenario_fn_list=main_args_.warmstart_scenario,
                in_runhistory_fn_list=main_args_.warmstart_runhistory,
                cs=scen.cs,
                aggregate_func=aggregate_func)

        if main_args_.warmstart_incumbent:
            initial_configs = [scen.cs.get_default_configuration()]
            for traj_fn in main_args_.warmstart_incumbent:
                trajectory = TrajLogger.read_traj_aclib_format(
                    fn=traj_fn, cs=scen.cs)
                initial_configs.append(trajectory[-1]["incumbent"])

        if main_args_.mode == "SMAC4AC":
            optimizer = SMAC4AC(
                scenario=scen,
                rng=np.random.RandomState(main_args_.seed),
                runhistory=rh,
                initial_configurations=initial_configs,
                stats=stats,
                restore_incumbent=incumbent,
                run_id=main_args_.seed)
        elif main_args_.mode == "SMAC4HPO":
            optimizer = SMAC4HPO(
                scenario=scen,
                rng=np.random.RandomState(main_args_.seed),
                runhistory=rh,
                initial_configurations=initial_configs,
                stats=stats,
                restore_incumbent=incumbent,
                run_id=main_args_.seed)
        elif main_args_.mode == "SMAC4BO":
            optimizer = SMAC4BO(
                scenario=scen,
                rng=np.random.RandomState(main_args_.seed),
                runhistory=rh,
                initial_configurations=initial_configs,
                stats=stats,
                restore_incumbent=incumbent,
                run_id=main_args_.seed)
        elif main_args_.mode == "ROAR":
            optimizer = ROAR(
                scenario=scen,
                rng=np.random.RandomState(main_args_.seed),
                runhistory=rh,
                initial_configurations=initial_configs,
                run_id=main_args_.seed)
        elif main_args_.mode == "EPILS":
            optimizer = EPILS(
                scenario=scen,
                rng=np.random.RandomState(main_args_.seed),
                runhistory=rh,
                initial_configurations=initial_configs,
                run_id=main_args_.seed)
        elif main_args_.mode == "Hydra":
            optimizer = Hydra(
                scenario=scen,
                rng=np.random.RandomState(main_args_.seed),
                runhistory=rh,
                initial_configurations=initial_configs,
                stats=stats,
                restore_incumbent=incumbent,
                run_id=main_args_.seed,
                random_configuration_chooser=main_args_.random_configuration_chooser,
                n_iterations=main_args_.hydra_iterations,
                val_set=main_args_.hydra_validation,
                incs_per_round=main_args_.hydra_incumbents_per_round,
                n_optimizers=main_args_.hydra_n_optimizers)
        elif main_args_.mode == "PSMAC":
            optimizer = PSMAC(
                scenario=scen,
                rng=np.random.RandomState(main_args_.seed),
                run_id=main_args_.seed,
                shared_model=smac_args_.shared_model,
                validate=main_args_.psmac_validate,
                n_optimizers=main_args_.hydra_n_optimizers,
                n_incs=main_args_.hydra_incumbents_per_round,
            )
        try:
            optimizer.optimize()
        except (TAEAbortException, FirstRunCrashedException) as err:
            self.logger.error(err)