def test_tuple_alias(self):
        hyperparameters = hpv.Hyperparameters(
            hpv.TupleHyperparameter(name="tuple_",
                                    range=[-1, 0, 1],
                                    required=False))
        hyperparameters.declare_alias("tuple_", "tup_")

        result = hyperparameters.validate({"tup_": "(1,0,-1)"})
        self.assertEqual(result["tuple_"], (1, 0, -1))
    def test_simple_tuple(self):
        hyperparameters = hpv.Hyperparameters(
            hpv.TupleHyperparameter(name="tuple_",
                                    range=[-1, 0, 1],
                                    required=False))

        with self.assertRaises(exc.UserError):
            hyperparameters.validate({"tuple_": "(1,0,-1,2)"})

        result = hyperparameters.validate({"tuple_": "(1,0,-1)"})
        self.assertEqual(result["tuple_"], (1, 0, -1))
Example #3
0
def initialize(metrics):
    @hpv.range_validator(["auto", "exact", "approx", "hist", "gpu_hist"])
    def tree_method_range_validator(CATEGORIES, value):
        return value in CATEGORIES

    @hpv.dependencies_validator(["booster", "process_type"])
    def updater_validator(value, dependencies):
        valid_tree_plugins = [
            'grow_colmaker', 'distcol', 'grow_histmaker',
            'grow_local_histmaker', 'grow_skmaker', 'sync', 'refresh', 'prune',
            'grow_quantile_histmaker'
        ]
        valid_tree_build_plugins = [
            'grow_colmaker', 'distcol', 'grow_histmaker',
            'grow_local_histmaker', 'grow_colmaker', 'grow_quantile_histmaker'
        ]
        valid_linear_plugins = ['shotgun', 'coord_descent']
        valid_process_update_plugins = ['refresh', 'prune']

        if dependencies.get('booster') == 'gblinear':
            # validate only one linear updater is selected
            if not (len(value) == 1 and value[0] in valid_linear_plugins):
                raise exc.UserError(
                    "Linear updater should be one of these options: {}.".
                    format(', '.join("'{0}'".format(
                        valid_updater
                        for valid_updater in valid_linear_plugins))))
        elif dependencies.get('process_type') == 'update':
            if not all(x in valid_process_update_plugins for x in value):
                raise exc.UserError(
                    "process_type 'update' can only be used with updater 'refresh' and 'prune'"
                )
        else:
            if not all(x in valid_tree_plugins for x in value):
                raise exc.UserError(
                    "Tree updater should be selected from these options: 'grow_colmaker', 'distcol', 'grow_histmaker', "
                    "'grow_local_histmaker', 'grow_skmaker', 'grow_quantile_histmaker', 'sync', 'refresh', 'prune', "
                    "'shortgun', 'coord_descent'.")
            # validate only one tree updater is selected
            counter = 0
            for tmp in value:
                if tmp in valid_tree_build_plugins:
                    counter += 1
            if counter > 1:
                raise exc.UserError(
                    "Only one tree grow plugin can be selected. Choose one from the"
                    "following: 'grow_colmaker', 'distcol', 'grow_histmaker', "
                    "'grow_local_histmaker', 'grow_skmaker'")

    @hpv.range_validator(["auto", "cpu_predictor", "gpu_predictor"])
    def predictor_validator(CATEGORIES, value):
        return value in CATEGORIES

    @hpv.dependencies_validator(["num_class"])
    def objective_validator(value, dependencies):
        num_class = dependencies.get("num_class")
        if value in ("multi:softmax", "multi:softprob") and num_class is None:
            raise exc.UserError(
                "Require input for parameter 'num_class' for multi-classification"
            )
        if value is None and num_class is not None:
            raise exc.UserError(
                "Do not need to setup parameter 'num_class' for learning task other than "
                "multi-classification.")

    @hpv.range_validator(XGB_MAXIMIZE_METRICS + XGB_MINIMIZE_METRICS)
    def eval_metric_range_validator(SUPPORTED_METRIC, metric):
        if "<function" in metric:
            raise exc.UserError(
                "User defined evaluation metric {} is not supported yet.".
                format(metric))

        if "@" in metric:
            metric_name = metric.split('@')[0].strip()
            metric_threshold = metric.split('@')[1].strip()
            if metric_name not in ["error", "ndcg", "map"]:
                raise exc.UserError(
                    "Metric '{}' is not supported. Parameter 'eval_metric' with customized threshold should "
                    "be one of these options: 'error', 'ndcg', 'map'.".format(
                        metric))
            try:
                float(metric_threshold)
            except ValueError:
                raise exc.UserError(
                    "Threshold value 't' in '{}@t' expects float input.".
                    format(metric_name))
            return True

        return metric in SUPPORTED_METRIC

    @hpv.dependencies_validator(["objective"])
    def eval_metric_dep_validator(value, dependencies):
        objective = dependencies["objective"]
        if "auc" in value:
            if not any(
                    objective.startswith(metric_type)
                    for metric_type in ['binary:', 'rank:']):
                raise exc.UserError(
                    "Metric 'auc' can only be applied for classification and ranking problems."
                )
        if "aft-nloglik" in value:
            if objective not in ["survival:aft"]:
                raise exc.UserError(
                    "Metric 'aft-nloglik' can only be applied for 'survival:aft' objective."
                )

    @hpv.dependencies_validator(["tree_method"])
    def monotone_constraints_validator(value, dependencies):
        tree_method = dependencies.get("tree_method")
        if value is not None and tree_method not in ("exact", "hist"):
            raise exc.UserError(
                "monotone_constraints can be used only when the tree_method parameter is set to "
                "either 'exact' or 'hist'.")

    @hpv.dependencies_validator(["tree_method"])
    def interaction_constraints_validator(value, dependencies):
        tree_method = dependencies.get("tree_method")
        if value is not None and tree_method not in ("exact", "hist",
                                                     "approx"):
            raise exc.UserError(
                "interaction_constraints can be used only when the tree_method parameter is set to "
                "either 'exact', 'hist' or 'approx'.")

    hyperparameters = hpv.Hyperparameters(
        hpv.IntegerHyperparameter(name="num_round",
                                  required=True,
                                  range=hpv.Interval(min_closed=1),
                                  tunable=True,
                                  tunable_recommended_range=hpv.Interval(
                                      min_closed=1,
                                      max_closed=4000,
                                      scale=hpv.Interval.LINEAR_SCALE)),
        hpv.IntegerHyperparameter(name="csv_weights",
                                  range=hpv.Interval(min_closed=0,
                                                     max_closed=1),
                                  required=False),
        hpv.IntegerHyperparameter(name="early_stopping_rounds",
                                  range=hpv.Interval(min_closed=1),
                                  required=False),
        hpv.CategoricalHyperparameter(name="booster",
                                      range=["gbtree", "gblinear", "dart"],
                                      required=False),
        hpv.IntegerHyperparameter(name="verbosity",
                                  range=hpv.Interval(min_closed=0,
                                                     max_closed=3),
                                  required=False),
        hpv.IntegerHyperparameter(name="nthread",
                                  range=hpv.Interval(min_closed=1),
                                  required=False),
        hpv.ContinuousHyperparameter(name="eta",
                                     range=hpv.Interval(min_closed=0,
                                                        max_closed=1),
                                     required=False,
                                     tunable=True,
                                     tunable_recommended_range=hpv.Interval(
                                         min_closed=0.1,
                                         max_closed=0.5,
                                         scale=hpv.Interval.LINEAR_SCALE)),
        hpv.ContinuousHyperparameter(name="gamma",
                                     range=hpv.Interval(min_closed=0),
                                     required=False,
                                     tunable=True,
                                     tunable_recommended_range=hpv.Interval(
                                         min_closed=0,
                                         max_closed=5,
                                         scale=hpv.Interval.LINEAR_SCALE)),
        hpv.IntegerHyperparameter(name="max_depth",
                                  range=hpv.Interval(min_closed=0),
                                  required=False,
                                  tunable=True,
                                  tunable_recommended_range=hpv.Interval(
                                      min_closed=0,
                                      max_closed=10,
                                      scale=hpv.Interval.LINEAR_SCALE)),
        hpv.ContinuousHyperparameter(name="min_child_weight",
                                     range=hpv.Interval(min_closed=0),
                                     required=False,
                                     tunable=True,
                                     tunable_recommended_range=hpv.Interval(
                                         min_closed=0,
                                         max_closed=120,
                                         scale=hpv.Interval.LINEAR_SCALE)),
        hpv.ContinuousHyperparameter(name="max_delta_step",
                                     range=hpv.Interval(min_closed=0),
                                     required=False,
                                     tunable=True,
                                     tunable_recommended_range=hpv.Interval(
                                         min_closed=0,
                                         max_closed=10,
                                         scale=hpv.Interval.LINEAR_SCALE)),
        hpv.ContinuousHyperparameter(name="subsample",
                                     range=hpv.Interval(min_open=0,
                                                        max_closed=1),
                                     required=False,
                                     tunable=True,
                                     tunable_recommended_range=hpv.Interval(
                                         min_closed=0.5,
                                         max_closed=1,
                                         scale=hpv.Interval.LINEAR_SCALE)),
        hpv.ContinuousHyperparameter(name="colsample_bytree",
                                     range=hpv.Interval(min_open=0,
                                                        max_closed=1),
                                     required=False,
                                     tunable=True,
                                     tunable_recommended_range=hpv.Interval(
                                         min_closed=0.5,
                                         max_closed=1,
                                         scale=hpv.Interval.LINEAR_SCALE)),
        hpv.ContinuousHyperparameter(name="colsample_bylevel",
                                     range=hpv.Interval(min_open=0,
                                                        max_closed=1),
                                     required=False,
                                     tunable=True,
                                     tunable_recommended_range=hpv.Interval(
                                         min_closed=0.1,
                                         max_closed=1,
                                         scale=hpv.Interval.LINEAR_SCALE)),
        hpv.ContinuousHyperparameter(name="colsample_bynode",
                                     range=hpv.Interval(min_open=0,
                                                        max_closed=1),
                                     required=False,
                                     tunable=True,
                                     tunable_recommended_range=hpv.Interval(
                                         min_closed=0.1,
                                         max_closed=1,
                                         scale=hpv.Interval.LINEAR_SCALE)),
        hpv.ContinuousHyperparameter(name="lambda",
                                     range=hpv.Interval(min_closed=0),
                                     required=False,
                                     tunable=True,
                                     tunable_recommended_range=hpv.Interval(
                                         min_closed=0,
                                         max_closed=1000,
                                         scale=hpv.Interval.LINEAR_SCALE)),
        hpv.ContinuousHyperparameter(name="alpha",
                                     range=hpv.Interval(min_closed=0),
                                     required=False,
                                     tunable=True,
                                     tunable_recommended_range=hpv.Interval(
                                         min_closed=0,
                                         max_closed=1000,
                                         scale=hpv.Interval.LINEAR_SCALE)),
        hpv.CategoricalHyperparameter(name="tree_method",
                                      range=tree_method_range_validator,
                                      required=False),
        hpv.ContinuousHyperparameter(name="sketch_eps",
                                     range=hpv.Interval(min_open=0,
                                                        max_open=1),
                                     required=False),
        hpv.ContinuousHyperparameter(name="scale_pos_weight",
                                     range=hpv.Interval(min_open=0),
                                     required=False),
        hpv.CommaSeparatedListHyperparameter(
            name="updater",
            range=[
                'grow_colmaker', 'distcol', 'grow_histmaker',
                'grow_local_histmaker', 'grow_skmaker', 'sync', 'refresh',
                'prune', 'grow_colmaker', 'distcol', 'grow_histmaker',
                'grow_local_histmaker', 'grow_colmaker', 'shotgun',
                'coord_descent', 'refresh', 'prune'
            ],
            dependencies=updater_validator,
            required=False),
        hpv.CategoricalHyperparameter(name="dsplit",
                                      range=["row", "col"],
                                      required=False),
        hpv.IntegerHyperparameter(name="refresh_leaf",
                                  range=hpv.Interval(min_closed=0,
                                                     max_closed=1),
                                  required=False),
        hpv.CategoricalHyperparameter(name="process_type",
                                      range=["default", "update"],
                                      required=False),
        hpv.CategoricalHyperparameter(name="grow_policy",
                                      range=["depthwise", "lossguide"],
                                      required=False),
        hpv.IntegerHyperparameter(name="max_leaves",
                                  range=hpv.Interval(min_closed=0),
                                  required=False),
        hpv.IntegerHyperparameter(name="max_bin",
                                  range=hpv.Interval(min_closed=0),
                                  required=False),
        hpv.CategoricalHyperparameter(name="predictor",
                                      range=predictor_validator,
                                      required=False),
        hpv.TupleHyperparameter(name="monotone_constraints",
                                range=[-1, 0, 1],
                                required=False,
                                dependencies=monotone_constraints_validator),
        hpv.NestedListHyperparameter(
            name="interaction_constraints",
            range=hpv.Interval(min_closed=1),
            required=False,
            dependencies=interaction_constraints_validator),
        hpv.CategoricalHyperparameter(name="sample_type",
                                      range=["uniform", "weighted"],
                                      required=False),
        hpv.CategoricalHyperparameter(name="normalize_type",
                                      range=["tree", "forest"],
                                      required=False),
        hpv.ContinuousHyperparameter(name="rate_drop",
                                     range=hpv.Interval(min_closed=0,
                                                        max_closed=1),
                                     required=False),
        hpv.IntegerHyperparameter(name="one_drop",
                                  range=hpv.Interval(min_closed=0,
                                                     max_closed=1),
                                  required=False),
        hpv.ContinuousHyperparameter(name="skip_drop",
                                     range=hpv.Interval(min_closed=0,
                                                        max_closed=1),
                                     required=False),
        hpv.ContinuousHyperparameter(name="lambda_bias",
                                     range=hpv.Interval(min_closed=0,
                                                        max_closed=1),
                                     required=False),
        hpv.ContinuousHyperparameter(name="tweedie_variance_power",
                                     range=hpv.Interval(min_open=1,
                                                        max_open=2),
                                     required=False),
        hpv.CategoricalHyperparameter(
            name="objective",
            range=[
                "aft_loss_distribution", "binary:logistic", "binary:logitraw",
                "binary:hinge", "count:poisson", "multi:softmax",
                "multi:softprob", "rank:pairwise", "rank:ndcg", "rank:map",
                "reg:linear", "reg:squarederror", "reg:logistic", "reg:gamma",
                "reg:pseudohubererror", "reg:squaredlogerror", "reg:tweedie",
                "survival:aft", "survival:cox"
            ],
            dependencies=objective_validator,
            required=False),
        hpv.IntegerHyperparameter(name="num_class",
                                  range=hpv.Interval(min_closed=2),
                                  required=False),
        hpv.ContinuousHyperparameter(name="base_score",
                                     range=hpv.Interval(min_closed=0),
                                     required=False),
        hpv.CategoricalHyperparameter(name="_tuning_objective_metric",
                                      range=metrics.names,
                                      required=False),
        hpv.CommaSeparatedListHyperparameter(
            name="eval_metric",
            range=eval_metric_range_validator,
            dependencies=eval_metric_dep_validator,
            required=False),
        hpv.IntegerHyperparameter(name="seed",
                                  range=hpv.Interval(min_open=-2**31,
                                                     max_open=2**31 - 1),
                                  required=False),
        hpv.IntegerHyperparameter(name="num_parallel_tree",
                                  range=hpv.Interval(min_closed=1),
                                  required=False),
        hpv.CategoricalHyperparameter(name="save_model_on_termination",
                                      range=["true", "false"],
                                      required=False),
        hpv.CategoricalHyperparameter(name="aft_loss_distribution",
                                      range=["normal", "logistic", "extreme"],
                                      required=False),
        hpv.ContinuousHyperparameter(name="aft_loss_distribution_scale",
                                     range=hpv.Interval(min_closed=0),
                                     required=False),
        hpv.CategoricalHyperparameter(name="single_precision_histogram",
                                      range=["true", "false"],
                                      required=False),
        hpv.CategoricalHyperparameter(name="deterministic_histogram",
                                      range=["true", "false"],
                                      required=False),
    )

    hyperparameters.declare_alias("eta", "learning_rate")
    hyperparameters.declare_alias("gamma", "min_split_loss")
    hyperparameters.declare_alias("lambda", "reg_lambda")
    hyperparameters.declare_alias("alpha", "reg_alpha")

    return hyperparameters