def __init__(self, ndim, original2cube=None, cube2original=None):
super(CylindricalKernelBayesianOptimization,
self).__init__(original2cube, cube2original)
self.radius = ndim**0.5
radius_input_map = Kumaraswamy(ndim=1, max_input=self.radius)
self.surrogate_model = GPRegression(
kernel=RadializationKernel(max_power=3,
search_radius=self.radius,
radius_input_map=radius_input_map))
self.surrogate_inference = origin_ShadowInference
self.acquisition_function = expected_improvement
from HyperSphere.GP.kernels.modules.radialization import RadializationKernel
from HyperSphere.GP.models.gp_regression import GPRegression
from HyperSphere.BO.acquisition.acquisition_maximization import acquisition
ndata = 3
ndim = 2
search_radius = ndim**0.5
x_input = Variable(torch.FloatTensor(ndata, ndim).uniform_(-1, 1))
x_input.data[0, :] = 0
x_input.data[1, :] = 1
output = torch.cos(x_input[:, 0:1] + (x_input[:, 1:2] / math.pi * 0.5) +
torch.prod(x_input, 1, keepdim=True))
reference = torch.min(output).data.squeeze()[0]
train_data = (x_input, output)
model_normal = GPRegression(kernel=RadializationKernel(3, search_radius))
model_shadow = GPRegression(kernel=RadializationKernel(3, search_radius))
inference_normal = Inference((x_input, output), model_normal)
inference_shadow = ShadowInference((x_input, output), model_shadow)
inference_normal.init_parameters()
inference_shadow.init_parameters()
params_normal = inference_normal.learning(n_restarts=5)
inference_shadow.cholesky_update(model_normal.param_to_vec())
if ndim == 2:
x1_grid, x2_grid = np.meshgrid(np.linspace(-1, 1, 50),
np.linspace(-1, 1, 50))
x_pred_points = Variable(
torch.from_numpy(
def BO(n_eval=200, path=None, func=None, ndim=None):
assert (path is None) != (func is None)
if path is not None:
if not os.path.exists(path):
path = os.path.join(EXPERIMENT_DIR, path)
model_filename = os.path.join(path, 'model.pt')
data_config_filename = os.path.join(path, 'data_config.pkl')
model = torch.load(model_filename)
data_config_file = open(data_config_filename, 'r')
for key, value in pickle.load(data_config_file).iteritems():
exec(key + '=value')
data_config_file.close()
inference = ShadowInference((x_input, output), model)
else:
assert (func.dim == 0) != (ndim is None)
if ndim is None:
ndim = func.dim
dir_list = [
elm for elm in os.listdir(EXPERIMENT_DIR)
if os.path.isdir(os.path.join(EXPERIMENT_DIR, elm))
]
folder_name = func.__name__ + '_D' + str(
ndim) + '_' + exp_str + '_' + datetime.now().strftime(
'%Y%m%d-%H:%M:%S:%f')
os.makedirs(os.path.join(EXPERIMENT_DIR, folder_name))
model_filename = os.path.join(EXPERIMENT_DIR, folder_name, 'model.pt')
data_config_filename = os.path.join(EXPERIMENT_DIR, folder_name,
'data_config.pkl')
search_sphere_radius = ndim**0.5
x_input = Variable(torch.ger(-torch.arange(0, 2), torch.ones(ndim)))
output = Variable(torch.zeros(x_input.size(0), 1))
for i in range(x_input.size(0)):
output[i] = func(x_input[i])
model = GPRegression(kernel=RadializationKernel(
max_power=3, search_radius=search_sphere_radius))
time_list = [time.time()] * 2
elapse_list = [0, 0]
pred_mean_list = [0, 0]
pred_std_list = [0, 0]
pred_var_list = [0, 0]
pred_stdmax_list = [1, 1]
pred_varmax_list = [1, 1]
reference_list = [output.data.squeeze()[0]] * 2
refind_list = [1, 1]
dist_to_ref_list = [0, 0]
sample_info_list = [(10, 0, 10)] * 2
inference = ShadowInference((x_input, output), model)
inference.init_parameters()
inference.sampling(n_sample=1, n_burnin=99, n_thin=1)
stored_variable_names = locals().keys()
ignored_variable_names = [
'n_eval', 'path', 'data_config_file', 'dir_list', 'folder_name',
'next_ind', 'model_filename', 'data_config_filename', 'i',
'kernel_input_map', 'model', 'inference'
]
stored_variable_names = set(stored_variable_names).difference(
set(ignored_variable_names))
bnd = radial_bound(search_sphere_radius)
for _ in range(3):
print('Experiment based on data in ' +
os.path.split(model_filename)[0])
for _ in range(n_eval):
inference = ShadowInference((x_input, output), model)
reference, ref_ind = torch.min(output, 0)
reference = reference.data.squeeze()[0]
gp_hyper_params = inference.sampling(n_sample=10, n_burnin=0, n_thin=1)
inferences = deepcopy_inference(inference, gp_hyper_params)
x0_cand = optimization_candidates(x_input, output, -1, 1)
x0, sample_info = optimization_init_points(x0_cand,
inferences,
reference=reference)
next_x_point, pred_mean, pred_std, pred_var, pred_stdmax, pred_varmax = suggest(
inferences, x0=x0, bounds=bnd, reference=reference)
time_list.append(time.time())
elapse_list.append(time_list[-1] - time_list[-2])
pred_mean_list.append(pred_mean.squeeze()[0])
pred_std_list.append(pred_std.squeeze()[0])
pred_var_list.append(pred_var.squeeze()[0])
pred_stdmax_list.append(pred_stdmax.squeeze()[0])
pred_varmax_list.append(pred_varmax.squeeze()[0])
reference_list.append(reference)
refind_list.append(ref_ind.data.squeeze()[0] + 1)
dist_to_ref_list.append(
torch.sum((next_x_point - x_input[ref_ind].data)**2)**0.5)
sample_info_list.append(sample_info)
x_input = torch.cat([x_input, Variable(next_x_point)], 0)
output = torch.cat([output, func(x_input[-1])])
min_ind = torch.min(output, 0)[1]
min_loc = x_input[min_ind]
min_val = output[min_ind]
dist_to_suggest = torch.sum((x_input - x_input[-1]).data**2, 1)**0.5
dist_to_min = torch.sum((x_input - min_loc).data**2, 1)**0.5
out_of_box = torch.sum((torch.abs(x_input.data) > 1), 1)
print('')
for i in range(x_input.size(0)):
time_str = time.strftime('%H:%M:%S', time.gmtime(
time_list[i])) + '(' + time.strftime(
'%H:%M:%S', time.gmtime(elapse_list[i])) + ') '
data_str = (
'%3d-th : %+12.4f(R:%8.4f[%4d]/ref:[%3d]%8.4f), sample([%2d] best:%2d/worst:%2d), '
'mean : %+.4E, std : %.4E(%5.4f), var : %.4E(%5.4f), '
'2ownMIN : %8.4f, 2curMIN : %8.4f, 2new : %8.4f' %
(i + 1, output.data.squeeze()[i], torch.sum(x_input.data[i]**2)
**0.5, out_of_box[i], refind_list[i], reference_list[i],
sample_info_list[i][2], sample_info_list[i][0],
sample_info_list[i][1], pred_mean_list[i], pred_std_list[i],
pred_std_list[i] / pred_stdmax_list[i], pred_var_list[i],
pred_var_list[i] / pred_varmax_list[i], dist_to_ref_list[i],
dist_to_min[i], dist_to_suggest[i]))
min_str = ' <========= MIN' if i == min_ind.data.squeeze(
)[0] else ''
print(time_str + data_str + min_str)
print(model.kernel.__class__.__name__)
torch.save(model, model_filename)
stored_variable = dict()
for key in stored_variable_names:
stored_variable[key] = locals()[key]
f = open(data_config_filename, 'w')
pickle.dump(stored_variable, f)
f.close()
for _ in range(3):
print('Experiment based on data in ' +
os.path.split(model_filename)[0])
return os.path.split(model_filename)[0]
def BO(geometry=None,
n_eval=200,
path=None,
func=None,
ndim=None,
boundary=False,
ard=False,
origin=False,
warping=False,
parallel=False):
assert (path is None) != (func is None)
if path is None:
assert (func.dim == 0) != (ndim is None)
assert geometry is not None
if ndim is None:
ndim = func.dim
exp_conf_str = geometry
if geometry == 'sphere':
assert not ard
exp_conf_str += 'warping' if warping else ''
radius_input_map = Kumaraswamy(ndim=1, max_input=ndim**
0.5) if warping else None
model = GPRegression(
kernel=RadializationKernel(max_power=3,
search_radius=ndim**0.5,
radius_input_map=radius_input_map))
inference_method = None
if origin and boundary:
inference_method = both_ShadowInference
exp_conf_str += 'both'
elif origin:
inference_method = origin_ShadowInference
exp_conf_str += 'origin'
elif boundary:
inference_method = satellite_ShadowInference
exp_conf_str += 'boundary'
else:
inference_method = Inference
exp_conf_str += 'none'
bnd = sphere_bound(ndim**0.5)
elif geometry == 'cube':
assert not origin
exp_conf_str += ('ard' if ard else '') + ('boundary'
if boundary else '')
model = GPRegression(kernel=Matern52(ndim=ndim, ard=ard))
inference_method = satellite_ShadowInference if boundary else Inference
bnd = (-1, 1)
if not os.path.isdir(EXPERIMENT_DIR):
raise ValueError(
'In file : ' + os.path.realpath(__file__) +
'\nEXPERIMENT_DIR variable is not properly assigned. Please check it.'
)
dir_list = [
elm for elm in os.listdir(EXPERIMENT_DIR)
if os.path.isdir(os.path.join(EXPERIMENT_DIR, elm))
]
folder_name = func.__name__ + '_D' + str(
ndim) + '_' + exp_conf_str + '_' + datetime.now().strftime(
'%Y%m%d-%H:%M:%S:%f')
os.makedirs(os.path.join(EXPERIMENT_DIR, folder_name))
logfile_dir = os.path.join(EXPERIMENT_DIR, folder_name, 'log')
os.makedirs(logfile_dir)
model_filename = os.path.join(EXPERIMENT_DIR, folder_name, 'model.pt')
data_config_filename = os.path.join(EXPERIMENT_DIR, folder_name,
'data_config.pkl')
x_input = Variable(
torch.stack(
[torch.zeros(ndim),
torch.FloatTensor(ndim).uniform_(-1, 1)]))
if func.func_name == 'stochastic_depth_resnet_cifar100':
special_init_point = torch.FloatTensor([
-0.88672996375809265, -0.83845553984377363,
-0.80082455589209434, -0.76868080609344613,
-0.74002860499719103, -0.71384507914214379,
-0.6895229479156415, -0.66666666534211871,
-0.64500158781765049, -0.62432778870160499,
-0.60449429448743319, -0.58538383736427368,
-0.56690311453886821, -0.54897644926147593,
-0.53154137077618735, -0.51454570980003023,
-0.49794520561122835, -0.4817019618876005,
-0.46578329447738975, -0.45016063464220946,
-0.43480887900991927, -0.41970588594137237,
-0.40483184457290511, -0.39016909932337462,
-0.37570168000845294, -0.36141512736958714,
-0.34729635533386094, -0.33333334161175654,
-0.31951507564952675, -0.30583136944490208,
-0.29227292909996905, -0.27883100126437665,
-0.26549747264739709, -0.25226475894331168,
-0.23912574658399377, -0.22607369983030123,
-0.2131023835975443, -0.20020577167418563,
-0.18737817967669568, -0.1746141913340078,
-0.16190858934371632, -0.14925649319813961,
-0.13665309066289877, -0.12409378040195429,
-0.11157411163518405, -0.099089726169870107,
-0.086636502479268351, -0.074210299199806373,
-0.061807101474520065, -0.049422967019945307,
-0.037054013082912562, -0.024696364163967699,
-0.012346298973719083, 0
])
x_input = torch.cat([x_input, Variable(special_init_point)])
n_init_eval = x_input.size(0)
output = Variable(torch.zeros(n_init_eval, 1))
for i in range(n_init_eval):
output[i] = func(x_input[i])
time_list = [time.time()] * n_init_eval
elapse_list = [0] * n_init_eval
pred_mean_list = [0] * n_init_eval
pred_std_list = [0] * n_init_eval
pred_var_list = [0] * n_init_eval
pred_stdmax_list = [1] * n_init_eval
pred_varmax_list = [1] * n_init_eval
reference_list = [output.data.squeeze()[0]] * n_init_eval
refind_list = [1] * n_init_eval
dist_to_ref_list = [0] * n_init_eval
sample_info_list = [(10, 0, 10)] * n_init_eval
inference = inference_method((x_input, output), model)
inference.init_parameters()
inference.sampling(n_sample=1, n_burnin=99, n_thin=1)
else:
if not os.path.exists(path):
path = os.path.join(EXPERIMENT_DIR, path)
logfile_dir = os.path.join(path, 'log')
model_filename = os.path.join(path, 'model.pt')
data_config_filename = os.path.join(path, 'data_config.pkl')
model = torch.load(model_filename)
data_config_file = open(data_config_filename, 'r')
for key, value in pickle.load(data_config_file).iteritems():
if key != 'logfile_dir':
exec(key + '=value')
data_config_file.close()
ignored_variable_names = [
'n_eval', 'path', 'i', 'key', 'value', 'logfile_dir', 'n_init_eval',
'data_config_file', 'dir_list', 'folder_name', 'model_filename',
'data_config_filename', 'kernel', 'model', 'inference', 'parallel',
'pool'
]
stored_variable_names = set(locals().keys()).difference(
set(ignored_variable_names))
if path is None:
torch.save(model, model_filename)
stored_variable = dict()
for key in stored_variable_names:
stored_variable[key] = locals()[key]
f = open(data_config_filename, 'w')
pickle.dump(stored_variable, f)
f.close()
print('Experiment based on data in %s' % os.path.split(model_filename)[0])
# multiprocessing conflicts with pytorch linear algebra operation
pool = multiprocessing.Pool(N_INIT) if parallel else None
for _ in range(n_eval):
start_time = time.time()
logfile = open(
os.path.join(logfile_dir,
str(x_input.size(0) + 1).zfill(4) + '.out'), 'w')
inference = inference_method((x_input, output), model)
reference, ref_ind = torch.min(output, 0)
reference = reference.data.squeeze()[0]
gp_hyper_params = inference.sampling(n_sample=10, n_burnin=0, n_thin=1)
inferences = deepcopy_inference(inference, gp_hyper_params)
x0_cand = optimization_candidates(x_input, output, -1, 1)
x0, sample_info = optimization_init_points(x0_cand,
reference=reference,
inferences=inferences)
next_x_point, pred_mean, pred_std, pred_var, pred_stdmax, pred_varmax = suggest(
x0=x0,
reference=reference,
inferences=inferences,
bounds=bnd,
pool=pool)
time_list.append(time.time())
elapse_list.append(time_list[-1] - time_list[-2])
pred_mean_list.append(pred_mean.squeeze()[0])
pred_std_list.append(pred_std.squeeze()[0])
pred_var_list.append(pred_var.squeeze()[0])
pred_stdmax_list.append(pred_stdmax.squeeze()[0])
pred_varmax_list.append(pred_varmax.squeeze()[0])
reference_list.append(reference)
refind_list.append(ref_ind.data.squeeze()[0] + 1)
dist_to_ref_list.append(
torch.sum((next_x_point - x_input[ref_ind]).data**2)**0.5)
sample_info_list.append(sample_info)
x_input = torch.cat([x_input, next_x_point], 0)
output = torch.cat([output, func(x_input[-1]).resize(1, 1)])
min_ind = torch.min(output, 0)[1]
min_loc = x_input[min_ind]
min_val = output[min_ind]
dist_to_suggest = torch.sum((x_input - x_input[-1]).data**2, 1)**0.5
dist_to_min = torch.sum((x_input - min_loc).data**2, 1)**0.5
out_of_box = torch.sum((torch.abs(x_input.data) > 1), 1)
print('')
for i in range(x_input.size(0)):
time_str = time.strftime('%H:%M:%S', time.gmtime(
time_list[i])) + '(' + time.strftime(
'%H:%M:%S', time.gmtime(elapse_list[i])) + ') '
data_str = (
'%3d-th : %+12.4f(R:%8.4f[%4d]/ref:[%3d]%8.4f), sample([%2d] best:%2d/worst:%2d), '
'mean : %+.4E, std : %.4E(%5.4f), var : %.4E(%5.4f), '
'2ownMIN : %8.4f, 2curMIN : %8.4f, 2new : %8.4f' %
(i + 1, output.data.squeeze()[i], torch.sum(x_input.data[i]**2)
**0.5, out_of_box[i], refind_list[i], reference_list[i],
sample_info_list[i][2], sample_info_list[i][0],
sample_info_list[i][1], pred_mean_list[i], pred_std_list[i],
pred_std_list[i] / pred_stdmax_list[i], pred_var_list[i],
pred_var_list[i] / pred_varmax_list[i], dist_to_ref_list[i],
dist_to_min[i], dist_to_suggest[i]))
min_str = ' <========= MIN' if i == min_ind.data.squeeze(
)[0] else ''
print(time_str + data_str + min_str)
logfile.writelines(time_str + data_str + min_str + '\n')
logfile.close()
torch.save(model, model_filename)
stored_variable = dict()
for key in stored_variable_names:
stored_variable[key] = locals()[key]
f = open(data_config_filename, 'w')
pickle.dump(stored_variable, f)
f.close()
if parallel:
pool.close()
print('Experiment based on data in %s' % os.path.split(model_filename)[0])
return os.path.split(model_filename)[0]