def gpb_from_func_caller(func_caller,
worker_manager,
max_capital,
is_mf,
mode=None,
acq=None,
mf_strategy=None,
domain_add_max_group_size=-1,
options=None,
reporter='default'):
""" GP Bandit optimisation from a utils.function_caller.FunctionCaller instance.
domain_add_max_group_size indicates whether we should use an additive model or not.
If its negative, then use a non-additive model. If its positive, then use an additive
model with maximum group size as given. If zero, then use the default in options.
"""
# pylint: disable=too-many-branches
reporter = get_reporter(reporter)
if is_mf:
if isinstance(func_caller.fidel_space, domains.EuclideanDomain) and \
isinstance(func_caller.domain, domains.EuclideanDomain):
optimiser_constructor = EuclideanGPBandit
dflt_list_of_options = get_all_mf_gp_bandit_args_from_gp_args(
euclidean_mf_gp_args)
else:
if isinstance(func_caller.domain, domains.EuclideanDomain):
optimiser_constructor = EuclideanGPBandit
dflt_list_of_options = get_all_gp_bandit_args_from_gp_args(
euclidean_gp_args)
else:
raise ValueError('Random optimiser not implemented for domain of type %s.'%( \
type(func_caller.domain)))
# Load options
if options is None:
reporter = get_reporter(reporter)
options = load_options(dflt_list_of_options, reporter=reporter)
if acq is not None:
options.acq = acq
if mode is not None:
options.mode = mode
if mf_strategy is not None:
options.mf_strategy = mf_strategy
# Additive model
if domain_add_max_group_size >= 0:
if is_mf:
options.domain_use_additive_gp = True
if domain_add_max_group_size > 0:
options.domain_add_max_group_size = domain_add_max_group_size
else:
options.use_additive_gp = True
if domain_add_max_group_size > 0:
options.add_max_group_size = domain_add_max_group_size
# create optimiser and return
optimiser = optimiser_constructor(func_caller,
worker_manager,
is_mf=is_mf,
options=options,
reporter=reporter)
return optimiser.optimise(max_capital)
def _get_ga_optimiser_args(cls,
obj,
num_evals,
mutation_op,
init_pool,
init_pool_vals=None,
expects_inputs_to_be_iterable=True):
""" Returns arguments for the optimiser. """
if expects_inputs_to_be_iterable:
def _obj_wrap(_obj, _x):
""" A wrapper for the optimiser for GA. """
ret = _obj([_x])
return ret[0]
def _get_obj_wrap(_obj):
""" Returns an optimiser for GA. """
return lambda x: _obj_wrap(_obj, x)
obj = _get_obj_wrap(obj)
if init_pool_vals is None:
init_pool_vals = [obj(nn) for nn in init_pool]
reporter = get_reporter('silent')
options = load_options(ga_opt_args, reporter=reporter)
options.pre_eval_points = init_pool
options.pre_eval_vals = init_pool_vals
options.pre_eval_true_vals = init_pool_vals
options.num_mutations_per_epoch = int(
np.clip(3 * np.sqrt(num_evals), 5, 100))
# print 'GA opt args: ', num_evals, options.num_mutations_per_epoch
return obj, options, reporter, mutation_op
def nasbot(func_caller,
worker_manager,
budget,
tp_comp=None,
mode=None,
init_pool=None,
acq='hei',
options=None,
reporter='default'):
""" NASBOT optimisation from a function caller. """
nn_type = func_caller.domain.nn_type
if options is None:
reporter = get_reporter(reporter)
options = load_options(all_nasbot_args, reporter=reporter)
if acq is not None:
options.acq = acq
if mode is not None:
options.mode = mode
if tp_comp is None:
tp_comp = get_default_otmann_distance(nn_type, 1.0)
# Initial queries
if not hasattr(options,
'pre_eval_points') or options.pre_eval_points is None:
if init_pool is None:
init_pool = get_initial_pool(nn_type)
options.get_initial_points = lambda n: init_pool[:n]
return (NASBOT(func_caller,
worker_manager,
tp_comp,
options=options,
reporter=reporter)).optimise(budget)
def __init__(self,
X,
Y,
kernel,
mean_func,
noise_var,
build_posterior=True,
reporter=None,
handle_non_psd_kernels=''):
""" Constructor. """
super(GP, self).__init__()
_check_feature_label_lengths_and_format(X, Y)
self.X = X
self.Y = Y
self.kernel = kernel
self.mean_func = mean_func
self.noise_var = noise_var
self.reporter = get_reporter(reporter)
self.handle_non_psd_kernels = handle_non_psd_kernels
# Some derived attribues.
self.num_tr_data = len(self.Y)
# Initialise other attributes we will need.
self.L = None
self.alpha = None
self.K_trtr = None
self.K_trtr_wo_noise = None
self._set_up()
self.in_debug_mode = False
# Build posterior if necessary
if build_posterior:
self.build_posterior()
def __init__(self,
func_caller,
worker_manager,
mutation_op,
crossover_op=None,
options=None,
reporter=None):
""" Constructor.
mutation_op: A function which takes in a list of objects and modifies them.
crossover_op: A function which takes in two objects and performs a cross-over
operation.
So far we have not implemented cross-over but included here in case we want to
include it in the future.
For other arguments, see BlackboxOptimiser
"""
if options is None:
reporter = get_reporter(reporter)
options = load_options(ga_opt_args, reporter=reporter)
super(GAOptimiser, self).__init__(func_caller,
worker_manager,
model=None,
options=options,
reporter=reporter)
self.mutation_op = mutation_op
self.crossover_op = crossover_op
self.to_eval_points = []
def optimize_chemist(func_caller,
worker_manager,
budget,
mode=None,
init_pool=None,
acq='hei',
options=None,
reporter='default'):
""" Chemist optimization from a function caller. """
if options is None:
reporter = get_reporter(reporter)
options = load_options(all_chemist_args, reporter=reporter)
# TODO: what is this option?
if acq is not None:
options.acq = acq
if mode is not None:
options.mode = mode
# Initial queries
if not hasattr(options,
'pre_eval_points') or options.pre_eval_points is None:
if init_pool is None:
init_pool = get_initial_pool()
options.get_initial_points = lambda n: init_pool[:n]
return (Chemist(func_caller,
worker_manager,
options=options,
reporter=reporter)).optimise(budget)
def __init__(self,
experiment_name,
num_experiments,
save_file_name,
save_file_extension='',
reporter='default',
random_seed_val='time'):
""" Constructor.
random_seed_val: If None we will not change the random seed. If it is
'time' we will set it to a time based value. If it is an int, we will set
the seed to that value.
"""
self.experiment_name = experiment_name
self.num_experiments = num_experiments
if save_file_extension == '':
save_file_parts = save_file_name.split('.')
save_file_name = save_file_parts[0]
save_file_extension = save_file_parts[1]
self.save_file_extension = save_file_extension
self.save_file_full_name = save_file_name + '.' + self.save_file_extension
self.pickle_file_name = save_file_name + '.p'
self.reporter = get_reporter(reporter)
self.to_be_saved = Namespace(experiment_name=self.experiment_name)
self.data_not_to_be_mat_saved = []
self.data_not_to_be_pickled = []
# We will need these going forward.
self.experiment_iter = 0
# Set the random seed
if random_seed_val is not None:
if random_seed_val == 'time':
random_seed_val = int(time() * 100) % 100000
self.reporter.writeln('Setting random seed to %d.' %
(random_seed_val))
np.random.seed(random_seed_val)
random.seed(random_seed_val)
def __init__(self, constraint_checker=None, options=None, reporter=None):
""" Constructor. """
self.reporter = get_reporter(reporter)
self.constraint_checker = constraint_checker
if options is None:
options = load_options(nn_modifier_args)
self.options = options
def main():
""" Main function. """
options = load_options(all_mf_gp_bandit_args)
prob, options = get_problem_parameters(options)
# Set other variables
all_methods = NONFINITE_METHODS + FINITE_METHODS
method_options = {key: options for key in all_methods}
noisy_str = 'noiseless' if not NOISY else 'noisy%0.3f' % (
prob.mfof.noise_var)
save_file_prefix = '%s-%s-p%d-d%d' % (prob.experiment_name, noisy_str,
prob.mfof.fidel_dim,
prob.mfof.domain_dim)
reporter = get_reporter('default')
experimenter = MFOptExperimenter(prob.experiment_name,
prob.mfof,
prob.max_capital,
all_methods,
prob.num_experiments,
SAVE_RESULTS_DIR,
save_file_prefix=save_file_prefix,
method_options=method_options,
method_reporter=reporter,
reporter=reporter)
experimenter.run_experiments()
def mf_random_optimiser_from_func_caller(func_caller,
worker_manager,
max_capital,
mode,
options=None,
reporter='default',
*args,
**kwargs):
""" Creates a MF EuclideanRandomOptimiser Object and optimises the function. """
reporter = get_reporter(reporter)
if isinstance(func_caller.domain, domains.EuclideanDomain) and \
isinstance(func_caller.fidel_space, domains.EuclideanDomain):
optimiser_constructor = MFEuclideanRandomOptimiser
dflt_list_of_options = mf_euclidean_random_optimiser_args
else:
raise ValueError(
('MF Random optimiser not implemented for (domain, fidel_space) ' +
'of types (%s, %s).') %
(type(func_caller.domain), type(func_caller.fidel_space)))
# Load options
if options is None:
options = load_options(dflt_list_of_options)
options.mode = mode
# Create optimiser
optimiser = optimiser_constructor(func_caller,
worker_manager,
options=options,
reporter=reporter,
*args,
**kwargs)
# optimise and return
return optimiser.optimise(max_capital)
def optimise_with_method_on_func_caller(method,
func_caller,
worker_manager,
max_capital,
options=None,
reporter='default'):
""" A wrapper that can be used to call all optimisation method. """
if options is None:
from gp_bandit import all_gp_bandit_args
reporter = get_reporter(reporter)
options = load_options(all_gp_bandit_args, reporter=reporter)
# The mode should be specified in the first three letters of the method argument
options.mode = method[0:3]
if method in ['synRAND', 'asyRAND']:
return random_optimiser_from_func_caller(func_caller,
worker_manager,
max_capital,
options=options,
reporter=reporter)
elif method in [
'asyTS', 'synTS', 'asyHTS', 'asyUCB', 'asyBUCB', 'synBUCB',
'synUCBPE', 'asyEI'
]:
from gp_bandit import gpb_from_func_caller
options.acq = method[3:]
return gpb_from_func_caller(func_caller,
worker_manager,
max_capital,
options=options,
reporter='default')
else:
raise ValueError('Unknown method %s!' % (method))
def _get_euc_gpb_arguments(cls, num_dims):
""" Returns options for GP Bandits on a Euclidean space. """
reporter = reporters.get_reporter('silent')
gpb_args = gp_bandit.get_all_gp_bandit_args_from_gp_args(all_simple_gp_args)
options = load_options(gpb_args, reporter=reporter)
options.get_initial_points = lambda n: np.random.random((n, num_dims))
options.num_init_evals = 20
return options
def __init__(self, options, reporter='default'):
""" Constructor. """
super(GPFitter, self).__init__()
self.reporter = get_reporter(reporter)
if isinstance(options, list):
options = load_options(options, 'GP', reporter=self.reporter)
self.options = options
self._set_up()
def maximise_function(func,
max_capital,
domain=None,
domain_bounds=None,
config=None,
options=None,
hp_tune_criterion='post_sampling',
hp_tune_method='slice',
init_capital=None,
init_capital_frac=None,
num_init_evals=20):
"""
Maximizes a function given a function and domain bounds of the hyperparameters
and returns optimal value and optimal point.
"""
reporter = get_reporter('default')
if options is None:
euc_gpb_args = get_all_gp_bandit_args_from_gp_args(euclidean_gp_args)
options = load_options(euc_gpb_args)
options.gpb_hp_tune_criterion = hp_tune_criterion
options.gpb_post_hp_tune_method = hp_tune_method
options.init_capital = init_capital
options.init_capital_frac = init_capital_frac
options.num_init_evals = num_init_evals
# Check for Domains
if domain is None:
if config is not None:
param_spec = config_parser(options.config)
domain = create_domain(param_spec['domain'])
elif domain_bounds is not None:
domain = domains.EuclideanDomain(domain_bounds)
else:
raise ValueError(
'Domain or path to config file or domain_bounds have to be given.'
)
# Create worker manager and function caller
worker_manager = SyntheticWorkerManager(num_workers=1,
time_distro='caller_eval_cost')
if isinstance(domain, domains.EuclideanDomain):
func_caller = EuclideanFunctionCaller(func, domain, vectorised=False)
else:
func_caller = FunctionCaller(func, domain)
# Create GPBandit opbject and run optimiser
gpb = EuclideanGPBandit(func_caller,
worker_manager,
reporter=reporter,
options=options)
opt_val, opt_pt, history = gpb.optimise(max_capital)
opt_pt = func_caller.get_raw_domain_coords(opt_pt)
history.curr_opt_points = [
func_caller.get_raw_domain_coords(pt) for pt in history.curr_opt_points
]
history.query_points = [
func_caller.get_raw_domain_coords(pt) for pt in history.query_points
]
return opt_val, opt_pt, history
def _get_optimiser_args(self, optimiser_args=chemist.all_chemist_args):
""" Returns the options and reporter. """
reporter = get_reporter('default')
options = load_options(optimiser_args, reporter=reporter)
options.pre_eval_points = self.ga_init_pool
options.pre_eval_vals = self.ga_init_vals
options.pre_eval_true_vals = self.ga_init_vals
options_clone = deepcopy(options)
return options, options_clone, reporter
def __init__(self, X, Y, options=None, reporter=None, *args, **kwargs):
""" Constructor. """
self.X = X
self.Y = Y
self.reporter = get_reporter(reporter)
self.num_data = len(X)
if options is None:
options = load_options(mol_gp_args, 'GPFitter', reporter=reporter)
super(MolGPFitter, self).__init__(options, *args, **kwargs)
def prep_optimiser_args(obj_func, optimiser_args):
""" Returns the options and reporter. """
reporter = get_reporter('default')
options = load_options(optimiser_args, reporter=reporter)
options.pre_eval_points = get_initial_pool()
options.pre_eval_vals = [obj_func(mol) for mol in options.pre_eval_points]
options.pre_eval_true_vals = options.pre_eval_vals
options_clone = deepcopy(options)
return options, options_clone, reporter
def __init__(self, X, Y, options=None, reporter=None):
""" Constructor. """
self.dim = len(X[0])
reporter = get_reporter(reporter)
if options is None:
options = load_options(euclidean_gp_args,
'EuclideanGP',
reporter=reporter)
super(EuclideanGPFitter, self).__init__(X, Y, options, reporter)
def __init__(self, ZZ, XX, YY, options=None, reporter=None):
""" Constructor. options should either be a Namespace, a list or None. """
reporter = get_reporter(reporter)
if options is None:
options = load_options(euclidean_mf_gp_args, 'MF-GP', reporter)
self.fidel_dim = len(ZZ[0])
self.domain_dim = len(XX[0])
self.input_dim = self.fidel_dim + self.domain_dim
super(EuclideanMFGPFitter, self).__init__(ZZ, XX, YY, options,
reporter)
def __init__(self, ZZ, XX, YY, options=None, reporter=None):
""" Constructor. """
reporter = get_reporter(reporter)
if isinstance(options, list):
options = load_options(options, 'MFGP', reporter=self.reporter)
self.ZZ = ZZ
self.XX = XX
self.YY = YY
self.num_tr_data = len(self.YY)
ZX = get_ZX_from_ZZ_XX(ZZ, XX)
super(MFGPFitter, self).__init__(ZX, YY, options, reporter)
def __init__(self,
func_caller,
worker_manager,
options=None,
reporter=None):
""" Constructor. """
self.reporter = get_reporter(reporter)
if options is None:
options = load_options(all_gp_bandit_args, reporter=reporter)
super(GPBandit, self).__init__(func_caller, worker_manager, options,
self.reporter)
def get_options_and_reporter(method, init_points, init_vals):
""" Returns the options and reporter. """
reporter = get_reporter('default')
if method in ['GA', 'randGA']:
options = load_options(ga_optimiser.ga_opt_args, reporter=reporter)
else:
raise ValueError('Unknown method %s.' % (method))
options.pre_eval_points = init_points
options.pre_eval_vals = init_vals
options.pre_eval_true_vals = init_vals
return options, reporter
def __init__(self, mf_opt_func, options=None, reporter=None):
""" Constructor. """
self.reporter = get_reporter(reporter)
if options is None:
options = load_options(all_mf_gp_bandit_args, reporter=reporter)
self.options = options
# Set up mfgp and mfof attributes
self.mfof = mf_opt_func # mfof refers to an MFOptFunction object.
self.mfgp = None
# Other set up
self._set_up()
def __init__(self,
func_caller,
worker_manager,
options=None,
reporter=None):
""" Constructor. """
self.reporter = get_reporter(reporter)
if options is None:
options = load_options(blackbox_opt_args, reporter=reporter)
super(RandomOptimiser, self).__init__(func_caller, worker_manager,
options, self.reporter)
def __init__(self, X, Y, options, reporter='default'):
""" Constructor. """
super(GPFitter, self).__init__()
assert len(X) == len(Y)
self.reporter = get_reporter(reporter)
if isinstance(options, list):
options = load_options(options, 'GP', reporter=self.reporter)
self.options = options
self.X = X
self.Y = Y
self.num_data = len(X)
self._set_up()
def __init__(self,
func_caller,
worker_manager,
options=None,
reporter=None):
if options is None:
reporter = get_reporter(reporter)
options = load_options(all_chemist_args, reporter=reporter)
super(Chemist, self).__init__(func_caller,
worker_manager,
options=options,
reporter=reporter)
def __init__(self, ZZ, XX, YY, options=None, reporter=None):
""" Constructor. options should either be a Namespace, a list or None"""
reporter = get_reporter(reporter)
if options is None:
options = load_options(all_mf_gp_args, 'MF-GP', reporter)
self.ZZ = ZZ
self.XX = XX
self.YY = YY
self.ZX = np.concatenate((self.ZZ, self.XX), axis=1)
self.fidel_dim = self.ZZ.shape[1]
self.domain_dim = self.XX.shape[1]
self.input_dim = self.fidel_dim + self.domain_dim
super(MFGPFitter, self).__init__(options, reporter)
def test_instantiation(self):
""" Tests instantiation of the optimiser. """
optimiser = self._child_instantiate_optimiser(
self.func_caller,
self.worker_manager_3,
options=None,
reporter=reporters.get_reporter('silent'))
self.report('Instantiated %s object.' % (type(optimiser)))
for attr in dir(optimiser):
if not attr.startswith('_'):
self.report(
'optimiser.%s = %s' %
(attr, str(getattr(optimiser, attr))), 'test_result')
def random_optimise_from_args(func_caller,
worker_manager,
max_capital,
mode=None,
options=None,
reporter='default'):
""" Random otpimisation from a utils.function_caller.FunctionCaller instance. """
if options is None:
reporter = get_reporter(reporter)
options = load_options(random_opt_args, reporter=reporter)
options.mode = mode
return (RandomOptimiser(func_caller, worker_manager, options,
reporter)).optimise(max_capital)
def mfgpb_from_mfoptfunc(mf_opt_func,
max_capital,
acq=None,
options=None,
reporter='default'):
""" MF GP Bandit optimisation with an mf_func.MFOptFunction object. """
# if not isinstance(mf_opt_func, MFOptFunction):
# raise ValueError('mf_opt_func should be a mf_func.MFOptFunction instance.')
if acq is not None:
if options is None:
reporter = get_reporter(reporter)
options = load_options(all_mf_gp_bandit_args, reporter=reporter)
options.acq = acq
return (MFGPBandit(mf_opt_func, options, reporter)).optimise(max_capital)