def __init__(self, lower, upper): """ Initialise the Sampler class. .. note:: Currently only supports rectangular type restrictions on the parameter space Parameters ---------- lower : array_like Lower or minimum bounds for the parameter space upper : array_like Upper or maximum bounds for the parameter space """ self.lower = np.array(lower) self.upper = np.array(upper) self.dims = self.upper.shape[0] assert (self.lower.ndim == 1) and (self.upper.ndim == 1) assert self.lower.shape[0] == self.dims self.X = ArrayBuffer() self.y = ArrayBuffer() self.virtual_flag = ArrayBuffer() self.pending_results = {} self.n_tasks = None
def main(): d = 20 n_stack = 10000 buf = ArrayBuffer() st = time.time() for i in range(n_stack): # buf.append(np.random.random()) buf.append(np.random.random(d)) # NOQA we dont do anything with a ft = time.time() print('Efficient buffer took {0:.5f} seconds'.format(ft - st)) a = buf() import IPython IPython.embed() import sys sys.exit() print(a) exit() st = time.time() b = np.zeros((0, d)) for i in range(n_stack): b = np.vstack((b, np.random.random(d))) ft = time.time() print('Repeated Vstack took {0:.5f} seconds'.format(ft - st)) st = time.time() b_buf = [] for i in range(n_stack): b_buf.append(np.random.random(d)) b = np.array(b_buf) ft = time.time() print('List buffering and casting took {0:.5f} seconds'.format(ft - st))
def _update(self, uid, y_true): """ Update a job with its observed value. Parameters ---------- uid : str A hexadecimal ID that identifies the job to be updated y_true : float The observed value corresponding to the job identified by 'uid' Returns ------- int Index location in the data lists 'Sampler.X' and 'Sampler.y' corresponding to the job being updated """ # Make sure the job uid given is valid if uid not in self.pending_results: warnings.warn('Result was not pending!') assert uid in self.pending_results # Kill the job and update collected data with true observation ind = self.pending_results.pop(uid) # If the user has been pushing Nones until now, we will init properly if self.n_tasks is None: self.n_tasks = len(np.atleast_1d(y_true)) pending_count = len(self.y) self.y = ArrayBuffer() for _ in range(pending_count): self.y.append(np.zeros(self.n_tasks)) self.y()[ind] = y_true self.virtual_flag()[ind] = False return ind
class Sampler: """ Provide a basic template and interface to specific Sampler subclasses. Attributes ---------- lower : numpy.ndarray Lower bounds for each parameter in the parameter space upper : numpy.ndarray Upper bounds for each parameter in the parameter space dims : int Dimension of the parameter space (number of parameters) X : ArrayBuffer Contiguous Buffer of feature vectors representing observed locations in the parameter space y : ArrayBuffer Contiguous Buffer of target outputs or expected (virtual) target outputs corresponding to the feature vectors 'X' virtual_flag : ArrayBuffer A contiguous array of boolean flags indicating virtual elements of 'y' True: Corresponding target output is virtual False: Corresponding target output is observed pending_results : dict A dictionary that maps the job ID to the corresponding index in both the 'X' and 'y' buffers. """ def __init__(self, lower, upper): """ Initialise the Sampler class. .. note:: Currently only supports rectangular type restrictions on the parameter space Parameters ---------- lower : array_like Lower or minimum bounds for the parameter space upper : array_like Upper or maximum bounds for the parameter space """ self.lower = np.array(lower) self.upper = np.array(upper) self.dims = self.upper.shape[0] assert (self.lower.ndim == 1) and (self.upper.ndim == 1) assert self.lower.shape[0] == self.dims self.X = ArrayBuffer() self.y = ArrayBuffer() self.virtual_flag = ArrayBuffer() self.pending_results = {} self.n_tasks = None def pick(self): """ Pick the next feature location for the next observation to be taken. .. note:: Currently only supports rectangular type restrictions on the parameter space Returns ------- numpy.ndarray Location in the parameter space for the next observation to be taken str A random hexadecimal ID to identify the corresponding job Raises ------ AssertionError Under all circumstances. See note above. """ assert False def update(self, uid, y_true): """ Update a job with its observed value. .. note:: Currently a dummy function whose functionality will be filled by subclasses of the Sampler class Parameters ---------- uid : str A hexadecimal ID that identifies the job to be updated y_true : float The observed value corresponding to the job identified by 'uid' Returns ------- int Index location in the data lists 'Sampler.X' and 'Sampler.y' corresponding to the job being updated Raises ------ AssertionError Under all circumstances. See note above. """ assert False def _assign(self, xq, yq_exp): """ Assign a pair (location in parameter space, virtual target) a job ID. Parameters ---------- xq : numpy.ndarray Location in the parameter space for the next observation to be taken yq_exp : float The virtual target output at that parameter location Returns ------- str A random hexadecimal ID to identify the corresponding job """ # Place a virtual observation onto the collected data n = len(self.X) self.X.append(xq) self.virtual_flag.append(True) # If we get a None, insert zeros instead if yq_exp is None and self.n_tasks is not None: self.y.append(np.zeros(self.n_tasks)) else: self.y.append(yq_exp) # then add the real one # Create an uid for this observation # m = hashlib.md5() # m.update(np.array(np.random.random())) # uid = m.hexdigest() uid = uuid.uuid4().hex # "%032x" % random.getrandbits(128) # Note the index of corresponding to this picked location self.pending_results[uid] = n return uid def _update(self, uid, y_true): """ Update a job with its observed value. Parameters ---------- uid : str A hexadecimal ID that identifies the job to be updated y_true : float The observed value corresponding to the job identified by 'uid' Returns ------- int Index location in the data lists 'Sampler.X' and 'Sampler.y' corresponding to the job being updated """ # Make sure the job uid given is valid if uid not in self.pending_results: warnings.warn('Result was not pending!') assert uid in self.pending_results # Kill the job and update collected data with true observation ind = self.pending_results.pop(uid) # If the user has been pushing Nones until now, we will init properly if self.n_tasks is None: self.n_tasks = len(np.atleast_1d(y_true)) pending_count = len(self.y) self.y = ArrayBuffer() for _ in range(pending_count): self.y.append(np.zeros(self.n_tasks)) self.y()[ind] = y_true self.virtual_flag()[ind] = False return ind