def test_sample_independent_handle_unsuccessful_states(
state: optuna.trial.TrialState) -> None:
study = optuna.create_study(directions=["minimize", "maximize"])
dist = optuna.distributions.UniformDistribution(1.0, 100.0)
random.seed(128)
# Prepare sampling result for later tests.
past_trials = [
frozen_trial_factory(
i, [random.random(), random.random()]) for i in range(32)
]
trial = frozen_trial_factory(32, [0, 0])
sampler = MOTPESampler(seed=0)
attrs = MockSystemAttr()
with patch.object(
study._storage, "get_all_trials",
return_value=past_trials), patch.object(
study._storage,
"set_trial_system_attr",
side_effect=attrs.set_trial_system_attr), patch.object(
study._storage, "get_trial", return_value=trial), patch(
"optuna.trial.Trial.system_attrs",
new_callable=PropertyMock) as mock1, patch(
"optuna.trial.FrozenTrial.system_attrs",
new_callable=PropertyMock,
) as mock2:
mock1.return_value = attrs.value
mock2.return_value = attrs.value
all_success_suggestion = sampler.sample_independent(
study, trial, "param-a", dist)
# Test unsuccessful trials are handled differently.
state_fn = build_state_fn(state)
past_trials = [
frozen_trial_factory(
i, [random.random(), random.random()], state_fn=state_fn)
for i in range(32)
]
trial = frozen_trial_factory(32, [0, 0])
sampler = MOTPESampler(seed=0)
attrs = MockSystemAttr()
with patch.object(
study._storage, "get_all_trials",
return_value=past_trials), patch.object(
study._storage,
"set_trial_system_attr",
side_effect=attrs.set_trial_system_attr), patch.object(
study._storage, "get_trial", return_value=trial), patch(
"optuna.trial.Trial.system_attrs",
new_callable=PropertyMock) as mock1, patch(
"optuna.trial.FrozenTrial.system_attrs",
new_callable=PropertyMock,
) as mock2:
mock1.return_value = attrs.value
mock2.return_value = attrs.value
partial_unsuccessful_suggestion = sampler.sample_independent(
study, trial, "param-a", dist)
assert partial_unsuccessful_suggestion != all_success_suggestion
def test_sample_independent_log_uniform_distributions() -> None:
"""Prepare sample from uniform distribution for cheking other distributions."""
study = optuna.create_study(directions=["minimize", "maximize"])
random.seed(128)
uni_dist = optuna.distributions.UniformDistribution(1.0, 100.0)
past_trials = [
frozen_trial_factory(
i, [random.random(), random.random()]) for i in range(16)
]
trial = frozen_trial_factory(16, [0, 0])
sampler = MOTPESampler(seed=0)
attrs = MockSystemAttr()
with patch.object(
study._storage, "get_all_trials",
return_value=past_trials), patch.object(
study._storage,
"set_trial_system_attr",
side_effect=attrs.set_trial_system_attr), patch.object(
study._storage, "get_trial", return_value=trial), patch(
"optuna.trial.Trial.system_attrs",
new_callable=PropertyMock) as mock1, patch(
"optuna.trial.FrozenTrial.system_attrs",
new_callable=PropertyMock,
) as mock2:
mock1.return_value = attrs.value
mock2.return_value = attrs.value
uniform_suggestion = sampler.sample_independent(
study, trial, "param-a", uni_dist)
# Test sample from log-uniform is different from uniform.
log_dist = optuna.distributions.LogUniformDistribution(1.0, 100.0)
past_trials = [
frozen_trial_factory(
i, [random.random(), random.random()], log_dist) for i in range(16)
]
trial = frozen_trial_factory(16, [0, 0])
sampler = MOTPESampler(seed=0)
attrs = MockSystemAttr()
with patch.object(
study._storage, "get_all_trials",
return_value=past_trials), patch.object(
study._storage,
"set_trial_system_attr",
side_effect=attrs.set_trial_system_attr), patch.object(
study._storage, "get_trial", return_value=trial), patch(
"optuna.trial.Trial.system_attrs",
new_callable=PropertyMock) as mock1, patch(
"optuna.trial.FrozenTrial.system_attrs",
new_callable=PropertyMock,
) as mock2:
mock1.return_value = attrs.value
mock2.return_value = attrs.value
loguniform_suggestion = sampler.sample_independent(
study, trial, "param-a", log_dist)
assert 1.0 <= loguniform_suggestion < 100.0
assert uniform_suggestion != loguniform_suggestion
def test_sample_independent_n_startup_trial() -> None:
study = optuna.create_study(directions=["minimize", "maximize"])
dist = optuna.distributions.UniformDistribution(1.0, 100.0)
random.seed(128)
past_trials = [
frozen_trial_factory(
i, [random.random(), random.random()]) for i in range(16)
]
trial = frozen_trial_factory(16, [0, 0])
sampler = MOTPESampler(n_startup_trials=16, seed=0)
attrs = MockSystemAttr()
with patch.object(
study._storage, "get_all_trials",
return_value=past_trials[:15]), patch.object(
study._storage,
"set_trial_system_attr",
side_effect=attrs.set_trial_system_attr), patch.object(
study._storage, "get_trial", return_value=trial), patch(
"optuna.trial.Trial.system_attrs",
new_callable=PropertyMock) as mock1, patch(
"optuna.trial.FrozenTrial.system_attrs",
new_callable=PropertyMock,
) as mock2, patch.object(
optuna.samplers.RandomSampler,
"sample_independent",
return_value=1.0,
) as sample_method:
mock1.return_value = attrs.value
mock2.return_value = attrs.value
sampler.sample_independent(study, trial, "param-a", dist)
assert sample_method.call_count == 1
sampler = MOTPESampler(n_startup_trials=16, seed=0)
attrs = MockSystemAttr()
with patch.object(
study._storage, "get_all_trials",
return_value=past_trials), patch.object(
study._storage,
"set_trial_system_attr",
side_effect=attrs.set_trial_system_attr), patch.object(
study._storage, "get_trial", return_value=trial), patch(
"optuna.trial.Trial.system_attrs",
new_callable=PropertyMock) as mock1, patch(
"optuna.trial.FrozenTrial.system_attrs",
new_callable=PropertyMock,
) as mock2, patch.object(
optuna.samplers.RandomSampler,
"sample_independent",
return_value=1.0,
) as sample_method:
mock1.return_value = attrs.value
mock2.return_value = attrs.value
sampler.sample_independent(study, trial, "param-a", dist)
assert sample_method.call_count == 0
def test_sample_independent_prior() -> None:
study = optuna.create_study(directions=["minimize", "maximize"])
dist = optuna.distributions.UniformDistribution(1.0, 100.0)
random.seed(128)
past_trials = [frozen_trial_factory(i, [random.random(), random.random()]) for i in range(16)]
# Prepare a trial and a sample for later checks.
trial = frozen_trial_factory(16, [0, 0])
sampler = MOTPESampler(seed=0)
attrs = MockSystemAttr()
with patch.object(study._storage, "get_all_trials", return_value=past_trials), patch.object(
study._storage, "set_trial_system_attr", side_effect=attrs.set_trial_system_attr
), patch.object(study._storage, "get_trial", return_value=trial), patch(
"optuna.trial.Trial.system_attrs", new_callable=PropertyMock
) as mock1, patch(
"optuna.trial.FrozenTrial.system_attrs",
new_callable=PropertyMock,
) as mock2:
mock1.return_value = attrs.value
mock2.return_value = attrs.value
suggestion = sampler.sample_independent(study, trial, "param-a", dist)
sampler = MOTPESampler(consider_prior=False, seed=0)
attrs = MockSystemAttr()
with patch.object(study._storage, "get_all_trials", return_value=past_trials), patch.object(
study._storage, "set_trial_system_attr", side_effect=attrs.set_trial_system_attr
), patch.object(study._storage, "get_trial", return_value=trial), patch(
"optuna.trial.Trial.system_attrs", new_callable=PropertyMock
) as mock1, patch(
"optuna.trial.FrozenTrial.system_attrs",
new_callable=PropertyMock,
) as mock2:
mock1.return_value = attrs.value
mock2.return_value = attrs.value
assert sampler.sample_independent(study, trial, "param-a", dist) != suggestion
sampler = MOTPESampler(prior_weight=0.5, seed=0)
attrs = MockSystemAttr()
with patch.object(study._storage, "get_all_trials", return_value=past_trials), patch.object(
study._storage, "set_trial_system_attr", side_effect=attrs.set_trial_system_attr
), patch.object(study._storage, "get_trial", return_value=trial), patch(
"optuna.trial.Trial.system_attrs", new_callable=PropertyMock
) as mock1, patch(
"optuna.trial.FrozenTrial.system_attrs",
new_callable=PropertyMock,
) as mock2:
mock1.return_value = attrs.value
mock2.return_value = attrs.value
assert sampler.sample_independent(study, trial, "param-a", dist) != suggestion
def test_sample_independent_ignored_states() -> None:
"""Tests FAIL, RUNNING, and WAITING states are equally."""
study = optuna.create_study(directions=["minimize", "maximize"])
dist = optuna.distributions.UniformDistribution(1.0, 100.0)
suggestions = []
for state in [
optuna.trial.TrialState.FAIL,
optuna.trial.TrialState.RUNNING,
optuna.trial.TrialState.WAITING,
]:
random.seed(128)
state_fn = build_state_fn(state)
past_trials = [
frozen_trial_factory(i, [random.random(), random.random()], state_fn=state_fn)
for i in range(32)
]
trial = frozen_trial_factory(32, [0, 0])
sampler = MOTPESampler(seed=0)
attrs = MockSystemAttr()
with patch.object(study._storage, "get_all_trials", return_value=past_trials), patch.object(
study._storage, "set_trial_system_attr", side_effect=attrs.set_trial_system_attr
), patch.object(study._storage, "get_trial", return_value=trial), patch(
"optuna.trial.Trial.system_attrs", new_callable=PropertyMock
) as mock1, patch(
"optuna.trial.FrozenTrial.system_attrs",
new_callable=PropertyMock,
) as mock2:
mock1.return_value = attrs.value
mock2.return_value = attrs.value
suggestions.append(sampler.sample_independent(study, trial, "param-a", dist))
assert len(set(suggestions)) == 1
def test_sample_int_uniform_distributions() -> None:
"""Test sampling from int distribution returns integer."""
study = optuna.create_study(directions=["minimize", "maximize"])
random.seed(128)
def int_value_fn(idx: int) -> float:
return random.randint(0, 100)
int_dist = optuna.distributions.IntUniformDistribution(1, 100)
past_trials = [
frozen_trial_factory(
i, [random.random(), random.random()], dist=int_dist, value_fn=int_value_fn
)
for i in range(16)
]
trial = frozen_trial_factory(16, [0, 0])
sampler = MOTPESampler(seed=0)
attrs = MockSystemAttr()
with patch.object(study._storage, "get_all_trials", return_value=past_trials), patch.object(
study._storage, "set_trial_system_attr", side_effect=attrs.set_trial_system_attr
), patch.object(study._storage, "get_trial", return_value=trial), patch(
"optuna.trial.Trial.system_attrs", new_callable=PropertyMock
) as mock1, patch(
"optuna.trial.FrozenTrial.system_attrs",
new_callable=PropertyMock,
) as mock2:
mock1.return_value = attrs.value
mock2.return_value = attrs.value
int_suggestion = sampler.sample_independent(study, trial, "param-a", int_dist)
assert 1 <= int_suggestion <= 100
assert isinstance(int_suggestion, int)
def test_sample_independent_categorical_distributions() -> None:
"""Test samples are drawn from the specified category."""
study = optuna.create_study(directions=["minimize", "maximize"])
random.seed(128)
categories = [i * 0.3 + 1.0 for i in range(330)]
def cat_value_fn(idx: int) -> float:
return categories[random.randint(0, len(categories) - 1)]
cat_dist = optuna.distributions.CategoricalDistribution(categories)
past_trials = [
frozen_trial_factory(
i, [random.random(), random.random()], dist=cat_dist, value_fn=cat_value_fn
)
for i in range(16)
]
trial = frozen_trial_factory(16, [0, 0])
sampler = MOTPESampler(seed=0)
attrs = MockSystemAttr()
with patch.object(study._storage, "get_all_trials", return_value=past_trials), patch.object(
study._storage, "set_trial_system_attr", side_effect=attrs.set_trial_system_attr
), patch.object(study._storage, "get_trial", return_value=trial), patch(
"optuna.trial.Trial.system_attrs", new_callable=PropertyMock
) as mock1, patch(
"optuna.trial.FrozenTrial.system_attrs",
new_callable=PropertyMock,
) as mock2:
mock1.return_value = attrs.value
mock2.return_value = attrs.value
categorical_suggestion = sampler.sample_independent(study, trial, "param-a", cat_dist)
assert categorical_suggestion in categories
def test_sample_independent_disrete_uniform_distributions() -> None:
"""Test samples from discrete have expected intervals."""
study = optuna.create_study(directions=["minimize", "maximize"])
random.seed(128)
disc_dist = optuna.distributions.DiscreteUniformDistribution(
1.0, 100.0, 0.1)
def value_fn(idx: int) -> float:
return int(random.random() * 1000) * 0.1
past_trials = [
frozen_trial_factory(
i, [random.random(), random.random()],
dist=disc_dist,
value_fn=value_fn) for i in range(16)
]
trial = frozen_trial_factory(16, [0, 0])
sampler = MOTPESampler(seed=0)
attrs = MockSystemAttr()
with patch.object(
study._storage, "get_all_trials",
return_value=past_trials), patch.object(
study._storage,
"set_trial_system_attr",
side_effect=attrs.set_trial_system_attr), patch.object(
study._storage, "get_trial", return_value=trial), patch(
"optuna.trial.Trial.system_attrs",
new_callable=PropertyMock) as mock1, patch(
"optuna.trial.FrozenTrial.system_attrs",
new_callable=PropertyMock,
) as mock2:
mock1.return_value = attrs.value
mock2.return_value = attrs.value
discrete_uniform_suggestion = sampler.sample_independent(
study, trial, "param-a", disc_dist)
assert 1.0 <= discrete_uniform_suggestion <= 100.0
assert abs(
int(discrete_uniform_suggestion * 10) -
discrete_uniform_suggestion * 10) < 1e-3
def test_sample_independent_misc_arguments() -> None:
study = optuna.create_study(directions=["minimize", "maximize"])
dist = optuna.distributions.UniformDistribution(1.0, 100.0)
random.seed(128)
past_trials = [frozen_trial_factory(i, [random.random(), random.random()]) for i in range(32)]
# Prepare a trial and a sample for later checks.
trial = frozen_trial_factory(16, [0, 0])
sampler = MOTPESampler(seed=0)
attrs = MockSystemAttr()
with patch.object(study._storage, "get_all_trials", return_value=past_trials), patch.object(
study._storage, "set_trial_system_attr", side_effect=attrs.set_trial_system_attr
), patch.object(study._storage, "get_trial", return_value=trial), patch(
"optuna.trial.Trial.system_attrs", new_callable=PropertyMock
) as mock1, patch(
"optuna.trial.FrozenTrial.system_attrs",
new_callable=PropertyMock,
) as mock2:
mock1.return_value = attrs.value
mock2.return_value = attrs.value
suggestion = sampler.sample_independent(study, trial, "param-a", dist)
# Test misc. parameters.
sampler = MOTPESampler(n_ehvi_candidates=13, seed=0)
attrs = MockSystemAttr()
with patch.object(study._storage, "get_all_trials", return_value=past_trials), patch.object(
study._storage, "set_trial_system_attr", side_effect=attrs.set_trial_system_attr
), patch.object(study._storage, "get_trial", return_value=trial), patch(
"optuna.trial.Trial.system_attrs", new_callable=PropertyMock
) as mock1, patch(
"optuna.trial.FrozenTrial.system_attrs",
new_callable=PropertyMock,
) as mock2:
mock1.return_value = attrs.value
mock2.return_value = attrs.value
assert sampler.sample_independent(study, trial, "param-a", dist) != suggestion
sampler = MOTPESampler(gamma=lambda _: 5, seed=0)
attrs = MockSystemAttr()
with patch.object(study._storage, "get_all_trials", return_value=past_trials), patch.object(
study._storage, "set_trial_system_attr", side_effect=attrs.set_trial_system_attr
), patch.object(study._storage, "get_trial", return_value=trial), patch(
"optuna.trial.Trial.system_attrs", new_callable=PropertyMock
) as mock1, patch(
"optuna.trial.FrozenTrial.system_attrs",
new_callable=PropertyMock,
) as mock2:
mock1.return_value = attrs.value
mock2.return_value = attrs.value
assert sampler.sample_independent(study, trial, "param-a", dist) != suggestion
sampler = MOTPESampler(weights_above=lambda n: np.zeros(n), seed=0)
attrs = MockSystemAttr()
with patch.object(study._storage, "get_all_trials", return_value=past_trials), patch.object(
study._storage, "set_trial_system_attr", side_effect=attrs.set_trial_system_attr
), patch.object(study._storage, "get_trial", return_value=trial), patch(
"optuna.trial.Trial.system_attrs", new_callable=PropertyMock
) as mock1, patch(
"optuna.trial.FrozenTrial.system_attrs",
new_callable=PropertyMock,
) as mock2:
mock1.return_value = attrs.value
mock2.return_value = attrs.value
assert sampler.sample_independent(study, trial, "param-a", dist) != suggestion
class MOTPEMultiObjectiveSampler(BaseMultiObjectiveSampler):
"""Multi-objective sampler using the MOTPE algorithm.
This sampler is a multiobjective version of :class:`~optuna.samplers.TPESampler`.
For further information about MOTPE algorithm, please refer to the following paper:
- `Multiobjective tree-structured parzen estimator for computationally expensive optimization
problems <https://dl.acm.org/doi/abs/10.1145/3377930.3389817>`_
Args:
consider_prior:
Enhance the stability of Parzen estimator by imposing a Gaussian prior when
:obj:`True`. The prior is only effective if the sampling distribution is
either :class:`~optuna.distributions.UniformDistribution`,
:class:`~optuna.distributions.DiscreteUniformDistribution`,
:class:`~optuna.distributions.LogUniformDistribution`,
:class:`~optuna.distributions.IntUniformDistribution`,
or :class:`~optuna.distributions.IntLogUniformDistribution`.
prior_weight:
The weight of the prior. This argument is used in
:class:`~optuna.distributions.UniformDistribution`,
:class:`~optuna.distributions.DiscreteUniformDistribution`,
:class:`~optuna.distributions.LogUniformDistribution`,
:class:`~optuna.distributions.IntUniformDistribution`,
:class:`~optuna.distributions.IntLogUniformDistribution`, and
:class:`~optuna.distributions.CategoricalDistribution`.
consider_magic_clip:
Enable a heuristic to limit the smallest variances of Gaussians used in
the Parzen estimator.
consider_endpoints:
Take endpoints of domains into account when calculating variances of Gaussians
in Parzen estimator. See the original paper for details on the heuristics
to calculate the variances.
n_startup_trials:
The random sampling is used instead of the MOTPE algorithm until the given number
of trials finish in the same study. 11 * number of variables - 1 is recommended in the
original paper.
n_ehvi_candidates:
Number of candidate samples used to calculate the expected hypervolume improvement.
gamma:
A function that takes the number of finished trials and returns the number of trials to
form a density function for samples with low grains. See the original paper for more
details.
weights_above:
A function that takes the number of finished trials and returns a weight for them. As
default, weights are automatically calculated by the MOTPE's default strategy.
seed:
Seed for random number generator.
.. note::
Initialization with Latin hypercube sampling may improve optimization performance.
However, the current implementation only supports initialization with random sampling.
Example:
.. testcode::
import optuna
seed = 128
num_variables = 9
n_startup_trials = 11 * num_variables - 1
def objective(trial):
x = []
for i in range(1, num_variables + 1):
x.append(trial.suggest_float(f"x{i}", 0.0, 2.0 * i))
return x
sampler = optuna.multi_objective.samplers.MOTPEMultiObjectiveSampler(
n_startup_trials=n_startup_trials, n_ehvi_candidates=24, seed=seed
)
study = optuna.multi_objective.create_study(
["minimize"] * num_variables, sampler=sampler
)
study.optimize(objective, n_trials=250)
"""
def __init__(
self,
consider_prior: bool = True,
prior_weight: float = 1.0,
consider_magic_clip: bool = True,
consider_endpoints: bool = True,
n_startup_trials: int = 10,
n_ehvi_candidates: int = 24,
gamma: Callable[[int], int] = default_gamma,
weights_above: Callable[[int], np.ndarray] = _default_weights_above,
seed: Optional[int] = None,
) -> None:
with warnings.catch_warnings():
warnings.simplefilter("ignore", ExperimentalWarning)
self._motpe_sampler = MOTPESampler(
consider_prior=consider_prior,
prior_weight=prior_weight,
consider_magic_clip=consider_magic_clip,
consider_endpoints=consider_endpoints,
n_startup_trials=n_startup_trials,
n_ehvi_candidates=n_ehvi_candidates,
gamma=gamma,
weights_above=weights_above,
seed=seed,
)
def reseed_rng(self) -> None:
self._motpe_sampler.reseed_rng()
def infer_relative_search_space(
self,
study: "multi_objective.study.MultiObjectiveStudy",
trial: "multi_objective.trial.FrozenMultiObjectiveTrial",
) -> Dict[str, BaseDistribution]:
return {}
def sample_relative(
self,
study: "multi_objective.study.MultiObjectiveStudy",
trial: "multi_objective.trial.FrozenMultiObjectiveTrial",
search_space: Dict[str, BaseDistribution],
) -> Dict[str, Any]:
return {}
def sample_independent(
self,
study: "multi_objective.study.MultiObjectiveStudy",
trial: "multi_objective.trial.FrozenMultiObjectiveTrial",
param_name: str,
param_distribution: BaseDistribution,
) -> Any:
return self._motpe_sampler.sample_independent(_create_study(study),
_create_trial(trial),
param_name,
param_distribution)