def evaluate_hmab(algorithms, run_id, dataset='credit', trial_num=200, seed=1, eval_type='holdout', enable_ens=False):
task_id = '%s-hmab-%d-%d' % (dataset, len(algorithms), trial_num)
_start_time = time.time()
raw_data, test_raw_data = load_train_test_data(dataset)
bandit = FirstLayerBandit(trial_num, algorithms, raw_data,
output_dir='logs/%s/' % task_id,
per_run_time_limit=per_run_time_limit,
dataset_name='%s-%d' % (dataset, run_id),
seed=seed,
eval_type=eval_type)
bandit.optimize()
time_cost = int(time.time() - _start_time)
print(bandit.final_rewards)
print(bandit.action_sequence)
validation_accuracy = np.max(bandit.final_rewards)
test_accuracy = bandit.score(test_raw_data, metric_func=balanced_accuracy)
test_accuracy_with_ens = EnsembleBuilder(bandit).score(test_raw_data, metric_func=balanced_accuracy)
print('Dataset : %s' % dataset)
print('Validation/Test score : %f - %f' % (validation_accuracy, test_accuracy))
print('Test score with ensem : %f' % test_accuracy_with_ens)
save_path = save_dir + '%s-%d.pkl' % (task_id, run_id)
with open(save_path, 'wb') as f:
stats = [time_cost, test_accuracy_with_ens, bandit.time_records, bandit.final_rewards]
pickle.dump([validation_accuracy, test_accuracy, stats], f)
return time_cost
def evaluate_1stlayer_bandit(algorithms, run_id, dataset='credit', trial_num=200, n_jobs=1, meta_configs=0, seed=1):
task_id = '%s-hmab-%d-%d' % (dataset, len(algorithms), trial_num)
_start_time = time.time()
raw_data, test_raw_data = load_train_test_data(dataset, random_state=seed)
bandit = FirstLayerBandit(trial_num, algorithms, raw_data,
output_dir='logs/%s/' % task_id,
per_run_time_limit=per_run_time_limit,
dataset_name='%s-%d' % (dataset, run_id),
n_jobs=n_jobs,
meta_configs=meta_configs,
seed=seed,
eval_type='holdout')
bandit.optimize()
time_cost = int(time.time() - _start_time)
print(bandit.final_rewards)
print(bandit.action_sequence)
validation_accuracy_without_ens0 = np.max(bandit.final_rewards)
validation_accuracy_without_ens1 = bandit.validate()
assert np.isclose(validation_accuracy_without_ens0, validation_accuracy_without_ens1)
test_accuracy_without_ens = bandit.score(test_raw_data)
# For debug.
mode = True
if mode:
test_accuracy_with_ens0 = ensemble_implementation_examples(bandit, test_raw_data)
test_accuracy_with_ens1 = EnsembleBuilder(bandit).score(test_raw_data)
print('Dataset : %s' % dataset)
print('Validation score without ens: %f - %f' % (
validation_accuracy_without_ens0, validation_accuracy_without_ens1))
print("Test score without ensemble : %f" % test_accuracy_without_ens)
print("Test score with ensemble : %f - %f" % (test_accuracy_with_ens0, test_accuracy_with_ens1))
save_path = save_dir + '%s-%d.pkl' % (task_id, run_id)
with open(save_path, 'wb') as f:
stats = [time_cost, test_accuracy_with_ens0, test_accuracy_with_ens1, test_accuracy_without_ens]
pickle.dump([validation_accuracy_without_ens0, test_accuracy_with_ens1, stats], f)
del bandit
return time_cost
