def runSingleSplit_pycma(fid, dim, iids=[1, 2, 3, 4, 5], num_reps=5):
"""
Function running single-split CMA-ES.
:param fid: The function id (from bbob)
:param dim: The dimension to run the bbob-problem in
:param rep1: The configuration to run before the splitpoint
:param rep2: The configuration to run after the splitpoint
:param split_idx: The splitpoint-index at which to switch between rep1 and rep2
:param iids: The instances of the bbob-function to run
:param num_reps: The amount of repetitions to run
:return: The ERT over all num_reps runs on all instances in iids
"""
obs = create_observer("Pycma", None, None)
suite = cocoex.Suite("bbob", "", f"dimensions:{dim}")
HittingTimes = []
for i, iid in enumerate(iids):
for j in range(num_reps):
fitness_function = suite.get_problem_by_function_dimension_instance(
fid, dim, iid)
fitness_function.observe_with(obs)
f = fitnessFunc(fitness_function)
cma = CMAEvolutionStrategy([0] * 5, 0.5)
cma.optimize(f)
HittingTimes.append(cma.result.evaluations)
print(cma.result.xbest)
fitness_function.free()
return np.mean(HittingTimes)
def runSingleSplitExample():
"""
Example run of a single-split CMA-ES.
Runs on F1, 2 and 3 instance 1; 5 repetitions each
Stores results in exdata/Experiments/SingleSplit/
:return:
"""
dim = 5
rep1s = [2703, 399, 3567]
rep2s = [2163, 2163, 2163]
budget = 50000
suite = cocoex.Suite("bbob", "", "dimensions:5 instance_indices:1,2,3,4,5")
for fid_idx in range(3):
fid = 5
split_idx = 11
split_target = get_target(fid, 1, split_idx)
rep1 = rep1s[fid_idx]
rep2 = rep2s[fid_idx]
obs = create_observer(rep1, rep2, split_idx)
for i in range(5):
fitness_function = suite.get_problem_by_function_dimension_instance(
fid, dim, 1)
fitness_function.observe_with(obs)
f = fitnessFunc(fitness_function)
cma = SingleSplitCMAES(dim,
f,
budget,
representation=Utils.intToRepr(rep1),
representation2=Utils.intToRepr(rep2),
seed=i,
split=split_target)
cma.run_optimizer()
fitness_function.free()
print(cma.best_individual)
print(cma.used_budget)
def single_split_with_hyperparams(fid,
dim,
rep1,
rep2,
split_idx,
record_runs=False,
iids=[1, 2, 3, 4, 5],
num_reps=5,
hyperparams=None):
"""
Function running single-split CMA-ES with specific hyperparameters.
:param fid: The function id (from bbob)
:param dim: The dimension to run the bbob-problem in
:param rep1: The configuration to run before the splitpoint
:param rep2: The configuration to run after the splitpoint
:param split_idx: The splitpoint-index at which to switch between rep1 and rep2
:param iids: The instances of the bbob-function to run
:param num_reps: The amount of repetitions to run
:param record_runs: Whether or not to record a .dat-file during the runs of the CMA-ES
:param hyperparams: Dictionary of the hyperparameters to use
:return: The ERT over all num_reps runs on all instances in iids
"""
if record_runs:
obs = create_observer(rep1, rep2, split_idx)
suite = cocoex.Suite("bbob", "", f"dimensions:{dim}")
budget = dim * Config.budget_factor
hittingtimes = []
succeeded = 0
for i, iid in enumerate(iids):
split_target = get_target(fid, iid) + 10**(2 - (split_idx / 5))
for j in range(num_reps):
fitness_function = suite.get_problem_by_function_dimension_instance(
fid, dim, iid)
if record_runs:
fitness_function.observe_with(obs)
f = fitnessFunc(fitness_function)
cma = SingleSplitCMAES(dim,
f,
budget,
representation=Utils.intToRepr(rep1),
representation2=Utils.intToRepr(rep2),
seed=j,
split=split_target)
cma.set_hyperparameters(hyperparams)
cma.run_optimizer()
hittingtimes.append(cma.used_budget)
print(cma.used_budget)
succeeded += fitness_function.final_target_hit
fitness_function.free()
return sum(hittingtimes) / max(succeeded, 1)
def runSingleSplit(fid,
dim,
rep1,
rep2,
split_idx,
iids=[1, 2, 3, 4, 5],
num_reps=5,
budget=None):
"""
Function running single-split CMA-ES.
:param fid: The function id (from bbob)
:param dim: The dimension to run the bbob-problem in
:param rep1: The configuration to run before the splitpoint
:param rep2: The configuration to run after the splitpoint
:param split_idx: The splitpoint-index at which to switch between rep1 and rep2
:param iids: The instances of the bbob-function to run
:param num_reps: The amount of repetitions to run
:return: The ERT over all num_reps runs on all instances in iids
"""
obs = create_observer(rep1, rep2, split_idx)
suite = cocoex.Suite("bbob", "", f"dimensions:{dim}")
if budget is None:
budget = dim * Config.budget_factor
HittingTimes = []
succeeded = 0
for i, iid in enumerate(iids):
split_target = get_target(fid, iid) + 10**(2 - (split_idx / 5))
for j in range(num_reps):
fitness_function = suite.get_problem_by_function_dimension_instance(
fid, dim, iid)
fitness_function.observe_with(obs)
f = fitnessFunc(fitness_function)
cma = SingleSplitCMAES(dim,
f,
budget,
representation=Utils.intToRepr(rep1),
representation2=Utils.intToRepr(rep2),
seed=j,
split=split_target)
cma.run_optimizer()
HittingTimes.append(cma.used_budget)
succeeded += fitness_function.final_target_hit
fitness_function.free()
return sum(HittingTimes) / max(succeeded, 1)
def runStaticExample():
"""
Example run of a static CMA-ES.
Runs on F1 and 2; instance 1; 5 repetitions each
Stores results in exdata/Experiments/Static/
:return:
"""
dim = 5
reps = [0, 3]
budget = 50000
suite = cocoex.Suite("bbob", "", "dimensions:5 instance_indices:1,2,3,4,5")
for fid in range(2):
rep = Utils.intToRepr(reps[fid])
obs = create_observer(reps[fid])
for i in range(5):
fitness_function = suite.get_problem_by_function_dimension_instance(
fid + 1, dim, 1)
fitness_function.observe_with(obs)
f = fitnessFunc(fitness_function)
cma = StaticCMA(dim, f, budget, representation=rep, seed=i)
cma.run_optimizer()
fitness_function.free()
print(cma.used_budget)
def single_split_hyperparam_single(iid,
rep_nr=None,
hyperparams=None,
hyperparams2=None,
rep1=None,
rep2=None,
fid=None,
split_idx=None,
dim=None,
record_runs=None,
budget=None,
target_idx=None,
lambda_=None,
lambda2_=None,
opt_split=False):
"""
Function handling single runs of single-split CMA-ES during hyperparameter optimization.
:param fid: The function id (from bbob)
:param dim: The dimension to run the bbob-problem in
:param rep1: The configuration to run before the splitpoint
:param rep2: The configuration to run after the splitpoint
:param split_idx: The splitpoint-index at which to switch between rep1 and rep2
:param iid: The instance of the bbob-function to run
:param rep_nr: The repetition number (used for controlled randomness)
:param record_runs: Whether or not to record a .dat-file during the runs of the CMA-ES
:param hyperparams: Dictionary of the hyperparameters to use for C1
:param hyperparams2: Dictionary of the hyperparameters to use for C2
:param lambda_: Population size
:return: The budget used and whether or not the final target was hit
"""
if rep_nr is None:
if len(iid) == 2:
rep_nr = iid[1]
iid = iid[0]
else:
raise Exception("Missing rep_nr parameter")
if record_runs:
obs = create_observer(rep1, rep2, split_idx)
suite = cocoex.Suite("bbob", "", f"dimensions:{dim}")
if budget is None:
budget = dim * Config.budget_factor
split_target = get_target(fid, iid, split_idx)
fitness_function = suite.get_problem_by_function_dimension_instance(
fid, dim, iid)
if record_runs:
fitness_function.observe_with(obs)
if target_idx is not None:
target = get_target(fid, iid, target_idx)
else:
target = None
f = fitnessFunc(fitness_function, target)
cma = SingleSplitCMAES(dim,
f,
budget,
representation=Utils.intToRepr(rep1),
representation2=Utils.intToRepr(rep2),
seed=rep_nr,
split=split_target,
hyperparams=hyperparams,
hyperparams2=hyperparams2,
lambda_=lambda_,
lambda2_=lambda2_)
# cma.set_hyperparameters(hyperparams)
cma.run_optimizer()
target_hit = f.final_target_hit
fitness_function.free()
# print(cma.used_budget, target_hit)
if opt_split:
return cma.used_budget_at_split, cma.switched, cma.used_budget, target_hit
return cma.used_budget, target_hit