def minimize_ackley_continuous_noisy():
"""
SSRacos example of minimizing ackley function under Gaussian noise
:return: no return value
"""
ackley_noise_func = ackley_noise_creator(0, 0.1)
dim_size = 100 # dimensions
dim_regs = [[-1, 1]] * dim_size # dimension range
dim_tys = [True] * dim_size # dimension type : real
dim = Dimension(dim_size, dim_regs,
dim_tys) # form up the dimension object
objective = Objective(ackley_noise_func,
dim) # form up the objective function
budget = 20000 # 20*dim_size # number of calls to the objective function
# suppression=True means optimize with value suppression, which is a noise handling method
# resampling=True means optimize with re-sampling, which is another common used noise handling method
# non_update_allowed=500 and resample_times=100 means if the best solution doesn't change for 500 budgets,
# the best solution will be evaluated repeatedly for 100 times
# balance_rate is a parameter for exponential weight average of several evaluations of one sample.
parameter = Parameter(budget=budget,
noise_handling=True,
suppression=True,
non_update_allowed=200,
resample_times=50,
balance_rate=0.5)
# parameter = Parameter(budget=budget, noise_handling=True, resampling=True, resample_times=10)
parameter.set_positive_size(5)
ExpOpt.min(objective,
parameter,
repeat=5,
plot=False,
plot_file="img/ackley_continuous_noisy_figure.png")
def run_test(task_name, layers, in_budget, max_step, repeat, terminal_value=None):
"""
example of running direct policy search for gym task.
:param task_name: gym task name
:param layers:
layer information of the neural network
e.g., [2, 5, 1] means input layer has 2 neurons, hidden layer(only one) has 5 and output layer has 1
:param in_budget: number of calls to the objective function
:param max_step: max step in gym
:param repeat: repeat number in a test
:param terminal_value: early stop, algorithm should stop when such value is reached
:return: no return value
"""
gym_task = GymTask(task_name) # choose a task by name
gym_task.new_nnmodel(layers) # construct a neural network
gym_task.set_max_step(max_step) # set max step in gym
budget = in_budget # number of calls to the objective function
rand_probability = 0.95 # the probability of sample in model
# set dimension
dim_size = gym_task.get_w_size()
dim_regs = [[-10, 10]] * dim_size
dim_tys = [True] * dim_size
dim = Dimension(dim_size, dim_regs, dim_tys)
# form up the objective function
objective = Objective(gym_task.sum_reward, dim)
parameter = Parameter(budget=budget, terminal_value=terminal_value)
parameter.set_probability(rand_probability)
solution_list = ExpOpt.min(objective, parameter, repeat=repeat)
def minimize_sphere_mixed():
"""
Mixed optimization example of minimizing sphere function, which has mixed search search space.
:return: no return value
"""
# setup optimization problem
dim_size = 100
dim_regs = []
dim_tys = []
# In this example, the search space is discrete if this dimension index is odd, Otherwise, the search space
# is continuous.
for i in range(dim_size):
if i % 2 == 0:
dim_regs.append([0, 1])
dim_tys.append(True)
else:
dim_regs.append([0, 100])
dim_tys.append(False)
dim = Dimension(dim_size, dim_regs, dim_tys)
objective = Objective(sphere_mixed, dim) # form up the objective function
budget = 100 * dim_size # number of calls to the objective function
parameter = Parameter(budget=budget)
solution_list = ExpOpt.min(objective, parameter, repeat=1, plot=True, plot_file="img/sphere_mixed_figure.png")
def test_sracos_performance(self):
dim = 100 # dimension
objective = Objective(ackley,
Dimension(dim, [[-1, 1]] * dim,
[True] * dim)) # setup objective
parameter = Parameter(budget=100 * dim)
solution = Opt.min(objective, parameter)
assert solution.get_value() < 0.2
def test_resample(self):
ackley_noise_func = ackley_noise_creator(0, 0.1)
dim_size = 100 # dimensions
dim_regs = [[-1, 1]] * dim_size # dimension range
dim_tys = [True] * dim_size # dimension type : real
dim = Dimension(dim_size, dim_regs, dim_tys) # form up the dimension object
objective = Objective(ackley_noise_func, dim) # form up the objective function
budget = 20000 # 20*dim_size # number of calls to the objective function
# suppression=True means optimize with value suppression, which is a noise handling method
# resampling=True means optimize with re-sampling, which is another common used noise handling method
# non_update_allowed=500 and resample_times=100 means if the best solution doesn't change for 500 budgets,
# the best solution will be evaluated repeatedly for 100 times
# balance_rate is a parameter for exponential weight average of several evaluations of one sample.
parameter = Parameter(budget=budget, noise_handling=True, resampling=True, resample_times=10)
# parameter = Parameter(budget=budget, noise_handling=True, resampling=True, resample_times=10)
parameter.set_positive_size(5)
sol = Opt.min(objective, parameter)
assert sol.get_value() < 4
def test_performance(self):
mse = SparseMSE('example/sparse_regression/sonar.arff')
mse.set_sparsity(8)
# setup objective
# print(mse.get_dim().get_size())
objective = Objective(func=mse.loss, dim=mse.get_dim(), constraint=mse.constraint)
parameter = Parameter(algorithm='poss',
budget=2 * exp(1) * (mse.get_sparsity() ** 2) * mse.get_dim().get_size())
# perform sparse regression with constraint |w|_0 <= k
solution = Opt.min(objective, parameter)
assert solution.get_value()[0] < 0.6
def minimize_sphere_sre():
"""
Example of minimizing high-dimensional sphere function with sequential random embedding.
:return: no return value
"""
dim_size = 10000 # dimensions
dim_regs = [[-1, 1]] * dim_size # dimension range
dim_tys = [True] * dim_size # dimension type : real
dim = Dimension(dim_size, dim_regs, dim_tys) # form up the dimension object
objective = Objective(sphere_sre, dim) # form up the objective function
# setup algorithm parameters
budget = 2000 # number of calls to the objective function
parameter = Parameter(budget=budget, high_dim_handling=True, reducedim=True, num_sre=5,
low_dimension=Dimension(10, [[-1, 1]] * 10, [True] * 10))
solution_list = ExpOpt.min(objective, parameter, repeat=5, plot=False, plot_file="img/minimize_sphere_sre.png")
def test_performance(self):
dim_size = 10000 # dimensions
dim_regs = [[-1, 1]] * dim_size # dimension range
dim_tys = [True] * dim_size # dimension type : real
dim = Dimension(dim_size, dim_regs,
dim_tys) # form up the dimension object
objective = Objective(sphere_sre,
dim) # form up the objective function
# setup algorithm parameters
budget = 2000 # number of calls to the objective function
parameter = Parameter(budget=budget,
high_dim_handling=True,
reducedim=True,
num_sre=5,
low_dimension=Dimension(10, [[-1, 1]] * 10,
[True] * 10))
solution = Opt.min(objective, parameter)
assert solution.get_value() < 0.3
def minimize_setcover_discrete():
"""
Discrete optimization example of minimizing setcover problem.
:return: no return value
"""
problem = SetCover()
dim = problem.dim # the dim is prepared by the class
objective = Objective(problem.fx, dim) # form up the objective function
budget = 100 * dim.get_size() # number of calls to the objective function
# if autoset is False, you should define train_size, positive_size, negative_size on your own
parameter = Parameter(budget=budget, autoset=False)
parameter.set_train_size(6)
parameter.set_positive_size(1)
parameter.set_negative_size(5)
ExpOpt.min(objective,
parameter,
repeat=10,
best_n=5,
plot=True,
plot_file="img/setcover_discrete_figure.png")
def minimize_sphere_continuous():
"""
Example of minimizing the sphere function
:return: no return value
"""
dim_size = 100
# form up the objective function
objective = Objective(
sphere, Dimension(dim_size, [[-1, 1]] * dim_size, [True] * dim_size))
budget = 100 * dim_size
# if intermediate_result is True, ZOOpt will output intermediate best solution every intermediate_freq budget
parameter = Parameter(budget=budget,
intermediate_result=True,
intermediate_freq=1000)
ExpOpt.min(objective,
parameter,
repeat=1,
plot=True,
plot_file="img/sphere_continuous_figure.png")
def minimize_ackley_continuous():
"""
Continuous optimization example of minimizing the ackley function.
:return: no return value
"""
dim_size = 100 # dimensions
dim_regs = [[-1, 1]] * dim_size # dimension range
dim_tys = [True] * dim_size # dimension type : real
dim = Dimension(dim_size, dim_regs,
dim_tys) # form up the dimension object
objective = Objective(ackley, dim) # form up the objective function
budget = 100 * dim_size # number of calls to the objective function
parameter = Parameter(budget=budget)
solution_list = ExpOpt.min(objective,
parameter,
repeat=1,
plot=True,
plot_file="img/ackley_continuous_figure.png")
def test_performance(self):
# load data file
mse = SparseMSE('example/sparse_regression/sonar.arff')
mse.set_sparsity(8)
# setup objective
objective = Objective(func=mse.loss,
dim=mse.get_dim(),
constraint=mse.constraint)
# ponss_theta and ponss_b are parameters used in PONSS algorithm and should be provided by users. ponss_theta stands
# for the threshold. ponss_b limits the number of solutions in the population set.
parameter = Parameter(algorithm='poss',
noise_handling=True,
ponss=True,
ponss_theta=0.5,
ponss_b=mse.get_k(),
budget=2 * exp(1) * (mse.get_sparsity()**2) *
mse.get_dim().get_size())
# perform sparse regression with constraint |w|_0 <= k
solution = Opt.min(objective, parameter)
assert solution.get_value()[0] < 0.7
def minimize_sphere_discrete_order():
"""
Discrete optimization example of minimizing the sphere function, which has ordered search space.
:return: no return value
"""
dim_size = 100 # dimensions
dim_regs = [[-10, 10]] * dim_size # dimension range
dim_tys = [False] * dim_size # dimension type : integer
dim_order = [True] * dim_size
dim = Dimension(dim_size, dim_regs, dim_tys,
order=dim_order) # form up the dimension object
objective = Objective(sphere_discrete_order,
dim) # form up the objective function
# setup algorithm parameters
budget = 10000 # number of calls to the objective function
parameter = Parameter(budget=budget)
ExpOpt.min(objective,
parameter,
repeat=1,
plot=True,
plot_file="img/sphere_discrete_order_figure.png")
"""
An example of using PONSS to optimize a noisy subset selection problem.
"""
from zoopt.example.sparse_regression.sparse_mse import SparseMSE
from zoopt.zoopt import Objective, Parameter, ExpOpt
from math import exp
if __name__ == '__main__':
# load data file
mse = SparseMSE('sonar.arff')
mse.set_sparsity(8)
# setup objective
objective = Objective(func=mse.loss,
dim=mse.get_dim(),
constraint=mse.constraint)
# ponss_theta and ponss_b are parameters used in PONSS algorithm and should be provided by users. ponss_theta stands
# for the threshold. ponss_b limits the number of solutions in the population set.
parameter = Parameter(algorithm='poss',
noise_handling=True,
ponss=True,
ponss_theta=0.5,
ponss_b=mse.get_k(),
budget=2 * exp(1) * (mse.get_sparsity()**2) *
mse.get_dim().get_size())
# perform sparse regression with constraint |w|_0 <= k
solution_list = ExpOpt.min(objective, parameter, repeat=1, plot=True)
"""
Training error.
"""
wrong = 0.0
for i in range(len(self.__data)):
fx = self.calc_product(best, i)
if fx * self.trans_label(i) <= 0:
wrong += 1
rate = wrong / len(self.__data)
return rate
def dim(self):
"""
Construct dimension of this problem.
"""
return Dimension(self.__dim_size, [[-10, 10]] * self.__dim_size,
[True] * self.__dim_size)
if __name__ == '__main__':
# read data
loss = RampLoss('ionosphere.arff')
objective = Objective(loss.eval, loss.dim())
budget = 100 * loss.get_dim_size()
parameter = Parameter(budget=budget)
solution_list = ExpOpt.min(objective,
parameter,
repeat=1,
plot=True,
plot_file="img/ramploss.png")
"""
This file contains an example of how to optimize continuous ackley function.
Author:
Yu-Ren Liu, Xiong-Hui Chen
"""
from zoopt.zoopt import Dimension, Objective, Parameter, ExpOpt, Solution
from zoopt.example.simple_functions.simple_function import ackley
if __name__ == '__main__':
dim = 100 # dimension
objective = Objective(ackley, Dimension(dim, [[-1, 1]] * dim, [True] * dim)) # setup objective
parameter = Parameter(budget=100 * dim, init_samples=[Solution([0] * 100)]) # init with init_samples
solution_list = ExpOpt.min(objective, parameter, repeat=5, plot=False, plot_file="img/quick_start.png")
for solution in solution_list:
x = solution.get_x()
value = solution.get_value()
print(x, value)
def test_parameter_set(self):
par = Parameter(budget=1000, noise_handling=True, suppression=True)
assert 1
def test_auto_set(self):
par = Parameter(budget=50)
assert par.get_train_size() == 4 and par.get_positive_size(
) == 1 and par.get_negative_size() == 3
par = Parameter(budget=100)
assert par.get_train_size() == 6 and par.get_positive_size(
) == 1 and par.get_negative_size() == 5
par = Parameter(budget=1000)
assert par.get_train_size() == 12 and par.get_positive_size(
) == 2 and par.get_negative_size() == 10
par = Parameter(budget=1001)
assert par.get_train_size() == 22 and par.get_positive_size(
) == 2 and par.get_negative_size() == 20
"""
An example of using POSS to optimize a subset selection problem.
"""
from zoopt.example.sparse_regression.sparse_mse import SparseMSE
from zoopt.zoopt import Objective, Parameter, ExpOpt
from math import exp
if __name__ == '__main__':
# load data file
mse = SparseMSE('sonar.arff')
mse.set_sparsity(8)
# setup objective
# print(mse.get_dim().get_size())
objective = Objective(func=mse.loss,
dim=mse.get_dim(),
constraint=mse.constraint)
parameter = Parameter(algorithm='poss',
budget=2 * exp(1) * (mse.get_sparsity()**2) *
mse.get_dim().get_size())
# perform sparse regression with constraint |w|_0 <= k
solution_list = ExpOpt.min(objective, parameter, repeat=1, plot=True)