def run_mix_racos():
# parameters
sample_size = 8 # the instance number of sampling in an iteration
budget = 20000 # budget in online style
positive_num = 2 # the set size of PosPop
rand_probability = 0.99 # the probability of sample in model
uncertain_bit = 2 # the dimension size that is sampled randomly
repeat = 4
list_budget = [100, 1000, 10000, 50000]
# dimension setting
dimension_size = 15
float_region = [-100, 100]
integer_region = [-100, 100]
categorical_region = [0, 2]
dimension = Dimension()
dimension.set_dimension_size(dimension_size)
for i in range(dimension_size):
if i % 3 == 0:
dimension.set_region(i, float_region, 0)
elif i % 3 == 1:
dimension.set_region(i, integer_region, 1)
else:
dimension.set_region(i, categorical_region, 2)
# optimization
racos = RacosOptimization(dimension)
for i in range(repeat):
start_t = time.time()
racos.mix_opt(tt_func, ss=sample_size, bud=list_budget[i], pn=positive_num, rp=rand_probability, ub=uncertain_bit)
end_t = time.time()
optimal = racos.get_optimal()
hour, minute, second = time_formulate(start_t, end_t)
print('total budget is ', list_budget[i], '------------------------------')
print('spending time: ', hour, ' hours ', minute, ' minutes ', second, ' seconds')
print('optimal value: ', optimal.get_fitness())
def get_dimension(param_input):
'''
get dimension params by param input
:param param_input: params input
:return: dimension and the label coder
'''
dimension = Dimension()
label_coder = ParamsHelper()
dimension.set_dimension_size(len(param_input))
index = 0
for k, (type, obj) in param_input.items():
dimension.set_region(
*label_coder.encode(type=type, index=index, key=k, objs=obj))
index = index + 1
return dimension, label_coder
def run_exp_racos_for_synthetic_problem_analysis():
# parameters
sample_size = 10 # the instance number of sampling in an iteration
budget = 500 # budget in online style
positive_num = 2 # the set size of PosPop
rand_probability = 0.99 # the probability of sample in model
uncertain_bit = 1 # the dimension size that is sampled randomly
adv_threshold = 10 # advance sample size
opt_repeat = 10
dimension_size = 10
problem_name = 'sphere'
problem_num = 200
start_index = 0
bias_region = 0.2
dimension = Dimension()
dimension.set_dimension_size(dimension_size)
dimension.set_regions([[-1.0, 1.0] for _ in range(dimension_size)],
[0 for _ in range(dimension_size)])
log_buffer = []
# logging
learner_path = './ExpLearner/SyntheticProbsLearner/' + problem_name + '/dimension' + str(dimension_size)\
+ '/DirectionalModel/' + 'learner-' + problem_name + '-' + 'dim' + str(dimension_size) + '-'\
+ 'bias' + str(bias_region) + '-'
problem_path = './ExpLog/SyntheticProbsLog/' + problem_name + '/dimension' + str(dimension_size)\
+ '/DirectionalModel/' + 'bias-' + problem_name + '-' + 'dim' + str(dimension_size) + '-'\
+ 'bias' + str(bias_region) + '-'
func = DistributedFunction(dimension, bias_region=[-0.5, 0.5])
target_bias = [0.1 for _ in range(dimension_size)]
func.setBias(target_bias)
if problem_name == 'ackley':
prob_fct = func.DisAckley
else:
prob_fct = func.DisSphere
relate_error_list = []
for prob_i in range(problem_num):
print(
start_index + prob_i,
'++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++')
log_buffer.append(
str(start_index + prob_i) +
'++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++')
log_buffer.append('+++++++++++++++++++++++++++++++')
log_buffer.append('optimization parameters')
log_buffer.append('sample size: ' + str(sample_size))
log_buffer.append('budget: ' + str(budget))
log_buffer.append('positive num: ' + str(positive_num))
log_buffer.append('random probability: ' + str(rand_probability))
log_buffer.append('uncertain bits: ' + str(uncertain_bit))
log_buffer.append('advance num: ' + str(adv_threshold))
log_buffer.append('+++++++++++++++++++++++++++++++')
log_buffer.append('problem parameters')
log_buffer.append('dimension size: ' + str(dimension_size))
log_buffer.append('problem name: ' + problem_name)
log_buffer.append('bias_region: ' + str(bias_region))
log_buffer.append('+++++++++++++++++++++++++++++++')
problem_file = problem_path + str(start_index + prob_i) + '.txt'
problem_str = fo.FileReader(problem_file)[0].split(',')
problem_index = int(problem_str[0])
problem_bias = string2list(problem_str[1])
if problem_index != (start_index + prob_i):
print('problem error!')
exit(0)
print('source bias: ', problem_bias)
log_buffer.append('source bias: ' + list2string(problem_bias))
reduisal = np.array(target_bias) - np.array(problem_bias)
this_distance = reduisal * reduisal.T
learner_file = learner_path + str(start_index + prob_i) + '.pkl'
log_buffer.append('learner file: ' + learner_file)
print('learner file: ', learner_file)
net = torch.load(learner_file)
net_list = [net]
opt_error_list = []
for i in range(opt_repeat):
print('optimize ', i,
'===================================================')
log_buffer.append(
'optimize ' + str(i) +
'===================================================')
exp_racos = ExpRacosOptimization(dimension, net_list)
start_t = time.time()
exp_racos.exp_mix_opt(obj_fct=prob_fct,
ss=sample_size,
bud=budget,
pn=positive_num,
rp=rand_probability,
ub=uncertain_bit,
at=adv_threshold)
end_t = time.time()
print('total budget is ', budget)
log_buffer.append('total budget is ' + str(budget))
hour, minute, second = time_formulate(start_t, end_t)
print('spending time: ', hour, ':', minute, ':', second)
log_buffer.append('spending time: ' + str(hour) + '+' +
str(minute) + '+' + str(second))
optimal = exp_racos.get_optimal()
opt_error = optimal.get_fitness()
optimal_x = optimal.get_features()
opt_error_list.append(opt_error)
print('validation optimal value: ', opt_error)
log_buffer.append('validation optimal value: ' + str(opt_error))
print('optimal x: ', optimal_x)
log_buffer.append('optimal nn structure: ' +
list2string(optimal_x))
opt_mean = np.mean(np.array(opt_error_list))
relate_error_list.append([this_distance, opt_mean])
opt_std = np.std(np.array(opt_error_list))
print('--------------------------------------------------')
print('optimization result: ', opt_mean, '#', opt_std)
log_buffer.append('--------------------------------------------------')
log_buffer.append('optimization result: ' + str(opt_mean) + '#' +
str(opt_std))
result_path = './Results/SyntheticProbs/' + problem_name + '/dimension' + str(
dimension_size) + '/'
relate_error_file = result_path + 'relate-error-' + problem_name + '-dim' + str(dimension_size) + '-bias'\
+ str(bias_region) + '.txt'
temp_buffer = []
for i in range(len(relate_error_list)):
relate, error = relate_error_list[i]
temp_buffer.append(str(relate) + ',' + str(error))
print('relate error logging: ', relate_error_file)
log_buffer.append('relate error logging: ' + relate_error_file)
fo.FileWriter(relate_error_file, temp_buffer, style='w')
optimization_log_file = result_path + 'opt-log-' + problem_name + '-dim' + str(dimension_size) + '-bias'\
+ str(bias_region) + '.txt'
print('optimization logging: ', optimization_log_file)
fo.FileWriter(optimization_log_file, log_buffer, style='w')
MaxIteration = 30 # the number of iterations
Budget = 150 # budget in online style
PositiveNum = 2 # the set size of PosPop
RandProbability = 0.95 # the probability of sample in model
UncertainBits = 3 # the dimension size that is sampled randomly
# continuous optimization
if False:
#dimension setting
DimSize = 10
regs = []
regs.append(-1)
regs.append(1)
dim = Dimension()
dim.setDimensionSize(DimSize)
for i in range(DimSize):
dim.setRegion(i, regs, True)
racos = RacosOptimizaiton(dim)
# call online version RACOS
#racos.OnlineTurnOn()
#racos.ContinueOpt(Sphere, SampleSize, Budget, PositiveNum, RandProbability, UncertainBits)
racos.ContinueOpt(Sphere, SampleSize, MaxIteration, PositiveNum, RandProbability, UncertainBits)
print racos.getOptimal().getFeatures()
print racos.getOptimal().getFitness()
def synthetic_problems_sample(budget=500,
problem_name='sphere',
problem_size=5,
max_bias=0.5,
bias_step=0):
sample_size = 10 # the instance number of sampling in an iteration
positive_num = 2 # the set size of PosPop
rand_probability = 0.99 # the probability of sample in model
uncertain_bits = 2 # the dimension size that is sampled randomly
start_index = 0
repeat_num = 10
exp_path = path + '/ExpLog/SyntheticProbsLog/'
bias = 0
dimension_size = 10
dimension = Dimension()
dimension.set_dimension_size(dimension_size)
dimension.set_regions([[-1.0, 1.0] for _ in range(dimension_size)],
[0 for _ in range(dimension_size)])
if bias_step > 0:
problem_name += '_group-sample'
for prob_i in range(problem_size):
if bias_step > 0 and prob_i % (problem_size / max_bias *
bias_step) == 0:
bias += bias_step
else:
bias = max_bias
# bias log format: 'index,bias_list: dim1 dim2 dim3...'
bias_log = []
running_log = []
running_log.append('+++++++++++++++++++++++++++++++++')
running_log.append('optimization setting: ')
running_log.append('sample_size: ' + str(sample_size))
running_log.append('positive_num: ' + str(positive_num))
running_log.append('rand_probability: ' + str(rand_probability))
running_log.append('uncertain_bits: ' + str(uncertain_bits))
running_log.append('budget: ' + str(budget))
running_log.append('group sample step: ' + str(bias_step))
running_log.append('+++++++++++++++++++++++++++++++++')
print(problem_name, ': ', start_index + prob_i,
' ==============================================')
running_log.append(problem_name + ': ' + str(start_index + prob_i) +
' ==============================================')
# problem setting
func = DistributedFunction(dim=dimension, bias_region=[-bias, bias])
if 'ackley' in problem_name:
prob = func.DisAckley
elif 'sphere' in problem_name:
prob = func.DisSphere
elif 'rosenbrock' in problem_name:
prob = func.DisRosenbrock
else:
print('Wrong function!')
return
# bias log
bias_log.append(str(prob_i) + ',' + list2string(func.getBias()))
print('function: ', problem_name, ', this bias: ', func.getBias())
running_log.append('function: ' + problem_name + ', this bias: ' +
list2string(func.getBias()))
# optimization setting
optimizer = RacosOptimization(dimension)
positive_set = []
negative_set = []
new_sample_set = []
label_set = []
for repeat_i in range(repeat_num):
print('repeat ', repeat_i,
' ----------------------------------------')
running_log.append('repeat ' + str(repeat_i) +
' ----------------------------------------')
# optimization process
start_t = time.time()
optimizer.mix_opt(obj_fct=prob,
ss=sample_size,
bud=budget,
pn=positive_num,
rp=rand_probability,
ub=uncertain_bits)
end_t = time.time()
hour, minute, second = time_formulate(start_t, end_t)
# optimization results
optimal = optimizer.get_optimal()
print('optimal v: ', optimal.get_fitness(), ' - ',
optimal.get_features())
running_log.append('optimal v: ' + str(optimal.get_fitness()) +
' - ' + list2string(optimal.get_features()))
print('spent time: ', hour, ':', minute, ':', second)
running_log.append('spent time: ' + str(hour) + ':' + str(minute) +
':' + str(second))
# log samples
this_positive, this_negative, this_new, this_label = optimizer.get_log(
)
print('sample number: ', len(this_positive), ':', len(this_label))
running_log.append('sample number: ' + str(len(this_positive)) +
':' + str(len(this_label)))
positive_set.extend(this_positive)
negative_set.extend(this_negative)
new_sample_set.extend(this_new)
label_set.extend(this_label)
print('----------------------------------------------')
print('sample finish!')
print('all sample number: ', len(positive_set), '-', len(negative_set), '-', len(new_sample_set), \
'-', len(label_set))
running_log.append('----------------------------------------------')
running_log.append('all sample number: ' + str(len(positive_set)) +
'-' + str(len(negative_set)) + '-' +
str(len(new_sample_set)) + '-' +
str(len(label_set)))
data_log_file = exp_path + str(problem_name) + '/dimension' + str(dimension_size) + '/DataLog/' + \
'data-' + problem_name + '-' + 'dim' + str(dimension_size) + '-' + 'bias' \
+ str(bias) + '-' + str(start_index + prob_i) + '.pkl'
bias_log_file = exp_path + str(problem_name) + '/dimension' + str(dimension_size) + '/RecordLog/' + 'bias-' \
+ problem_name + '-' + 'dim' + str(dimension_size) + '-' + 'bias' + str(bias) \
+ '-' + str(start_index + prob_i) + '.txt'
running_log_file = exp_path + str(problem_name) + '/dimension' + str(dimension_size) + '/RecordLog/' + \
'running-' + problem_name + '-' + 'dim' + str(dimension_size) + '-' + 'bias' \
+ str(bias) + '-' + str(start_index + prob_i) + '.txt'
print('data logging: ', data_log_file)
running_log.append('data log path: ' + data_log_file)
save_log(positive_set, negative_set, new_sample_set, label_set,
data_log_file)
print('bias logging: ', bias_log_file)
running_log.append('bias log path: ' + bias_log_file)
fo.FileWriter(bias_log_file, bias_log, style='w')
print('running logging: ', running_log_file)
fo.FileWriter(running_log_file, running_log, style='w')
return
from __future__ import division, print_function
from smac.facade.func_facade import fmin_smac
from ObjectiveFunction import DistributedFunction
from Components import Dimension
from Tools import RandomOperator
import numpy as np
dimension_size = 10
dimension = Dimension()
dimension.set_dimension_size(dimension_size)
dimension.set_regions([[-0.5, 0.5] for _ in range(dimension_size)],
[0 for _ in range(dimension_size)])
func = DistributedFunction(dimension, bias_region=[-0.5, 0.5])
target_bias = [0.25 for _ in range(dimension_size)]
func.setBias(target_bias)
ro = RandomOperator()
prob_fct = func.DisRosenbrock
x0 = [ro.get_uniform_double(-0.5, 0.5) for _ in range(dimension_size)]
ans = []
for i in range(10):
x, cost, _ = fmin_smac(func=prob_fct,
x0=x0,
bounds=[[-0.5, 0.5] for _ in range(dimension_size)],
maxfun=50,
rng=3)
ans.append(x)
# print("Optimum at {} with cost of {}".format(x, cost))
print(np.mean(ans))
def run(type):
dimension = Dimension()
dimension.set_dimension_size(dimension_size)
dimension.set_regions([[-1.0, 1.0] for _ in range(dimension_size)],
[0 for _ in range(dimension_size)])
# problem define
func = DistributedFunction(dimension,
bias_region=[-bias_region, bias_region])
target_bias = [0.1 for _ in range(dimension_size)]
func.setBias(target_bias)
if problem_name == 'ackley':
prob_fct = func.DisAckley
elif problem_name == 'sphere':
prob_fct = func.DisSphere
elif problem_name == 'rosenbrock':
prob_fct = func.DisRosenbrock
else:
print('Wrong function!')
exit()
opt_error_list = []
log_buffer.append('+++++++++++++++++++++++++++++++')
log_buffer.append('Running: ' + type)
log_buffer.append('+++++++++++++++++++++++++++++++')
print('+++++++++++++++++++++++++++++++')
print('Running: ' + type)
print('+++++++++++++++++++++++++++++++')
if type == 'ada':
# pre=sorted(predictors,key=lambda a:a.dist)
expert = Experts(predictors=predictors, eta=eta, bg=budget)
for i in range(opt_repeat):
print('optimize ', i,
'===================================================')
log_buffer.append(
'optimize ' + str(i) +
'===================================================')
start_t = time.time()
if type == 'exp':
exp_racos = ExpRacosOptimization(dimension, nets)
opt_error = exp_racos.exp_mix_opt(obj_fct=prob_fct,
ss=sample_size,
bud=budget,
pn=positive_num,
rp=rand_probability,
ub=uncertain_bit,
at=adv_threshold)
elif type == 'ada':
exp_racos = ExpAdaRacosOptimization(dimension, expert)
opt_error = exp_racos.exp_ada_mix_opt(obj_fct=prob_fct,
ss=sample_size,
bud=budget,
pn=positive_num,
rp=rand_probability,
ub=uncertain_bit,
at=adv_threshold)
else:
print('Wrong type!')
return
end_t = time.time()
hour, minute, second = time_formulate(start_t, end_t)
print('spending time: ', hour, ':', minute, ':', second)
log_buffer.append('spending time: ' + str(hour) + '+' + str(minute) +
'+' + str(second))
opt_error_list.append(opt_error)
print('validation optimal value: ', opt_error)
log_buffer.append('validation optimal value: ' + str(opt_error))
opt_mean = np.mean(np.array(opt_error_list), axis=0)
opt_std = np.std(np.array(opt_error_list), axis=0)
print('--------------------------------------------------')
print('optimization result for ' + str(opt_repeat) + ' times average: ',
opt_mean, ', standard variance is: ', opt_std)
log_buffer.append('--------------------------------------------------')
log_buffer.append('optimization result for ' + str(opt_repeat) +
' times average: ' + str(opt_mean) +
', standard variance is: ' + str(opt_std))
return opt_mean
def run_racos():
# parameters
sample_size = 10 # the instance number of sampling in an iteration
budget = 500 # budget in online style
positive_num = 2 # the set size of PosPop
rand_probability = 0.99 # the probability of sample in model
uncertain_bit = 1 # the dimension size that is sampled randomly
bias_region = 0.5
repeat = 10
# dimension setting
dimension_size = 10
dimension = Dimension()
dimension.set_dimension_size(dimension_size)
dimension.set_regions([[-1.0, 1.0] for _ in range(dimension_size)],
[0 for _ in range(dimension_size)])
func = DistributedFunction(dim=dimension,
bias_region=[-bias_region, bias_region])
if problem_name == 'rosenbrock':
prob = func.DisRosenbrock
else:
prob = func.DisSphere
# optimization
racos = RacosOptimization(dimension)
opt_error_list = []
for i in range(repeat):
start_t = time.time()
racos.mix_opt(prob,
ss=sample_size,
bud=budget,
pn=positive_num,
rp=rand_probability,
ub=uncertain_bit)
end_t = time.time()
optimal = racos.get_optimal()
hour, minute, second = time_formulate(start_t, end_t)
print('total budget is ', budget, '------------------------------')
print('spending time: ', hour, ' hours ', minute, ' minutes ', second,
' seconds')
print('optimal value: ', optimal.get_fitness())
opt_error = optimal.get_fitness()
optimal_x = optimal.get_features()
opt_error_list.append(opt_error)
print('validation optimal value: ', opt_error)
log_buffer.append('validation optimal value: ' + str(opt_error))
print('optimal x: ', optimal_x)
log_buffer.append('optimal nn structure: ' + list2string(optimal_x))
opt_mean = np.mean(np.array(opt_error_list))
opt_std = np.std(np.array(opt_error_list))
print('--------------------------------------------------')
print('optimization result: ', opt_mean, '#', opt_std)
log_buffer.append('--------------------------------------------------')
log_buffer.append('optimization result: ' + str(opt_mean) + '#' +
str(opt_std))
return opt_mean
def run_for_synthetic_problem():
sample_size = 10 # the instance number of sampling in an iteration
budget = 50 # budget in online style
positive_num = 2 # the set size of PosPop
rand_probability = 0.99 # the probability of sample in model
uncertain_bit = 1 # the dimension size that is sampled randomly
adv_threshold = 10 # advance sample size
opt_repeat = 10
dimension_size = 10
problem_name = 'sphere'
bias_region = 0.5
eta = 0.9
step = 100
dimension = Dimension()
dimension.set_dimension_size(dimension_size)
dimension.set_regions([[-1.0, 1.0] for _ in range(dimension_size)],
[0 for _ in range(dimension_size)])
log_buffer = []
# problem define
func = DistributedFunction(dimension, bias_region=[-0.5, 0.5])
target_bias = [0.2 for _ in range(dimension_size)]
func.setBias(target_bias)
if problem_name == 'ackley':
prob_fct = func.DisAckley
else:
prob_fct = func.DisSphere
log_buffer.append('+++++++++++++++++++++++++++++++')
log_buffer.append('optimization parameters')
log_buffer.append('sample size: ' + str(sample_size))
log_buffer.append('budget: ' + str(budget))
log_buffer.append('positive num: ' + str(positive_num))
log_buffer.append('random probability: ' + str(rand_probability))
log_buffer.append('uncertain bits: ' + str(uncertain_bit))
log_buffer.append('advance num: ' + str(adv_threshold))
log_buffer.append('+++++++++++++++++++++++++++++++')
log_buffer.append('problem parameters')
log_buffer.append('dimension size: ' + str(dimension_size))
log_buffer.append('problem name: ' + problem_name)
log_buffer.append('bias: ' + list2string(target_bias))
log_buffer.append('+++++++++++++++++++++++++++++++')
predictors, load_buffer = get_predicotrs()
expert = Experts(predictors=predictors, eta=eta, step=step)
log_buffer.extend(load_buffer)
opt_error_list = []
for i in range(opt_repeat):
print('optimize ', i,
'===================================================')
log_buffer.append(
'optimize ' + str(i) +
'===================================================')
exp_racos = ExpAdaRacosOptimization(dimension, expert)
start_t = time.time()
exp_racos.exp_ada_mix_opt(obj_fct=prob_fct,
ss=sample_size,
bud=budget,
pn=positive_num,
rp=rand_probability,
ub=uncertain_bit,
at=adv_threshold)
end_t = time.time()
print('total budget is ', budget)
log_buffer.append('total budget is ' + str(budget))
hour, minute, second = time_formulate(start_t, end_t)
print('spending time: ', hour, ':', minute, ':', second)
log_buffer.append('spending time: ' + str(hour) + '+' + str(minute) +
'+' + str(second))
optimal = exp_racos.get_optimal()
opt_error = optimal.get_fitness()
optimal_x = optimal.get_features()
opt_error_list.append(opt_error)
print('validation optimal value: ', opt_error)
log_buffer.append('validation optimal value: ' + str(opt_error))
print('optimal x: ', optimal_x)
log_buffer.append('optimal nn structure: ' + list2string(optimal_x))
opt_mean = np.mean(np.array(opt_error_list))
opt_std = np.std(np.array(opt_error_list))
print('--------------------------------------------------')
print('optimization result: ', opt_mean, '#', opt_std)
log_buffer.append('--------------------------------------------------')
log_buffer.append('optimization result: ' + str(opt_mean) + '#' +
str(opt_std))
result_path = path + '/Results/Ada/' + problem_name + '/dimension' + str(
dimension_size) + '/'
optimization_log_file = result_path + 'opt-log-' + problem_name + '-dim' + str(dimension_size) + '-bias' \
+ str(bias_region) + '.txt'
print('optimization logging: ', optimization_log_file)
fo.FileWriter(optimization_log_file, log_buffer, style='w')
return
print mean_r, '#', std_r
return
# continuous optimization
if True:
# dimension setting
repeat = 15
results = []
DimSize = 100
regs = []
regs.append(0.0)
regs.append(1.0)
dim = Dimension()
dim.setDimensionSize(DimSize)
for i in range(DimSize):
dim.setRegion(i, regs, True)
for i in range(repeat):
print i, ':--------------------------------------------------------------'
racos = RacosOptimization(dim)
# call online version RACOS
# racos.OnlineTurnOn()
# racos.ContinueOpt(Ackley, SampleSize, Budget, PositiveNum, RandProbability, UncertainBits)
racos.ContinueOpt(Ackley, SampleSize, MaxIteration, PositiveNum,
RandProbability, UncertainBits)
rand_probability = 0.99 # the probability of sample in model
uncertain_bits = 2 # the dimension size that is sampled randomly
start_index = 0
problem_name = 'sphere'
problem_num = 2000 - start_index
repeat_num = 10
exp_path = path + '/ExpLog/SyntheticProbsLog/'
bias_region = 0.5
dimension_size = 10
dimension = Dimension()
dimension.set_dimension_size(dimension_size)
dimension.set_regions([[-1.0, 1.0] for _ in range(dimension_size)],
[0 for _ in range(dimension_size)])
def run_exp_racos_for_synthetic_problem_analysis():
# parameters
positive_num = 2 # the set size of PosPop
rand_probability = 0.99 # the probability of sample in model
uncertain_bit = 1 # the dimension size that is sampled randomly
adv_threshold = 10 # advance sample size
opt_repeat = 10
log_buffer = []