def optimize():
global ITERATIONS
ITERATIONS = 1
MAX_EVALS = 10
from bayes_opt import BayesianOptimization
# Bounded region of parameter space
pbounds = {'alpha': (0.001, 0.999), 'beta': (0.001, 1.5)}
optimizer = BayesianOptimization(
f=objective,
pbounds=pbounds,
random_state=1,
)
try:
from bayes_opt.util import load_logs
load_logs(optimizer, logs=["logs.json"])
print("Rerunning from {} trials".format(len(optimizer.res)))
except:
print("Starting from scratch: new trials.")
from bayes_opt.observer import JSONLogger
from bayes_opt.event import Events
logger = JSONLogger(path="logs.json")
optimizer.subscribe(Events.OPTMIZATION_STEP, logger)
# Results will be saved in ./logs.json
optimizer.maximize(
init_points=20, #max(0, 5 - len(optimizer.res)),
n_iter=MAX_EVALS,
)
print(optimizer.max)
def optimize(self,
random_state=5,
verbose=2,
init_points=10,
n_iter=5,
acq='poi'):
"""Function to perform the actual optimization."""
for hyp in itertools.product(*self._category_para.values()):
self._hyd_d = dict(zip(self._category_para.keys(), hyp))
print("category_para: ", self._hyd_d)
optimizer = BayesianOptimization(f=self.optimization_func,
pbounds=self._search_space,
random_state=random_state)
log_path = "gemben/intermediate/bays_opt/"
try:
os.makedirs(log_path)
except:
pass
logger = JSONLogger(path=log_path + "logs.json")
optimizer.subscribe(Events.OPTMIZATION_STEP, logger)
optimizer.maximize(init_points=init_points,
n_iter=n_iter,
acq=acq,
kappa=2.576,
xi=1.0)
print("category_para: ", )
print("Final result:", optimizer.max)
return 0
def run_bayesian_optimization():
file = open('output_raw.log', 'w+')
file.close()
# Bounds for Pressure (10 - 140 torr) and Scintillator Distance (120 - 240 mm)
# pbounds = {'x': (10, 140), 'y': (120, 240), 'g': (1, 3), 'w': (1, 5)}
pbounds = {
'x': (10, 140),
'y': (120, 240),
'g': (1, 4),
'w': (1, 5),
'gz': (20, 200)
}
# Bayesian Optimizer
# Verbose = 0: Silent
# Verbose = 1: Prints only when a maximum is observed
# Verbose = 2
optimizer = BayesianOptimization(f=black_box,
pbounds=pbounds,
verbose=2,
random_state=42)
# For saving progress
logger = JSONLogger(path="./logs.json")
optimizer.subscribe(Events.OPTMIZATION_STEP, logger)
# n_iter: How many steps of bayesian optimization you want to perform
# init_points: How many steps of random exploration you want to perform
optimizer.maximize(init_points=80, n_iter=60)
for i, res in enumerate(optimizer.res):
print("Iteration {}: \n\t{}".format(i, res))
print(optimizer.max)
def optimize_bayes_wo_param(parse_model_param):
def crossval(*args_model, **kwargs_model):
estimator = parse_model_param(*args_model, **kwargs_model)
return cross_val_score(estimator,
X=X,
y=y,
*args_eval,
**kwargs_eval).mean()
optimizer = BayesianOptimization(crossval, pbounds=pbounds)
optimizer_log_dir = (LOG_DIR / log_dir)
if optimizer_log_dir.exists():
all_log = [str(path) for path in optimizer_log_dir.iterdir()]
load_logs(optimizer, logs=all_log)
filename = 'log_{}.json'.format(len(all_log))
else:
optimizer_log_dir.mkdir()
filename = 'log_0.json'
logger = JSONLogger(path=str(optimizer_log_dir / filename))
optimizer.subscribe(Events.OPTMIZATION_STEP, logger)
optimizer.maximize(init_points, n_iter, kappa=kappa, acq=acq)
best_model = parse_model_param(**optimizer.max['params'])
best_model.fit(X=X, y=y)
return best_model
def run(self, n_iter=5, save_log=False):
BoParams = {
'max_depth': (5, 16),
'min_child_weight': (1, 10),
'gamma': (0, 1),
'subsample': (0.6, 1),
'colsample_bytree': (0.6, 1),
'reg_alpha': (0, 1),
'reg_lambda': (0, 1),
}
optimizer = BayesianOptimization(self.__evaluator, BoParams, self.opt_seed)
if save_log:
logger = JSONLogger(path="./opt_xgb_logs.json")
optimizer.subscribe(Events.OPTMIZATION_STEP, logger)
if self.fix_params:
optimizer.set_bounds({k: (v, v) for k, v in self.fix_params.items()})
# optimizer.probe(
# {'max_depth': 7,
# 'min_child_weight': 1,
# 'gamma': 0,
# 'subsample': 0.8,
# 'colsample_bytree': 0.8,
# 'reg_alpha': 0.01,
# 'reg_lambda': 1})
gp_params = {"alpha": 1e-5, "n_restarts_optimizer": 3}
optimizer.maximize(init_points=3, n_iter=n_iter, acq='ucb', kappa=2.576, xi=0.0, **gp_params)
self.__get_params(optimizer)
def optimizer(self,
log_json=False,
load_log=False,
log_path=None,
**kwargs):
allow = ['n_init_explore_point', 'n_bayesian_iterations']
self.__dict__.update((k, v) for k, v in kwargs.items() if k in allow)
b_opt = BayesianOptimization(
f=self.bb_partial,
pbounds=self.parameters,
verbose=self.opt_verbose,
random_state=0,
)
if log_json:
logger = JSONLogger(path=r'./Logs/' + self.type_nn + '_' +
str(self.rnn_kind) + '.json')
b_opt.subscribe(Events.OPTMIZATION_STEP, logger)
if load_log and log_path is not None:
load_logs(b_opt, logs=log_path)
b_opt.maximize(
init_points=self.n_init_explore_point,
n_iter=self.n_bayesian_iterations,
acq=
"poi", # Acquisition Function "Probability of Improvement" --> Prefer exploration (with xi=0.1)
xi=1e-1)
print('best parameters:', b_opt.max, '\n')
return b_opt
def hyperParameterOptimizer():
def blackbox(c1Filters, c1KernelSize, c1Strides, c2Filters, c2KernelSize,
c2Strides, c3Filters, c3KernelSize, c3Strides, fcc1Units,
fcc2Units, dropout1, dropout2):
hyperParams = HyperParams()
hyperParams.c1Filters = int(round(c1Filters))
hyperParams.c1KernelSize = int(round(c1KernelSize))
hyperParams.c1Strides = int(round(c1Strides))
hyperParams.c2Filters = int(round(c2Filters))
hyperParams.c2KernelSize = int(round(c2KernelSize))
hyperParams.c2Strides = int(round(c2Strides))
hyperParams.c3Filters = int(round(c3Filters))
hyperParams.c3KernelSize = int(round(c3KernelSize))
hyperParams.c3Strides = int(round(c3Strides))
hyperParams.fcc1Units = int(round(fcc1Units))
hyperParams.fcc2Units = int(round(fcc2Units))
hyperParams.dropout1 = round(dropout1, 2)
hyperParams.dropout2 = round(dropout2, 2)
checkpoint = train(200, None, hyperParams)
return checkpoint.validationAccuracy
bounds = {
'c1Filters': (100, 128),
'c1KernelSize': (2, 2),
'c1Strides': (2, 2),
'c2Filters': (64, 100),
'c2KernelSize': (2, 2),
'c2Strides': (2, 2),
'c3Filters': (32, 64),
'c3KernelSize': (2, 2),
'c3Strides': (2, 2),
'fcc1Units': (32, 150),
'fcc2Units': (32, 150),
'dropout1': (0.2, 0.5),
'dropout2': (0.2, 0.5),
}
optimizer = BayesianOptimization(
f=blackbox,
pbounds=bounds,
random_state=1,
)
logger = JSONLogger(path="./logs.json")
optimizer.subscribe(Events.OPTMIZATION_STEP, logger)
load_logs(optimizer, logs=["./oldlogs.json"])
optimizer.maximize(
init_points=2,
n_iter=36,
)
print(optimizer.max)
def xgb_optimization(X, y, params, random_state=1337):
training_data = xgb.DMatrix(X, y)
def xgb_model(
feature_fraction,
bagging_fraction,
lambda_l1,
lambda_l2,
max_depth,
num_leaves,
min_split_gain,
min_child_weight,
learning_rate,
n_estimators,
):
params["feature_fraction"] = max(min(feature_fraction, 1), 0)
params["bagging_fraction"] = max(min(bagging_fraction, 1), 0)
params["lambda_l1"] = max(lambda_l1, 0)
params["lambda_l2"] = max(lambda_l2, 0)
params["max_depth"] = int(round(max_depth))
params["num_leaves"] = int(round(num_leaves))
params["min_split_gain"] = min_split_gain
params["min_child_weight"] = min_child_weight
params["learning_rate"] = learning_rate
params["n_estimators"] = int(round(n_estimators))
params.update({
"objective": "reg:squarederror",
"max_bin": 255,
"bagging_freq": 1,
"min_child_samples": 20,
"boosting": "gbdt",
"verbosity": 1,
"early_stopping_round": 200,
"metric": "rmse",
})
clf = xgb.cv(params,
training_data,
nfold=5,
seed=random_state,
verbose_eval=1)
return (-1 * np.array(clf["test-rmse-mean"])).max()
optimizer = BayesianOptimization(f=xgb_model,
pbounds=params,
random_state=1337)
logger_path = os.path.join(LOGS_DIR, "logs_xgb.json")
if os.path.exists(logger_path):
load_logs(optimizer, logs=logger_path)
logger = JSONLogger(path=logger_path)
optimizer.subscribe(Events.OPTMIZATION_STEP, logger)
optimizer.maximize(init_points=5, n_iter=25, acq="ucb")
return optimizer.max["params"]
def __init__(self,
optimization_folder,
nr_iterations,
iteration_chunck_size,
nr_init_points,
embedder='LASEREmbedderI',
log_file_name='logs.json',
load_log=False,
prev_log='log.json',
probe=True):
# Set static variables
self.INTERMEDIATE_RESULTS_FOLDER = optimization_folder
self.FINAL_RESULTS_FOLDER = optimization_folder
self.NR_ITERATIONS = nr_iterations
self.ITERATION_CHUNCK_SIZE = iteration_chunck_size
self.NR_INIT_POINTS = nr_init_points
self.EMBEDDER = embedder
self.probe = probe
self.config = Config()
self.log_file = os.path.join(optimization_folder, log_file_name)
self.prev_log = os.path.join(optimization_folder, prev_log)
self.logger = JSONLogger(path=self.log_file)
self.load_log = load_log
# Boundaries between which to explore the input space
self.param_boundaries = {
'dropout_before_laser': (0., 0.5),
'dropout_in_laser': (0., 0.5),
'transformer_drop': (0., 0.5),
'dropout': (0., 0.5),
'hidden_size_lstm': (50, 350),
'weight_decay': (0., 0.1),
'learning_rate_warmup_steps': (1., 10.0),
'num_heads': (0.5, 4.49),
'filter_size': (3.5, 350)
}
# Set points on which to evaluate the model for exploration of the solution space
self.explore_points = {
'dropout_before_laser': [0.1],
'dropout_in_laser': [0.25],
'transformer_drop': [0.0],
'dropout': [0.0],
'hidden_size_lstm': [350],
'weight_decay': [0.01],
'learning_rate_warmup_steps': [2.],
'num_heads': [4.],
'filter_size': [350.]
}
self.bo = None # initialize variable for further error handling
assert len(
np.unique([len(n) for n in self.explore_points.values()])
) == 1, 'number of explore points should be the same for all parameters'
self.NUM_EXPLORE_POINTS = np.unique(
[len(n) for n in self.explore_points.values()])[0]
def optimize_2d(path=None,
steps=None,
init_points=None,
bounds=None,
true_function=None,
plot=False,
load=False):
def wrapper(x, y):
os.environ['NW'] = "%f" % (x)
os.environ['NN'] = "%f" % (y)
res = -F.func_para()
return res
opt = BayesianOptimization(f=wrapper,
pbounds=bounds,
verbose=2,
random_state=92898)
log_file = new_log_file_name()
logger = JSONLogger(path=log_file)
screen_logger = ScreenLogger(verbose=2)
opt.subscribe(Events.OPTMIZATION_STEP, logger)
opt.subscribe(Events.OPTMIZATION_START, screen_logger)
opt.subscribe(Events.OPTMIZATION_STEP, screen_logger)
opt.subscribe(Events.OPTMIZATION_END, screen_logger)
print('Logging to logfile: ', os.path.abspath(log_file))
dump_bounds(log_file, bounds)
no_log_files_found = False
if load:
files = find_log_files()
if len(files) > 0:
print('Loading previous runs from logfile(s):')
for f in files:
print(f)
load_logs(opt, logs=files)
else:
no_log_files_found = True
if (init_points is not None) and (init_points > 0):
if no_log_files_found or not load:
opt.maximize(init_points=init_points, n_iter=0, alpha=1e-5)
first_step = True
opt.unsubscribe(Events.OPTMIZATION_END, screen_logger)
print('')
if _check_steps_finite(steps):
for _ in range(steps):
opt.maximize(init_points=0, n_iter=1, alpha=1e-5)
if first_step:
opt.unsubscribe(Events.OPTMIZATION_START, screen_logger)
first_step = False
else:
while True:
opt.maximize(init_points=0, n_iter=1, alpha=1e-5)
print("MAX: ", opt.max)
return opt
def get_tuned_params_bayesian(model, config_dict, train_data, cv_fold, outer_iter_i, experiment_dir):
optimizer = BayesianOptimization(f=get_cross_validated_cindex_fn(model, train_data, cv_fold, outer_iter_i, experiment_dir),
pbounds=config_dict['params'],
verbose=2,
random_state=SEED)
logger = JSONLogger(path=os.path.join(experiment_dir, "btune_logs_{}.json".format(outer_iter_i)))
optimizer.subscribe(Events.OPTMIZATION_STEP, logger)
optimizer.maximize(
init_points=config_dict['bayesian']['n_init'],
n_iter=config_dict['bayesian']['n_bayesian']
)
return optimizer.max['params']
def run(self, n_iter=5, save_log=False):
BoParams = {
'num_leaves': (2**4, 2**8),
'min_split_gain': (0.01, 1),
'min_child_weight': (0, 0.01),
'min_child_samples': (8, 32),
'subsample': (0.6, 1),
'colsample_bytree': (0.6, 1),
'reg_alpha': (0, 1),
'reg_lambda': (0, 1),
}
optimizer = BayesianOptimization(self.__evaluator,
BoParams,
random_state=self.opt_seed)
if save_log:
logger = JSONLogger(path="./opt_lgb_logs.json")
optimizer.subscribe(Events.OPTMIZATION_STEP, logger)
if self.fix_params:
optimizer.set_bounds(
{k: (v, v)
for k, v in self.fix_params.items()})
# optimizer.probe(
# {'num_leaves': 2 ** 7 - 1,
# 'min_split_gain': 0,
# 'min_child_weight': 0.001,
# 'min_child_samples': 6,
# 'subsample': 0.8,
# 'colsample_bytree': 0.8,
# 'reg_alpha': 0.01,
# 'reg_lambda': 1})
gp_params = {"alpha": 1e-5, "n_restarts_optimizer": 3}
optimizer.maximize(init_points=3,
n_iter=n_iter,
acq='ucb',
kappa=2.576,
xi=0.0,
**gp_params)
self.__get_params(optimizer)
def main():
bounds = {'alpha':(0.3,0.9),'temperature':(3,15)}
optimizer = BayesianOptimization(
f = KD_train,
pbounds = bounds,
verbose = 2,
random_state = 0)
utility = UtilityFunction(kind = 'ei', kappa= 1,xi=0.0)
for _ in range(5):
next_p = optimizer.suggest(utility)
print('suggest for next:',next_p)
result = KD_train(**next_p)
optimizer.register(params = next_p,target = result)
for i,res in enumerate(optimizer.res):
print("ite {} \t {}".format(i,res))
logger = JSONLogger(path = './BO_logs.json')
optimizer.subscribe(Events.OPTIMIZATION_STEP, logger)
def get_tuned_params_random(model, config_dict, train_data, cv_fold, outer_iter_i, experiment_dir):
# note that here we are still using the BayesianOpt package under the hood
# becuase it allows us to customize sweeping to become entirely random within a specified grid
optimizer = BayesianOptimization(f=get_cross_validated_cindex_fn(model, train_data, cv_fold, outer_iter_i, experiment_dir),
pbounds=config_dict['params'],
verbose=2,
random_state=SEED)
logger = JSONLogger(path=os.path.join(experiment_dir, "btune_logs_{}.json".format(outer_iter_i)))
try:
optimizer.subscribe(Events.OPTMIZATION_STEP, logger)
except:
optimizer.subscribe(Events.OPTIMIZATION_STEP, logger)
optimizer.maximize(
init_points=config_dict['random']['n_probes'],
# init_points: How many steps of random exploration you want to perform.
n_iter=0 # zero bayesian optimization steps
)
return optimizer.max['params']
def bo_logistic_regression(training, param_grid, seed, cv=5):
logger = JSONLogger(path="./logs.json")
n_param_grid = {}
for key, value in param_grid.items():
key = key.replace("lr" + '__', '')
if type(value) == type(tuple([0, 0])):
n_param_grid[key] = value
print(value)
else:
n_param_grid[key] = (0, 1)
def ob_function(C):
skf = StratifiedKFold(n_splits=cv, shuffle=True)
for train_index, test_index in skf.split(
training.loc[:, (training.columns != "Response")].values,
training["Response"].values):
train = training.iloc[train_index]
test = training.iloc[test_index]
pr = Processor(train, test, seed)
fe = FeatureEngineer(pr.training, pr.unseen, seed)
model = LogisticRegression(
random_state=seed,
C=C,
max_iter=200,
)
model.fit(
fe.training.loc[:, (fe.training.columns != "Response")].values,
fe.training["Response"].values)
y_pred = model.predict(fe.unseen.drop('Response', axis=1))
return profit(test['Response'], y_pred)
b_optimizer = BayesianOptimization(
f=ob_function,
pbounds=n_param_grid,
random_state=1,
)
b_optimizer.subscribe(Events.OPTMIZATION_STEP, logger)
b_optimizer.maximize(n_iter=100, init_points=50)
return b_optimizer
def __init__(self, model, X_train, y_train, verbose=0, cv = None, pbounds = None, init_params =None, tp = None, n_iter = 5, init_points = 1 , cat_columns = None, av_params = None):
if av_params and model in av_params.keys():
self.av_params = av_params[model]
else :
self.av_params = None
self.model = model
self.X_train = X_train
self.y_train = y_train
self.cv = cv
self.tp = tp
self.pbounds = pbounds
self.init_params = init_params
optimizer = BayesianOptimization(self.evaluate_model, pbounds, random_state=4)
self.cat_columns = cat_columns
logger = JSONLogger(path="./logs.json")
optimizer.subscribe(Events.OPTMIZATION_STEP, logger)
optimizer.maximize(init_points=init_points, n_iter=n_iter)
self.opt = optimizer
self.results = optimizer.res
def main():
# Bounded region of parameter space
pbounds = {
'batch_size': (768, 1280),
'neg_sample_size': (128, 384),
'max_steps': (1000, 100000)
}
optimizer = BayesianOptimization(
f=black_box_function,
pbounds=pbounds,
random_state=1,
)
logger = JSONLogger(path='../models/tmp/logs.json')
optimizer.subscribe(Events.OPTMIZATION_STEP, logger)
# try to maximize metrics, results will be saved in models/tmp/logs.json
optimizer.maximize(init_points=1, n_iter=2)
print(optimizer.max)
for i, res in enumerate(optimizer.res):
print("Iteration {}: \n\t{}".format(i, res))
def optimise(kappa, n_runs, n_sub_runs, ignore_similar, score_type = 'general'):
n_epochs = 10
print_step = max(n_epochs // 2, 1)
min_score = -1000
train, val, ENDPOINT, AGE, SEX, vocab_size, sequence_length, n_individuals = get_dataset(nrows = 10_000_000)
print('Data loaded, number of individuals:', n_individuals)
def objective_function(batch_size, lr, temperature):
try:
batch_size = int(batch_size)
lr = 10 ** (-lr)
scores = []
for i in range(n_sub_runs):
print('sub run {}'.format(i))
# Train the GAN
G = RelationalMemoryGenerator(mem_slots, head_size, embed_size, vocab_size, temperature, num_heads, num_blocks)
D = RelGANDiscriminator(n_embeddings, vocab_size, embed_size, sequence_length, out_channels, filter_sizes, use_aux_info, use_mbd, mbd_out_features, mbd_kernel_dims)
# Call train function
dist_score, transition_score, similarity_score, mode_collapse_score, indv_score, transition_score_full, _, _, _ = train_GAN(
G, D, train, val, ENDPOINT, batch_size, vocab_size, sequence_length, n_epochs, lr, temperature, GAN_type, n_critic, print_step, get_scores, ignore_time, dummy_batch_size, ignore_similar, one_sided_label_smoothing, relativistic_average, True, use_gp, lambda_gp
)
if score_type == 'general':
score = -(2 * dist_score[-1] + \
1 * transition_score[-1] + \
#1 * similarity_score[-1] + \
4 * mode_collapse_score[-1])
elif score_type == 'chd_and_br_cancer':
# minimize the transition score from chd to breast cancer
score = -transition_score_full[ \
-1, ENDPOINT.vocab.stoi['C3_BREAST'] - 3, ENDPOINT.vocab.stoi['I9_CHD'] - 3 \
]
elif score_type == 'transition':
score = -transition_score[-1]
if isnan(score):
score = min_score
score = max(min_score, score)
print('Score:', score)
scores.append(score)
score = np.mean(scores)
return score
except RuntimeError as e:
print(e)
return min_score
# Bounded region of parameter space
pbounds = {
'batch_size': (16, 512),
'lr': (2, 8),
'temperature': (1, 100),
}
optimizer = BayesianOptimization(
f = objective_function,
pbounds = pbounds,
#random_state = 1,
)
filename = "optim_results/{}_{}.json".format(score_type, n_individuals)
load_logs(optimizer, logs=[filename])
logger = JSONLogger(path=filename)
optimizer.subscribe(Events.OPTMIZATION_STEP, logger)
optimizer.maximize(
init_points = int(np.sqrt(n_runs)),
n_iter = n_runs,
)
#fix_optim_log(filename)
print(optimizer.max)
vec['n'] += 1
return res.mean()
def search_param(alpha, beta, topK):
return my_func(alpha, beta, topK)
optimizer = BayesianOptimization(
f=search_param,
pbounds=tuning_params,
verbose=3,
random_state=2010,
)
logger = JSONLogger(path="./Logs/tmp/" + 'RP3beta_multi' + ".json")
optimizer.subscribe(Events.OPTMIZATION_STEP, logger)
optimizer.probe({
'alpha': 0.03374950051351756,
'beta': 0.24087176329409027,
'topK': 16},
lazy=True,
)
optimizer.maximize(
init_points=40,
n_iter=400,
)
print(optimizer.max)
pbounds=pbounds,
)
if args.probe:
optimizer.probe(
params={"lr_pow": args.probe},
lazy=True,
)
else:
optimizer.probe(
params={"lr_pow": -2},
lazy=True,
)
optimizer.probe(
params={"lr_pow": -4},
lazy=True,
)
optimizer.probe(
params={"lr_pow": -6},
lazy=True,
)
logger = JSONLogger(path=logpath)
optimizer.subscribe(Events.OPTMIZATION_STEP, logger)
optimizer.maximize(
init_points=0,
n_iter=100,
)
print(optimizer.max)
# Bounded region of parameter space
pbounds = {'buffer_pool': (128, buffer_pool_max), 'log_file': (48, log_file_max),'flush_method': (0, flush_method_max),
'thread_cache': (9, thread_cache_max),'thread_sleep': (0, thread_sleep_max), 'max_connect': (151, max_connect_max)}
optimizer = BayesianOptimization(
f=objFunction,
pbounds=pbounds,
random_state=1,
)
load_logs(optimizer, logs=[setLoggerRoute()])
logger = JSONLogger(path="./logsResumed.json")
optimizer.subscribe(Events.OPTMIZATION_STEP, logger)
print("New optimizer is now aware of {} points.".format(len(optimizer.space)))
count=len(optimizer.space)
optimizer.maximize(
init_points=0,
n_iter=defineOptIterations(),
)
print(optimizer.max)
#
# optimizer.maximize(
# init_points=0,
# n_iter=5,
# )
# print(optimizer.max)
# for i, res in enumerate(optimizer.res):
# print("Iteration {}: \n\t{}".format(i, res))
optimizer.probe(
# params={"x": 0.5, "y": 0.7},
params=[2.0, 0.1],
lazy=True,
)
logger = JSONLogger(path="./logs.json")
optimizer.subscribe(Events.OPTMIZATION_STEP, logger)
# By default these will be explored lazily (lazy=True), meaning these points will be evaluated only the next time you call maximize.
print(optimizer.space.keys)
optimizer.maximize(init_points=0, n_iter=6)
for i, res in enumerate(optimizer.res):
print("Iteration {}: \n\t{}".format(i, res))
print(optimizer.max)
#load_logs
new_optimizer = BayesianOptimization(
data = data_all[data_all.pass_preselection == 1]
train, test = train_test_split(data, test_size=0.3, random_state=17)
xgboostBO = BayesianOptimization(
xgboost_fom, {
'max_depth': (2, 10),
'learning_rate': (0.01, 0.4),
'n_estimators': (200, 1000),
'subsample': (0.4, 0.8),
'colsample_bytree': (0.5, 0.99),
'min_child_weight': (2, 10),
'gamma': (0., 1.),
'max_delta_step': (0, 0.2),
})
## save optimization steps
logger = JSONLogger(path="logs_sumIso.json")
xgboostBO.subscribe(Events.OPTMIZATION_STEP, logger)
xgboostBO.maximize(
n_iter=30,
init_points=20,
)
print('-' * 53)
print('Final Results')
print(xgboostBO.max)
print '\n ---- all iterations ------ \n'
for i, res in enumerate(xgboostBO.res):
print("Iteration {}: \n\t{}".format(i, res))
def Catboost_tuning(X_train, y_train, kfold=6):
'''
Catboost model hyperparameters tuning, use baye_opt to cross-validate entire training dataset.
@ tuning hyperparameters:
one_hot_max_size: if required int
depth: 6 ~ 10 int
l2_leaf_reg: positive value 1 ~ 30
random_strength: 1 ~ 30
bagging_temperature: 0 ~ 1000
@ default hyperparameters:
NUMER_OF_TREES:
iterations: 10000
use_best_model = True
eval_metric = 'RMSE'
eval_set = Pool()
learning_rate = 0.02
border_count = 254
Parameters
----------
X_train: feature dataframe
y_train: target series
Return
------
dict: diction of tuning hyperparameters of Catboost
'''
from catboost import train, Pool
from sklearn.model_selection import KFold
import numpy as np
import gc
from bayes_opt.observer import JSONLogger
from bayes_opt.event import Events
from bayes_opt import BayesianOptimization
X_train = X_train
y_train = y_train
features = [feature for feature in X_train.columns \
if feature not in ['card_id', 'first_active_month']]
categorical_features = [feature for feature in features \
if 'feature_' in feature]
folds = KFold(n_splits=kfold, shuffle=True, random_state=133)
catboost_opt_params = {
'one_hot_max_size': (0, 6),
'depth': (5, 11),
'l2_leaf_reg': (1, 30),
'random_strength': (1, 30),
'bagging_temperature': (0, 1000)
}
def cv_helper(one_hot_max_size,\
depth,\
l2_leaf_reg,\
random_strength,\
bagging_temperature):
# entire date for evaluate clf training performance
all_data = Pool(data=X_train[features],\
label=y_train,\
cat_features=categorical_features)
# validation RMSE
RMSE = []
for train_idxs, val_idxs in folds.split(X_train.values, y_train.values):
# training set
train_data = Pool(data=X_train.iloc[train_idxs][features],\
label=y_train.iloc[train_idxs],\
cat_features=categorical_features)
# validation set
val_data = Pool(data=X_train.iloc[val_idxs][features],\
label=y_train.iloc[val_idxs],\
cat_features=categorical_features)
# hyperparameters
params = {
'eval_metric': 'RMSE',
'use_best_model': True,
'loss_function': 'RMSE',
'learning_rate': 0.02,
'early_stopping_rounds': 400,
'border_count': 254,
'task_type': 'GPU',
'one_hot_max_size': int(one_hot_max_size),
'depth': int(depth),
'l2_leaf_reg': l2_leaf_reg,
'random_strength': random_strength,
'bagging_temperature': bagging_temperature
}
# classifier
clf = train(pool=train_data,\
params=params,\
verbose=200,\
iterations=10000,\
eval_set=all_data)
# add current fold RMSE on all_data
RMSE.append(clf.best_score_['validation_0']['RMSE'])
return -np.mean(np.array(RMSE))
logger = JSONLogger(path="bayes_opt_log/catBoost_logs.json")
CAT_bayes_opt = BayesianOptimization(cv_helper, pbounds=catboost_opt_params)
CAT_bayes_opt.subscribe(Events.OPTMIZATION_STEP, logger)
CAT_bayes_opt.maximize(init_points=4,\
n_iter=20,\
acq='ei',\
xi=0.0)
return CAT_bayes_opt.max['params']
def LightGBM_tuning(X_train, y_train, kfold=6):
'''
LightGBM model hyperparameters tuning, use baye_opt to cross-validate entire training dataset.
@ tuning hyperparameters:
feature_fraction
bagging_fraction
lambda_l1
max_depth
min_data_in_leaf
num_leaves
@ default hyperparameters:
bagging_freq = 1
bagging_seed = 11
boosting = 'gbdt'
learning_rate: 0.005
Parameters
----------
X_train: feature dataframe
y_train: target series
Return
------
dict: diction of tuning hyperparameters of lightGBM
'''
import lightgbm as lgb
from sklearn.metrics import mean_squared_error
from sklearn.model_selection import KFold
import numpy as np
import gc
from bayes_opt.observer import JSONLogger
from bayes_opt.event import Events
from bayes_opt import BayesianOptimization
X_train = X_train
y_train = y_train
features = [feature for feature in X_train.columns \
if feature not in ['card_id', 'first_active_month']]
categorical_features = [feature for feature in features \
if 'feature_' in feature]
folds = KFold(n_splits=kfold, shuffle=True, random_state=133)
y_val = np.zeros(y_train.shape)
bayes_opt_params = {
'feature_fraction': (0.1, 1.0),
'bagging_fraction': (0.1, 1.0),
'lambda_l1': (0, 6),
'max_depth': (4, 20),
'min_data_in_leaf': (10, 300),
'num_leaves': (5, 300),
}
# define the croos-validation functions which returns object score(-rmse)
# then use bayesian optimizers to tuning the object score
def cv_helper(max_depth,\
num_leaves,\
min_data_in_leaf,\
feature_fraction,\
bagging_fraction,\
lambda_l1):
for train_idxs, val_idxs in folds.split(X_train.values, y_train.values):
# training set
train_data = lgb.Dataset(data=X_train.iloc[train_idxs][features],\
label=y_train.iloc[train_idxs],\
categorical_feature=categorical_features)
# validation set
val_data = lgb.Dataset(data=X_train.iloc[val_idxs][features],\
label=y_train.iloc[val_idxs],\
categorical_feature=categorical_features)
# hyperparameters
params = {
'objective': 'regression',
'metric': 'rmse',
'lambda_l1': lambda_l1,
'num_leaves': int(num_leaves),
'min_data_in_leaf': int(min_data_in_leaf),
'max_depth': int(max_depth),
'feature_fraction': feature_fraction,
'bagging_fraction': bagging_fraction,
'bagging_freq': 1,
'bagging_seed': 11,
'boosting': 'gbdt',
'learning_rate': 0.005,
'verbosity': 1
}
# classifier
clf = lgb.train(params=params,\
train_set=train_data,\
num_boost_round=10000,\
valid_sets=[train_data, val_data],\
verbose_eval=200,\
early_stopping_rounds=200)
# prediction of validation
y_val[val_idxs] = clf.predict(X_train.iloc[val_idxs][features],\
num_iteration=clf.best_iteration)
return -mean_squared_error(y_true=y_train, y_pred=y_val)**0.5
logger = JSONLogger(path="bayes_opt_log/lightGBM_logs.json")
LGB_bayes_opt = BayesianOptimization(cv_helper, pbounds=bayes_opt_params)
LGB_bayes_opt.subscribe(Events.OPTMIZATION_STEP, logger)
LGB_bayes_opt.maximize(init_points=4,\
n_iter=20,\
acq='ei',\
xi=0.0)
return LGB_bayes_opt.max['params']
print("Model trees: {}; Val score: {:<8.5f}".format(
clf.tree_count_, val_score))
return val_score
bounds = {
'l2_leaf_reg': (0.5, 100.0),
'bagging_temperature': (0.1, 100.0),
'random_strength': (0, 20),
'subsample': (0.2, 1.0),
'depth': (1, 3),
'border_count': (32, 128)
}
bo = BayesianOptimization(evaluate_cb, pbounds=bounds, random_state=42)
logger = JSONLogger(path="./stacking_bo.json")
bo.subscribe(Events.OPTMIZATION_STEP, logger)
bo.probe(
params={
'l2_leaf_reg': 3.0,
'bagging_temperature': 1,
'random_strength': 1,
'subsample': 0.3,
'depth': 2,
'border_count': 128
},
lazy=True,
)
bo.maximize(init_points=5, n_iter=10)
def main(batch=False):
'''This main function allows quick testing of the batch and non-batch versions
of the simulation.
Keyword Arguments:
batch {bool} -- if True, the simulation will run a batch experiment (default: {False})
'''
np.random.seed(1234)
# Note: all probabilities are in units p(event) per hour
params = {
# Intake Probabilities (Note, 1-sum(these) is probability of no intake)
'pSusceptibleIntake': 0.125,
'pInfectIntake': 0.02,
'pSymptomaticIntake': 0.0,
'pInsusceptibleIntake': 0.05,
# Survival of Illness
'pSurviveInfected': 0.0,
'pSurviveSymptomatic': 0.0,
# Alternate Death Rate
'pDieAlternate': 0.001,
# Discharge and Cleaning
'pDischarge': 0.0,
'pCleaning': 1.0,
# Disease Refractory Period
'refractoryPeriod': 7.0*24.0,
# Death and Symptoms of Illness
'pSymptomatic': 0.0,
'pDie': 0.0,
# Infection Logic
'infection_kernel': [0.05, 0.01],
'infection_kernel_function': 'lambda node, k: k*(1-node[\'occupant\'][\'immunity\'])',
# Immunity Growth (a0*immunity+a1)
# (1.03, 0.001 represents full immunity in 5 days)
#'immunity_growth_factors': [1.03, 0.001],
'immunity_growth_factors': [0.0114, 0.0129, 0.0146, 0.0166, 0.0187, 0.0212, 0.0240,
0.0271, 0.0306, 0.0346, 0.0390, 0.0440, 0.0496, 0.0559,
0.0629, 0.0707, 0.0794, 0.0891, 0.0998, 0.1117, 0.1248,
0.1392, 0.1549, 0.1721, 0.1908, 0.2109, 0.2326, 0.2558,
0.2804, 0.3065, 0.3338, 0.3623, 0.3918, 0.4221, 0.4530,
0.4843, 0.5157, 0.5470, 0.5779, 0.6082, 0.6377, 0.6662,
0.6935, 0.7196, 0.7442, 0.7674, 0.7891, 0.8092, 0.8279,
0.8451, 0.8608, 0.8752, 0.8883, 0.9002, 0.9109, 0.9206,
0.9293, 0.9371, 0.9441, 0.9504, 0.9560, 0.9610, 0.9654,
0.9694, 0.9729, 0.9760, 0.9788, 0.9813, 0.9834, 0.9854,
0.9871, 0.9886],
'immunity_lut': True,
# End Conditions
'max_time': 31*24, # One month
'max_intakes': None,
# Intervention
'intervention': 'TimedRemovalIntervention()' # Different interventions can go here
}
if not batch:
print(params['intervention'])
params['pSusceptibleIntake'] = best_params['pSusceptibleIntake']
params['pInfectIntake'] = best_params['pInfectIntake']
params['pInsusceptibleIntake'] = best_params['pInsusceptibleIntake']
params['pDieAlternate'] = best_params['pDieAlternate']
params['infection_kernel'] = [best_params['infection_kernel_0'], best_params['infection_kernel_1']]
with open('./sim_params.json', 'w+') as out:
json.dump(params, out)
sim = simulation.Simulation(params,
spatial_visualization=True,
aggregate_visualization=True,
return_on_equillibrium=True,)
#print(sim.run())
else:
# Run batch simulation comparing interventions
"""
Grid Search Method with Baysian Optimization
`pSusceptibleIntake`, `pInfectIntake`, `pInsusceptibleIntake`, `pDieAlternate`, and `infection_kernel`
"""
from bayes_opt import BayesianOptimization
from bayes_opt.observer import JSONLogger
from bayes_opt.event import Events
import warnings
log_name = 'APA-XGB_BO-Distemper-03-16-2019-v1'
logger = JSONLogger(path='./'+log_name+'.json')
orig_params = params.copy()
Test = False
Target = {
'Total Intake': 847,
'E2I':68,
'sum_S2D_IS2D':68,
'E2S':432,
'E2IS':347,
'S2I':111
}
def _get_results(_p):
runs = 2
results = simulation.BatchSimulation(_p, runs).run()
results_dataframe = pd.DataFrame.from_records(results)
results_dataframe = results_dataframe.drop(['S', 'IS', 'SY', 'D'], axis=1)
results_dataframe = results_dataframe.rename(index=str,
columns={"E": "Total Intake",
"I": "Total Infected"})
results_dataframe['Infection Rate'] = \
results_dataframe['Total Infected'] / results_dataframe['Total Intake']
means = results_dataframe.mean()
stes = results_dataframe.std() / np.sqrt(len(results_dataframe))
cols = results_dataframe.columns
return means, stes, cols
def _heuristic(
pSusceptibleIntake,
pInfectIntake,
pInsusceptibleIntake,
pDieAlternate,
infection_kernel_0,
infection_kernel_1
):
params = orig_params.copy()
params['pSusceptibleIntake'] = pSusceptibleIntake
params['pInfectIntake'] = pInfectIntake
params['pInsusceptibleIntake'] = pInsusceptibleIntake
params['pDieAlternate'] = pDieAlternate
params['infection_kernel'] = [infection_kernel_0,infection_kernel_1]
m_0, s_0, c_0 = _get_results(params)
if Test:
return m_0
else:
loss = 0
for key, value in Target.items():
# category-wise normalized L2 loss
loss += abs((m_0[key]-value)/value)
loss /= len(Target)
return -1.*loss
"""
Desired ouput
Total Intake = 847
Empty->Infected = 68,
Susceptible->Dead + Insusceptible->Dead = 68,
Empty->Susceptible=432,
Empty->Insusceptible=347,
Susceptible->Infected=111
When
'pSusceptibleIntake': 0.125,
'pInfectIntake': 0.02,
'pSymptomaticIntake': 0.0,
'pInsusceptibleIntake': 0.05,
# Survival of Illness
'pSurviveInfected': 0.0,
'pSurviveSymptomatic': 0.0,
# Alternate Death Rate
'pDieAlternate': 0.001,
# Discharge and Cleaning
'pDischarge': 0.0,
'pCleaning': 1.0,
# Disease Refractory Period
'refractoryPeriod': 7.0*24.0,
# Death and Symptoms of Illness
'pSymptomatic': 0.0,
'pDie': 0.0,
# Infection Logic
'infection_kernel': [0.05, 0.01],
'infection_kernel_function': 'lambda node, k: k*(1-node[\'occupant\'][\'immunity\'])',
We have
{'E': 987, 'S': 0, 'IS': 511, 'I': 369, 'SY': 0, 'D': 46, 'E2I': 98, 'sum_S2D_IS2D': 26, 'E2S': 623, 'E2IS': 266, 'S2I': 271}
We need to
Decrease E2I (↓pInfectIntake)
Increase sum_S2D_IS2D (↑pDieAlternate)
Decrese E2S (↓pSusceptibleIntake)
Increase E2IS (↑pInsusceptibleIntake)
Decrease S2I (↓infection_kernel)
"""
BO_wrapper = BayesianOptimization(
_heuristic,
{
'pSusceptibleIntake':(0.05,0.2),
'pInfectIntake':(0.005,0.03),
'pInsusceptibleIntake':(0.025,0.2),
'pDieAlternate':(0.0025,0.01),
'infection_kernel_0':(0.01,0.1),
'infection_kernel_1':(0.001,0.01)
}
)
BO_wrapper.subscribe(Events.OPTMIZATION_STEP, logger)
print('-'*130)
with warnings.catch_warnings():
warnings.filterwarnings('ignore')
BO_wrapper.maximize(init_points=20, n_iter=50, acq='ei', xi=0.01)
print('-'*130)
print('Final Results')
print('Maximum value: %f' % BO_wrapper.max['target'])
print('Best parameters: ', BO_wrapper.max['params'])
Test = True
m_0 = _heuristic(**BO_wrapper.max['params'])
for key, value in Target.items():
print(key, value, m_0[key])
def bayes_tuning(
self,
params=None,
eval_func=None,
init_points=5,
n_iter=25,
mode='ei',
# acq='ei',
# xi=0.0,
learning_rate=0.03,
metric=None,
random_state=7,
**kwargs):
'''
Attn For eval_func, the hyper-parameters have to be the same as stored dict. And adjust the postive/ negative
return values accordingly by metrics.
:param learning_rate: float or list.
ref: https://github.com/fmfn/BayesianOptimization/blob/master/examples/exploitation%20vs%20exploration.ipynb
kwargs for Bayesian optimizer:
:param acq = 'ei'
:param xi=0.0
:param kappa
'''
if params == None:
__params = self.__set_booster_params()
bayesian_optimizer_params = kwargs if kwargs is not None else {}
if mode == 'exploration':
bayesian_optimizer_params['acq'] = 'ucb'
bayesian_optimizer_params['kappa'] = 10
elif mode == 'ei': # Expected Improvement
bayesian_optimizer_params['acq'] = 'ei'
bayesian_optimizer_params['xi'] = 1e-4
# __params['objective'] = self.__booster_params['objective']
#
# if metric == None:
# __params['metric'] = self.__booster_params['metric']
# else:
# __params['metric'] = metric
try:
### Test bayes_opt modes:
# if mode == 'prefer_exploitation':
# bo = BayesianOptimization(__eval_func, __params)
# bo.maximize(init_point=init_point, n_iter=n_iter, acq='ucb', kappa=1)
# return bo
# if mode == 'prefer_exploration':
# bo = BayesianOptimization(__eval_func, __params)
# bo.maximize(init_point=init_point, n_iter=n_iter, acq='ucb', kappa=10)
if eval_func == None:
bo = BayesianOptimization(self.__eval_params_using_cv,
__params,
random_state=random_state)
else:
bo = BayesianOptimization(eval_func,
__params,
random_state=random_state)
logger = JSONLogger(path=self.__translate_file_dir(
'BayesianOptimization_log.json'))
bo.subscribe(Events.OPTMIZATION_STEP, logger)
bo.maximize(init_points=init_points, n_iter=n_iter, **kwargs)
opt_res = pd.DataFrame(bo.res['all']['params'])
opt_res['values'] = bo.res['all']['values']
return opt_res
except Exception as e:
print('Failed in Bayesian optimization. Error: {}'.format(e))
raise
return accuracy
pbounds = {
'alphabet_size': (64.0, 64.0),
'dropout': (0.0, 0.4),
'embedding_size': (32.0, 64.0),
'label_smoothing': (0.0, 0.2),
'layer_size': (1280.0, 1280.0),
'learning_rate': (-4.0, -2.0),
'learning_rate_final': (-5.0, -3.0),
'window': (8.0, 8.0)
}
optimizer = BayesianOptimization(f=model_accuracy,
pbounds=pbounds,
verbose=2,
random_state=1)
if os.path.isfile("./parameters_log.json"):
load_logs(optimizer, logs=["./parameters_log.json"])
print("Loaded {} model evaluations".format(len(optimizer.space)))
logger = JSONLogger(path="./parameters_log_new.json")
optimizer.subscribe(Events.OPTMIZATION_STEP, logger)
optimizer.subscribe(Events.OPTMIZATION_STEP, ScreenLogger())
optimizer.maximize(
init_points=max(0, 20 - len(optimizer.space)),
n_iter=40 - max(len(optimizer.space) - 20, 0),
)
parser.add_argument("-l", "--log-dir", type=str, default="./logs.json")
args, unknown = parser.parse_known_args()
c1 = args.c1
c2 = args.c2
w = args.w
k = args.k
p = args.p
n_particles = args.n_particles
epochs = args.epochs
search = args.search
log_dir = args.log_dir
mode = args.mode.lower()
if search:
import os
from bayes_opt import BayesianOptimization
from bayes_opt.observer import JSONLogger
from bayes_opt.event import Events
from bayes_opt.util import load_logs
pbounds = {"c1": (0, 1.0), "c2": (0, 1.0), "w": (0, 1.0)}
optimizer = BayesianOptimization(f=pso, pbounds=pbounds)
if os.path.exists(log_dir):
load_logs(optimizer, logs=[log_dir])
optimizer.subscribe(Events.OPTMIZATION_STEP, JSONLogger(path=log_dir))
optimizer.maximize(init_points=100, n_iter=25)
print(optimizer.max)
else:
pso(c1, c2, w, k, p, n_particles, epochs, mode, verbose=2, visualize=1)