def test_predict_marginalized_over_instances_no_features(self, rf_mock): """The RF should fall back to the regular predict() method.""" rs = np.random.RandomState(1) X = rs.rand(20, 10) Y = rs.rand(10, 1) model = RandomForestWithInstances(np.zeros((10, ), dtype=np.uint)) model.train(X[:10], Y[:10]) model.predict(X[10:]) self.assertEqual(rf_mock.call_count, 1)
def test_predict_marginalized_over_instances_no_features(self, rf_mock): """The RF should fall back to the regular predict() method.""" rs = np.random.RandomState(1) X = rs.rand(20, 10) Y = rs.rand(10, 1) model = RandomForestWithInstances( configspace=self._get_cs(10), types=np.zeros((10, ), dtype=np.uint), bounds=list(map(lambda x: (0, 10), range(10))), seed=1, ) model.train(X[:10], Y[:10]) model.predict(X[10:]) self.assertEqual(rf_mock.call_count, 1)
def test_predict_with_actual_values(self): print() X = np.array([[0., 0., 0.], [0., 0., 1.], [0., 1., 0.], [0., 1., 1.], [1., 0., 0.], [1., 0., 1.], [1., 1., 0.], [1., 1., 1.]], dtype=np.float64) y = np.array( [[.1], [.2], [9], [9.2], [100.], [100.2], [109.], [109.2]], dtype=np.float64) # print(X.shape, y.shape) model = RandomForestWithInstances(types=np.array([0, 0, 0], dtype=np.uint), bounds=np.array([(0, np.nan), (0, np.nan), (0, np.nan)], dtype=object), instance_features=None, seed=12345) model.train(np.vstack((X, X, X, X, X, X, X, X)), np.vstack((y, y, y, y, y, y, y, y))) # for idx, x in enumerate(X): # print(model.rf.all_leaf_values(x)) # print(x, model.predict(np.array([x]))[0], y[idx]) y_hat, _ = model.predict(X) for y_i, y_hat_i in zip( y.reshape((1, -1)).flatten(), y_hat.reshape((1, -1)).flatten()): # print(y_i, y_hat_i) self.assertAlmostEqual(y_i, y_hat_i, delta=0.1)
def test_predict_with_actual_values(self): X = np.array([ [0., 0., 0.], [0., 0., 1.], [0., 1., 0.], [0., 1., 1.], [1., 0., 0.], [1., 0., 1.], [1., 1., 0.], [1., 1., 1.]], dtype=np.float64) y = np.array([ [.1], [.2], [9], [9.2], [100.], [100.2], [109.], [109.2]], dtype=np.float64) model = RandomForestWithInstances( configspace=self._get_cs(3), types=np.array([0, 0, 0], dtype=np.uint), bounds=[(0, np.nan), (0, np.nan), (0, np.nan)], instance_features=None, seed=12345, ratio_features=1.0, ) model.train(np.vstack((X, X, X, X, X, X, X, X)), np.vstack((y, y, y, y, y, y, y, y))) y_hat, _ = model.predict(X) for y_i, y_hat_i in zip(y.reshape((1, -1)).flatten(), y_hat.reshape((1, -1)).flatten()): self.assertAlmostEqual(y_i, y_hat_i, delta=0.1)
def test_predict_mocked(self, rf_mock): """Use mock to count the number of calls to _predict""" class SideEffect(object): def __init__(self): self.counter = 0 def __call__(self, X): self.counter += 1 # Return mean and variance return self.counter, self.counter rf_mock.side_effect = SideEffect() rs = np.random.RandomState(1) X = rs.rand(20, 10) Y = rs.rand(10, 1) model = RandomForestWithInstances(np.zeros((10, ), dtype=np.uint)) model.train(X[:10], Y[:10]) m_hat, v_hat = model.predict(X[10:]) self.assertEqual(m_hat.shape, (10, 1)) self.assertEqual(v_hat.shape, (10, 1)) self.assertEqual(rf_mock.call_count, 10) for i in range(10): self.assertEqual(m_hat[i], i + 1) self.assertEqual(v_hat[i], i + 1)
def test_predict(self): rs = np.random.RandomState(1) X = rs.rand(20, 10) Y = rs.rand(10, 1) model = RandomForestWithInstances(np.zeros((10, ), dtype=np.uint)) model.train(X[:10], Y[:10]) m_hat, v_hat = model.predict(X[10:]) self.assertEqual(m_hat.shape, (10, 1)) self.assertEqual(v_hat.shape, (10, 1))
def test_rf_on_sklearn_data(self): import sklearn.datasets X, y = sklearn.datasets.load_boston(return_X_y=True) rs = np.random.RandomState(1) types = np.zeros(X.shape[1]) bounds = [(np.min(X[:, i]), np.max(X[:, i])) for i in range(X.shape[1])] cv = sklearn.model_selection.KFold(shuffle=True, random_state=rs, n_splits=2) for do_log in [False, True]: if do_log: targets = np.log(y) model = RandomForestWithInstances( configspace=self._get_cs(X.shape[1]), types=types, bounds=bounds, seed=1, ratio_features=1.0, pca_components=100, log_y=True, ) maes = [0.43169704431695493156, 0.4267519520332511912] else: targets = y model = RandomForestWithInstances( configspace=self._get_cs(X.shape[1]), types=types, bounds=bounds, seed=1, ratio_features=1.0, pca_components=100, ) maes = [9.3298376833224042496, 9.348010654109179346] for i, (train_split, test_split) in enumerate(cv.split(X, targets)): X_train = X[train_split] y_train = targets[train_split] X_test = X[test_split] y_test = targets[test_split] model.train(X_train, y_train) y_hat, mu_hat = model.predict(X_test) mae = np.mean(np.abs(y_hat - y_test), dtype=np.float128) self.assertAlmostEqual( mae, maes[i], msg=('Do log: %s, iteration %i' % (str(do_log), i)), # We observe a difference of around 0.00017 # in github actions if doing log places=3 if do_log else 7)
def test_predict(self): rs = np.random.RandomState(1) X = rs.rand(20, 10) Y = rs.rand(10, 1) model = RandomForestWithInstances( types=np.zeros((10, ), dtype=np.uint), bounds=list(map(lambda x: (0, 10), range(10))), ) model.train(X[:10], Y[:10]) m_hat, v_hat = model.predict(X[10:]) self.assertEqual(m_hat.shape, (10, 1)) self.assertEqual(v_hat.shape, (10, 1))
def test_with_ordinal(self): cs = smac.configspace.ConfigurationSpace() _ = cs.add_hyperparameter( CategoricalHyperparameter('a', [0, 1], default_value=0)) _ = cs.add_hyperparameter( OrdinalHyperparameter('b', [0, 1], default_value=1)) _ = cs.add_hyperparameter( UniformFloatHyperparameter('c', lower=0., upper=1., default_value=1)) _ = cs.add_hyperparameter( UniformIntegerHyperparameter('d', lower=0, upper=10, default_value=1)) cs.seed(1) feat_array = np.array([0, 0, 0]).reshape(1, -1) types, bounds = get_types(cs, feat_array) model = RandomForestWithInstances( configspace=cs, types=types, bounds=bounds, instance_features=feat_array, seed=1, ratio_features=1.0, pca_components=9, ) self.assertEqual(bounds[0][0], 2) self.assertTrue(bounds[0][1] is np.nan) self.assertEqual(bounds[1][0], 0) self.assertEqual(bounds[1][1], 1) self.assertEqual(bounds[2][0], 0.) self.assertEqual(bounds[2][1], 1.) self.assertEqual(bounds[3][0], 0.) self.assertEqual(bounds[3][1], 1.) X = np.array( [[0., 0., 0., 0., 0., 0., 0.], [0., 0., 1., 0., 0., 0., 0.], [0., 1., 0., 9., 0., 0., 0.], [0., 1., 1., 4., 0., 0., 0.]], dtype=np.float64) y = np.array([0, 1, 2, 3], dtype=np.float64) X_train = np.vstack((X, X, X, X, X, X, X, X, X, X)) y_train = np.vstack((y, y, y, y, y, y, y, y, y, y)) model.train(X_train, y_train.reshape((-1, 1))) mean, _ = model.predict(X) for idx, m in enumerate(mean): self.assertAlmostEqual(y[idx], m, 0.05)
def validate_epm( self, config_mode: Union[str, typing.List[Configuration]] = 'def', instance_mode: Union[str, typing.List[str]] = 'test', repetitions: int = 1, runhistory: typing.Optional[RunHistory] = None, output_fn: typing.Optional[str] = None, reuse_epm: bool = True, ) -> RunHistory: """ Use EPM to predict costs/runtimes for unknown config/inst-pairs. side effect: if output is specified, saves runhistory to specified output directory. Parameters ---------- output_fn: str path to runhistory to be saved. if the suffix is not '.json', will be interpreted as directory and filename will be 'validated_runhistory_EPM.json' config_mode: str or list<Configuration> string or directly a list of Configuration, string from [def, inc, def+inc, wallclock_time, cpu_time, all]. time evaluates at cpu- or wallclock-timesteps of: [max_time/2^0, max_time/2^1, max_time/2^3, ..., default] with max_time being the highest recorded time instance_mode: str or list<str> what instances to use for validation, either from [train, test, train+test] or directly a list of instances repetitions: int number of repetitions in nondeterministic algorithms runhistory: RunHistory optional, RunHistory-object to reuse runs reuse_epm: bool if true (and if `self.epm`), reuse epm to validate runs Returns ------- runhistory: RunHistory runhistory with predicted runs """ if not isinstance(runhistory, RunHistory) and (self.epm is None or not reuse_epm): raise ValueError( "No runhistory specified for validating with EPM!") elif not reuse_epm or self.epm is None: # Create RandomForest types, bounds = get_types( self.scen.cs, self.scen.feature_array ) # type: ignore[attr-defined] # noqa F821 epm = RandomForestWithInstances( configspace=self.scen. cs, # type: ignore[attr-defined] # noqa F821 types=types, bounds=bounds, instance_features=self.scen.feature_array, seed=self.rng.randint(MAXINT), ratio_features=1.0, ) # Use imputor if objective is runtime imputor = None impute_state = None impute_censored_data = False if self.scen.run_obj == 'runtime': threshold = self.scen.cutoff * self.scen.par_factor # type: ignore[attr-defined] # noqa F821 imputor = RFRImputator( rng=self.rng, cutoff=self.scen. cutoff, # type: ignore[attr-defined] # noqa F821 threshold=threshold, model=epm) impute_censored_data = True impute_state = [StatusType.CAPPED] success_states = [ StatusType.SUCCESS, ] else: success_states = [ StatusType.SUCCESS, StatusType.CRASHED, StatusType.MEMOUT ] # Transform training data (from given rh) rh2epm = RunHistory2EPM4Cost( num_params=len(self.scen.cs.get_hyperparameters() ), # type: ignore[attr-defined] # noqa F821 scenario=self.scen, rng=self.rng, impute_censored_data=impute_censored_data, imputor=imputor, impute_state=impute_state, success_states=success_states) assert runhistory is not None # please mypy X, y = rh2epm.transform(runhistory) self.logger.debug("Training model with data of shape X: %s, y:%s", str(X.shape), str(y.shape)) # Train random forest epm.train(X, y) else: epm = typing.cast(RandomForestWithInstances, self.epm) # Predict desired runs runs, rh_epm = self._get_runs(config_mode, instance_mode, repetitions, runhistory) feature_array_size = len(self.scen.cs.get_hyperparameters() ) # type: ignore[attr-defined] # noqa F821 if self.scen.feature_array is not None: feature_array_size += self.scen.feature_array.shape[1] X_pred = np.empty((len(runs), feature_array_size)) for idx, run in enumerate(runs): if self.scen.feature_array is not None and run.inst is not None: X_pred[idx] = np.hstack([ convert_configurations_to_array([run.config])[0], self.scen.feature_dict[run.inst] ]) else: X_pred[idx] = convert_configurations_to_array([run.config])[0] self.logger.debug("Predicting desired %d runs, data has shape %s", len(runs), str(X_pred.shape)) y_pred = epm.predict(X_pred) self.epm = epm # Add runs to runhistory for run, pred in zip(runs, y_pred[0]): rh_epm.add( config=run.config, cost=float(pred), time=float(pred), status=StatusType.SUCCESS, instance_id=run.inst, seed=-1, additional_info={"additional_info": "ESTIMATED USING EPM!"}) if output_fn: self._save_results(rh_epm, output_fn, backup_fn="validated_runhistory_EPM.json") return rh_epm
class Validator(object): """ Validator for the output of SMAC-scenarios. Evaluates specified configurations on specified instances. """ def __init__(self, scenario: Scenario, trajectory: list, rng: Union[np.random.RandomState, int] = None): """ Construct Validator for given scenario and trajectory. Parameters ---------- scenario: Scenario scenario object for cutoff, instances, features and specifics trajectory: trajectory-list trajectory to take incumbent(s) from rng: np.random.RandomState or int Random number generator or seed """ self.logger = logging.getLogger(self.__module__ + "." + self.__class__.__name__) self.traj = trajectory self.scen = scenario self.epm = None if isinstance(rng, np.random.RandomState): self.rng = rng elif isinstance(rng, int): self.rng = np.random.RandomState(seed=rng) else: self.logger.debug('no seed given, using default seed of 1') num_run = 1 self.rng = np.random.RandomState(seed=num_run) def _save_results(self, rh: RunHistory, output_fn, backup_fn=None): """ Helper to save results to file Parameters ---------- rh: RunHistory runhistory to save output_fn: str if ends on '.json': filename to save history to else: directory to save runhistory to (filename is backup_fn) backup_fn: str if output_fn does not end on '.json', treat output_fn as dir and append backup_fn as filename (if output_fn ends on '.json', this argument is ignored) """ if output_fn == "": self.logger.info( "No output specified, validated runhistory not saved.") return # Check if a folder or a file is specified as output if not output_fn.endswith('.json'): output_dir = output_fn output_fn = os.path.join(output_dir, backup_fn) self.logger.debug("Output is \"%s\", changing to \"%s\"!", output_dir, output_fn) base = os.path.split(output_fn)[0] if not base == "" and not os.path.exists(base): self.logger.debug("Folder (\"%s\") doesn't exist, creating.", base) os.makedirs(base) rh.save_json(output_fn) self.logger.info("Saving validation-results in %s", output_fn) def validate( self, config_mode: Union[str, typing.List[Configuration]] = 'def', instance_mode: Union[str, typing.List[str]] = 'test', repetitions: int = 1, n_jobs: int = 1, backend: str = 'threading', runhistory: RunHistory = None, tae: ExecuteTARun = None, output_fn: str = "", ) -> RunHistory: """ Validate configs on instances and save result in runhistory. If a runhistory is provided as input it is important that you run it on the same/comparable hardware. side effect: if output is specified, saves runhistory to specified output directory. Parameters ---------- config_mode: str or list<Configuration> string or directly a list of Configuration. string from [def, inc, def+inc, wallclock_time, cpu_time, all]. time evaluates at cpu- or wallclock-timesteps of: [max_time/2^0, max_time/2^1, max_time/2^3, ..., default] with max_time being the highest recorded time instance_mode: str or list<str> what instances to use for validation, either from [train, test, train+test] or directly a list of instances repetitions: int number of repetitions in nondeterministic algorithms n_jobs: int number of parallel processes used by joblib backend: str what backend joblib should use for parallel runs runhistory: RunHistory optional, RunHistory-object to reuse runs tae: ExecuteTARun tae to be used. if None, will initialize ExecuteTARunOld output_fn: str path to runhistory to be saved. if the suffix is not '.json', will be interpreted as directory and filename will be 'validated_runhistory.json' Returns ------- runhistory: RunHistory runhistory with validated runs """ self.logger.debug( "Validating configs '%s' on instances '%s', repeating %d times" " with %d parallel runs on backend '%s'.", config_mode, instance_mode, repetitions, n_jobs, backend) # Get all runs to be evaluated as list runs, validated_rh = self._get_runs(config_mode, instance_mode, repetitions, runhistory) # Create new Stats without limits inf_scen = Scenario({ 'run_obj': self.scen.run_obj, 'cutoff_time': self.scen.cutoff, 'output_dir': "" }) inf_stats = Stats(inf_scen) inf_stats.start_timing() # Create TAE if not tae: tae = ExecuteTARunOld(ta=self.scen.ta, stats=inf_stats, run_obj=self.scen.run_obj, par_factor=self.scen.par_factor, cost_for_crash=self.scen.cost_for_crash) else: # Inject endless-stats tae.stats = inf_stats # Validate! run_results = self._validate_parallel(tae, runs, n_jobs, backend) # tae returns (status, cost, runtime, additional_info) # Add runs to RunHistory idx = 0 for result in run_results: validated_rh.add(config=runs[idx].config, cost=result[1], time=result[2], status=result[0], instance_id=runs[idx].inst, seed=runs[idx].seed, additional_info=result[3]) idx += 1 if output_fn: self._save_results(validated_rh, output_fn, backup_fn="validated_runhistory.json") return validated_rh def _validate_parallel(self, tae: ExecuteTARun, runs: typing.List[_Run], n_jobs: int, backend: str): """ Validate runs with joblibs Parallel-interface Parameters ---------- tae: ExecuteTARun tae to be used for validation runs: list<_Run> list with _Run-objects [_Run(config=CONFIG1,inst=INSTANCE1,seed=SEED1,inst_specs=INST_SPECIFICS1), ...] n_jobs: int number of cpus to use for validation (-1 to use all) backend: str what backend to use for parallelization Returns ------- run_results: list<tuple(tae-returns)> results as returned by tae """ # Runs with parallel run_results = Parallel(n_jobs=n_jobs, backend=backend)( delayed(_unbound_tae_starter)(tae, run.config, run.inst, self.scen.cutoff, run.seed, run.inst_specs, capped=False) for run in runs) return run_results def validate_epm( self, config_mode: Union[str, typing.List[Configuration]] = 'def', instance_mode: Union[str, typing.List[str]] = 'test', repetitions: int = 1, runhistory: RunHistory = None, output_fn="", reuse_epm=True, ) -> RunHistory: """ Use EPM to predict costs/runtimes for unknown config/inst-pairs. side effect: if output is specified, saves runhistory to specified output directory. Parameters ---------- output_fn: str path to runhistory to be saved. if the suffix is not '.json', will be interpreted as directory and filename will be 'validated_runhistory_EPM.json' config_mode: str or list<Configuration> string or directly a list of Configuration, string from [def, inc, def+inc, wallclock_time, cpu_time, all]. time evaluates at cpu- or wallclock-timesteps of: [max_time/2^0, max_time/2^1, max_time/2^3, ..., default] with max_time being the highest recorded time instance_mode: str or list<str> what instances to use for validation, either from [train, test, train+test] or directly a list of instances repetitions: int number of repetitions in nondeterministic algorithms runhistory: RunHistory optional, RunHistory-object to reuse runs reuse_epm: bool if true (and if `self.epm`), reuse epm to validate runs Returns ------- runhistory: RunHistory runhistory with predicted runs """ if not isinstance(runhistory, RunHistory) and (self.epm is None or reuse_epm is False): raise ValueError( "No runhistory specified for validating with EPM!") elif reuse_epm is False or self.epm is None: # Create RandomForest types, bounds = get_types(self.scen.cs, self.scen.feature_array) self.epm = RandomForestWithInstances( types=types, bounds=bounds, instance_features=self.scen.feature_array, seed=self.rng.randint(MAXINT), ratio_features=1.0) # Use imputor if objective is runtime imputor = None impute_state = None impute_censored_data = False if self.scen.run_obj == 'runtime': threshold = self.scen.cutoff * self.scen.par_factor imputor = RFRImputator(rng=self.rng, cutoff=self.scen.cutoff, threshold=threshold, model=self.epm) impute_censored_data = True impute_state = [StatusType.CAPPED] # Transform training data (from given rh) rh2epm = RunHistory2EPM4Cost( num_params=len(self.scen.cs.get_hyperparameters()), scenario=self.scen, rng=self.rng, impute_censored_data=impute_censored_data, imputor=imputor, impute_state=impute_state) X, y = rh2epm.transform(runhistory) self.logger.debug("Training model with data of shape X: %s, y:%s", str(X.shape), str(y.shape)) # Train random forest self.epm.train(X, y) # Predict desired runs runs, rh_epm = self._get_runs(config_mode, instance_mode, repetitions, runhistory) feature_array_size = len(self.scen.cs.get_hyperparameters()) if self.scen.feature_array is not None: feature_array_size += self.scen.feature_array.shape[1] X_pred = np.empty((len(runs), feature_array_size)) for idx, run in enumerate(runs): if self.scen.feature_array is not None and run.inst is not None: X_pred[idx] = np.hstack([ convert_configurations_to_array([run.config])[0], self.scen.feature_dict[run.inst] ]) else: X_pred[idx] = convert_configurations_to_array([run.config])[0] self.logger.debug("Predicting desired %d runs, data has shape %s", len(runs), str(X_pred.shape)) y_pred = self.epm.predict(X_pred) # Add runs to runhistory for run, pred in zip(runs, y_pred[0]): rh_epm.add( config=run.config, cost=float(pred), time=float(pred), status=StatusType.SUCCESS, instance_id=run.inst, seed=-1, additional_info={"additional_info": "ESTIMATED USING EPM!"}) if output_fn: self._save_results(rh_epm, output_fn, backup_fn="validated_runhistory_EPM.json") return rh_epm def _get_runs( self, configs: Union[str, typing.List[Configuration]], insts: Union[str, typing.List[str]], repetitions: int = 1, runhistory: RunHistory = None, ) -> typing.Tuple[typing.List[_Run], RunHistory]: """ Generate list of SMAC-TAE runs to be executed. This means combinations of configs with all instances on a certain number of seeds. side effect: Adds runs that don't need to be reevaluated to self.rh! Parameters ---------- configs: str or list<Configuration> string or directly a list of Configuration str from [def, inc, def+inc, wallclock_time, cpu_time, all] time evaluates at cpu- or wallclock-timesteps of: [max_time/2^0, max_time/2^1, max_time/2^3, ..., default] with max_time being the highest recorded time insts: str or list<str> what instances to use for validation, either from [train, test, train+test] or directly a list of instances repetitions: int number of seeds per instance/config-pair to be evaluated runhistory: RunHistory optional, try to reuse this runhistory and save some runs Returns ------- runs: list<_Run> list with _Runs [_Run(config=CONFIG1,inst=INSTANCE1,seed=SEED1,inst_specs=INST_SPECIFICS1), _Run(config=CONFIG2,inst=INSTANCE2,seed=SEED2,inst_specs=INST_SPECIFICS2), ...] """ # Get relevant configurations and instances if isinstance(configs, str): configs = self._get_configs(configs) if isinstance(insts, str): insts = self._get_instances(insts) # If no instances are given, fix the instances to one "None" instance if not insts: insts = [None] # If algorithm is deterministic, fix repetitions to 1 if self.scen.deterministic and repetitions != 1: self.logger.warning( "Specified %d repetitions, but fixing to 1, " "because algorithm is deterministic.", repetitions) repetitions = 1 # Extract relevant information from given runhistory inst_seed_config = self._process_runhistory(configs, insts, runhistory) # Now create the actual run-list runs = [] # Counter for runs without the need of recalculation runs_from_rh = 0 # If we reuse runs, we want to return them as well new_rh = RunHistory(average_cost) for i in sorted(insts): for rep in range(repetitions): # First, find a seed and add all the data we can take from the # given runhistory to "our" validation runhistory. configs_evaluated = [] if runhistory and i in inst_seed_config: # Choose seed based on most often evaluated inst-seed-pair seed, configs_evaluated = inst_seed_config[i].pop(0) # Delete inst if all seeds are used if not inst_seed_config[i]: inst_seed_config.pop(i) # Add runs to runhistory for c in configs_evaluated[:]: runkey = RunKey(runhistory.config_ids[c], i, seed) cost, time, status, additional_info = runhistory.data[ runkey] if status in [ StatusType.CRASHED, StatusType.ABORT, StatusType.CAPPED ]: # Not properly executed target algorithm runs should be repeated configs_evaluated.remove(c) continue new_rh.add(c, cost, time, status, instance_id=i, seed=seed, additional_info=additional_info) runs_from_rh += 1 else: # If no runhistory or no entries for instance, get new seed seed = self.rng.randint(MAXINT) # We now have a seed and add all configs that are not already # evaluated on that seed to the runs-list. This way, we # guarantee the same inst-seed-pairs for all configs. for config in [ c for c in configs if not c in configs_evaluated ]: # Only use specifics if specific exists, else use string "0" specs = self.scen.instance_specific[ i] if i and i in self.scen.instance_specific else "0" runs.append( _Run(config=config, inst=i, seed=seed, inst_specs=specs)) self.logger.info( "Collected %d runs from %d configurations on %d " "instances with %d repetitions. Reusing %d runs from " "given runhistory.", len(runs), len(configs), len(insts), repetitions, runs_from_rh) return runs, new_rh def _process_runhistory(self, configs: typing.List[Configuration], insts: typing.List[str], runhistory: RunHistory): """ Processes runhistory from self._get_runs by extracting already evaluated (relevant) config-inst-seed tuples. Parameters ---------- configs: list(Configuration) list of configs of interest insts: list(str) list of instances of interest runhistory: RunHistory runhistory to extract runs from Returns ------- inst_seed_config: dict<str : list(tuple(int, tuple(configs)))> dictionary mapping instances to a list of tuples of already used seeds and the configs that this inst-seed-pair has been evaluated on, sorted by the number of configs """ # We want to reuse seeds that have been used on most configurations # To this end, we create a dictionary as {instances:{seed:[configs]}} # Like this we can easily retrieve the most used instance-seed pairs to # minimize the number of runs to be evaluated inst_seed_config = {} if runhistory: relevant = dict() for key in runhistory.data: if (runhistory.ids_config[key.config_id] in configs and key.instance_id in insts): relevant[key] = runhistory.data[key] # Change data-structure to {instances:[(seed1, (configs)), (seed2, (configs), ... ]} # to make most used seed easily accessible, we sort after length of configs for key in relevant: inst, seed = key.instance_id, key.seed config = runhistory.ids_config[key.config_id] if inst in inst_seed_config: if seed in inst_seed_config[inst]: inst_seed_config[inst][seed].append(config) else: inst_seed_config[inst][seed] = [config] else: inst_seed_config[inst] = {seed: [config]} inst_seed_config = { i: sorted([(seed, list(inst_seed_config[i][seed])) for seed in inst_seed_config[i]], key=lambda x: len(x[1])) for i in inst_seed_config } return inst_seed_config def _get_configs(self, mode: str) -> typing.List[str]: """ Return desired configs Parameters ---------- mode: str str from [def, inc, def+inc, wallclock_time, cpu_time, all] time evaluates at cpu- or wallclock-timesteps of: [max_time/2^0, max_time/2^1, max_time/2^3, ..., default] with max_time being the highest recorded time Returns ------- configs: list<Configuration> list with desired configurations """ # Add desired configs configs = [] mode = mode.lower() if mode not in [ 'def', 'inc', 'def+inc', 'wallclock_time', 'cpu_time', 'all' ]: raise ValueError( "%s not a valid option for config_mode in validation." % mode) if mode == "def" or mode == "def+inc": configs.append(self.scen.cs.get_default_configuration()) if mode == "inc" or mode == "def+inc": configs.append(self.traj[-1]["incumbent"]) if mode in ["wallclock_time", "cpu_time"]: # get highest time-entry and add entries from there # not using wallclock_limit in case it's inf if (mode == "wallclock_time" and np.isfinite(self.scen.wallclock_limit)): max_time = self.scen.wallclock_limit elif (mode == "cpu_time" and np.isfinite(self.scen.algo_runs_timelimit)): max_time = self.scen.algo_runs_timelimit else: max_time = self.traj[-1][mode] counter = 2**0 for entry in self.traj[::-1]: if (entry[mode] <= max_time / counter and entry["incumbent"] not in configs): configs.append(entry["incumbent"]) counter *= 2 if not self.traj[0]["incumbent"] in configs: configs.append(traj[0]["incumbent"]) # add first if mode == "all": for entry in self.traj: if not entry["incumbent"] in configs: configs.append(entry["incumbent"]) self.logger.debug("Gathered %d configurations for mode %s.", len(configs), mode) return configs def _get_instances(self, mode: str) -> typing.List[str]: """ Get desired instances Parameters ---------- mode: str what instances to use for validation, from [train, test, train+test] Returns ------- instances: list<str> instances to be used """ instance_mode = mode.lower() if mode not in ['train', 'test', 'train+test']: raise ValueError( "%s not a valid option for instance_mode in validation." % mode) # Make sure if instances matter, than instances should be passed if ((instance_mode == 'train' and self.scen.train_insts == [None]) or (instance_mode == 'test' and self.scen.test_insts == [None])): self.logger.warning( "Instance mode is set to %s, but there are no " "%s-instances specified in the scenario. Setting instance mode to" "\"train+test\"!", instance_mode, instance_mode) instance_mode = 'train+test' instances = [] if ((instance_mode == 'train' or instance_mode == 'train+test') and not self.scen.train_insts == [None]): instances.extend(self.scen.train_insts) if ((instance_mode == 'test' or instance_mode == 'train+test') and not self.scen.test_insts == [None]): instances.extend(self.scen.test_insts) return instances
else: # Do Blended BO for 250 iterations observed_X = [] observed_y = [] observed_i = [] surpassed = None for iteration in range(0, 250): # We need to have observed at least 3 items for the model to be able to predict surr_predictions = np.zeros_like(test_index) if iteration > 2 and alpha < 1: surr_estimator.train( np.array(observed_X).astype(float), np.array(observed_y)) mu, var = surr_estimator.predict( np.array(surr_X.iloc[test_index]).astype(float)) mu = mu.reshape(-1) var = var.reshape(-1) sigma = np.sqrt(var) diff = mu - np.max(observed_y) Z = diff / sigma ei = diff * norm.cdf(Z) + sigma * norm.pdf(Z) surr_predictions = ei # surr_predictions = surr_estimator.predict(np.array(surr_X.iloc[test_index]).astype(float)) # print(iteration, "\t", np.std(surr_predictions), "\t", np.std(meta_predictions)) m_corr, m_pvalue = kendalltau(meta_predictions, y[test_index]) s_corr, s_pvalue = kendalltau(surr_predictions, y[test_index]) if s_corr > m_corr: