def run(self):
"""Runs the Bayesian optimization loop
Returns
----------
incumbent: np.array(1, H)
The best found configuration
"""
self.start()
# Main BO loop
while True:
if self.scenario.shared_model:
pSMAC.read(run_history=self.runhistory,
output_dirs=self.scenario.input_psmac_dirs,
configuration_space=self.config_space,
logger=self.logger)
start_time = time.time()
X, Y = self.rh2EPM.transform(self.runhistory)
self.logger.debug("Search for next configuration")
# get all found configurations sorted according to acq
challengers = self.choose_next(X, Y)
time_spent = time.time() - start_time
time_left = self._get_timebound_for_intensification(time_spent)
self.logger.debug("Intensify")
self.incumbent, inc_perf = self.intensifier.intensify(
challengers=challengers,
incumbent=self.incumbent,
run_history=self.runhistory,
aggregate_func=self.aggregate_func,
time_bound=max(self.intensifier._min_time, time_left))
if self.scenario.shared_model:
pSMAC.write(
run_history=self.runhistory,
# output_directory=self.scenario.input_psmac_dirs,
output_directory=self.scenario.output_dir_for_this_run,
logger=self.logger)
logging.debug(
"Remaining budget: %f (wallclock), %f (ta costs), %f (target runs)"
% (self.stats.get_remaing_time_budget(),
self.stats.get_remaining_ta_budget(),
self.stats.get_remaining_ta_runs()))
if self.stats.is_budget_exhausted():
break
self.stats.print_stats(debug_out=True)
return self.incumbent
def run(self):
'''
Runs the Bayesian optimization loop
Returns
----------
incumbent: np.array(1, H)
The best found configuration
'''
self.stats.start_timing()
try:
self.incumbent = self.initial_design.run()
except FirstRunCrashedException as err:
if self.scenario.abort_on_first_run_crash:
raise
# Main BO loop
iteration = 1
while True:
if self.scenario.shared_model:
pSMAC.read(run_history=self.runhistory,
output_directory=self.scenario.output_dir,
configuration_space=self.config_space,
logger=self.logger)
start_time = time.time()
X, Y = self.rh2EPM.transform(self.runhistory)
#print("Shapes: {}, {}".format(X.shape, Y.shape))
self.logger.debug("Search for next configuration")
if self.double_intensification:
# get all found configurations sorted according to acq
challengers_smac, challengers_random = \
self.select_configuration.run(X, Y,
incumbent=self.incumbent,
num_configurations_by_random_search_sorted=100,
num_configurations_by_local_search=10,
double_intensification=self.double_intensification)
time_spend = time.time() - start_time
logging.debug(
"Time spend to choose next configurations: %.2f sec" % (time_spend))
self.logger.debug("Intensify")
start_time_random = time.time()
self.incumbent, inc_perf = self.intensifier.intensify(
challengers=challengers_random,
incumbent=self.incumbent,
run_history=self.runhistory,
aggregate_func=self.aggregate_func,
time_bound=max(0.01, time_spend / 2.),
min_number_of_runs=1)
time_spend_random = time.time() - start_time_random
#print("IN BETWEEN INTENSIFICATIONS")
self.incumbent, inc_perf = self.intensifier.intensify(
challengers=challengers_smac,
incumbent=self.incumbent,
run_history=self.runhistory,
aggregate_func=self.aggregate_func,
time_bound=max(0.01, time_spend_random),
min_number_of_runs=1)
else:
# get all found configurations sorted according to acq
challengers = \
self.select_configuration.run(X, Y,
incumbent=self.incumbent,
num_configurations_by_random_search_sorted=100,
num_configurations_by_local_search=10,
double_intensification=self.double_intensification)
#print("Challengers: {}".format(challengers))
time_spend = time.time() - start_time
logging.debug(
"Time spend to choose next configurations: %.2f sec" % (time_spend))
self.logger.debug("Intensify")
self.incumbent, inc_perf = self.intensifier.intensify(
challengers=challengers,
incumbent=self.incumbent,
run_history=self.runhistory,
aggregate_func=self.aggregate_func,
time_bound=max(0.01, time_spend),
min_number_of_runs=2)
print("Incumbent: {}, Performance: {}".format(self.incumbent, inc_perf))
if self.scenario.shared_model:
pSMAC.write(run_history=self.runhistory,
output_directory=self.scenario.output_dir,
num_run=self.num_run)
iteration += 1
logging.debug("Remaining budget: %f (wallclock), %f (ta costs), %f (target runs)" % (
self.stats.get_remaing_time_budget(),
self.stats.get_remaining_ta_budget(),
self.stats.get_remaining_ta_runs()))
if self.stats.is_budget_exhausted():
break
self.stats.print_stats(debug_out=True)
return self.incumbent
def run(self):
"""Runs the Bayesian optimization loop
Returns
----------
incumbent: np.array(1, H)
The best found configuration
"""
self.stats.start_timing()
try:
self.incumbent = self.initial_design.run()
except FirstRunCrashedException as err:
if self.scenario.abort_on_first_run_crash:
raise
# Main loop
iteration = 1
while True:
if self.scenario.shared_model:
pSMAC.read(run_history=self.runhistory,
output_dirs=self.scenario.input_psmac_dirs,
configuration_space=self.config_space,
logger=self.logger)
# model training
self.logger.info("Model Training")
X, Y = self.rh2EPM.transform(self.runhistory)
self.model.train(X, Y)
self.acquisition_func.update(model=self.model,
eta=self.runhistory.get_cost(
self.incumbent))
if iteration == 1:
start_point = self.incumbent
else:
# Restart?
if self.rng.rand() < self.restart_prob:
self.logger.info("Restart Search")
start_point = self.scenario.cs.sample_configuration()
else:
# pertubate inc
self.logger.info("Pertubate Incumbent")
start_point = self.incumbent
for _ in range(self.pertubation_steps):
start_point = random.choice(
list(
get_one_exchange_neighbourhood(
start_point, seed=self.rng.seed())))
# SLS
self.logger.info("SLS")
local_inc = self.local_search(start_point=start_point)
# decide global inc
self.logger.info("Race local incumbent against global incumbent")
# don't be too aggressive here
self.intensifier.minR = self.slow_race_minR
self.intensifier.Adaptive_Capping_Slackfactor = self.slow_race_adaptive_capping_factor
# log traj
self.incumbent, inc_perf = self.intensifier.intensify(
challengers=[local_inc],
incumbent=self.incumbent,
run_history=self.runhistory,
aggregate_func=self.aggregate_func,
time_bound=0.01,
log_traj=True)
if self.incumbent == local_inc:
self.logger.info("Changed global incumbent!")
if self.scenario.shared_model:
pSMAC.write(run_history=self.runhistory,
output_directory=self.stats.output_dir,
num_run=self.num_run)
iteration += 1
self.logger.debug("Remaining budget: %f (wallclock), "
"%f (ta costs), %f (target runs)" %
(self.stats.get_remaing_time_budget(),
self.stats.get_remaining_ta_budget(),
self.stats.get_remaining_ta_runs()))
if self.stats.is_budget_exhausted():
break
self.stats.print_stats(debug_out=True)
return self.incumbent
def run(self) -> Configuration:
"""Runs the Bayesian optimization loop
Returns
----------
incumbent: np.array(1, H)
The best found configuration
"""
self.start()
num_obj = len(self.scenario.multi_objectives
) # type: ignore[attr-defined] # noqa F821
# Main BO loop
while True:
if self.scenario.shared_model: # type: ignore[attr-defined] # noqa F821
pSMAC.read(
run_history=self.runhistory,
output_dirs=self.scenario.
input_psmac_dirs, # type: ignore[attr-defined] # noqa F821
configuration_space=self.config_space,
logger=self.logger,
)
start_time = time.time()
# sample next configuration for intensification
# Initial design runs are also included in the BO loop now.
intent, run_info = self.intensifier.get_next_run(
challengers=self.initial_design_configs,
incumbent=self.incumbent,
chooser=self.epm_chooser,
run_history=self.runhistory,
repeat_configs=self.intensifier.repeat_configs,
num_workers=self.tae_runner.num_workers(),
)
# remove config from initial design challengers to not repeat it again
self.initial_design_configs = [
c for c in self.initial_design_configs if c != run_info.config
]
# update timebound only if a 'new' configuration is sampled as the challenger
if self.intensifier.num_run == 0:
time_spent = time.time() - start_time
time_left = self._get_timebound_for_intensification(
time_spent, update=False)
self.logger.debug("New intensification time bound: %f",
time_left)
else:
old_time_left = time_left
time_spent = time_spent + (time.time() - start_time)
time_left = self._get_timebound_for_intensification(
time_spent, update=True)
self.logger.debug(
"Updated intensification time bound from %f to %f",
old_time_left,
time_left,
)
# Skip starting new runs if the budget is now exhausted
if self.stats.is_budget_exhausted():
intent = RunInfoIntent.SKIP
# Skip the run if there was a request to do so.
# For example, during intensifier intensification, we
# don't want to rerun a config that was previously ran
if intent == RunInfoIntent.RUN:
# Track the fact that a run was launched in the run
# history. It's status is tagged as RUNNING, and once
# completed and processed, it will be updated accordingly
self.runhistory.add(
config=run_info.config,
cost=float(MAXINT) if num_obj == 1 else np.full(
num_obj, float(MAXINT)),
time=0.0,
status=StatusType.RUNNING,
instance_id=run_info.instance,
seed=run_info.seed,
budget=run_info.budget,
)
run_info.config.config_id = self.runhistory.config_ids[
run_info.config]
self.tae_runner.submit_run(run_info=run_info)
# There are 2 criteria that the stats object uses to know
# if the budged was exhausted.
# The budget time, which can only be known when the run finishes,
# And the number of ta executions. Because we submit the job at this point,
# we count this submission as a run. This prevent for using more
# runner runs than what the scenario allows
self.stats.submitted_ta_runs += 1
elif intent == RunInfoIntent.SKIP:
# No launch is required
# This marks a transition request from the intensifier
# To a new iteration
pass
elif intent == RunInfoIntent.WAIT:
# In any other case, we wait for resources
# This likely indicates that no further decision
# can be taken by the intensifier until more data is
# available
self.tae_runner.wait()
else:
raise NotImplementedError(
"No other RunInfoIntent has been coded!")
# Check if there is any result, or else continue
for run_info, result in self.tae_runner.get_finished_runs():
# Add the results of the run to the run history
# Additionally check for new incumbent
self._incorporate_run_results(run_info, result, time_left)
if self.scenario.shared_model: # type: ignore[attr-defined] # noqa F821
assert self.scenario.output_dir_for_this_run is not None # please mypy
pSMAC.write(
run_history=self.runhistory,
output_directory=self.scenario.
output_dir_for_this_run, # type: ignore[attr-defined] # noqa F821
logger=self.logger,
)
self.logger.debug(
"Remaining budget: %f (wallclock), %f (ta costs), %f (target runs)"
% (
self.stats.get_remaing_time_budget(),
self.stats.get_remaining_ta_budget(),
self.stats.get_remaining_ta_runs(),
))
if self.stats.is_budget_exhausted() or self._stop:
if self.stats.is_budget_exhausted():
self.logger.debug("Exhausted configuration budget")
else:
self.logger.debug(
"Shutting down because a configuration or callback returned status STOP"
)
# The budget can be exhausted for 2 reasons: number of ta runs or
# time. If the number of ta runs is reached, but there is still budget,
# wait for the runs to finish
while self.tae_runner.pending_runs():
self.tae_runner.wait()
for run_info, result in self.tae_runner.get_finished_runs(
):
# Add the results of the run to the run history
# Additionally check for new incumbent
self._incorporate_run_results(run_info, result,
time_left)
# Break from the intensification loop,
# as there are no more resources
break
# print stats at the end of each intensification iteration
if self.intensifier.iteration_done:
self.stats.print_stats(debug_out=True)
return self.incumbent
def test_write(self):
# The nulls make sure that we correctly emit the python None value
fixture = '{"data": [[[1, "branin", 1], [1, 1, {"__enum__": ' \
'"StatusType.SUCCESS"}, null]], ' \
'[[1, "branini", 1], [1, 1, {"__enum__": ' \
'"StatusType.SUCCESS"}, null]], ' \
'[[2, "branini", 1], [1, 1, {"__enum__": ' \
'"StatusType.SUCCESS"}, null]], ' \
'[[2, null, 1], [1, 1, {"__enum__": ' \
'"StatusType.SUCCESS"}, null]], ' \
'[[3, "branin-hoo", 1], [1, 1, {"__enum__": ' \
'"StatusType.SUCCESS"}, null]], ' \
'[[4, null, 1], [1, 1, {"__enum__": ' \
'"StatusType.SUCCESS"}, null]]],' \
'"config_origins": {},' \
'"configs": {' \
'"4": {"x": -2.2060968293349363, "y": 5.183410905645716}, ' \
'"3": {"x": -2.7986616377433045, "y": 1.385078921531967}, ' \
'"1": {"x": 1.2553300705386103, "y": 10.804867401632372}, ' \
'"2": {"x": -4.998284377739827, "y": 4.534988589477597}}}'
run_history = RunHistory(aggregate_func=average_cost)
configuration_space = test_helpers.get_branin_config_space()
configuration_space.seed(1)
config = configuration_space.sample_configuration()
# Config on two instances
run_history.add(config,
1,
1,
StatusType.SUCCESS,
seed=1,
instance_id='branin')
run_history.add(config,
1,
1,
StatusType.SUCCESS,
seed=1,
instance_id='branini')
config_2 = configuration_space.sample_configuration()
# Another config on a known instance
run_history.add(config_2,
1,
1,
StatusType.SUCCESS,
seed=1,
instance_id='branini')
# Known Config on no instance
run_history.add(config_2, 1, 1, StatusType.SUCCESS, seed=1)
# New config on new instance
config_3 = configuration_space.sample_configuration()
run_history.add(config_3,
1,
1,
StatusType.SUCCESS,
seed=1,
instance_id='branin-hoo')
# New config on no instance
config_4 = configuration_space.sample_configuration()
run_history.add(config_4, 1, 1, StatusType.SUCCESS, seed=1)
# External configuration which will not be written to json file!
config_5 = configuration_space.sample_configuration()
run_history.add(config_5,
1,
1,
StatusType.SUCCESS,
seed=1,
origin=DataOrigin.EXTERNAL_SAME_INSTANCES)
logger = logging.getLogger("Test")
pSMAC.write(run_history, self.tmp_dir, logger=logger)
r_size = len(run_history.data)
pSMAC.read(run_history=run_history,
output_dirs=[self.tmp_dir],
configuration_space=configuration_space,
logger=logger)
self.assertEqual(
r_size, len(run_history.data),
"Runhistory should be the same and not changed after reading")
output_filename = os.path.join(self.tmp_dir, 'runhistory.json')
self.assertTrue(os.path.exists(output_filename))
fixture = json.loads(fixture, object_hook=StatusType.enum_hook)
with open(output_filename) as fh:
output = json.load(fh, object_hook=StatusType.enum_hook)
self.assertEqual(output, fixture)
def run(self) -> Configuration:
"""Runs the Bayesian optimization loop
Returns
----------
incumbent: np.array(1, H)
The best found configuration
"""
self.start()
# Main BO loop
while True:
if self.scenario.shared_model: # type: ignore[attr-defined] # noqa F821
pSMAC.read(run_history=self.runhistory,
output_dirs=self.scenario.input_psmac_dirs, # type: ignore[attr-defined] # noqa F821
configuration_space=self.config_space,
logger=self.logger)
start_time = time.time()
# sample next configuration for intensification
# Initial design runs are also included in the BO loop now.
challenger, new_challenger = self.intensifier.get_next_challenger(
challengers=self.initial_design_configs,
chooser=self.epm_chooser,
run_history=self.runhistory,
repeat_configs=self.intensifier.repeat_configs
)
# remove config from initial design challengers to not repeat it again
self.initial_design_configs = [c for c in self.initial_design_configs if c != challenger]
# update timebound only if a 'new' configuration is sampled as the challenger
if new_challenger:
time_spent = time.time() - start_time
time_left = self._get_timebound_for_intensification(time_spent)
if challenger:
# evaluate selected challenger
self.logger.debug("Intensify - evaluate challenger")
try:
self.incumbent, inc_perf = self.intensifier.eval_challenger(
challenger=challenger,
incumbent=self.incumbent,
run_history=self.runhistory,
time_bound=max(self.intensifier._min_time, time_left))
except FirstRunCrashedException:
if self.scenario.abort_on_first_run_crash: # type: ignore[attr-defined] # noqa F821
raise
if self.scenario.shared_model: # type: ignore[attr-defined] # noqa F821
assert self.scenario.output_dir_for_this_run is not None # please mypy
pSMAC.write(run_history=self.runhistory,
output_directory=self.scenario.output_dir_for_this_run, # type: ignore[attr-defined] # noqa F821
logger=self.logger)
self.logger.debug("Remaining budget: %f (wallclock), %f (ta costs), %f (target runs)" % (
self.stats.get_remaing_time_budget(),
self.stats.get_remaining_ta_budget(),
self.stats.get_remaining_ta_runs()))
if self.stats.is_budget_exhausted():
break
self.stats.print_stats(debug_out=True)
return self.incumbent
def run_smbo(self):
self.watcher.start_task('SMBO')
# == first things first: load the datamanager
self.reset_data_manager()
# == Initialize non-SMBO stuff
# first create a scenario
seed = self.seed
self.config_space.seed(seed)
num_params = len(self.config_space.get_hyperparameters())
# allocate a run history
num_run = self.start_num_run
# Initialize some SMAC dependencies
runhistory = RunHistory(aggregate_func=average_cost)
# meta_runhistory = RunHistory(aggregate_func=average_cost)
# meta_runs_dataset_indices = {}
# == METALEARNING suggestions
# we start by evaluating the defaults on the full dataset again
# and add the suggestions from metalearning behind it
if self.num_metalearning_cfgs > 0:
if self.metadata_directory is None:
metalearning_directory = os.path.dirname(
autosklearn.metalearning.__file__)
# There is no multilabel data in OpenML
if self.task == MULTILABEL_CLASSIFICATION:
meta_task = BINARY_CLASSIFICATION
else:
meta_task = self.task
metadata_directory = os.path.join(
metalearning_directory, 'files', '%s_%s_%s' %
(self.metric, TASK_TYPES_TO_STRING[meta_task], 'sparse'
if self.datamanager.info['is_sparse'] else 'dense'))
self.metadata_directory = metadata_directory
if os.path.exists(self.metadata_directory):
self.logger.info('Metadata directory: %s',
self.metadata_directory)
meta_base = MetaBase(self.config_space,
self.metadata_directory)
try:
meta_base.remove_dataset(self.dataset_name)
except:
pass
metafeature_calculation_time_limit = int(
self.total_walltime_limit / 4)
metafeature_calculation_start_time = time.time()
meta_features = self._calculate_metafeatures_with_limits(
metafeature_calculation_time_limit)
metafeature_calculation_end_time = time.time()
metafeature_calculation_time_limit = \
metafeature_calculation_time_limit - (
metafeature_calculation_end_time -
metafeature_calculation_start_time)
if metafeature_calculation_time_limit < 1:
self.logger.warning(
'Time limit for metafeature calculation less '
'than 1 seconds (%f). Skipping calculation '
'of metafeatures for encoded dataset.',
metafeature_calculation_time_limit)
meta_features_encoded = None
else:
with warnings.catch_warnings():
warnings.showwarning = self._send_warnings_to_log
self.datamanager.perform1HotEncoding()
meta_features_encoded = \
self._calculate_metafeatures_encoded_with_limits(
metafeature_calculation_time_limit)
# In case there is a problem calculating the encoded meta-features
if meta_features is None:
if meta_features_encoded is not None:
meta_features = meta_features_encoded
else:
if meta_features_encoded is not None:
meta_features.metafeature_values.update(
meta_features_encoded.metafeature_values)
if meta_features is not None:
meta_base.add_dataset(self.dataset_name, meta_features)
# Do mean imputation of the meta-features - should be done specific
# for each prediction model!
all_metafeatures = meta_base.get_metafeatures(
features=list(meta_features.keys()))
all_metafeatures.fillna(all_metafeatures.mean(),
inplace=True)
with warnings.catch_warnings():
warnings.showwarning = self._send_warnings_to_log
metalearning_configurations = self.collect_metalearning_suggestions(
meta_base)
if metalearning_configurations is None:
metalearning_configurations = []
self.reset_data_manager()
self.logger.info('%s', meta_features)
# Convert meta-features into a dictionary because the scenario
# expects a dictionary
meta_features_dict = {}
for dataset, series in all_metafeatures.iterrows():
meta_features_dict[dataset] = series.values
meta_features_list = []
for meta_feature_name in all_metafeatures.columns:
meta_features_list.append(
meta_features[meta_feature_name].value)
meta_features_list = np.array(meta_features_list).reshape(
(1, -1))
self.logger.info(list(meta_features_dict.keys()))
# meta_runs = meta_base.get_all_runs(METRIC_TO_STRING[self.metric])
# meta_runs_index = 0
# try:
# meta_durations = meta_base.get_all_runs('runtime')
# read_runtime_data = True
# except KeyError:
# read_runtime_data = False
# self.logger.critical('Cannot read runtime data.')
# if self.acquisition_function == 'EIPS':
# self.logger.critical('Reverting to acquisition function EI!')
# self.acquisition_function = 'EI'
# for meta_dataset in meta_runs.index:
# meta_dataset_start_index = meta_runs_index
# for meta_configuration in meta_runs.columns:
# if np.isfinite(meta_runs.loc[meta_dataset, meta_configuration]):
# try:
# config = meta_base.get_configuration_from_algorithm_index(
# meta_configuration)
# cost = meta_runs.loc[meta_dataset, meta_configuration]
# if read_runtime_data:
# runtime = meta_durations.loc[meta_dataset,
# meta_configuration]
# else:
# runtime = 1
# # TODO read out other status types!
# meta_runhistory.add(config, cost, runtime,
# StatusType.SUCCESS,
# instance_id=meta_dataset)
# meta_runs_index += 1
# except:
# # TODO maybe add warning
# pass
#
# meta_runs_dataset_indices[meta_dataset] = (
# meta_dataset_start_index, meta_runs_index)
else:
meta_features = None
self.logger.warning('Could not find meta-data directory %s' %
metadata_directory)
else:
meta_features = None
if meta_features is None:
if self.acquisition_function == 'EIPS':
self.logger.critical('Reverting to acquisition function EI!')
self.acquisition_function = 'EI'
meta_features_list = []
meta_features_dict = {}
metalearning_configurations = []
if self.resampling_strategy in [
'partial-cv', 'partial-cv-iterative-fit'
]:
num_folds = self.resampling_strategy_args['folds']
instances = [[
json.dumps({
'task_id': self.dataset_name,
'fold': fold_number
})
] for fold_number in range(num_folds)]
else:
instances = [[json.dumps({'task_id': self.dataset_name})]]
startup_time = self.watcher.wall_elapsed(self.dataset_name)
total_walltime_limit = self.total_walltime_limit - startup_time - 5
scenario_dict = {
'cs': self.config_space,
'cutoff-time': self.func_eval_time_limit,
'memory-limit': self.memory_limit,
'wallclock-limit': total_walltime_limit,
'output-dir': self.backend.get_smac_output_directory(self.seed),
'shared-model': self.shared_mode,
'run-obj': 'quality',
'deterministic': 'true',
'instances': instances
}
if self.configuration_mode == 'RANDOM':
scenario_dict['minR'] = len(
instances) if instances is not None else 1
scenario_dict['initial_incumbent'] = 'RANDOM'
self.scenario = Scenario(scenario_dict)
# TODO rebuild target algorithm to be it's own target algorithm
# evaluator, which takes into account that a run can be killed prior
# to the model being fully fitted; thus putting intermediate results
# into a queue and querying them once the time is over
exclude = dict()
include = dict()
if self.include_preprocessors is not None and \
self.exclude_preprocessors is not None:
raise ValueError('Cannot specify include_preprocessors and '
'exclude_preprocessors.')
elif self.include_preprocessors is not None:
include['preprocessor'] = self.include_preprocessors
elif self.exclude_preprocessors is not None:
exclude['preprocessor'] = self.exclude_preprocessors
if self.include_estimators is not None and \
self.exclude_preprocessors is not None:
raise ValueError('Cannot specify include_estimators and '
'exclude_estimators.')
elif self.include_estimators is not None:
if self.task in CLASSIFICATION_TASKS:
include['classifier'] = self.include_estimators
elif self.task in REGRESSION_TASKS:
include['regressor'] = self.include_estimators
else:
raise ValueError(self.task)
elif self.exclude_estimators is not None:
if self.task in CLASSIFICATION_TASKS:
exclude['classifier'] = self.exclude_estimators
elif self.task in REGRESSION_TASKS:
exclude['regressor'] = self.exclude_estimators
else:
raise ValueError(self.task)
ta = ExecuteTaFuncWithQueue(
backend=self.backend,
autosklearn_seed=seed,
resampling_strategy=self.resampling_strategy,
initial_num_run=num_run,
logger=self.logger,
include=include,
exclude=exclude,
metric=self.metric,
memory_limit=self.memory_limit,
disable_file_output=self.disable_file_output,
**self.resampling_strategy_args)
types, bounds = get_types(self.config_space,
self.scenario.feature_array)
# TODO extract generation of SMAC object into it's own function for
# testing
if self.acquisition_function == 'EI':
model = RandomForestWithInstances(
types=types,
bounds=bounds,
#instance_features=meta_features_list,
seed=1,
num_trees=10)
rh2EPM = RunHistory2EPM4Cost(num_params=num_params,
scenario=self.scenario,
success_states=[
StatusType.SUCCESS,
StatusType.MEMOUT,
StatusType.TIMEOUT
],
impute_censored_data=False,
impute_state=None)
_smac_arguments = dict(scenario=self.scenario,
model=model,
rng=seed,
runhistory2epm=rh2EPM,
tae_runner=ta,
runhistory=runhistory)
elif self.acquisition_function == 'EIPS':
rh2EPM = RunHistory2EPM4EIPS(num_params=num_params,
scenario=self.scenario,
success_states=[
StatusType.SUCCESS,
StatusType.MEMOUT,
StatusType.TIMEOUT
],
impute_censored_data=False,
impute_state=None)
model = UncorrelatedMultiObjectiveRandomForestWithInstances(
['cost', 'runtime'],
types=types,
bounds=bounds,
num_trees=10,
instance_features=meta_features_list,
seed=1)
acquisition_function = EIPS(model)
_smac_arguments = dict(scenario=self.scenario,
model=model,
rng=seed,
tae_runner=ta,
runhistory2epm=rh2EPM,
runhistory=runhistory,
acquisition_function=acquisition_function)
else:
raise ValueError('Unknown acquisition function value %s!' %
self.acquisition_function)
if self.configuration_mode == 'SMAC':
smac = SMAC(**_smac_arguments)
elif self.configuration_mode in ['ROAR', 'RANDOM']:
for not_in_roar in ['runhistory2epm', 'model']:
if not_in_roar in _smac_arguments:
del _smac_arguments[not_in_roar]
smac = ROAR(**_smac_arguments)
else:
raise ValueError(self.configuration_mode)
# Build a runtime model
# runtime_rf = RandomForestWithInstances(types,
# instance_features=meta_features_list,
# seed=1, num_trees=10)
# runtime_rh2EPM = RunHistory2EPM4EIPS(num_params=num_params,
# scenario=self.scenario,
# success_states=None,
# impute_censored_data=False,
# impute_state=None)
# X_runtime, y_runtime = runtime_rh2EPM.transform(meta_runhistory)
# runtime_rf.train(X_runtime, y_runtime[:, 1].flatten())
# X_meta, Y_meta = rh2EPM.transform(meta_runhistory)
# # Transform Y_meta on a per-dataset base
# for meta_dataset in meta_runs_dataset_indices:
# start_index, end_index = meta_runs_dataset_indices[meta_dataset]
# end_index += 1 # Python indexing
# Y_meta[start_index:end_index, 0]\
# [Y_meta[start_index:end_index, 0] >2.0] = 2.0
# dataset_minimum = np.min(Y_meta[start_index:end_index, 0])
# Y_meta[start_index:end_index, 0] = 1 - (
# (1. - Y_meta[start_index:end_index, 0]) /
# (1. - dataset_minimum))
# Y_meta[start_index:end_index, 0]\
# [Y_meta[start_index:end_index, 0] > 2] = 2
smac.solver.stats.start_timing()
# == first, evaluate all metelearning and default configurations
smac.solver.incumbent = smac.solver.initial_design.run()
for challenger in metalearning_configurations:
smac.solver.incumbent, inc_perf = smac.solver.intensifier.intensify(
challengers=[challenger],
incumbent=smac.solver.incumbent,
run_history=smac.solver.runhistory,
aggregate_func=smac.solver.aggregate_func,
time_bound=self.total_walltime_limit)
if smac.solver.scenario.shared_model:
pSMAC.write(run_history=smac.solver.runhistory,
output_directory=smac.solver.scenario.output_dir,
num_run=self.seed)
if smac.solver.stats.is_budget_exhausted():
break
# == after metalearning run SMAC loop
while True:
if smac.solver.scenario.shared_model:
pSMAC.read(run_history=smac.solver.runhistory,
output_dirs=glob.glob(
self.backend.get_smac_output_glob()),
configuration_space=self.config_space,
logger=self.logger)
choose_next_start_time = time.time()
try:
challengers = self.choose_next(smac)
except Exception as e:
self.logger.error(e)
self.logger.error("Error in getting next configurations "
"with SMAC. Using random configuration!")
next_config = self.config_space.sample_configuration()
challengers = [next_config]
time_for_choose_next = time.time() - choose_next_start_time
self.logger.info('Used %g seconds to find next '
'configurations' % (time_for_choose_next))
time_for_choose_next = max(time_for_choose_next, 1.0)
smac.solver.incumbent, inc_perf = smac.solver.intensifier.intensify(
challengers=challengers,
incumbent=smac.solver.incumbent,
run_history=smac.solver.runhistory,
aggregate_func=smac.solver.aggregate_func,
time_bound=time_for_choose_next)
if smac.solver.scenario.shared_model:
pSMAC.write(run_history=smac.solver.runhistory,
output_directory=smac.solver.scenario.output_dir,
num_run=self.seed)
if smac.solver.stats.is_budget_exhausted():
break
self.runhistory = smac.solver.runhistory
self.trajectory = smac.solver.intensifier.traj_logger.trajectory
smac.runhistory = self.runhistory
self.fANOVA_input = smac.get_X_y()
return self.runhistory, self.trajectory, self.fANOVA_input
def test_write(self):
# The nulls make sure that we correctly emit the python None value
fixture = '{"data": [[[1, "branin", 1], [1, 1, {"__enum__": ' \
'"StatusType.SUCCESS"}, null]], ' \
'[[1, "branini", 1], [1, 1, {"__enum__": ' \
'"StatusType.SUCCESS"}, null]], ' \
'[[2, "branini", 1], [1, 1, {"__enum__": ' \
'"StatusType.SUCCESS"}, null]], ' \
'[[2, null, 1], [1, 1, {"__enum__": ' \
'"StatusType.SUCCESS"}, null]], ' \
'[[3, "branin-hoo", 1], [1, 1, {"__enum__": ' \
'"StatusType.SUCCESS"}, null]], ' \
'[[4, null, 1], [1, 1, {"__enum__": ' \
'"StatusType.SUCCESS"}, null]]],' \
'"configs": {' \
'"4": {"x": -2.2060968293349363, "y": 5.183410905645716}, ' \
'"3": {"x": -2.7986616377433045, "y": 1.385078921531967}, ' \
'"1": {"x": 1.2553300705386103, "y": 10.804867401632372}, ' \
'"2": {"x": -4.998284377739827, "y": 4.534988589477597}}}'
run_history = RunHistory(aggregate_func=average_cost)
configuration_space = test_helpers.get_branin_config_space()
configuration_space.seed(1)
config = configuration_space.sample_configuration()
# Config on two instances
run_history.add(config,
1,
1,
StatusType.SUCCESS,
seed=1,
instance_id='branin')
run_history.add(config,
1,
1,
StatusType.SUCCESS,
seed=1,
instance_id='branini')
config_2 = configuration_space.sample_configuration()
# Another config on a known instance
run_history.add(config_2,
1,
1,
StatusType.SUCCESS,
seed=1,
instance_id='branini')
# Known Config on no instance
run_history.add(config_2, 1, 1, StatusType.SUCCESS, seed=1)
# New config on new instance
config_3 = configuration_space.sample_configuration()
run_history.add(config_3,
1,
1,
StatusType.SUCCESS,
seed=1,
instance_id='branin-hoo')
# New config on no instance
config_4 = configuration_space.sample_configuration()
run_history.add(config_4, 1, 1, StatusType.SUCCESS, seed=1)
pSMAC.write(run_history, self.tmp_dir, 20)
output_filename = os.path.join(self.tmp_dir, 'runhistory.json')
self.assertTrue(os.path.exists(output_filename))
fixture = json.loads(fixture, object_hook=StatusType.enum_hook)
with open(output_filename) as fh:
output = json.load(fh, object_hook=StatusType.enum_hook)
print(output)
print(fixture)
self.assertEqual(output, fixture)
def run(self):
"""Runs the Bayesian optimization loop
Returns
----------
incumbent: np.array(1, H)
The best found configuration
"""
self.start()
# 设置一个counter
counter = 0
# Main BO loop
while True:
# 打印每轮SMBO的最优结果(包括首轮SMBO 0)
print('SMBO ' + str(counter) + ': ' +
str(self.runhistory.get_cost(self.incumbent)))
counter += 1
if self.scenario.shared_model:
pSMAC.read(run_history=self.runhistory,
output_dirs=self.scenario.input_psmac_dirs,
configuration_space=self.config_space,
logger=self.logger)
start_time = time.time()
X, Y = self.rh2EPM.transform(self.runhistory)
self.logger.debug("Search for next configuration")
# get all found configurations sorted according to acq
challengers = self.choose_next(X, Y)
time_spent = time.time() - start_time
time_left = self._get_timebound_for_intensification(time_spent)
self.logger.debug("Intensify")
if self.server is None:
self.incumbent, inc_perf = self.intensifier.intensify(
challengers=challengers,
incumbent=self.incumbent,
run_history=self.runhistory,
aggregate_func=self.aggregate_func,
time_bound=max(self.intensifier._min_time, time_left))
else:
# 从worker读取loss，加入history再运行新的challengers
print(time_left)
self.server.push(incumbent=self.incumbent,
runhistory=self.runhistory,
challengers=challengers.challengers,
time_left=time_left)
# 从worker读取runhistory，并merge到self.runhistory
incumbent, new_runhistory = self.server.pull()
self.runhistory.update(new_runhistory)
# 更新了runhistory之后，应该找寻是否存在新的incumbent
# 因为worker没有完整的
runhistory_old = self.runhistory.get_history_for_config(
self.incumbent)
runhistory_new = self.runhistory.get_history_for_config(
incumbent)
# 找寻cost最小值
lowest_cost_old = min([cost[0] for cost in runhistory_old])
lowest_cost_new = min([cost[0] for cost in runhistory_new])
if lowest_cost_new < lowest_cost_old:
# 替换为新的incumbent
self.incumbent = incumbent
"""可以考虑用这个函数
new_incumbent = self._compare_configs(
incumbent=incumbent, challenger=challenger,
run_history=run_history,
aggregate_func=aggregate_func,
log_traj=log_traj)
"""
if self.scenario.shared_model:
pSMAC.write(
run_history=self.runhistory,
output_directory=self.scenario.output_dir_for_this_run)
logging.debug(
"Remaining budget: %f (wallclock), %f (ta costs), %f (target runs)"
% (self.stats.get_remaing_time_budget(),
self.stats.get_remaining_ta_budget(),
self.stats.get_remaining_ta_runs()))
if self.stats.is_budget_exhausted():
break
self.stats.print_stats(debug_out=True)
return self.incumbent
