def evaluate_point(self, point: Point) -> Point:
# If evaluate_point is not implemented in the subclass, we can make it work like so:
#
point_df = point.to_dataframe()
values_df = self.evaluate_dataframe(point_df)
values_point = Point.from_dataframe(values_df)
return values_point
def _unproject_point(self, point: Point) -> Point:
""" Projects a given point from target hypergrid to adaptee hypergrid.
If the subclass does not implement this method, we can do it automatically. The hand-written projection logic
would likely be way more efficient, but we should also consider the programmer-time vs. cpu-time trade off.
:param point:
:return:
"""
original_dataframe = point.to_dataframe()
unprojected_dataframe = self.unproject_dataframe(original_dataframe)
unprojected_point = Point.from_dataframe(unprojected_dataframe)
return unprojected_point
def suggest(self, random=False, context: Point = None):
if self.optimization_problem.context_space is not None:
if context is None:
raise ValueError(
"Context required by optimization problem but not provided."
)
assert context in self.optimization_problem.context_space
random = random or self.num_observed_samples < self.optimizer_config.min_samples_required_for_guided_design_of_experiments
context_values = context.to_dataframe(
) if context is not None else None
suggested_config = self.experiment_designer.suggest(
random=random, context_values_dataframe=context_values)
assert suggested_config in self.optimization_problem.parameter_space
return suggested_config
def evaluate_point(self, point: Point) -> Point:
y = self._polynomial_function.evaluate(point.to_dataframe().to_numpy())
return Point(y=y[0])
def evaluate_point(self, point: Point) -> Point:
point = Point(**{dim_name: point[dim_name] for dim_name in self._parameter_space.dimension_names})
y = self._polynomial_function.evaluate(point.to_dataframe().to_numpy())
return Point(y=y[0])
def test_registering_multiple_objectives(self):
input_space = SimpleHypergrid(name='input',
dimensions=[
ContinuousDimension(name="x_1",
min=0,
max=10),
ContinuousDimension(name="x_2",
min=0,
max=10)
])
output_space = SimpleHypergrid(name='output',
dimensions=[
ContinuousDimension(name="y_1",
min=0,
max=10),
ContinuousDimension(name="y_2",
min=0,
max=10)
])
optimization_problem = OptimizationProblem(
parameter_space=input_space,
objective_space=output_space,
objectives=[Objective(name='y_1', minimize=True)])
optimizer = self.bayesian_optimizer_factory.create_local_optimizer(
optimization_problem=optimization_problem)
for _ in range(100):
input = optimizer.suggest()
output = Point(y_1=input.x_1, y_2=input.x_2)
optimizer.register(input.to_dataframe(), output.to_dataframe())
num_predictions = 100
prediction = optimizer.predict(
parameter_values_pandas_frame=optimization_problem.parameter_space.
random_dataframe(num_predictions))
prediction_df = prediction.get_dataframe()
assert len(prediction_df.index) == num_predictions
# Let's test invalid observations.
#
input = input_space.random()
input_df = input.to_dataframe()
# We should only remember the valid dimensions.
#
output_with_extra_dimension = Point(y_1=input.x_1,
y_2=input.x_2,
invalid_dimension=42)
output_with_extra_dimension_df = output_with_extra_dimension.to_dataframe(
)
optimizer.register(input_df, output_with_extra_dimension_df)
# Let's make sure that the invalid_dimension was not remembered.
#
all_inputs_df, all_outputs_df, _ = optimizer.get_all_observations()
assert all(column in {'y_1', 'y_2'}
for column in all_outputs_df.columns)
# We should accept inputs with missing output dimensions, as long as at least one is specified.
#
output_with_missing_dimension = Point(y_1=input.x_1)
output_with_missing_dimension_df = output_with_missing_dimension.to_dataframe(
)
optimizer.register(input_df, output_with_missing_dimension_df)
all_inputs_df, all_outputs_df, _ = optimizer.get_all_observations()
# Let's make sure the missing dimension ends up being a null.
#
last_observation = all_outputs_df.iloc[[-1]]
assert last_observation['y_2'].isnull().values.all()
# Inserting an observation with no valid dimensions should fail.
#
empty_output = Point()
empty_output_df = empty_output.to_dataframe()
with pytest.raises(ValueError):
optimizer.register(input_df, empty_output_df)
only_invalid_outputs = Point(invalid_col1=0, invalid_col2=2)
only_invalid_outputs_df = only_invalid_outputs.to_dataframe()
with pytest.raises(ValueError):
optimizer.register(input_df, only_invalid_outputs_df)