예제 #1
0
def plot_param_importances(
    study: Study,
    evaluator: Optional[BaseImportanceEvaluator] = None,
    params: Optional[List[str]] = None,
    *,
    target: Optional[Callable[[FrozenTrial], float]] = None,
    target_name: str = "Objective Value",
) -> "go.Figure":
    """Plot hyperparameter importances.

    Example:

        The following code snippet shows how to plot hyperparameter importances.

        .. plotly::

            import optuna


            def objective(trial):
                x = trial.suggest_int("x", 0, 2)
                y = trial.suggest_float("y", -1.0, 1.0)
                z = trial.suggest_float("z", 0.0, 1.5)
                return x ** 2 + y ** 3 - z ** 4


            sampler = optuna.samplers.RandomSampler(seed=10)
            study = optuna.create_study(sampler=sampler)
            study.optimize(objective, n_trials=100)

            fig = optuna.visualization.plot_param_importances(study)
            fig.show()

    .. seealso::

        This function visualizes the results of :func:`optuna.importance.get_param_importances`.

    Args:
        study:
            An optimized study.
        evaluator:
            An importance evaluator object that specifies which algorithm to base the importance
            assessment on.
            Defaults to
            :class:`~optuna.importance.FanovaImportanceEvaluator`.
        params:
            A list of names of parameters to assess.
            If :obj:`None`, all parameters that are present in all of the completed trials are
            assessed.
        target:
            A function to specify the value to display. If it is :obj:`None` and ``study`` is being
            used for single-objective optimization, the objective values are plotted.

            .. note::
                Specify this argument if ``study`` is being used for multi-objective optimization.
        target_name:
            Target's name to display on the axis label.

    Returns:
        A :class:`plotly.graph_objs.Figure` object.

    Raises:
        :exc:`ValueError`:
            If ``target`` is :obj:`None` and ``study`` is being used for multi-objective
            optimization.
    """

    _imports.check()
    _check_plot_args(study, target, target_name)

    layout = go.Layout(
        title="Hyperparameter Importances",
        xaxis={"title": f"Importance for {target_name}"},
        yaxis={"title": "Hyperparameter"},
        showlegend=False,
    )

    # Importances cannot be evaluated without completed trials.
    # Return an empty figure for consistency with other visualization functions.
    trials = [
        trial for trial in study.trials if trial.state == TrialState.COMPLETE
    ]
    if len(trials) == 0:
        logger.warning("Study instance does not contain completed trials.")
        return go.Figure(data=[], layout=layout)

    importances = optuna.importance.get_param_importances(study,
                                                          evaluator=evaluator,
                                                          params=params,
                                                          target=target)

    importances = OrderedDict(reversed(list(importances.items())))
    importance_values = list(importances.values())
    param_names = list(importances.keys())

    fig = go.Figure(
        data=[
            go.Bar(
                x=importance_values,
                y=param_names,
                text=importance_values,
                texttemplate="%{text:.2f}",
                textposition="outside",
                cliponaxis=False,  # Ensure text is not clipped.
                hovertemplate=[
                    _make_hovertext(param_name, importance, study)
                    for param_name, importance in importances.items()
                ],
                marker_color=[
                    _get_color(param_name, study) for param_name in param_names
                ],
                orientation="h",
            )
        ],
        layout=layout,
    )

    return fig
예제 #2
0
def _get_pareto_front_3d(
    study: Study,
    target_names: Optional[List[str]],
    include_dominated_trials: bool = False,
    axis_order: Optional[List[int]] = None,
) -> "go.Figure":
    if target_names is None:
        target_names = ["Objective 0", "Objective 1", "Objective 2"]
    elif len(target_names) != 3:
        raise ValueError("The length of `target_names` is supposed to be 3.")

    trials = study.best_trials
    n_best_trials = len(trials)
    if len(trials) == 0:
        _logger.warning("Your study does not have any completed trials.")

    if include_dominated_trials:
        non_pareto_trials = _get_non_pareto_front_trials(study, trials)
        trials += non_pareto_trials

    if axis_order is None:
        axis_order = list(range(3))
    else:
        if len(axis_order) != 3:
            raise ValueError(
                f"Size of `axis_order` {axis_order}. Expect: 3, Actual: {len(axis_order)}."
            )
        if len(set(axis_order)) != 3:
            raise ValueError(f"Elements of given `axis_order` {axis_order} are not unique!.")
        if max(axis_order) > 2:
            raise ValueError(
                f"Given `axis_order` {axis_order} contains invalid index {max(axis_order)} "
                "higher than 2."
            )
        if min(axis_order) < 0:
            raise ValueError(
                f"Given `axis_order` {axis_order} contains invalid index {min(axis_order)} "
                "lower than 0."
            )

    data = [
        go.Scatter3d(
            x=[t.values[axis_order[0]] for t in trials[n_best_trials:]],
            y=[t.values[axis_order[1]] for t in trials[n_best_trials:]],
            z=[t.values[axis_order[2]] for t in trials[n_best_trials:]],
            text=[_make_hovertext(t) for t in trials[n_best_trials:]],
            hovertemplate="%{text}<extra>Trial</extra>",
            mode="markers",
            marker={
                "line": {"width": 0.5, "color": "Grey"},
                "color": [t.number for t in trials[n_best_trials:]],
                "colorscale": "Blues",
                "colorbar": {
                    "title": "#Trials",
                },
            },
            showlegend=False,
        ),
        go.Scatter3d(
            x=[t.values[axis_order[0]] for t in trials[:n_best_trials]],
            y=[t.values[axis_order[1]] for t in trials[:n_best_trials]],
            z=[t.values[axis_order[2]] for t in trials[:n_best_trials]],
            text=[_make_hovertext(t) for t in trials[:n_best_trials]],
            hovertemplate="%{text}<extra>Best Trial</extra>",
            mode="markers",
            marker={
                "line": {"width": 0.5, "color": "Grey"},
                "color": [t.number for t in trials[:n_best_trials]],
                "colorscale": "Reds",
                "colorbar": {
                    "title": "#Best trials",
                    "x": 1.1 if include_dominated_trials else 1,
                    "xpad": 40,
                },
            },
            showlegend=False,
        ),
    ]
    layout = go.Layout(
        title="Pareto-front Plot",
        scene={
            "xaxis_title": target_names[axis_order[0]],
            "yaxis_title": target_names[axis_order[1]],
            "zaxis_title": target_names[axis_order[2]],
        },
    )
    return go.Figure(data=data, layout=layout)
예제 #3
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def _get_contour_plot(study: Study,
                      params: Optional[List[str]] = None) -> "go.Figure":

    layout = go.Layout(title="Contour Plot")

    trials = [
        trial for trial in study.trials if trial.state == TrialState.COMPLETE
    ]

    if len(trials) == 0:
        _logger.warning("Your study does not have any completed trials.")
        return go.Figure(data=[], layout=layout)

    all_params = {p_name for t in trials for p_name in t.params.keys()}
    if params is None:
        sorted_params = sorted(list(all_params))
    elif len(params) <= 1:
        _logger.warning("The length of params must be greater than 1.")
        return go.Figure(data=[], layout=layout)
    else:
        for input_p_name in params:
            if input_p_name not in all_params:
                raise ValueError(
                    "Parameter {} does not exist in your study.".format(
                        input_p_name))
        sorted_params = sorted(list(set(params)))

    padding_ratio = 0.05
    param_values_range = {}
    update_category_axes = {}
    for p_name in sorted_params:
        values = _get_param_values(trials, p_name)

        min_value = min(values)
        max_value = max(values)

        if _is_log_scale(trials, p_name):
            padding = (math.log10(max_value) -
                       math.log10(min_value)) * padding_ratio
            min_value = math.pow(10, math.log10(min_value) - padding)
            max_value = math.pow(10, math.log10(max_value) + padding)

        elif _is_categorical(trials, p_name):
            # For numeric values, plotly does not automatically plot as "category" type.
            update_category_axes[p_name] = any(
                [str(v).isnumeric() for v in set(values)])

            # Plotly>=4.12.0 draws contours using the indices of categorical variables instead of
            # raw values and the range should be updated based on the cardinality of categorical
            # variables. See https://github.com/optuna/optuna/issues/1967.
            if version.parse(plotly.__version__) >= version.parse("4.12.0"):
                span = len(set(values)) - 1
                padding = span * padding_ratio
                min_value = -padding
                max_value = span + padding

        else:
            padding = (max_value - min_value) * padding_ratio
            min_value = min_value - padding
            max_value = max_value + padding
        param_values_range[p_name] = (min_value, max_value)

    if len(sorted_params) == 2:
        x_param = sorted_params[0]
        y_param = sorted_params[1]
        sub_plots = _generate_contour_subplot(trials, x_param, y_param,
                                              study.direction,
                                              param_values_range)
        figure = go.Figure(data=sub_plots, layout=layout)
        figure.update_xaxes(title_text=x_param,
                            range=param_values_range[x_param])
        figure.update_yaxes(title_text=y_param,
                            range=param_values_range[y_param])

        if update_category_axes.get(x_param, False):
            figure.update_xaxes(type="category")
        if update_category_axes.get(y_param, False):
            figure.update_yaxes(type="category")

        if _is_log_scale(trials, x_param):
            log_range = [math.log10(p) for p in param_values_range[x_param]]
            figure.update_xaxes(range=log_range, type="log")
        if _is_log_scale(trials, y_param):
            log_range = [math.log10(p) for p in param_values_range[y_param]]
            figure.update_yaxes(range=log_range, type="log")
    else:
        figure = make_subplots(rows=len(sorted_params),
                               cols=len(sorted_params),
                               shared_xaxes=True,
                               shared_yaxes=True)
        figure.update_layout(layout)
        showscale = True  # showscale option only needs to be specified once
        for x_i, x_param in enumerate(sorted_params):
            for y_i, y_param in enumerate(sorted_params):
                if x_param == y_param:
                    figure.add_trace(go.Scatter(), row=y_i + 1, col=x_i + 1)
                else:
                    sub_plots = _generate_contour_subplot(
                        trials, x_param, y_param, study.direction,
                        param_values_range)
                    contour = sub_plots[0]
                    scatter = sub_plots[1]
                    contour.update(
                        showscale=showscale)  # showscale's default is True
                    if showscale:
                        showscale = False
                    figure.add_trace(contour, row=y_i + 1, col=x_i + 1)
                    figure.add_trace(scatter, row=y_i + 1, col=x_i + 1)

                figure.update_xaxes(range=param_values_range[x_param],
                                    row=y_i + 1,
                                    col=x_i + 1)
                figure.update_yaxes(range=param_values_range[y_param],
                                    row=y_i + 1,
                                    col=x_i + 1)

                if update_category_axes.get(x_param, False):
                    figure.update_xaxes(type="category",
                                        row=y_i + 1,
                                        col=x_i + 1)
                if update_category_axes.get(y_param, False):
                    figure.update_yaxes(type="category",
                                        row=y_i + 1,
                                        col=x_i + 1)

                if _is_log_scale(trials, x_param):
                    log_range = [
                        math.log10(p) for p in param_values_range[x_param]
                    ]
                    figure.update_xaxes(range=log_range,
                                        type="log",
                                        row=y_i + 1,
                                        col=x_i + 1)
                if _is_log_scale(trials, y_param):
                    log_range = [
                        math.log10(p) for p in param_values_range[y_param]
                    ]
                    figure.update_yaxes(range=log_range,
                                        type="log",
                                        row=y_i + 1,
                                        col=x_i + 1)

                if x_i == 0:
                    figure.update_yaxes(title_text=y_param,
                                        row=y_i + 1,
                                        col=x_i + 1)
                if y_i == len(sorted_params) - 1:
                    figure.update_xaxes(title_text=x_param,
                                        row=y_i + 1,
                                        col=x_i + 1)

    return figure
예제 #4
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def _get_slice_plot(
    study: Study,
    params: Optional[List[str]] = None,
    target: Optional[Callable[[FrozenTrial], float]] = None,
    target_name: str = "Objective Value",
) -> "go.Figure":

    layout = go.Layout(title="Slice Plot")

    trials = [
        trial for trial in study.trials if trial.state == TrialState.COMPLETE
    ]

    if len(trials) == 0:
        _logger.warning("Your study does not have any completed trials.")
        return go.Figure(data=[], layout=layout)

    all_params = {p_name for t in trials for p_name in t.params.keys()}
    if params is None:
        sorted_params = sorted(list(all_params))
    else:
        for input_p_name in params:
            if input_p_name not in all_params:
                raise ValueError(
                    "Parameter {} does not exist in your study.".format(
                        input_p_name))
        sorted_params = sorted(list(set(params)))

    n_params = len(sorted_params)

    if n_params == 1:
        figure = go.Figure(data=[
            _generate_slice_subplot(study, trials, sorted_params[0], target)
        ],
                           layout=layout)
        figure.update_xaxes(title_text=sorted_params[0])
        figure.update_yaxes(title_text=target_name)
        if _is_log_scale(trials, sorted_params[0]):
            figure.update_xaxes(type="log")
    else:
        figure = make_subplots(rows=1,
                               cols=len(sorted_params),
                               shared_yaxes=True)
        figure.update_layout(layout)
        showscale = True  # showscale option only needs to be specified once.
        for i, param in enumerate(sorted_params):
            trace = _generate_slice_subplot(study, trials, param, target)
            trace.update(marker={"showscale":
                                 showscale})  # showscale's default is True.
            if showscale:
                showscale = False
            figure.add_trace(trace, row=1, col=i + 1)
            figure.update_xaxes(title_text=param, row=1, col=i + 1)
            if i == 0:
                figure.update_yaxes(title_text=target_name, row=1, col=1)
            if _is_log_scale(trials, param):
                figure.update_xaxes(type="log", row=1, col=i + 1)
        if n_params > 3:
            # Ensure that each subplot has a minimum width without relying on autusizing.
            figure.update_layout(width=300 * n_params)

    return figure
예제 #5
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def _get_parallel_coordinate_plot(
    study: Study,
    params: Optional[List[str]] = None,
    target: Optional[Callable[[FrozenTrial], float]] = None,
    target_name: str = "Objective Value",
) -> "go.Figure":

    layout = go.Layout(title="Parallel Coordinate Plot")

    trials = [trial for trial in study.trials if trial.state == TrialState.COMPLETE]

    if len(trials) == 0:
        _logger.warning("Your study does not have any completed trials.")
        return go.Figure(data=[], layout=layout)

    all_params = {p_name for t in trials for p_name in t.params.keys()}
    if params is not None:
        for input_p_name in params:
            if input_p_name not in all_params:
                raise ValueError("Parameter {} does not exist in your study.".format(input_p_name))
        all_params = set(params)
    sorted_params = sorted(all_params)

    if target is None:

        def _target(t: FrozenTrial) -> float:
            return cast(float, t.value)

        target = _target
        reversescale = study.direction == StudyDirection.MINIMIZE
    else:
        reversescale = True

    dims: List[Dict[str, Any]] = [
        {
            "label": target_name,
            "values": tuple([target(t) for t in trials]),
            "range": (min([target(t) for t in trials]), max([target(t) for t in trials])),
        }
    ]

    numeric_cat_params_indices: List[int] = []
    for dim_index, p_name in enumerate(sorted_params, start=1):
        values = []
        for t in trials:
            if p_name in t.params:
                values.append(t.params[p_name])

        if _is_log_scale(trials, p_name):
            values = [math.log10(v) for v in values]
            min_value = min(values)
            max_value = max(values)
            tickvals = list(range(math.ceil(min_value), math.ceil(max_value)))
            if min_value not in tickvals:
                tickvals = [min_value] + tickvals
            if max_value not in tickvals:
                tickvals = tickvals + [max_value]
            dim = {
                "label": p_name if len(p_name) < 20 else "{}...".format(p_name[:17]),
                "values": tuple(values),
                "range": (min_value, max_value),
                "tickvals": tickvals,
                "ticktext": ["{:.3g}".format(math.pow(10, x)) for x in tickvals],
            }
        elif _is_categorical(trials, p_name):
            vocab: DefaultDict[str, int] = defaultdict(lambda: len(vocab))

            if _is_numerical(trials, p_name):
                _ = [vocab[v] for v in sorted(values)]
                values = [vocab[v] for v in values]
                ticktext = list(sorted(vocab.keys()))
                numeric_cat_params_indices.append(dim_index)
            else:
                values = [vocab[v] for v in values]
                ticktext = list(sorted(vocab.keys(), key=lambda x: vocab[x]))

            dim = {
                "label": p_name if len(p_name) < 20 else "{}...".format(p_name[:17]),
                "values": tuple(values),
                "range": (min(values), max(values)),
                "tickvals": list(range(len(vocab))),
                "ticktext": ticktext,
            }
        else:
            dim = {
                "label": p_name if len(p_name) < 20 else "{}...".format(p_name[:17]),
                "values": tuple(values),
                "range": (min(values), max(values)),
            }

        dims.append(dim)

    if numeric_cat_params_indices:
        # np.lexsort consumes the sort keys the order from back to front.
        # So the values of parameters have to be reversed the order.
        idx = np.lexsort([dims[index]["values"] for index in numeric_cat_params_indices][::-1])
        for dim in dims:
            # Since the values are mapped to other categories by the index,
            # the index will be swapped according to the sorted index of numeric params.
            dim.update({"values": tuple(np.array(dim["values"])[idx])})

    traces = [
        go.Parcoords(
            dimensions=dims,
            labelangle=30,
            labelside="bottom",
            line={
                "color": dims[0]["values"],
                "colorscale": "blues",
                "colorbar": {"title": target_name},
                "showscale": True,
                "reversescale": reversescale,
            },
        )
    ]

    figure = go.Figure(data=traces, layout=layout)

    return figure
예제 #6
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def plot_pareto_front(
    study: Study,
    *,
    target_names: Optional[List[str]] = None,
    include_dominated_trials: bool = True,
    axis_order: Optional[List[int]] = None,
    constraints_func: Optional[Callable[[FrozenTrial],
                                        Sequence[float]]] = None,
    targets: Optional[Callable[[FrozenTrial], Sequence[float]]] = None,
) -> "go.Figure":
    """Plot the Pareto front of a study.

    .. seealso::
        Please refer to :ref:`multi_objective` for the tutorial of the Pareto front visualization.

    Example:

        The following code snippet shows how to plot the Pareto front of a study.

        .. plotly::

            import optuna


            def objective(trial):
                x = trial.suggest_float("x", 0, 5)
                y = trial.suggest_float("y", 0, 3)

                v0 = 4 * x ** 2 + 4 * y ** 2
                v1 = (x - 5) ** 2 + (y - 5) ** 2
                return v0, v1


            study = optuna.create_study(directions=["minimize", "minimize"])
            study.optimize(objective, n_trials=50)

            fig = optuna.visualization.plot_pareto_front(study)
            fig.show()

    Args:
        study:
            A :class:`~optuna.study.Study` object whose trials are plotted for their objective
            values. ``study.n_objectives`` must be either 2 or 3 when ``targets`` is :obj:`None`.
        target_names:
            Objective name list used as the axis titles. If :obj:`None` is specified,
            "Objective {objective_index}" is used instead. If ``targets`` is specified
            for a study that does not contain any completed trial,
            ``target_name`` must be specified.
        include_dominated_trials:
            A flag to include all dominated trial's objective values.
        axis_order:
            A list of indices indicating the axis order. If :obj:`None` is specified,
            default order is used. ``axis_order`` and ``targets`` cannot be used at the same time.
        constraints_func:
            An optional function that computes the objective constraints. It must take a
            :class:`~optuna.trial.FrozenTrial` and return the constraints. The return value must
            be a sequence of :obj:`float` s. A value strictly larger than 0 means that a
            constraint is violated. A value equal to or smaller than 0 is considered feasible.
            This specification is the same as in, for example,
            :class:`~optuna.integration.NSGAIISampler`.

            If given, trials are classified into three categories: feasible and best, feasible but
            non-best, and infeasible. Categories are shown in different colors. Here, whether a
            trial is best (on Pareto front) or not is determined ignoring all infeasible trials.
        targets:
            A function that returns targets values to display.
            The argument to this function is :class:`~optuna.trial.FrozenTrial`.
            ``axis_order`` and ``targets`` cannot be used at the same time.
            If ``study.n_objectives`` is neither 2 nor 3, ``targets`` must be specified.

            .. note::
                Added in v3.0.0 as an experimental feature. The interface may change in newer
                versions without prior notice.
                See https://github.com/optuna/optuna/releases/tag/v3.0.0.

    Returns:
        A :class:`plotly.graph_objs.Figure` object.
    """

    _imports.check()

    info = _get_pareto_front_info(study, target_names,
                                  include_dominated_trials, axis_order,
                                  constraints_func, targets)

    if constraints_func is None:
        data = [
            _make_scatter_object(
                info.n_targets,
                info.axis_order,
                include_dominated_trials,
                info.non_best_trials_with_values,
                hovertemplate="%{text}<extra>Trial</extra>",
                dominated_trials=True,
            ),
            _make_scatter_object(
                info.n_targets,
                info.axis_order,
                include_dominated_trials,
                info.best_trials_with_values,
                hovertemplate="%{text}<extra>Best Trial</extra>",
                dominated_trials=False,
            ),
        ]
    else:
        data = [
            _make_scatter_object(
                info.n_targets,
                info.axis_order,
                include_dominated_trials,
                info.infeasible_trials_with_values,
                hovertemplate="%{text}<extra>Infeasible Trial</extra>",
                infeasible=True,
            ),
            _make_scatter_object(
                info.n_targets,
                info.axis_order,
                include_dominated_trials,
                info.non_best_trials_with_values,
                hovertemplate="%{text}<extra>Feasible Trial</extra>",
                dominated_trials=True,
            ),
            _make_scatter_object(
                info.n_targets,
                info.axis_order,
                include_dominated_trials,
                info.best_trials_with_values,
                hovertemplate="%{text}<extra>Best Trial</extra>",
                dominated_trials=False,
            ),
        ]

    if info.n_targets == 2:
        layout = go.Layout(
            title="Pareto-front Plot",
            xaxis_title=info.target_names[info.axis_order[0]],
            yaxis_title=info.target_names[info.axis_order[1]],
        )
    else:
        layout = go.Layout(
            title="Pareto-front Plot",
            scene={
                "xaxis_title": info.target_names[info.axis_order[0]],
                "yaxis_title": info.target_names[info.axis_order[1]],
                "zaxis_title": info.target_names[info.axis_order[2]],
            },
        )
    return go.Figure(data=data, layout=layout)
예제 #7
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def plot_edf(
    study: Union[Study, Sequence[Study]],
    *,
    target: Optional[Callable[[FrozenTrial], float]] = None,
    target_name: str = "Objective Value",
) -> "go.Figure":
    """Plot the objective value EDF (empirical distribution function) of a study.

    Note that only the complete trials are considered when plotting the EDF.

    .. note::

        EDF is useful to analyze and improve search spaces.
        For instance, you can see a practical use case of EDF in the paper
        `Designing Network Design Spaces <https://arxiv.org/abs/2003.13678>`_.

    .. note::

        The plotted EDF assumes that the value of the objective function is in
        accordance with the uniform distribution over the objective space.

    Example:

        The following code snippet shows how to plot EDF.

        .. plotly::

            import math

            import optuna


            def ackley(x, y):
                a = 20 * math.exp(-0.2 * math.sqrt(0.5 * (x ** 2 + y ** 2)))
                b = math.exp(0.5 * (math.cos(2 * math.pi * x) + math.cos(2 * math.pi * y)))
                return -a - b + math.e + 20


            def objective(trial, low, high):
                x = trial.suggest_float("x", low, high)
                y = trial.suggest_float("y", low, high)
                return ackley(x, y)


            sampler = optuna.samplers.RandomSampler(seed=10)

            # Widest search space.
            study0 = optuna.create_study(study_name="x=[0,5), y=[0,5)", sampler=sampler)
            study0.optimize(lambda t: objective(t, 0, 5), n_trials=500)

            # Narrower search space.
            study1 = optuna.create_study(study_name="x=[0,4), y=[0,4)", sampler=sampler)
            study1.optimize(lambda t: objective(t, 0, 4), n_trials=500)

            # Narrowest search space but it doesn't include the global optimum point.
            study2 = optuna.create_study(study_name="x=[1,3), y=[1,3)", sampler=sampler)
            study2.optimize(lambda t: objective(t, 1, 3), n_trials=500)

            fig = optuna.visualization.plot_edf([study0, study1, study2])
            fig.show()

    Args:
        study:
            A target :class:`~optuna.study.Study` object.
            You can pass multiple studies if you want to compare those EDFs.
        target:
            A function to specify the value to display. If it is :obj:`None` and ``study`` is being
            used for single-objective optimization, the objective values are plotted.

            .. note::
                Specify this argument if ``study`` is being used for multi-objective optimization.
        target_name:
            Target's name to display on the axis label.

    Returns:
        A :class:`plotly.graph_objs.Figure` object.
    """

    _imports.check()

    layout = go.Layout(
        title="Empirical Distribution Function Plot",
        xaxis={"title": target_name},
        yaxis={"title": "Cumulative Probability"},
    )

    info = _get_edf_info(study, target, target_name)
    edf_lines = info.lines

    if len(edf_lines) == 0:
        return go.Figure(data=[], layout=layout)

    traces = []
    for study_name, y_values in edf_lines:
        traces.append(
            go.Scatter(x=info.x_values,
                       y=y_values,
                       name=study_name,
                       mode="lines"))

    figure = go.Figure(data=traces, layout=layout)
    figure.update_yaxes(range=[0, 1])

    return figure
예제 #8
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def _get_pareto_front_plot(info: _ParetoFrontInfo) -> "go.Figure":
    include_dominated_trials = info.include_dominated_trials
    has_constraints_func = info.has_constraints_func
    if not has_constraints_func:
        data = [
            _make_scatter_object(
                info.n_targets,
                info.axis_order,
                include_dominated_trials,
                info.non_best_trials_with_values,
                hovertemplate="%{text}<extra>Trial</extra>",
                dominated_trials=True,
            ),
            _make_scatter_object(
                info.n_targets,
                info.axis_order,
                include_dominated_trials,
                info.best_trials_with_values,
                hovertemplate="%{text}<extra>Best Trial</extra>",
                dominated_trials=False,
            ),
        ]
    else:
        data = [
            _make_scatter_object(
                info.n_targets,
                info.axis_order,
                include_dominated_trials,
                info.infeasible_trials_with_values,
                hovertemplate="%{text}<extra>Infeasible Trial</extra>",
                infeasible=True,
            ),
            _make_scatter_object(
                info.n_targets,
                info.axis_order,
                include_dominated_trials,
                info.non_best_trials_with_values,
                hovertemplate="%{text}<extra>Feasible Trial</extra>",
                dominated_trials=True,
            ),
            _make_scatter_object(
                info.n_targets,
                info.axis_order,
                include_dominated_trials,
                info.best_trials_with_values,
                hovertemplate="%{text}<extra>Best Trial</extra>",
                dominated_trials=False,
            ),
        ]

    if info.n_targets == 2:
        layout = go.Layout(
            title="Pareto-front Plot",
            xaxis_title=info.target_names[info.axis_order[0]],
            yaxis_title=info.target_names[info.axis_order[1]],
        )
    else:
        layout = go.Layout(
            title="Pareto-front Plot",
            scene={
                "xaxis_title": info.target_names[info.axis_order[0]],
                "yaxis_title": info.target_names[info.axis_order[1]],
                "zaxis_title": info.target_names[info.axis_order[2]],
            },
        )
    return go.Figure(data=data, layout=layout)
def _get_parallel_coordinate_plot(
    study: Study,
    params: Optional[List[str]] = None,
    target: Optional[Callable[[FrozenTrial], float]] = None,
    target_name: str = "Objective Value",
) -> "go.Figure":

    layout = go.Layout(title="Parallel Coordinate Plot")

    trials = [
        trial for trial in study.trials if trial.state == TrialState.COMPLETE
    ]

    if len(trials) == 0:
        _logger.warning("Your study does not have any completed trials.")
        return go.Figure(data=[], layout=layout)

    all_params = {p_name for t in trials for p_name in t.params.keys()}
    if params is not None:
        for input_p_name in params:
            if input_p_name not in all_params:
                raise ValueError(
                    "Parameter {} does not exist in your study.".format(
                        input_p_name))
        all_params = set(params)
    sorted_params = sorted(list(all_params))

    if target is None:

        def _target(t: FrozenTrial) -> float:
            return cast(float, t.value)

        target = _target
        reversescale = study.direction == StudyDirection.MINIMIZE
    else:
        reversescale = True

    dims: List[Dict[str, Any]] = [{
        "label":
        target_name,
        "values":
        tuple([target(t) for t in trials]),
        "range":
        (min([target(t) for t in trials]), max([target(t) for t in trials])),
    }]
    for p_name in sorted_params:
        values = []
        for t in trials:
            if p_name in t.params:
                values.append(t.params[p_name])
        is_categorical = False
        try:
            tuple(map(float, values))
        except (TypeError, ValueError):
            vocab: DefaultDict[str, int] = defaultdict(lambda: len(vocab))
            values = [vocab[v] for v in values]
            is_categorical = True
        dim = {
            "label":
            p_name if len(p_name) < 20 else "{}...".format(p_name[:17]),
            "values": tuple(values),
            "range": (min(values), max(values)),
        }
        if is_categorical:
            dim["tickvals"] = list(range(len(vocab)))
            dim["ticktext"] = list(sorted(vocab.items(), key=lambda x: x[1]))
        dims.append(dim)

    traces = [
        go.Parcoords(
            dimensions=dims,
            labelangle=30,
            labelside="bottom",
            line={
                "color": dims[0]["values"],
                "colorscale": "blues",
                "colorbar": {
                    "title": target_name
                },
                "showscale": True,
                "reversescale": reversescale,
            },
        )
    ]

    figure = go.Figure(data=traces, layout=layout)

    return figure
예제 #10
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def plot_param_importances(
    study: Study,
    evaluator: Optional[BaseImportanceEvaluator] = None,
    params: Optional[List[str]] = None,
) -> "go.Figure":
    """Plot hyperparameter importances.

    Example:

        The following code snippet shows how to plot hyperparameter importances.

        .. testcode::

            import optuna


            def objective(trial):
                x = trial.suggest_int("x", 0, 2)
                y = trial.suggest_float("y", -1.0, 1.0)
                z = trial.suggest_float("z", 0.0, 1.5)
                return x ** 2 + y ** 3 - z ** 4


            study = optuna.create_study(sampler=optuna.samplers.RandomSampler())
            study.optimize(objective, n_trials=100)

            optuna.visualization.plot_param_importances(study)

        .. raw:: html

            <iframe src="../../_static/plot_param_importances.html"
             width="100%" height="500px" frameborder="0">
            </iframe>

    .. seealso::

        This function visualizes the results of :func:`optuna.importance.get_param_importances`.

    Args:
        study:
            An optimized study.
        evaluator:
            An importance evaluator object that specifies which algorithm to base the importance
            assessment on.
            Defaults to
            :class:`~optuna.importance.FanovaImportanceEvaluator`.
        params:
            A list of names of parameters to assess.
            If :obj:`None`, all parameters that are present in all of the completed trials are
            assessed.

    Returns:
        A :class:`plotly.graph_objs.Figure` object.
    """

    _imports.check()

    layout = go.Layout(
        title="Hyperparameter Importances",
        xaxis={"title": "Importance"},
        yaxis={"title": "Hyperparameter"},
        showlegend=False,
    )

    # Importances cannot be evaluated without completed trials.
    # Return an empty figure for consistency with other visualization functions.
    trials = [
        trial for trial in study.trials if trial.state == TrialState.COMPLETE
    ]
    if len(trials) == 0:
        logger.warning("Study instance does not contain completed trials.")
        return go.Figure(data=[], layout=layout)

    importances = optuna.importance.get_param_importances(study,
                                                          evaluator=evaluator,
                                                          params=params)

    importances = OrderedDict(reversed(list(importances.items())))
    importance_values = list(importances.values())
    param_names = list(importances.keys())

    fig = go.Figure(
        data=[
            go.Bar(
                x=importance_values,
                y=param_names,
                text=importance_values,
                texttemplate="%{text:.2f}",
                textposition="outside",
                cliponaxis=False,  # Ensure text is not clipped.
                hovertemplate=[
                    _make_hovertext(param_name, importance, study)
                    for param_name, importance in importances.items()
                ],
                marker_color=[
                    _get_color(param_name, study) for param_name in param_names
                ],
                orientation="h",
            )
        ],
        layout=layout,
    )

    return fig
예제 #11
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def _get_pareto_front_2d(
    study: Study,
    target_names: Optional[List[str]],
    include_dominated_trials: bool = False,
    axis_order: Optional[List[int]] = None,
) -> "go.Figure":
    if target_names is None:
        target_names = ["Objective 0", "Objective 1"]
    elif len(target_names) != 2:
        raise ValueError("The length of `target_names` is supposed to be 2.")

    trials = study.best_trials
    if len(trials) == 0:
        _logger.warning("Your study does not have any completed trials.")

    if include_dominated_trials:
        non_pareto_trials = _get_non_pareto_front_trials(study, trials)
        trials += non_pareto_trials

    if axis_order is None:
        axis_order = list(range(2))
    else:
        if len(axis_order) != 2:
            raise ValueError(
                f"Size of `axis_order` {axis_order}. Expect: 2, Actual: {len(axis_order)}."
            )
        if len(set(axis_order)) != 2:
            raise ValueError(f"Elements of given `axis_order` {axis_order} are not unique!")
        if max(axis_order) > 1:
            raise ValueError(
                f"Given `axis_order` {axis_order} contains invalid index {max(axis_order)} "
                "higher than 1."
            )
        if min(axis_order) < 0:
            raise ValueError(
                f"Given `axis_order` {axis_order} contains invalid index {min(axis_order)} "
                "lower than 0."
            )

    data = [
        go.Scatter(
            x=[t.values[axis_order[0]] for t in trials[len(study.best_trials) :]],
            y=[t.values[axis_order[1]] for t in trials[len(study.best_trials) :]],
            text=[_make_hovertext(t) for t in trials[len(study.best_trials) :]],
            mode="markers",
            hovertemplate="%{text}<extra>Trial</extra>",
            name="Trial",
        ),
        go.Scatter(
            x=[t.values[axis_order[0]] for t in trials[: len(study.best_trials)]],
            y=[t.values[axis_order[1]] for t in trials[: len(study.best_trials)]],
            text=[_make_hovertext(t) for t in trials[: len(study.best_trials)]],
            mode="markers",
            hovertemplate="%{text}<extra>Best Trial</extra>",
            name="Best Trial",
        ),
    ]
    layout = go.Layout(
        title="Pareto-front Plot",
        xaxis_title=target_names[axis_order[0]],
        yaxis_title=target_names[axis_order[1]],
    )
    return go.Figure(data=data, layout=layout)
예제 #12
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def _get_contour_plot(study: Study,
                      params: Optional[List[str]] = None) -> "go.Figure":

    layout = go.Layout(title="Contour Plot")

    trials = [
        trial for trial in study.trials if trial.state == TrialState.COMPLETE
    ]

    if len(trials) == 0:
        _logger.warning("Your study does not have any completed trials.")
        return go.Figure(data=[], layout=layout)

    all_params = {p_name for t in trials for p_name in t.params.keys()}
    if params is None:
        sorted_params = sorted(list(all_params))
    elif len(params) <= 1:
        _logger.warning("The length of params must be greater than 1.")
        return go.Figure(data=[], layout=layout)
    else:
        for input_p_name in params:
            if input_p_name not in all_params:
                raise ValueError(
                    "Parameter {} does not exist in your study.".format(
                        input_p_name))
        sorted_params = sorted(list(set(params)))

    padding_ratio = 0.05
    param_values_range = {}
    for p_name in sorted_params:
        values = [t.params[p_name] for t in trials if p_name in t.params]
        max_value = max(values)
        min_value = min(values)
        if _is_log_scale(trials, p_name):
            padding = (math.log10(max_value) -
                       math.log10(min_value)) * padding_ratio
            min_value = math.pow(10, math.log10(min_value) - padding)
            max_value = math.pow(10, math.log10(max_value) + padding)
        else:
            padding = (max_value - min_value) * padding_ratio
            min_value = min_value - padding
            max_value = max_value + padding
        param_values_range[p_name] = (min_value, max_value)

    if len(sorted_params) == 2:
        x_param = sorted_params[0]
        y_param = sorted_params[1]
        sub_plots = _generate_contour_subplot(trials, x_param, y_param,
                                              study.direction,
                                              param_values_range)
        figure = go.Figure(data=sub_plots, layout=layout)
        figure.update_xaxes(title_text=x_param,
                            range=param_values_range[x_param])
        figure.update_yaxes(title_text=y_param,
                            range=param_values_range[y_param])
        if _is_log_scale(trials, x_param):
            log_range = [math.log10(p) for p in param_values_range[x_param]]
            figure.update_xaxes(range=log_range, type="log")
        if _is_log_scale(trials, y_param):
            log_range = [math.log10(p) for p in param_values_range[y_param]]
            figure.update_yaxes(range=log_range, type="log")
    else:
        figure = make_subplots(rows=len(sorted_params),
                               cols=len(sorted_params),
                               shared_xaxes=True,
                               shared_yaxes=True)
        figure.update_layout(layout)
        showscale = True  # showscale option only needs to be specified once
        for x_i, x_param in enumerate(sorted_params):
            for y_i, y_param in enumerate(sorted_params):
                if x_param == y_param:
                    figure.add_trace(go.Scatter(), row=y_i + 1, col=x_i + 1)
                else:
                    sub_plots = _generate_contour_subplot(
                        trials, x_param, y_param, study.direction,
                        param_values_range)
                    contour = sub_plots[0]
                    scatter = sub_plots[1]
                    contour.update(
                        showscale=showscale)  # showscale's default is True
                    if showscale:
                        showscale = False
                    figure.add_trace(contour, row=y_i + 1, col=x_i + 1)
                    figure.add_trace(scatter, row=y_i + 1, col=x_i + 1)
                figure.update_xaxes(range=param_values_range[x_param],
                                    row=y_i + 1,
                                    col=x_i + 1)
                figure.update_yaxes(range=param_values_range[y_param],
                                    row=y_i + 1,
                                    col=x_i + 1)
                if _is_log_scale(trials, x_param):
                    log_range = [
                        math.log10(p) for p in param_values_range[x_param]
                    ]
                    figure.update_xaxes(range=log_range,
                                        type="log",
                                        row=y_i + 1,
                                        col=x_i + 1)
                if _is_log_scale(trials, y_param):
                    log_range = [
                        math.log10(p) for p in param_values_range[y_param]
                    ]
                    figure.update_yaxes(range=log_range,
                                        type="log",
                                        row=y_i + 1,
                                        col=x_i + 1)
                if x_i == 0:
                    figure.update_yaxes(title_text=y_param,
                                        row=y_i + 1,
                                        col=x_i + 1)
                if y_i == len(sorted_params) - 1:
                    figure.update_xaxes(title_text=x_param,
                                        row=y_i + 1,
                                        col=x_i + 1)

    return figure
예제 #13
0
파일: _pareto_front.py 프로젝트: hvy/optuna
def plot_pareto_front(
    study: Study,
    *,
    target_names: Optional[List[str]] = None,
    include_dominated_trials: bool = True,
    axis_order: Optional[List[int]] = None,
    constraints_func: Optional[Callable[[FrozenTrial],
                                        Sequence[float]]] = None,
) -> "go.Figure":
    """Plot the Pareto front of a study.

    Example:

        The following code snippet shows how to plot the Pareto front of a study.

        .. plotly::

            import optuna


            def objective(trial):
                x = trial.suggest_float("x", 0, 5)
                y = trial.suggest_float("y", 0, 3)

                v0 = 4 * x ** 2 + 4 * y ** 2
                v1 = (x - 5) ** 2 + (y - 5) ** 2
                return v0, v1


            study = optuna.create_study(directions=["minimize", "minimize"])
            study.optimize(objective, n_trials=50)

            fig = optuna.visualization.plot_pareto_front(study)
            fig.show()

    Args:
        study:
            A :class:`~optuna.study.Study` object whose trials are plotted for their objective
            values.
        target_names:
            Objective name list used as the axis titles. If :obj:`None` is specified,
            "Objective {objective_index}" is used instead.
        include_dominated_trials:
            A flag to include all dominated trial's objective values.
        axis_order:
            A list of indices indicating the axis order. If :obj:`None` is specified,
            default order is used.
        constraints_func:
            An optional function that computes the objective constraints. It must take a
            :class:`~optuna.trial.FrozenTrial` and return the constraints. The return value must
            be a sequence of :obj:`float` s. A value strictly larger than 0 means that a
            constraint is violated. A value equal to or smaller than 0 is considered feasible.
            This specification is the same as in, for example,
            :class:`~optuna.integration.NSGAIISampler`.

            If given, trials are classified into three categories: feasible and best, feasible but
            non-best, and infeasible. Categories are shown in different colors. Here, whether a
            trial is best (on Pareto front) or not is determined ignoring all infeasible trials.

    Returns:
        A :class:`plotly.graph_objs.Figure` object.

    Raises:
        :exc:`ValueError`:
            If the number of objectives of ``study`` isn't 2 or 3.
    """

    _imports.check()

    n_dim = len(study.directions)
    if n_dim not in (2, 3):
        raise ValueError(
            "`plot_pareto_front` function only supports 2 or 3 objective studies."
        )

    if target_names is None:
        target_names = [f"Objective {i}" for i in range(n_dim)]
    elif len(target_names) != n_dim:
        raise ValueError(
            f"The length of `target_names` is supposed to be {n_dim}.")

    if constraints_func is not None:
        feasible_trials = []
        infeasible_trials = []
        for trial in study.get_trials(states=(TrialState.COMPLETE, )):
            if all(map(lambda x: x <= 0.0, constraints_func(trial))):
                feasible_trials.append(trial)
            else:
                infeasible_trials.append(trial)
        best_trials = _get_pareto_front_trials_by_trials(
            feasible_trials, study.directions)
        if include_dominated_trials:
            non_best_trials = _get_non_pareto_front_trials(
                feasible_trials, best_trials)
        else:
            non_best_trials = []

        if len(best_trials) == 0:
            _logger.warning(
                "Your study does not have any completed and feasible trials.")
    else:
        best_trials = study.best_trials
        if len(best_trials) == 0:
            _logger.warning("Your study does not have any completed trials.")

        if include_dominated_trials:
            non_best_trials = _get_non_pareto_front_trials(
                study.get_trials(deepcopy=False), best_trials)
        else:
            non_best_trials = []
        infeasible_trials = []

    if axis_order is None:
        axis_order = list(range(n_dim))
    else:
        if len(axis_order) != n_dim:
            raise ValueError(
                f"Size of `axis_order` {axis_order}. Expect: {n_dim}, Actual: {len(axis_order)}."
            )
        if len(set(axis_order)) != n_dim:
            raise ValueError(
                f"Elements of given `axis_order` {axis_order} are not unique!."
            )
        if max(axis_order) > n_dim - 1:
            raise ValueError(
                f"Given `axis_order` {axis_order} contains invalid index {max(axis_order)} "
                f"higher than {n_dim - 1}.")
        if min(axis_order) < 0:
            raise ValueError(
                f"Given `axis_order` {axis_order} contains invalid index {min(axis_order)} "
                "lower than 0.")

    def _make_scatter_object(
        trials: Sequence[FrozenTrial],
        hovertemplate: str,
        infeasible: bool = False,
        dominated_trials: bool = False,
    ) -> Union["go.Scatter", "go.Scatter3d"]:
        return _make_scatter_object_base(
            n_dim,
            trials,
            axis_order,  # type: ignore
            include_dominated_trials,
            hovertemplate=hovertemplate,
            infeasible=infeasible,
            dominated_trials=dominated_trials,
        )

    if constraints_func is None:
        data = [
            _make_scatter_object(
                non_best_trials,
                hovertemplate="%{text}<extra>Trial</extra>",
                dominated_trials=True,
            ),
            _make_scatter_object(
                best_trials,
                hovertemplate="%{text}<extra>Best Trial</extra>",
                dominated_trials=False,
            ),
        ]
    else:
        data = [
            _make_scatter_object(
                infeasible_trials,
                hovertemplate="%{text}<extra>Infeasible Trial</extra>",
                infeasible=True,
            ),
            _make_scatter_object(
                non_best_trials,
                hovertemplate="%{text}<extra>Feasible Trial</extra>",
                dominated_trials=True,
            ),
            _make_scatter_object(
                best_trials,
                hovertemplate="%{text}<extra>Best Trial</extra>",
                dominated_trials=False,
            ),
        ]

    if n_dim == 2:
        layout = go.Layout(
            title="Pareto-front Plot",
            xaxis_title=target_names[axis_order[0]],
            yaxis_title=target_names[axis_order[1]],
        )
    else:
        layout = go.Layout(
            title="Pareto-front Plot",
            scene={
                "xaxis_title": target_names[axis_order[0]],
                "yaxis_title": target_names[axis_order[1]],
                "zaxis_title": target_names[axis_order[2]],
            },
        )
    return go.Figure(data=data, layout=layout)