def PESIS(ojf, lb, ub, ki, b, fname):
sp.random.seed(int(os.urandom(4).encode('hex'), 16))
para = dict()
para['kindex'] = ki[0]
para['mprior'] = ki[1]
para['sprior'] = ki[2]
para['s'] = -1.
para['ninit'] = 10
para['volper'] = 1e-6
para['DH_SAMPLES'] = 12
para['DM_SAMPLES'] = 12
para['DM_SUPPORT'] = 1200
para['DM_SLICELCBPARA'] = 1.
para['SUPPORT_MODE'] = [ESutils.SUPPORT_LAPAPR]
if os.path.exists(fname):
print "starting from " + str(fname)
OE = OPTutils.PESIS(ojf,
lb,
ub,
para,
initstate=pickle.load(open(fname, 'rb')))
else:
print "fresh start"
OE = OPTutils.PESIS(ojf, lb, ub, para)
if sum(OE.C) >= b:
print "no further steps needed"
k = 0
while sum(OE.C[:k]) < b:
print "used {0} of {1} eval budget".format(sum(OE.C), b)
k += 1
state = [
OE.X[:k, :], OE.Y[:k, :], OE.S[:k, :], OE.D[:k], OE.R[:k, :],
OE.C[:k], OE.T[:k], OE.Tr[:k], OE.Ymin[:k], OE.Xmin[:k, :],
OE.Yreg[:k, :], OE.Rreg[:k, :]
]
else:
while sum(OE.C) < b:
print "used {0} of {1} eval budget".format(sum(OE.C), b)
OE.step()
state = [
OE.X, OE.Y, OE.S, OE.D, OE.R, OE.C, OE.T, OE.Tr, OE.Ymin, OE.Xmin,
OE.Yreg, OE.Rreg
]
pickle.dump(state, open(fname, 'wb'))
return state
O.step()
para = dict()
para['kindex'] = GPdc.SQUEXPCS
para['mprior'] = sp.array([0.]+[-1.]*d+[-2.])
para['sprior'] = sp.array([1.]*(d+1)+[2.])
#para['s'] = 1e-6
para['ninit'] = 10
#para['maxf'] = 2500
para['volper'] = 1e-7
para['DH_SAMPLES'] = 8
para['DM_SAMPLES'] = 8
para['DM_SUPPORT'] = 400
para['DM_SLICELCBPARA'] = 1.
para['SUPPORT_MODE'] = ESutils.SUPPORT_SLICELCB
OP = OPTutils.PESIS(ojf,lb,ub,para)
for i in xrange(15):
try:
OP.step()
except RuntimeError as e:
print e
break
f,a = plt.subplots(7)
O.plot(truexmin,a,'b')
#OE.plot(truexmin,a,'r')
OP.plot(truexmin,a,'g')
#OL.plot(truexmin,a,'c')
plt.show()
