def test_acq_optimizer_with_time_api(base_estimator, acq_func):
opt = Optimizer(
[
(-2.0, 2.0),
],
base_estimator=base_estimator,
acq_func=acq_func,
acq_optimizer="sampling",
n_initial_points=2,
)
x1 = opt.ask()
opt.tell(x1, (bench1(x1), 1.0))
x2 = opt.ask()
res = opt.tell(x2, (bench1(x2), 2.0))
# x1 and x2 are random.
assert x1 != x2
assert len(res.models) == 1
assert_array_equal(res.func_vals.shape, (2, ))
assert_array_equal(res.log_time.shape, (2, ))
# x3 = opt.ask()
with pytest.raises(TypeError) as e:
opt.tell(x2, bench1(x2))
def test_model_queue_size():
# Check if model_queue_size limits the model queue size
base_estimator = ExtraTreesRegressor(random_state=2)
opt = Optimizer(
[(-2.0, 2.0)],
base_estimator,
n_initial_points=1,
acq_optimizer="sampling",
model_queue_size=2,
)
opt.run(bench1, n_iter=3)
# tell() computes the next point ready for the next call to ask()
# hence there are three after three iterations
assert_equal(len(opt.models), 2)
assert_equal(len(opt.Xi), 3)
opt.ask()
assert_equal(len(opt.models), 2)
assert_equal(len(opt.Xi), 3)
assert_equal(opt.ask(), opt.ask())
def test_categorical_only2():
from numpy import linalg
from deephyper.skopt.space import Categorical
from deephyper.skopt.learning import GaussianProcessRegressor
space = [Categorical([1, 2, 3]), Categorical([4, 5, 6])]
opt = Optimizer(
space,
base_estimator=GaussianProcessRegressor(alpha=1e-7),
acq_optimizer="lbfgs",
n_initial_points=10,
n_jobs=2,
)
next_x = opt.ask(n_points=4)
assert len(next_x) == 4
opt.tell(next_x, [linalg.norm(x) for x in next_x])
next_x = opt.ask(n_points=4)
assert len(next_x) == 4
opt.tell(next_x, [linalg.norm(x) for x in next_x])
next_x = opt.ask(n_points=4)
assert len(next_x) == 4
def test_exhaust_initial_calls(base_estimator):
# check a model is fitted and used to make suggestions after we added
# at least n_initial_points via tell()
opt = Optimizer(
[(-2.0, 2.0)],
base_estimator,
n_initial_points=2,
acq_optimizer="sampling",
random_state=1,
)
x0 = opt.ask() # random point
x1 = opt.ask() # random point
assert x0 != x1
# first call to tell()
r1 = opt.tell(x1, 3.0)
assert len(r1.models) == 0
x2 = opt.ask() # random point
assert x1 != x2
# second call to tell()
r2 = opt.tell(x2, 4.0)
if base_estimator.lower() == "dummy":
assert len(r2.models) == 0
else:
assert len(r2.models) == 1
# this is the first non-random point
x3 = opt.ask()
assert x2 != x3
x4 = opt.ask()
r3 = opt.tell(x3, 1.0)
# no new information was added so should be the same, unless we are using
# the dummy estimator which will forever return random points and never
# fits any models
if base_estimator.lower() == "dummy":
assert x3 != x4
assert len(r3.models) == 0
else:
assert x3 == x4
assert len(r3.models) == 2
def test_categorical_only():
from deephyper.skopt.space import Categorical
cat1 = Categorical([2, 3, 4, 5, 6, 7, 8, 9, 10, 11])
cat2 = Categorical([2, 3, 4, 5, 6, 7, 8, 9, 10, 11])
opt = Optimizer([cat1, cat2])
for n in range(15):
x = opt.ask()
res = opt.tell(x, 12 * n)
assert len(res.x_iters) == 15
next_x = opt.ask(n_points=4)
assert len(next_x) == 4
cat3 = Categorical(["2", "3", "4", "5", "6", "7", "8", "9", "10", "11"])
cat4 = Categorical(["2", "3", "4", "5", "6", "7", "8", "9", "10", "11"])
opt = Optimizer([cat3, cat4])
for n in range(15):
x = opt.ask()
res = opt.tell(x, 12 * n)
assert len(res.x_iters) == 15
next_x = opt.ask(n_points=4)
assert len(next_x) == 4
def test_defaults_are_equivalent():
# check that the defaults of Optimizer reproduce the defaults of
# gp_minimize
space = [(-5.0, 10.0), (0.0, 15.0)]
# opt = Optimizer(space, 'ET', acq_func="EI", random_state=1)
opt = Optimizer(space, random_state=1)
for n in range(12):
x = opt.ask()
res_opt = opt.tell(x, branin(x))
# res_min = forest_minimize(branin, space, n_calls=12, random_state=1)
res_min = gp_minimize(branin, space, n_calls=12, random_state=1)
assert res_min.space == res_opt.space
# tolerate small differences in the points sampled
assert np.allclose(res_min.x_iters, res_opt.x_iters) # , atol=1e-5)
assert np.allclose(res_min.x, res_opt.x) # , atol=1e-5)
res_opt2 = opt.get_result()
assert np.allclose(res_min.x_iters, res_opt2.x_iters) # , atol=1e-5)
assert np.allclose(res_min.x, res_opt2.x) # , atol=1e-5)
def test_multiple_asks():
# calling ask() multiple times without a tell() inbetween should
# be a "no op"
base_estimator = ExtraTreesRegressor(random_state=2)
opt = Optimizer([(-2.0, 2.0)],
base_estimator,
n_initial_points=1,
acq_optimizer="sampling")
opt.run(bench1, n_iter=3)
# tell() computes the next point ready for the next call to ask()
# hence there are three after three iterations
assert_equal(len(opt.models), 3)
assert_equal(len(opt.Xi), 3)
opt.ask()
assert_equal(len(opt.models), 3)
assert_equal(len(opt.Xi), 3)
assert_equal(opt.ask(), opt.ask())
opt.update_next()
assert_equal(opt.ask(), opt.ask())
