def init(): print("\nInitializing run...") rbf = RBFInterpolant(dim=ackley.dim, lb=ackley.lb, ub=ackley.ub, kernel=CubicKernel(), tail=LinearTail(ackley.dim)) slhd = SymmetricLatinHypercube(dim=ackley.dim, num_pts=2 * (ackley.dim + 1)) # Create a strategy and a controller controller = SerialController(ackley.eval) controller.strategy = SRBFStrategy(max_evals=max_evals, opt_prob=ackley, exp_design=slhd, surrogate=rbf, asynchronous=True) print("Number of workers: 1") print("Maximum number of evaluations: {}".format(max_evals)) print("Strategy: {}".format(controller.strategy.__class__.__name__)) print("Experimental design: {}".format(slhd.__class__.__name__)) print("Surrogate: {}".format(rbf.__class__.__name__)) # Wrap controller in checkpoint object controller = CheckpointController(controller, fname=fname) result = controller.run() print("Best value found: {0}".format(result.value)) print("Best solution found: {0}\n".format( np.array_str(result.params[0], max_line_width=np.inf, precision=5, suppress_small=True)))
def init(): print("\nInitializing run...") rbf = RBFInterpolant( dim=ackley.dim, kernel=CubicKernel(), tail=LinearTail(ackley.dim)) slhd = SymmetricLatinHypercube( dim=ackley.dim, num_pts=2*(ackley.dim+1)) # Create a strategy and a controller controller = SerialController(ackley.eval) controller.strategy = SRBFStrategy( max_evals=max_evals, opt_prob=ackley, exp_design=slhd, surrogate=rbf, asynchronous=True) print("Number of workers: 1") print("Maximum number of evaluations: {}".format(max_evals)) print("Strategy: {}".format(controller.strategy.__class__.__name__)) print("Experimental design: {}".format(slhd.__class__.__name__)) print("Surrogate: {}".format(rbf.__class__.__name__)) # Wrap controller in checkpoint object controller = CheckpointController(controller, fname=fname) result = controller.run() print('Best value found: {0}'.format(result.value)) print('Best solution found: {0}\n'.format( np.array_str(result.params[0], max_line_width=np.inf, precision=5, suppress_small=True)))
def run(self): print("\n[%s] Running %s pySOTOptimizer algorithm" % (datetime.now().strftime('%H:%M:%S'), self.alg_name)) for i in range(self.n_runs): print("\t[%s] Starting Run %s" % (datetime.now().strftime('%H:%M:%S'), i + 1)) self.reset_run_counters(i) controller = SerialController(self.data.obj_function) strategy = SyncStrategyNoConstraints( worker_id=0, data=self.data, maxeval=self.eval_limit, nsamples=1, exp_design=self.initial_sampling_alg, response_surface=self.surrogate, sampling_method=self.candidate_sampling_alg) controller.strategy = strategy self.start_time = time.time() # Run the optimization strategy result = controller.run() self.final_time = time.time() - self.start_time self.update_results() self.print_run_results() self.avg_best_result /= self.n_runs self.avg_eval_count /= self.n_runs self.avg_time /= self.n_runs self.print_final_results()
def main(): "Testing routine." samples = [0.0, 0.1, 0.2, 0.3, 0.4, 0.5] controller = SerialController(lambda x: (x-0.123)*(x-0.123)) controller.strategy = FixedSampleStrategy(samples) result = controller.run() print("Final: {0:.3e} @ {1}".format(result.value, result.params))
def main(): "Testing routine." samples = [0.0, 0.1, 0.2, 0.3, 0.4, 0.5] controller = SerialController(lambda x: (x - 0.123) * (x - 0.123)) controller.strategy = FixedSampleStrategy(samples) result = controller.run() print(("Final: {0:.3e} @ {1}".format(result.value, result.params)))
def main(): "Testing routine." controller = SerialController(lambda x: (x-0.123)*(x-0.123)) strategies = [MaxEvalStrategy(controller, 100), FixedSampleStrategy(random_generator())] controller.strategy = SimpleMergedStrategy(controller, strategies) result = controller.run() print(("Final: {0:.3e} @ {1}".format(result.value, result.params)))
def main(): "Testing routine." controller = SerialController(lambda x: (x-0.123)*(x-0.123)) strategies = [MaxEvalStrategy(controller, 100), FixedSampleStrategy(random_generator())] controller.strategy = SimpleMergedStrategy(controller, strategies) result = controller.run() print("Final: {0:.3e} @ {1}".format(result.value, result.params))
def main(): "Testing routine." controller = SerialController(lambda x: (x-0.123)*(x-0.123), skip=True) strategy = ThreadStrategy(controller, lambda f: golden_section(f.blocking_eval, 0.0, 1.0, 20)) controller.strategy = strategy result = controller.run() print("Final: {0:.3e} @ {1}".format(result.value, result.params))
def resume(): print("Resuming run...\n") controller = SerialController(ackley.eval) # Wrap controller in checkpoint object controller = CheckpointController(controller, fname=fname) result = controller.resume() print('Best value found: {0}'.format(result.value)) print('Best solution found: {0}\n'.format( np.array_str(result.params[0], max_line_width=np.inf, precision=5, suppress_small=True)))
def resume(): print("Resuming run...\n") controller = SerialController(ackley.eval) # Wrap controller in checkpoint object controller = CheckpointController(controller, fname=fname) result = controller.resume() print("Best value found: {0}".format(result.value)) print("Best solution found: {0}\n".format( np.array_str(result.params[0], max_line_width=np.inf, precision=5, suppress_small=True)))
def test_lcb_serial(): max_evals = 50 gp = GPRegressor(dim=ackley.dim) slhd = SymmetricLatinHypercube( dim=ackley.dim, num_pts=2*(ackley.dim+1)) # Create a strategy and a controller controller = SerialController(ackley.eval) controller.strategy = LCBStrategy( max_evals=max_evals, opt_prob=ackley, exp_design=slhd, surrogate=gp, asynchronous=True) controller.run() check_strategy(controller)
def test_lcb_serial(): max_evals = 50 gp = GPRegressor(dim=ackley.dim) slhd = SymmetricLatinHypercube( dim=ackley.dim, num_pts=2*(ackley.dim+1)) # Create a strategy and a controller controller = SerialController(ackley.eval) controller.strategy = LCBStrategy( max_evals=max_evals, opt_prob=ackley, exp_design=slhd, surrogate=gp, asynchronous=True) controller.run() check_strategy(controller)
def test_srbf_serial(): max_evals = 200 rbf = RBFInterpolant( dim=ackley.dim, kernel=CubicKernel(), tail=LinearTail(ackley.dim)) slhd = SymmetricLatinHypercube( dim=ackley.dim, num_pts=2*(ackley.dim+1)) # Create a strategy and a controller controller = SerialController(ackley.eval) controller.strategy = SRBFStrategy( max_evals=max_evals, opt_prob=ackley, exp_design=slhd, surrogate=rbf, asynchronous=True) controller.run() check_strategy(controller)
def init_serial(): rbf = RBFInterpolant( dim=ackley.dim, kernel=CubicKernel(), tail=LinearTail(ackley.dim)) slhd = SymmetricLatinHypercube( dim=ackley.dim, num_pts=2*(ackley.dim+1)) # Create a strategy and a controller controller = SerialController(ackley.eval) controller.strategy = DYCORSStrategy( max_evals=max_evals, opt_prob=ackley, exp_design=slhd, surrogate=rbf, asynchronous=True) # Wrap controller in checkpoint object controller = CheckpointController(controller, fname=fname) controller.run()
def test_srbf_serial(): max_evals = 200 rbf = RBFInterpolant( dim=ackley.dim, kernel=CubicKernel(), tail=LinearTail(ackley.dim)) slhd = SymmetricLatinHypercube( dim=ackley.dim, num_pts=2*(ackley.dim+1)) # Create a strategy and a controller controller = SerialController(ackley.eval) controller.strategy = SRBFStrategy( max_evals=max_evals, opt_prob=ackley, exp_design=slhd, surrogate=rbf, asynchronous=True) controller.run() check_strategy(controller)
def main(): if not os.path.exists("./logfiles"): os.makedirs("logfiles") if os.path.exists("./logfiles/test_multisearch.log"): os.remove("./logfiles/test_multisearch.log") logging.basicConfig(filename="./logfiles/test_multisearch.log", level=logging.INFO) print("\nNumber of threads: 1") print("Maximum number of evaluations: 500") print( "Search strategy: CandidateDYCORS, Genetic Algorithm, Multi-Start Gradient" ) print("Experimental design: Latin Hypercube") print("Surrogate: Cubic RBF") nthreads = 1 maxeval = 500 nsamples = nthreads data = Ackley(dim=10) print(data.info) # Create a strategy and a controller sampling_method = [ CandidateDYCORS(data=data, numcand=100 * data.dim), GeneticAlgorithm(data=data), MultiStartGradient(data=data) ] controller = SerialController(data.objfunction) controller.strategy = \ SyncStrategyNoConstraints( worker_id=0, data=data, maxeval=maxeval, nsamples=nsamples, response_surface=RBFInterpolant(surftype=CubicRBFSurface, maxp=maxeval), exp_design=SymmetricLatinHypercube(dim=data.dim, npts=2*(data.dim + 1)), sampling_method=MultiSampling(sampling_method, [0, 1, 2])) result = controller.run() best, xbest = result.value, result.params[0] print('Best value: {0}'.format(best)) print('Best solution: {0}\n'.format( np.array_str(xbest, max_line_width=np.inf, precision=5, suppress_small=True)))
def main(): if not os.path.exists("./logfiles"): os.makedirs("logfiles") if os.path.exists("./logfiles/test_multisearch.log"): os.remove("./logfiles/test_multisearch.log") logging.basicConfig(filename="./logfiles/test_multisearch.log", level=logging.INFO) print("\nNumber of threads: 1") print("Maximum number of evaluations: 500") print("Search strategy: CandidateDYCORS, Genetic Algorithm, Multi-Start Gradient") print("Experimental design: Latin Hypercube") print("Surrogate: Cubic RBF") nthreads = 1 maxeval = 500 nsamples = nthreads data = Ackley(dim=10) print(data.info) # Create a strategy and a controller sampling_method = [CandidateDYCORS(data=data, numcand=100*data.dim), GeneticAlgorithm(data=data), MultiStartGradient(data=data)] controller = SerialController(data.objfunction) controller.strategy = \ SyncStrategyNoConstraints( worker_id=0, data=data, maxeval=maxeval, nsamples=nsamples, response_surface=RBFInterpolant(surftype=CubicRBFSurface, maxp=maxeval), exp_design=SymmetricLatinHypercube(dim=data.dim, npts=2*(data.dim + 1)), sampling_method=MultiSampling(sampling_method, [0, 1, 2])) result = controller.run() best, xbest = result.value, result.params[0] print('Best value: {0}'.format(best)) print('Best solution: {0}\n'.format( np.array_str(xbest, max_line_width=np.inf, precision=5, suppress_small=True)))
def test_checkpoint_serial(): if os.path.isfile(fname): os.remove(fname) # Run for 1 seconds and kill the controller p = multiprocessing.Process(target=init_serial, args=()) p.start() time.sleep(3) p.terminate() p.join() # Resume the run controller = SerialController(ackley.eval) resume(controller)
def init_serial(): rbf = RBFInterpolant(dim=ackley.dim, kernel=CubicKernel(), tail=LinearTail(ackley.dim)) slhd = SymmetricLatinHypercube(dim=ackley.dim, num_pts=2 * (ackley.dim + 1)) # Create a strategy and a controller controller = SerialController(ackley.eval) controller.strategy = DYCORSStrategy(max_evals=max_evals, opt_prob=ackley, exp_design=slhd, surrogate=rbf, asynchronous=True) # Wrap controller in checkpoint object controller = CheckpointController(controller, fname=fname) controller.run()
def run(self): """ Run the optimization @return: Nothing """ self.it = 0 n = len(self.circuit.buses) m = len(self.circuit.branches) self.xlow = zeros(n) # lower bounds self.xup = ones(n) # upper bounds self.progress_signal.emit(0.0) self.progress_text.emit('Running stochastic voltage collapse...') self.results = MonteCarloResults(n, m, self.max_eval) # (1) Optimization problem # print(data.info) # (2) Experimental design # Use a symmetric Latin hypercube with 2d + 1 samples exp_des = SymmetricLatinHypercube(dim=self.dim, npts=2 * self.dim + 1) # (3) Surrogate model # Use a cubic RBF interpolant with a linear tail surrogate = RBFInterpolant(kernel=CubicKernel, tail=LinearTail, maxp=self.max_eval) # (4) Adaptive sampling # Use DYCORS with 100d candidate points adapt_samp = CandidateDYCORS(data=self, numcand=100 * self.dim) # Use the serial controller (uses only one thread) controller = SerialController(self.objfunction) # (5) Use the sychronous strategy without non-bound constraints strategy = SyncStrategyNoConstraints(worker_id=0, data=self, maxeval=self.max_eval, nsamples=1, exp_design=exp_des, response_surface=surrogate, sampling_method=adapt_samp) controller.strategy = strategy # Run the optimization strategy result = controller.run() # Print the final result print('Best value found: {0}'.format(result.value)) print('Best solution found: {0}'.format( np.array_str(result.params[0], max_line_width=np.inf, precision=5, suppress_small=True))) self.solution = result.params[0] # Extract function values from the controller self.optimization_values = np.array( [o.value for o in controller.fevals]) # send the finnish signal self.progress_signal.emit(0.0) self.progress_text.emit('Done!') self.done_signal.emit()
#Keep note of tests done a data1 = Ackley(dim=2) data2 = Hartman3() data3 = Hartman6() data4 = Sphere(dim=2) data5 = Quartic() #1----------------------------------------- exp_des = SymmetricLatinHypercube(dim=data1.dim, npts=2 * data1.dim + 1) surrogate = GPRegression(20) #surrogate = RBFInterpolant(kernel=CubicKernel, tail=LinearTail, maxp=maxeval) adapt_samp = MultiStartGradient(data=data1) controller = SerialController(data1.objfunction) # (5) Use the sychronous strategy without non-bound constraints strategy = SyncStrategyNoConstraints(worker_id=0, data=data1, maxeval=maxeval, nsamples=1, exp_design=exp_des, response_surface=surrogate, sampling_method=adapt_samp) controller.strategy = strategy # Run the optimization strategy result = controller.run() # Print the final result
def run(self): """ Function that optimizes a MicroGrid Object Args: Returns: """ self.iteration = 0 self.raw_results = list() self.progress_signal.emit(0) self.progress_text_signal.emit( 'Optimizing facility sizes by surrogate optimization...') # (1) Optimization problem # print(data.info) # (2) Experimental design # Use a symmetric Latin hypercube with 2d + 1 samples exp_des = SymmetricLatinHypercube(dim=self.dim, npts=2 * self.dim + 1) # (3) Surrogate model # Use a cubic RBF interpolant with a linear tail surrogate = RBFInterpolant(kernel=CubicKernel, tail=LinearTail, maxp=self.max_eval) # (4) Adaptive sampling # Use DYCORS with 100d candidate points adapt_samp = CandidateDYCORS(data=self, numcand=100 * self.dim) # Use the serial controller (uses only one thread) controller = SerialController(self.objfunction) # (5) Use the synchronous strategy without non-bound constraints strategy = SyncStrategyNoConstraints(worker_id=0, data=self, maxeval=self.max_eval, nsamples=1, exp_design=exp_des, response_surface=surrogate, sampling_method=adapt_samp) controller.strategy = strategy # Run the optimization strategy result = controller.run() # Print the final result print('Best value found: {0}'.format(result.value)) print('Best solution found: {0}'.format( np.array_str(result.params[0], max_line_width=np.inf, precision=5, suppress_small=True))) self.solution = result.params[0] # Extract function values from the controller self.optimization_values = np.array( [o.value for o in controller.fevals]) # turn the results into a DataFrame data = np.array(self.raw_results) self.x_fx = pd.DataFrame(data=data[:, 1:], index=data[:, 0], columns=[ 'Solar', 'Wind', 'Battery', 'LCOE', 'Grid energy', 'Investment' ]) self.x_fx.sort_index(inplace=True) self.progress_text_signal.emit('Done!') self.done_signal.emit()
def main(): "Testing routine." controller = SerialController(lambda x: (x - 0.123) * (x - 0.123)) controller.strategy = CoroutineStrategy(golden_coroutine(0.0, 1.0, 20)) result = controller.run() print(("Final: {0:.3e} @ {1}".format(result.value, result.params)))
def main(): "Testing routine." controller = SerialController(lambda x: (x-0.123)*(x-0.123)) controller.strategy = CoroutineStrategy(golden_coroutine(0.0, 1.0, 20)) result = controller.run() print("Final: {0:.3e} @ {1}".format(result.value, result.params))
print data.info # (2) Experimental design # Use a symmetric Latin hypercube with 2d + 1 samples exp_des = SymmetricLatinHypercube(dim=data.dim, npts=2 * data.dim + 1) # (3) Surrogate model # Use a cubic RBF interpolant with a linear tail surrogate = RBFInterpolant(kernel=CubicKernel, tail=LinearTail, maxp=maxeval) # (4) Adaptive sampling # Use DYCORS with 100d candidate points adapt_samp = CandidateDYCORS(data=data, numcand=100 * data.dim) # Use the serial controller (uses only one thread) controller = SerialController(data.objfunction) # (5) Use the sychronous strategy without non-bound constraints strategy = SyncStrategyNoConstraints(worker_id=0, data=data, maxeval=maxeval, nsamples=1, exp_design=exp_des, response_surface=surrogate, sampling_method=adapt_samp) controller.strategy = strategy # Run the optimization strategy result = controller.run() # Print the final result
def fit(self, X, y=None, **kwargs): """Run training with cross validation. :param X: training data :param **: parameters to be passed to GridSearchCV """ # wrap for pySOT class Target(OptimizationProblem): def __init__(self, outer): self.outer = outer param_def = outer.param_def self.lb = np.array([param['lb'] for param in param_def]) self.ub = np.array([param['ub'] for param in param_def]) self.dim = len(param_def) self.int_var = np.array([ idx for idx, param in enumerate(param_def) if param['integer'] ]) self.cont_var = np.array([ idx for idx, param in enumerate(param_def) if idx not in self.int_var ]) def eval_(self, x): print('Eval {0} ...'.format(x)) param_def = self.outer.param_def outer = self.outer # prepare parameters grid for gridsearchcv param_grid = ({ param['name']: [int(x[idx]) if param['integer'] else x[idx]] for idx, param in enumerate(param_def) }) # create gridsearchcv to evaluate the cv gs = GridSearchCV(outer.estimator, param_grid, refit=False, **outer.kwargs) # never refit during iteration, refit at the end gs.fit(X, y=y, **kwargs) gs_score = gs.best_score_ # gridsearchcv score is better when greater if not outer.best_score_ or gs_score > outer.best_score_: outer.best_score_ = gs_score outer.best_params_ = gs.best_params_ # also record history outer.params_history_.append(x) outer.score_history_.append(gs_score) print('Eval {0} => {1}'.format(x, gs_score)) # pySOT score is the lower the better, so return the negated return -gs_score # pySOT routine # TODO: make this configurable target = Target(self) rbf = SurrogateUnitBox(RBFInterpolant(dim=target.dim, kernel=CubicKernel(), tail=LinearTail(target.dim)), lb=target.lb, ub=target.ub) slhd = SymmetricLatinHypercube(dim=target.dim, num_pts=2 * (target.dim + 1)) # Create a strategy and a controller controller = SerialController(objective=target.eval_) controller.strategy = SRBFStrategy(max_evals=self.n_iter, batch_size=1, opt_prob=target, exp_design=slhd, surrogate=rbf, asynchronous=False) print('Maximum number of evaluations: {0}'.format(self.n_iter)) print('Strategy: {0}'.format(controller.strategy.__class__.__name__)) print('Experimental design: {0}'.format(slhd.__class__.__name__)) print('Surrogate: {0}'.format(rbf.__class__.__name__)) # Run the optimization strategy result = controller.run() print('Best value found: {0}'.format(result.value)) print('Best solution found: {0}\n'.format( np.array_str(result.params[0], max_line_width=np.inf, precision=5, suppress_small=True)))