def optimize_umda(target, n_agents, n_variables, n_iterations, hyperparams):
"""Abstracts Opytimizer's Univariate Marginal Distribution Algorithm into a single method.
Args:
target (callable): The method to be optimized.
n_agents (int): Number of agents.
n_variables (int): Number of variables.
n_iterations (int): Number of iterations.
hyperparams (dict): Dictionary of hyperparameters.
Returns:
A History object containing all optimization's information.
"""
# Creating the BooleanSpace
space = BooleanSpace(n_agents=n_agents,
n_iterations=n_iterations,
n_variables=n_variables)
# Creating the Function
function = Function(pointer=target)
# Creating UMDA's optimizer
optimizer = UMDA(hyperparams=hyperparams)
# Creating the optimization task
task = Opytimizer(space=space, optimizer=optimizer, function=function)
return task.start(store_best_only=True)
def optimize(opt, target, n_agents, n_iterations, hyperparams):
"""Abstracts all Opytimizer's mechanisms into a single method.
Args:
opt (Optimizer): An Optimizer-child class.
target (callable): The method to be optimized.
n_agents (int): Number of agents.
n_iterations (int): Number of iterations.
hyperparams (dict): Dictionary of hyperparameters.
Returns:
A History object containing all optimization's information.
"""
# Creating the SearchSpace
space = SearchSpace(n_agents=n_agents,
n_variables=1,
n_iterations=n_iterations,
lower_bound=[0.0001],
upper_bound=[1])
# Creating the Optimizer
optimizer = opt(hyperparams=hyperparams)
# Creating the Function
function = Function(pointer=target)
# Creating the optimization task
task = Opytimizer(space=space, optimizer=optimizer, function=function)
return task.start(store_best_only=True)
def test_store_best_agent_only():
pso = PSO()
n_iters = 10
target_fn = Function(pointer=square)
space = SearchSpace(lower_bound=[-10], upper_bound=[10], n_iterations=n_iters)
history = Opytimizer(space, pso, target_fn).start(store_best_only=True)
assert not hasattr(history, 'agents')
assert hasattr(history, 'best_agent')
assert len(history.best_agent) == n_iters
def test_store_all_agents():
pso = PSO()
n_iters = 10
n_agents = 2
target_fn = Function(pointer=square)
space = SearchSpace(lower_bound=[-10], upper_bound=[10], n_iterations=n_iters, n_agents=n_agents)
history = Opytimizer(space, pso, target_fn).start()
assert hasattr(history, 'agents')
# Ensuring that the amount of entries is the same as the amount of iterations and
# that for each iteration all agents are kept
assert len(history.agents) == n_iters
assert all(len(iter_agents) == n_agents for iter_agents in history.agents)
assert hasattr(history, 'best_agent')
assert len(history.best_agent) == n_iters
def optimize_gp(target, n_trees, n_terminals, n_variables, n_iterations,
min_depth, max_depth, functions, lb, ub, hyperparams):
"""Abstracts Opytimizer's Genetic Programming into a single method.
Args:
target (callable): The method to be optimized.
n_trees (int): Number of agents.
n_terminals (int): Number of terminals
n_variables (int): Number of variables.
n_iterations (int): Number of iterations.
min_depth (int): Minimum depth of trees.
max_depth (int): Maximum depth of trees.
functions (list): Functions' nodes.
lb (list): List of lower bounds.
ub (list): List of upper bounds.
hyperparams (dict): Dictionary of hyperparameters.
Returns:
A History object containing all optimization's information.
"""
# Creating the TreeSpace
space = TreeSpace(n_trees=n_trees,
n_terminals=n_terminals,
n_variables=n_variables,
n_iterations=n_iterations,
min_depth=min_depth,
max_depth=max_depth,
functions=functions,
lower_bound=lb,
upper_bound=ub)
# Creating the Function
function = Function(pointer=target)
# Creating GP's optimizer
optimizer = GP(hyperparams=hyperparams)
# Creating the optimization task
task = Opytimizer(space=space, optimizer=optimizer, function=function)
return task.start(store_best_only=True)
def test_hook():
pso = PSO()
n_iters = 10
counter = 0
target_fn = Function(pointer=square)
space = SearchSpace(lower_bound=[-10], upper_bound=[10], n_iterations=n_iters, n_agents=15)
def eval_hook(arg_opt, arg_space, arg_target_fn):
assert arg_opt is pso
assert arg_space is space
assert arg_target_fn is target_fn
nonlocal counter
counter += 1
Opytimizer(space, pso, target_fn).start(pre_evaluation=eval_hook)
# The hook is evaluated for each iteration plus initialization
assert counter == n_iters + 1
# Number of decision variables
n_variables = 1
# Number of running iterations
n_iterations = 100
# Lower and upper bounds (has to be the same size as n_variables)
lower_bound = [0.00001]
upper_bound = [10]
# Creating the SearchSpace class
s = SearchSpace(n_agents=n_agents, n_iterations=n_iterations,
n_variables=n_variables, lower_bound=lower_bound,
upper_bound=upper_bound)
# Hyperparameters for the optimizer
hyperparams = {
'w': 0.7,
'c1': 1.7,
'c2': 1.7
}
# Creating PSO's optimizer
p = PSO(hyperparams=hyperparams)
# Finally, we can create an Opytimizer class
o = Opytimizer(space=s, optimizer=p, function=f)
# Running the optimization task
history = o.start()
# Predicts new data
preds = opf.predict(X_val_selected)
# Calculates accuracy
acc = g.opf_accuracy(Y_val, preds)
return 1 - acc
# Number of agents and decision variables
n_agents = 5
n_variables = 64
# Parameters for the optimizer
params = {
'c1': r.generate_binary_random_number(size=(n_variables, 1)),
'c2': r.generate_binary_random_number(size=(n_variables, 1))
}
# Creates the space, optimizer and function
space = BooleanSpace(n_agents, n_variables)
optimizer = BPSO()
function = Function(supervised_opf_feature_selection)
# Bundles every piece into Opytimizer class
opt = Opytimizer(space, optimizer, function)
# Runs the optimization task
opt.start(n_iterations=3)
from opytimark.markers.n_dimensional import Sphere from opytimizer import Opytimizer from opytimizer.core import Function from opytimizer.optimizers.misc import GS from opytimizer.spaces import GridSpace # Number of decision variables and step size of the grid n_variables = 2 step = [0.1, 1] # Lower and upper bounds (has to be the same size as `n_variables`) lower_bound = [-10, -10] upper_bound = [10, 10] # Creates the space, optimizer and function space = GridSpace(n_variables, step, lower_bound, upper_bound) optimizer = GS() function = Function(Sphere()) # Bundles every piece into Opytimizer class opt = Opytimizer(space, optimizer, function, save_agents=False) # Runs the optimization task opt.start()
