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()