def dnn(env, config, n_loops=100): results = [] x_axis = [] memory = ReplayMemory() num_collections = config['num_collections'] num_samples = config['num_samples'] ou_process = False Xmin = np.zeros(env.knob_dim) Xmax = np.ones(env.knob_dim) noise = OUProcess(env.knob_dim) for _ in range(num_collections): action = np.random.rand(env.knob_dim) reward, _ = env.simulate(action) memory.push(action, reward) for i in range(n_loops): X_samples = np.random.rand(num_samples, env.knob_dim) if i >= 10: actions, rewards = memory.get_all() tuples = tuple(zip(actions, rewards)) top10 = heapq.nlargest(10, tuples, key=lambda e: e[1]) for entry in top10: X_samples = np.vstack((X_samples, np.array(entry[0]))) tf.reset_default_graph() tf.InteractiveSession() model_nn = NeuralNet(n_input=X_samples.shape[1], batch_size=X_samples.shape[0], learning_rate=0.005, explore_iters=100, noise_scale_begin=0.1, noise_scale_end=0.0, debug=False, debug_interval=100) actions, rewards = memory.get_all() model_nn.fit(np.array(actions), -np.array(rewards), fit_epochs=100) res = model_nn.recommend(X_samples, Xmin, Xmax, recommend_epochs=20, explore=False) best_config_idx = np.argmin(res.minl.ravel()) best_config = res.minl_conf[best_config_idx, :] if ou_process: best_config += noise.noise() best_config = best_config.clip(0, 1) reward, _ = env.simulate(best_config) memory.push(best_config, reward) LOG.info('loop: %d reward: %f', i, reward[0]) results.append(reward) x_axis.append(i + 1) return np.array(results), np.array(x_axis)
def setUpClass(cls): super(TestNN, cls).setUpClass() boston = datasets.load_boston() data = boston['data'] X_train = data[0:500] X_test = data[500:] y_train = boston['target'][0:500].reshape(500, 1) random.seed(0) np.random.seed(0) set_random_seed(0) cls.model = NeuralNet(n_input=X_test.shape[1], batch_size=X_test.shape[0]) cls.model.fit(X_train, y_train) cls.nn_result = cls.model.predict(X_test) cls.nn_recommend = cls.model.recommend(X_test)
def configuration_recommendation(recommendation_input): target_data, algorithm = recommendation_input LOG.info('configuration_recommendation called') if target_data['bad'] is True: target_data_res = dict( status='bad', result_id=target_data['newest_result_id'], info='WARNING: no training data, the config is generated randomly', recommendation=target_data['config_recommend'], pipeline_run=target_data['pipeline_run']) LOG.debug('%s: Skipping configuration recommendation.\n\ndata=%s\n', AlgorithmType.name(algorithm), JSONUtil.dumps(target_data, pprint=True)) return target_data_res # Load mapped workload data mapped_workload_id = target_data['mapped_workload'][0] latest_pipeline_run = PipelineRun.objects.get( pk=target_data['pipeline_run']) mapped_workload = Workload.objects.get(pk=mapped_workload_id) workload_knob_data = PipelineData.objects.get( pipeline_run=latest_pipeline_run, workload=mapped_workload, task_type=PipelineTaskType.KNOB_DATA) workload_knob_data = JSONUtil.loads(workload_knob_data.data) workload_metric_data = PipelineData.objects.get( pipeline_run=latest_pipeline_run, workload=mapped_workload, task_type=PipelineTaskType.METRIC_DATA) workload_metric_data = JSONUtil.loads(workload_metric_data.data) newest_result = Result.objects.get(pk=target_data['newest_result_id']) cleaned_workload_knob_data = clean_knob_data( workload_knob_data["data"], workload_knob_data["columnlabels"], newest_result.session) X_workload = np.array(cleaned_workload_knob_data[0]) X_columnlabels = np.array(cleaned_workload_knob_data[1]) y_workload = np.array(workload_metric_data['data']) y_columnlabels = np.array(workload_metric_data['columnlabels']) rowlabels_workload = np.array(workload_metric_data['rowlabels']) # Target workload data newest_result = Result.objects.get(pk=target_data['newest_result_id']) X_target = target_data['X_matrix'] y_target = target_data['y_matrix'] rowlabels_target = np.array(target_data['rowlabels']) if not np.array_equal(X_columnlabels, target_data['X_columnlabels']): raise Exception(('The workload and target data should have ' 'identical X columnlabels (sorted knob names)')) if not np.array_equal(y_columnlabels, target_data['y_columnlabels']): raise Exception(('The workload and target data should have ' 'identical y columnlabels (sorted metric names)')) # Filter Xs by top 10 ranked knobs ranked_knobs = PipelineData.objects.get( pipeline_run=latest_pipeline_run, workload=mapped_workload, task_type=PipelineTaskType.RANKED_KNOBS) ranked_knobs = JSONUtil.loads(ranked_knobs.data)[:IMPORTANT_KNOB_NUMBER] ranked_knob_idxs = [ i for i, cl in enumerate(X_columnlabels) if cl in ranked_knobs ] X_workload = X_workload[:, ranked_knob_idxs] X_target = X_target[:, ranked_knob_idxs] X_columnlabels = X_columnlabels[ranked_knob_idxs] # Filter ys by current target objective metric target_objective = newest_result.session.target_objective target_obj_idx = [ i for i, cl in enumerate(y_columnlabels) if cl == target_objective ] if len(target_obj_idx) == 0: raise Exception(('Could not find target objective in metrics ' '(target_obj={})').format(target_objective)) elif len(target_obj_idx) > 1: raise Exception( ('Found {} instances of target objective in ' 'metrics (target_obj={})').format(len(target_obj_idx), target_objective)) metric_meta = db.target_objectives.get_metric_metadata( newest_result.session.dbms.pk, newest_result.session.target_objective) lessisbetter = metric_meta[ target_objective].improvement == db.target_objectives.LESS_IS_BETTER y_workload = y_workload[:, target_obj_idx] y_target = y_target[:, target_obj_idx] y_columnlabels = y_columnlabels[target_obj_idx] # Combine duplicate rows in the target/workload data (separately) X_workload, y_workload, rowlabels_workload = DataUtil.combine_duplicate_rows( X_workload, y_workload, rowlabels_workload) X_target, y_target, rowlabels_target = DataUtil.combine_duplicate_rows( X_target, y_target, rowlabels_target) # Delete any rows that appear in both the workload data and the target # data from the workload data dups_filter = np.ones(X_workload.shape[0], dtype=bool) target_row_tups = [tuple(row) for row in X_target] for i, row in enumerate(X_workload): if tuple(row) in target_row_tups: dups_filter[i] = False X_workload = X_workload[dups_filter, :] y_workload = y_workload[dups_filter, :] rowlabels_workload = rowlabels_workload[dups_filter] # Combine target & workload Xs for preprocessing X_matrix = np.vstack([X_target, X_workload]) # Dummy encode categorial variables categorical_info = DataUtil.dummy_encoder_helper(X_columnlabels, mapped_workload.dbms) dummy_encoder = DummyEncoder(categorical_info['n_values'], categorical_info['categorical_features'], categorical_info['cat_columnlabels'], categorical_info['noncat_columnlabels']) X_matrix = dummy_encoder.fit_transform(X_matrix) # below two variables are needed for correctly determing max/min on dummies binary_index_set = set(categorical_info['binary_vars']) total_dummies = dummy_encoder.total_dummies() # Scale to N(0, 1) X_scaler = StandardScaler() X_scaled = X_scaler.fit_transform(X_matrix) if y_target.shape[0] < 5: # FIXME # FIXME (dva): if there are fewer than 5 target results so far # then scale the y values (metrics) using the workload's # y_scaler. I'm not sure if 5 is the right cutoff. y_target_scaler = None y_workload_scaler = StandardScaler() y_matrix = np.vstack([y_target, y_workload]) y_scaled = y_workload_scaler.fit_transform(y_matrix) else: # FIXME (dva): otherwise try to compute a separate y_scaler for # the target and scale them separately. try: y_target_scaler = StandardScaler() y_workload_scaler = StandardScaler() y_target_scaled = y_target_scaler.fit_transform(y_target) y_workload_scaled = y_workload_scaler.fit_transform(y_workload) y_scaled = np.vstack([y_target_scaled, y_workload_scaled]) except ValueError: y_target_scaler = None y_workload_scaler = StandardScaler() y_scaled = y_workload_scaler.fit_transform(y_target) # Set up constraint helper constraint_helper = ParamConstraintHelper( scaler=X_scaler, encoder=dummy_encoder, binary_vars=categorical_info['binary_vars'], init_flip_prob=INIT_FLIP_PROB, flip_prob_decay=FLIP_PROB_DECAY) # FIXME (dva): check if these are good values for the ridge # ridge = np.empty(X_scaled.shape[0]) # ridge[:X_target.shape[0]] = 0.01 # ridge[X_target.shape[0]:] = 0.1 # FIXME: we should generate more samples and use a smarter sampling # technique num_samples = NUM_SAMPLES X_samples = np.empty((num_samples, X_scaled.shape[1])) X_min = np.empty(X_scaled.shape[1]) X_max = np.empty(X_scaled.shape[1]) X_scaler_matrix = np.zeros([1, X_scaled.shape[1]]) session_knobs = SessionKnob.objects.get_knobs_for_session( newest_result.session) # Set min/max for knob values for i in range(X_scaled.shape[1]): if i < total_dummies or i in binary_index_set: col_min = 0 col_max = 1 else: col_min = X_scaled[:, i].min() col_max = X_scaled[:, i].max() for knob in session_knobs: if X_columnlabels[i] == knob["name"]: X_scaler_matrix[0][i] = knob["minval"] col_min = X_scaler.transform(X_scaler_matrix)[0][i] X_scaler_matrix[0][i] = knob["maxval"] col_max = X_scaler.transform(X_scaler_matrix)[0][i] X_min[i] = col_min X_max[i] = col_max X_samples[:, i] = np.random.rand(num_samples) * (col_max - col_min) + col_min # Maximize the throughput, moreisbetter # Use gradient descent to minimize -throughput if not lessisbetter: y_scaled = -y_scaled q = queue.PriorityQueue() for x in range(0, y_scaled.shape[0]): q.put((y_scaled[x][0], x)) i = 0 while i < TOP_NUM_CONFIG: try: item = q.get_nowait() # Tensorflow get broken if we use the training data points as # starting points for GPRGD. We add a small bias for the # starting points. GPR_EPS default value is 0.001 # if the starting point is X_max, we minus a small bias to # make sure it is within the range. dist = sum(np.square(X_max - X_scaled[item[1]])) if dist < 0.001: X_samples = np.vstack( (X_samples, X_scaled[item[1]] - abs(GPR_EPS))) else: X_samples = np.vstack( (X_samples, X_scaled[item[1]] + abs(GPR_EPS))) i = i + 1 except queue.Empty: break session = newest_result.session res = None if algorithm == AlgorithmType.DNN: # neural network model model_nn = NeuralNet(n_input=X_samples.shape[1], batch_size=X_samples.shape[0], explore_iters=DNN_EXPLORE_ITER, noise_scale_begin=DNN_NOISE_SCALE_BEGIN, noise_scale_end=DNN_NOISE_SCALE_END, debug=DNN_DEBUG, debug_interval=DNN_DEBUG_INTERVAL) if session.dnn_model is not None: model_nn.set_weights_bin(session.dnn_model) model_nn.fit(X_scaled, y_scaled, fit_epochs=DNN_TRAIN_ITER) res = model_nn.recommend(X_samples, X_min, X_max, explore=DNN_EXPLORE, recommend_epochs=MAX_ITER) session.dnn_model = model_nn.get_weights_bin() session.save() elif algorithm == AlgorithmType.GPR: # default gpr model model = GPRGD(length_scale=DEFAULT_LENGTH_SCALE, magnitude=DEFAULT_MAGNITUDE, max_train_size=MAX_TRAIN_SIZE, batch_size=BATCH_SIZE, num_threads=NUM_THREADS, learning_rate=DEFAULT_LEARNING_RATE, epsilon=DEFAULT_EPSILON, max_iter=MAX_ITER, sigma_multiplier=DEFAULT_SIGMA_MULTIPLIER, mu_multiplier=DEFAULT_MU_MULTIPLIER) model.fit(X_scaled, y_scaled, X_min, X_max, ridge=DEFAULT_RIDGE) res = model.predict(X_samples, constraint_helper=constraint_helper) best_config_idx = np.argmin(res.minl.ravel()) best_config = res.minl_conf[best_config_idx, :] best_config = X_scaler.inverse_transform(best_config) # Decode one-hot encoding into categorical knobs best_config = dummy_encoder.inverse_transform(best_config) # Although we have max/min limits in the GPRGD training session, it may # lose some precisions. e.g. 0.99..99 >= 1.0 may be True on the scaled data, # when we inversely transform the scaled data, the different becomes much larger # and cannot be ignored. Here we check the range on the original data # directly, and make sure the recommended config lies within the range X_min_inv = X_scaler.inverse_transform(X_min) X_max_inv = X_scaler.inverse_transform(X_max) best_config = np.minimum(best_config, X_max_inv) best_config = np.maximum(best_config, X_min_inv) conf_map = {k: best_config[i] for i, k in enumerate(X_columnlabels)} conf_map_res = dict(status='good', result_id=target_data['newest_result_id'], recommendation=conf_map, info='INFO: training data size is {}'.format( X_scaled.shape[0]), pipeline_run=latest_pipeline_run.pk) LOG.debug('%s: Finished selecting the next config.\n\ndata=%s\n', AlgorithmType.name(algorithm), JSONUtil.dumps(conf_map_res, pprint=True)) return conf_map_res
def configuration_recommendation(recommendation_input): target_data, algorithm = recommendation_input LOG.info('configuration_recommendation called') newest_result = Result.objects.get(pk=target_data['newest_result_id']) session = newest_result.session params = JSONUtil.loads(session.hyperparameters) if target_data['bad'] is True: target_data_res = create_and_save_recommendation( recommended_knobs=target_data['config_recommend'], result=newest_result, status='bad', info='WARNING: no training data, the config is generated randomly', pipeline_run=target_data['pipeline_run']) LOG.debug('%s: Skipping configuration recommendation.\n\ndata=%s\n', AlgorithmType.name(algorithm), JSONUtil.dumps(target_data, pprint=True)) return target_data_res X_columnlabels, X_scaler, X_scaled, y_scaled, X_max, X_min,\ dummy_encoder, constraint_helper = combine_workload(target_data) # FIXME: we should generate more samples and use a smarter sampling # technique num_samples = params['NUM_SAMPLES'] X_samples = np.empty((num_samples, X_scaled.shape[1])) for i in range(X_scaled.shape[1]): X_samples[:, i] = np.random.rand(num_samples) * (X_max[i] - X_min[i]) + X_min[i] q = queue.PriorityQueue() for x in range(0, y_scaled.shape[0]): q.put((y_scaled[x][0], x)) i = 0 while i < params['TOP_NUM_CONFIG']: try: item = q.get_nowait() # Tensorflow get broken if we use the training data points as # starting points for GPRGD. We add a small bias for the # starting points. GPR_EPS default value is 0.001 # if the starting point is X_max, we minus a small bias to # make sure it is within the range. dist = sum(np.square(X_max - X_scaled[item[1]])) if dist < 0.001: X_samples = np.vstack( (X_samples, X_scaled[item[1]] - abs(params['GPR_EPS']))) else: X_samples = np.vstack( (X_samples, X_scaled[item[1]] + abs(params['GPR_EPS']))) i = i + 1 except queue.Empty: break res = None if algorithm == AlgorithmType.DNN: # neural network model model_nn = NeuralNet(n_input=X_samples.shape[1], batch_size=X_samples.shape[0], explore_iters=params['DNN_EXPLORE_ITER'], noise_scale_begin=params['DNN_NOISE_SCALE_BEGIN'], noise_scale_end=params['DNN_NOISE_SCALE_END'], debug=params['DNN_DEBUG'], debug_interval=params['DNN_DEBUG_INTERVAL']) if session.dnn_model is not None: model_nn.set_weights_bin(session.dnn_model) model_nn.fit(X_scaled, y_scaled, fit_epochs=params['DNN_TRAIN_ITER']) res = model_nn.recommend(X_samples, X_min, X_max, explore=params['DNN_EXPLORE'], recommend_epochs=params['DNN_GD_ITER']) session.dnn_model = model_nn.get_weights_bin() session.save() elif algorithm == AlgorithmType.GPR: # default gpr model if params['GPR_USE_GPFLOW']: model_kwargs = {} model_kwargs['model_learning_rate'] = params[ 'GPR_HP_LEARNING_RATE'] model_kwargs['model_maxiter'] = params['GPR_HP_MAX_ITER'] opt_kwargs = {} opt_kwargs['learning_rate'] = params['GPR_LEARNING_RATE'] opt_kwargs['maxiter'] = params['GPR_MAX_ITER'] opt_kwargs['bounds'] = [X_min, X_max] opt_kwargs['debug'] = params['GPR_DEBUG'] opt_kwargs['ucb_beta'] = ucb.get_ucb_beta( params['GPR_UCB_BETA'], scale=params['GPR_UCB_SCALE'], t=i + 1., ndim=X_scaled.shape[1]) tf.reset_default_graph() graph = tf.get_default_graph() gpflow.reset_default_session(graph=graph) m = gpr_models.create_model(params['GPR_MODEL_NAME'], X=X_scaled, y=y_scaled, **model_kwargs) res = tf_optimize(m.model, X_samples, **opt_kwargs) else: model = GPRGD(length_scale=params['GPR_LENGTH_SCALE'], magnitude=params['GPR_MAGNITUDE'], max_train_size=params['GPR_MAX_TRAIN_SIZE'], batch_size=params['GPR_BATCH_SIZE'], num_threads=params['TF_NUM_THREADS'], learning_rate=params['GPR_LEARNING_RATE'], epsilon=params['GPR_EPSILON'], max_iter=params['GPR_MAX_ITER'], sigma_multiplier=params['GPR_SIGMA_MULTIPLIER'], mu_multiplier=params['GPR_MU_MULTIPLIER'], ridge=params['GPR_RIDGE']) model.fit(X_scaled, y_scaled, X_min, X_max) res = model.predict(X_samples, constraint_helper=constraint_helper) best_config_idx = np.argmin(res.minl.ravel()) best_config = res.minl_conf[best_config_idx, :] best_config = X_scaler.inverse_transform(best_config) if ENABLE_DUMMY_ENCODER: # Decode one-hot encoding into categorical knobs best_config = dummy_encoder.inverse_transform(best_config) # Although we have max/min limits in the GPRGD training session, it may # lose some precisions. e.g. 0.99..99 >= 1.0 may be True on the scaled data, # when we inversely transform the scaled data, the different becomes much larger # and cannot be ignored. Here we check the range on the original data # directly, and make sure the recommended config lies within the range X_min_inv = X_scaler.inverse_transform(X_min) X_max_inv = X_scaler.inverse_transform(X_max) best_config = np.minimum(best_config, X_max_inv) best_config = np.maximum(best_config, X_min_inv) conf_map = {k: best_config[i] for i, k in enumerate(X_columnlabels)} conf_map_res = create_and_save_recommendation( recommended_knobs=conf_map, result=newest_result, status='good', info='INFO: training data size is {}'.format(X_scaled.shape[0]), pipeline_run=target_data['pipeline_run']) LOG.debug('%s: Finished selecting the next config.\n\ndata=%s\n', AlgorithmType.name(algorithm), JSONUtil.dumps(conf_map_res, pprint=True)) return conf_map_res