def test_multiretry(num_retries = min(256, 8*mp.cpu_count()),
keep = 0.7, optimizer = de2_cma(1500), logger = logger(), repeat = 10):
seqs = Tandem(0).seqs
n = len(seqs)
problems = [Tandem(i) for i in range(n)]
ids = [str(seqs[i]) for i in range(n)]
t0 = time.perf_counter()
for _ in range(repeat):
# check all variants
problem_stats = multiretry.minimize(problems, ids, num_retries, keep, optimizer, logger)
ps = problem_stats[0]
# for _ in range(10):
# # improve the best variant using only one node
# fval = ray.get(ps.retry.remote(optimizer))
# logger.info("improve best variant " + ray.get(ps.name.remote())
# + ' ' + str(ray.get(ps.id.remote()))
# + ' ' + str(ray.get(ps.value.remote()))
# + ' time = ' + str(dtime(t0)))
# if fval < -1490:
# break
# optimize best variant starting from scratch using all nodes
logger.info("improve best variant " + ray.get(ps.name.remote())
+ ' ' + str(ray.get(ps.id.remote()))
+ ' ' + str(ray.get(ps.value.remote()))
+ ' time = ' + str(dtime(t0)))
problem = problems[ray.get(ps.index.remote())]
_rayoptimizer(optimizer, problem, 1, max_time = 1200, log = logger)
def _test_archipelago(algo, problem, num=10000, stop_val=-1E99, log=logger()):
udp = pygmo_udp(problem.fun, problem.bounds)
prob = pg.problem(udp)
best_y = math.inf
best_x = None
t0 = time.perf_counter()
for _ in range(num):
archi = pg.archipelago(n=mp.cpu_count(),
algo=algo,
prob=prob,
pop_size=64)
archi.evolve()
archi.wait()
ys = archi.get_champions_f()
if not ys is None and len(ys) > 0:
sort = np.argsort([y[0] for y in ys])
y = ys[sort[0]][0]
if y < best_y:
best_y = y
best_x = archi.get_champions_x()[sort[0]]
message = '{0} {1} {2} {3!s}'.format(problem.name, dtime(t0),
best_y, list(best_x))
log.info(message)
if best_y < stop_val:
break
return OptimizeResult(x=best_x, fun=best_y, success=True)
def test_cma_original(problem, num):
import cma
best = math.inf
lb = problem.bounds.lb
ub = problem.bounds.ub
t0 = time.perf_counter()
for i in range(num):
guess = random_x(problem.bounds.lb, problem.bounds.ub)
es = cma.CMAEvolutionStrategy(
guess, 0.1, {
'bounds': [lb, ub],
'popsize': 31,
'typical_x': typical(lb, ub),
'scaling_of_variables': scale(lb, ub),
'verbose': -1,
'verb_disp': -1
})
for j in range(50000):
X, Y = es.ask_and_eval(problem.fun)
es.tell(X, Y)
if es.stop():
break
best = min(es.result.fbest, best)
print("{0}: time = {1:.1f} best = {2:.1f} f(xmin) = {3:.1f}".format(
i + 1, dtime(t0), best, es.result.fbest))
def minimize_plot(name,
optimizer,
fun,
bounds,
value_limit=math.inf,
plot_limit=math.inf,
num_retries=1024,
workers=mp.cpu_count(),
logger=logger(),
stop_fitness=-math.inf,
statistic_num=5000):
time0 = time.perf_counter() # optimization start time
name += '_' + optimizer.name
logger.info('optimize ' + name)
store = Store(fun,
bounds,
capacity=500,
logger=logger,
statistic_num=statistic_num)
ret = retry(store, optimizer.minimize, value_limit, workers, stop_fitness)
impr = store.get_improvements()
np.savez_compressed(name, ys=impr)
filtered = np.array([imp for imp in impr if imp[1] < plot_limit])
if len(filtered) > 0: impr = filtered
logger.info(name + ' time ' + str(dtime(time0)))
plot(impr,
'progress_aret.' + name + '.png',
label=name,
xlabel='time in sec',
ylabel=r'$f$')
return ret
def add_statistics(self):
if self.statistic_num > 0:
si = self.si.value
if si < self.statistic_num - 1:
self.si.value = si + 1
self.time[si] = dtime(self.t0)
self.val[si] = self.best_y.value
def __call__(self, x):
# determine the minimal station mass
min_mass, slot_mass = select(self.asteroid, self.station,
self.trajectory, self.mass,
self.transfer_start, self.transfer_time,
x)
sdv = select_dvs(self.trajectory_dv, x)
y = -score(min_mass, sdv)
self.evals.value += 1
if y < self.best_y.value:
self.best_y.value = y
trajectories = trajectory_selection(x, TRAJECTORY_NUM)[0]
stations = dyson_stations(x, STATION_NUM)
times = timings(x, STATION_NUM)
sc = score(np.amin(slot_mass), sdv)
logger().info(
"evals = {0}: time = {1:.1f} s = {2:.0f} a = {3:.0f} t = {4:s} s = {5:s} b = {6:s} m = {7:s} dv = {8:s}"
.format(self.evals.value, dtime(self.t0), sc,
ast_num(x, self.asteroid, self.trajectory),
str([round(ti, 2) for ti in times[1:-1]]),
str([int(si) for si in stations]),
str([int(ti) for ti in trajectories]),
str([round(mi, 2) for mi in slot_mass * 1E-15]),
str([round(di, 2) for di in sdv])))
return y
def cv_score(X):
X = X[0]
score = cross_val_score(
XGBRegressor(
colsample_bytree=X[0],
gamma=X[1],
min_child_weight=X[2],
learning_rate=X[3],
max_depth=int(X[4]),
n_estimators=10000,
reg_alpha=X[5],
reg_lambda=X[6],
subsample=X[7],
n_jobs=1 # required for cmaes with multiple workers
),
train_x,
train_y,
scoring='neg_mean_squared_error').mean()
score = np.array(score)
global f_evals
f_evals.value += 1
global best_f
if best_f.value < score:
best_f.value = score
logger.info(
"time = {0:.1f} y = {1:.5f} f(xmin) = {2:.5f} nfev = {3} {4}".format(
dtime(t0), score, best_f.value, f_evals.value, X))
return score
def test_differential_evolution(problem, num):
best = math.inf
t0 = time.perf_counter()
for i in range(num):
ret = differential_evolution(problem.fun, bounds=problem.bounds)
best = min(ret.fun, best)
print("{0}: time = {1:.1f} best = {2:.1f} f(xmin) = {3:.1f}".format(
i + 1, dtime(t0), best, ret.fun))
def print_result(ret, best, t0, i):
x = _feasible(ret.x) # make sure result is _feasible / discrete
val = ratio(x)
if val < best:
best = min(val, best)
print("{0}: time = {1:.1f} best = {2:.3E} f(xmin) = {3:.3E} x = {4:s}".
format(i, dtime(t0), best, val, str(x)))
return best
def test_cma_cpp(problem, num):
best = math.inf
t0 = time.perf_counter()
for i in range(num):
ret = cmaescpp.minimize(problem.fun, bounds=problem.bounds)
best = min(ret.fun, best)
print("{0}: time = {1:.1f} best = {2:.1f} f(xmin) = {3:.1f}".format(
i + 1, dtime(t0), best, ret.fun))
def test_retry_cma_python(problem, num):
best = math.inf
t0 = time.perf_counter();
for i in range(num):
ret = retry.minimize(problem.fun, bounds = problem.bounds,
num_retries = 2000, optimizer = Cma_python(100000))
best = min(ret.fun, best)
print("{0}: time = {1:.1f} best = {2:.1f} f(xmin) = {3:.1f}"
.format(i+1, dtime(t0), best, ret.fun))
def test_retry(problem, num, log=None):
best = math.inf
t0 = time.perf_counter();
for i in range(num):
ret = retry.minimize(problem.fun, bounds = problem.bounds,
num_retries = 2000, max_evaluations = 100000, logger=log)
best = min(ret.fun, best)
print("{0}: time = {1:.1f} best = {2:.1f} f(xmin) = {3:.1f}"
.format(i+1, dtime(t0), best, ret.fun))
def fun(self, x):
self.evals.value += 1
y = self.f8fun(x)
if y < self.best_y.value:
self.best_y.value = y
logger().info(
str(dtime(self.t0)) + ' ' + str(self.evals.value) + ' ' +
str(self.best_y.value) + ' ' + str(list(x)))
return y
def test_scipy_minimize(problem, num):
best = math.inf
t0 = time.perf_counter()
for i in range(num):
guess = random_x(problem.bounds.lb, problem.bounds.ub)
ret = minimize(problem.fun, x0=guess, bounds=problem.bounds)
best = min(ret.fun, best)
print("{0}: time = {1:.1f} best = {2:.1f} f(xmin) = {3:.1f}".format(
i + 1, dtime(t0), best, ret.fun))
def print_result(ret, best, t0, i):
val = feasable_cost_penalty(ret.x)
x = _feasible(ret.x) # make sure result is _feasible
if val < best:
best = val
print(
"{0}: time = {1:.1f} best = {2:.8f} f(xmin) = {3:.5f} ineq = {4:.8f} x = {5:s}"
.format(i + 1, dtime(t0), best, weight(x), penalty(x), str(x)))
return best
def test_cma_parallel(problem, num):
best = math.inf
t0 = time.perf_counter();
for i in range(num):
ret = cmaes.minimize(problem.fun, bounds = problem.bounds, workers = mp.cpu_count())
if best > ret.fun or i % 100 == 99:
print("{0}: time = {1:.1f} best = {2:.1f} f(xmin) = {3:.1f}"
.format(i+1, dtime(t0), best, ret.fun))
best = min(ret.fun, best)
def test_advretry(problem, value_limit, num):
best = math.inf
t0 = time.perf_counter();
for i in range(num):
ret = advretry.minimize(problem.fun, bounds = problem.bounds, num_retries = 4000,
value_limit = value_limit)
best = min(ret.fun, best)
print("{0}: time = {1:.1f} best = {2:.1f} f(xmin) = {3:.1f}"
.format(i+1, dtime(t0), best, ret.fun))
def test_cma_cpp(problem, num):
best = math.inf
t0 = time.perf_counter();
for i in range(num):
ret = cmaescpp.minimize(problem.fun, max_evaluations = 100000, bounds = problem.bounds)
if best > ret.fun or i % 100 == 99:
print("{0}: time = {1:.1f} best = {2:.1f} f(xmin) = {3:.1f}"
.format(i+1, dtime(t0), best, ret.fun))
best = min(ret.fun, best)
def test_dual_annealing(problem, num):
best = math.inf
lb = problem.bounds.lb
ub = problem.bounds.ub
t0 = time.perf_counter()
for i in range(num):
ret = dual_annealing(problem.fun, bounds=list(zip(lb, ub)))
best = min(ret.fun, best)
print("{0}: time = {1:.1f} best = {2:.1f} f(xmin) = {3:.1f}".format(
i + 1, dtime(t0), best, ret.fun))
def dump_all(self, iter):
idx = self.values_all().argsort()
self.all_stats = list(np.asarray(self.all_stats)[idx])
logger().info("iteration " + str(iter))
for i in range(len(self.all_stats)):
ps = self.all_stats[i]
logger().info("problem " + ray.get(ps.name.remote())
+ ' ' + str(ray.get(ps.id.remote()))
+ ' ' + str(ray.get(ps.value.remote()))
+ ' time = ' + str(dtime(self.t0)))
def print_result(ret, best, t0, i):
x = _feasible(ret.x) # make sure result is _feasible
w = weight(x)
val = weight_penalty(x) # add penalty for ineq constraint violation
if val < best:
pen = penalty(x) # check ineq constraint
best = min(val, best)
print(
"{0}: time = {1:.1f} best = {2:.8f} f(xmin) = {3:.8f} ineq = {4:.5f}"
.format(i + 1, dtime(t0), best, w, pen))
return best
def test_shgo(problem, num):
best = math.inf
lb = problem.bounds.lb
ub = problem.bounds.ub
t0 = time.perf_counter()
for i in range(num):
ret = shgo(problem.fun,
bounds=list(zip(lb, ub)),
n=300,
sampling_method='sobol')
best = min(ret.fun, best)
print("{0}: time = {1:.1f} best = {2:.1f} f(xmin) = {3:.1f}".format(
i + 1, dtime(t0), best, ret.fun))
def dump(self):
"""logs the current status of the store if logger defined."""
if self.logger is None:
return
Ys = self.get_ys()
vals = []
for i in range(min(20, len(Ys))):
vals.append(round(Ys[i],2))
dt = dtime(self.t0)
message = '{0} {1} {2} {3} {4:.6f} {5:.2f} {6} {7} {8!s} {9!s}'.format(
dt, int(self.count_evals.value / dt), self.count_runs.value, self.count_evals.value,
self.best_y.value, self.worst_y.value, self.num_stored.value, int(self.eval_fac.value),
vals, self.best_x[:])
self.logger.info(message)
def test_cma_parallel_eval(dim=6):
# parallel function evaluation using CMA-ES
t0 = time.perf_counter()
evals = 0
for i in range(1000):
ret = csmacpp.minimize(obj_f_c,
bounds(dim),
popsize=32,
max_evaluations=50000,
workers=mp.cpu_count())
evals += ret.nfev
print("{0}: time = {1:.1f} fun = {2:.3f} nfev = {3}".format(
i + 1, dtime(t0), ret.fun, evals))
return ret
def dump(self):
"""logs the current status of the store if logger defined."""
if self.logger is None:
return
Ys = self.get_ys()
vals = []
for i in range(min(20, len(Ys))):
vals.append(round(Ys[i], 2))
dt = dtime(self.t0)
message = '{0} {1} {2} {3} {4:.4f} {5:.2f} {6:.2f} {7!s} {8!s}'.format(
dt, int(self.count_evals.value / dt), self.count_runs.value, self.count_evals.value, \
self.best_y.value, self.get_y_mean(), self.get_y_standard_dev(), vals, self.get_x(0))
self.logger.info(message)
def test_advretry_cma_python(problem, value_limit, num):
best = math.inf
t0 = time.perf_counter()
for i in range(num):
ret = advretry.minimize(problem.fun,
bounds=problem.bounds,
num_retries=4000,
optimizer=Cma_python(2000),
value_limit=value_limit,
statistic_num=5000,
logger=logger())
best = min(ret.fun, best)
print("{0}: time = {1:.1f} best = {2:.1f} f(xmin) = {3:.1f}".format(
i + 1, dtime(t0), best, ret.fun))
def test_gclde_parallel_eval(problem):
# parallel function evaluation using GCL_DE
t0 = time.perf_counter()
evals = 0
for i in range(100000):
ret = gcldecpp.minimize(problem.fun,
problem.bounds,
popsize=256,
max_evaluations=200000,
workers=mp.cpu_count())
evals += ret.nfev
print("{0}: time = {1:.1f} fun = {2:.3f} nfev = {3}".format(
i + 1, dtime(t0), ret.fun, evals))
return ret
def wrapper(self, x):
y = self.fun(x)
self.sevals.value += 1
if y < self.bval.value:
self.bval.value = y
si = self.si.value
if si < self.statistic_num - 1:
self.si.value = si + 1
self.time[si] = dtime(self.t0)
self.val[si] = y
if not self.logger is None:
self.logger.info(
str(self.time[si]) + ' ' + str(self.sevals.value) + ' ' +
str(y) + ' ' + str(list(x)))
return y
def adv_minimize_plot(name, optimizer, fun, bounds,
value_limit = math.inf, num_retries = 1024, logger=logger(), statistic_num = 0):
time0 = time.perf_counter() # optimization start time
name += '_smart_' + optimizer.name
logger.info('smart optimize ' + name)
store = advretry.Store(lambda x:fun(x)[0], bounds, capacity=5000, logger=logger,
num_retries=num_retries, statistic_num = statistic_num)
advretry.retry(store, optimizer.minimize, value_limit)
xs = np.array(store.get_xs())
ys = np.array([fun(x) for x in xs])
retry.plot(ys, '_all_' + name + '.png', interp=False)
np.savez_compressed(name , xs=xs, ys=ys)
xs, front = pareto(xs, ys)
logger.info(name+ ' time ' + str(dtime(time0)))
retry.plot(front, '_front_' + name + '.png')
def test_de_cma_parallel_retry(problem):
# parallel optimization retry using a DE -> CMA-ES sequence
t0 = time.perf_counter()
evals = 0
for i in range(1000):
ret = retry.minimize(problem.fun,
problem.bounds,
logger=logger(),
optimizer=de_cma(50000),
value_limit=10)
evals += ret.nfev
print("{0}: time = {1:.1f} fun = {2:.3f} nfev = {3}".format(
i + 1, dtime(t0), ret.fun, evals))
return ret