def _internal_tell_not_asked(self, candidate: p.Parameter,
loss: float) -> None:
next_id = self.trials.new_trial_ids(1)
new_trial = hyperopt.rand.suggest(next_id, self.domain, self.trials,
self._rng.randint(2**31 - 1))
self.trials.insert_trial_docs(new_trial)
self.trials.refresh()
tid = next_id[0]
if self._transform:
data = candidate.get_standardized_data(
reference=self.parametrization)
data = self._transform.forward(data)
self.trials._dynamic_trials[tid]["misc"]["vals"] = {
f"x_{i}": [data[i]]
for i in range(len(data))
}
else:
null_config: dict = {
k: []
for k in self.trials._dynamic_trials[tid]["misc"]
["vals"].keys()
}
new_vals: dict = _hp_parametrization_to_dict(candidate,
default=null_config)
self.trials._dynamic_trials[tid]["misc"]["vals"] = new_vals
self.trials.refresh()
candidate._meta["trial_id"] = tid
self._internal_tell_candidate(candidate, loss)
def _constraint_solver(parameter: p.Parameter, budget: int) -> p.Parameter:
"""Runs a suboptimization to solve the parameter constraints"""
parameter_without_constraint = parameter.copy()
parameter_without_constraint._constraint_checkers.clear()
opt = registry["OnePlusOne"](parameter_without_constraint,
num_workers=1,
budget=budget)
for _ in range(budget):
cand = opt.ask()
# Our objective function is minimum for the point the closest to
# the original candidate under the constraints.
penalty = sum(
utils._float_penalty(func(cand.value))
for func in parameter._constraint_checkers)
# TODO: this may not scale well with dimension
distance = np.tanh(
np.sum(cand.get_standardized_data(reference=parameter)**2))
# TODO: because of the return whenever constraints are satisfied, the first case never arises
loss = distance if penalty <= 0 else penalty + distance + 1.0
opt.tell(cand, loss)
if penalty <= 0: # constraints are satisfied
break
data = opt.recommend().get_standardized_data(
reference=parameter_without_constraint)
return parameter.spawn_child().set_standardized_data(data)
def tell(self, candidate: p.Parameter, value: float) -> None:
"""Provides the optimizer with the evaluation of a fitness value for a candidate.
Parameters
----------
x: np.ndarray
point where the function was evaluated
value: float
value of the function
Note
----
The candidate should generally be one provided by `ask()`, but can be also
a non-asked candidate. To create a p.Parameter instance from args and kwargs,
you can use `optimizer.create_candidate.from_call(*args, **kwargs)`.
"""
if not isinstance(candidate, p.Parameter):
raise TypeError(
"'tell' must be provided with the candidate (use optimizer.create_candidate.from_call(*args, **kwargs)) "
"if you want to inoculate a point that as not been asked for"
)
candidate.freeze() # make sure it is not modified somewhere
# call callbacks for logging etc...
for callback in self._callbacks.get("tell", []):
callback(self, candidate, value)
data = candidate.get_standardized_data(reference=self.parametrization)
self._update_archive_and_bests(data, value)
if candidate.uid in self._asked:
self._internal_tell_candidate(candidate, value)
self._asked.remove(candidate.uid)
else:
self._internal_tell_not_asked(candidate, value)
self._num_tell_not_asked += 1
self._num_tell += 1
def __init__(self, parameter: p.Parameter, y: float, *,
reference: p.Parameter) -> None:
self.count = 1
self.mean = y
self.square = y * y
# TODO May be safer to use a default variance which depends on y for scale invariance?
self.variance = 1.e6
parameter.freeze()
self.parameter = parameter
self._ref = reference
def _internal_tell_not_asked(self, candidate: p.Parameter, value: float) -> None:
candidate._meta["value"] = value
worst: tp.Optional[p.Parameter] = None
if not len(self.population) < self.llambda:
worst = max(self.population.values(), key=lambda p: p._meta.get("value", float("inf")))
if worst._meta.get("value", float("inf")) < value:
return # no need to update
else:
uid = worst.heritage["lineage"]
del self.population[uid]
self._uid_queue.discard(uid)
candidate.heritage["lineage"] = candidate.uid # new lineage
self.population[candidate.uid] = candidate
self._uid_queue.tell(candidate.uid)
def _internal_tell_candidate(self, candidate: p.Parameter,
value: float) -> None:
candidate._meta["value"] = value
if self._config.offsprings is None:
uid = candidate.heritage["lineage"]
self._uid_queue.tell(uid)
parent_value = float(
'inf') if uid not in self._population else self._population[
uid]._meta["value"]
if value < parent_value:
self._population[uid] = candidate
else:
if candidate.parents_uids[0] not in self._population and len(
self._population) < self._config.popsize:
self._population[candidate.uid] = candidate
self._uid_queue.tell(candidate.uid)
else:
self._waiting.append(candidate)
if len(self._waiting) >= self._config.offsprings:
choices = self._waiting + ([]
if self._config.only_offsprings else
list(self._population.values()))
choices.sort(key=lambda x: x._meta["value"])
self._population = {
x.uid: x
for x in choices[:self._config.popsize]
}
self._uid_queue.clear()
self._waiting.clear()
for uid in self._population:
self._uid_queue.tell(uid)
def _internal_tell_not_asked(self, candidate: p.Parameter,
loss: tp.FloatLoss) -> None:
discardable: tp.Optional[str] = None
if len(self.population) >= self.llambda:
if self.num_objectives == 1: # monoobjective: replace if better
worst = max(self.population.values(), key=base._loss)
if loss < base._loss(worst):
discardable = worst.heritage["lineage"]
else: # multiobjective: replace if in pareto and some parents are not
pareto_uids = {c.uid for c in self.pareto_front()}
if candidate.uid in pareto_uids:
non_pareto_pop = {c.uid
for c in self.population.values()
} - pareto_uids
if non_pareto_pop:
nonpareto = {
c.uid: c
for c in self.population.values()
}[list(non_pareto_pop)[0]]
discardable = nonpareto.heritage["lineage"]
if discardable is not None: # if we found a point to kick, kick it
del self.population[discardable]
self._uid_queue.discard(discardable)
if len(self.population
) < self.llambda: # if there is space, add the new point
candidate.heritage["lineage"] = candidate.uid # new lineage
self.population[candidate.uid] = candidate
self._uid_queue.tell(candidate.uid)
def tell(self, candidate: p.Parameter, value: float) -> None:
"""Provides the optimizer with the evaluation of a fitness value for a candidate.
Parameters
----------
x: np.ndarray
point where the function was evaluated
value: float
value of the function
Note
----
The candidate should generally be one provided by :code:`ask()`, but can be also
a non-asked candidate. To create a p.Parameter instance from args and kwargs,
you can use :code:`candidate = optimizer.parametrization.spawn_child(new_value=your_value)`:
- for an :code:`Array(shape(2,))`: :code:`optimizer.parametrization.spawn_child(new_value=[12, 12])`
- for an :code:`Instrumentation`: :code:`optimizer.parametrization.spawn_child(new_value=(args, kwargs))`
Alternatively, you can provide a suggestion with :code:`optimizer.suggest(*args, **kwargs)`, the next :code:`ask`
will use this suggestion.
"""
if not isinstance(candidate, p.Parameter):
raise TypeError(
"'tell' must be provided with the candidate.\n"
"Use optimizer.parametrization.spawn_child(new_value)) if you want to "
"create a candidate that as not been asked for, "
"or optimizer.suggest(*args, **kwargs) to suggest a point that should be used for "
"the next ask"
)
candidate.loss = value
candidate.freeze() # make sure it is not modified somewhere
# call callbacks for logging etc...
for callback in self._callbacks.get("tell", []):
callback(self, candidate, value)
self._update_archive_and_bests(candidate, value)
if candidate.uid in self._asked:
self._internal_tell_candidate(candidate, value)
self._asked.remove(candidate.uid)
else:
self._internal_tell_not_asked(candidate, value)
self._num_tell_not_asked += 1
self._num_tell += 1
def _internal_tell_candidate(self, candidate: p.Parameter, value: float) -> None:
uid = candidate.heritage["lineage"]
self._uid_queue.tell(uid)
candidate._meta["value"] = value
if uid not in self.population:
self._internal_tell_not_asked(candidate, value)
return
parent_value = self.population[uid]._meta.get("value", float("inf"))
if value <= parent_value:
self.population[uid] = candidate
def _internal_tell_candidate(self, candidate: p.Parameter, value: float) -> None:
"""Returns value for a point which was "asked"
(none asked point cannot be "tell")
"""
x = candidate.get_standardized_data(reference=self.parametrization)
assert self._messaging_thread is not None, 'Start by using "ask" method, instead of "tell" method'
if not self._messaging_thread.is_alive(): # optimizer is done
self._check_error()
return
messages = [m for m in self._messaging_thread.messages if m.meta.get("asked", False) and not m.done]
messages = [m for m in messages if m.meta["uid"] == candidate.uid]
if not messages:
raise RuntimeError(f"No message for evaluated point {x}: {self._messaging_thread.messages}")
messages[0].result = value # post the value, and the thread will deal with it
def _internal_tell_not_asked(self, candidate: p.Parameter,
loss: tp.FloatLoss) -> None:
worst: tp.Optional[p.Parameter] = None
if len(self.population) >= self.llambda:
worst = max(self.population.values(), key=base._loss)
if worst.loss < loss: # type: ignore
return # no need to update
else:
uid = worst.heritage["lineage"]
del self.population[uid]
self._uid_queue.discard(uid)
candidate.heritage["lineage"] = candidate.uid # new lineage
self.population[candidate.uid] = candidate
self._uid_queue.tell(candidate.uid)
def _internal_tell_candidate(self, candidate: p.Parameter, value: tp.FloatLoss) -> None:
candidate._meta["value"] = value
if self._config.offsprings is None:
uid = candidate.heritage["lineage"]
self._uid_queue.tell(uid)
parent_value = float('inf') if uid not in self._population else self._population[uid]._meta["value"]
if value < parent_value:
self._population[uid] = candidate
else:
if candidate.parents_uids[0] not in self._population and len(self._population) < self._config.popsize:
self._population[candidate.uid] = candidate
self._uid_queue.tell(candidate.uid)
else:
self._waiting.append(candidate)
if len(self._waiting) >= self._config.offsprings:
self._select()
def _update_archive_and_bests(self, candidate: p.Parameter,
loss: tp.FloatLoss) -> None:
x = candidate.get_standardized_data(reference=self.parametrization)
if not isinstance(
loss, (Real, float)
): # using "float" along "Real" because mypy does not understand "Real" for now Issue #3186
raise TypeError(
f'"tell" method only supports float values but the passed loss was: {loss} (type: {type(loss)}.'
)
if np.isnan(loss) or loss == np.inf:
warnings.warn(f"Updating fitness with {loss} value",
errors.BadLossWarning)
mvalue: tp.Optional[utils.MultiValue] = None
if x not in self.archive:
self.archive[x] = utils.MultiValue(candidate,
loss,
reference=self.parametrization)
else:
mvalue = self.archive[x]
mvalue.add_evaluation(loss)
# both parameters should be non-None
if mvalue.parameter.loss > candidate.loss: # type: ignore
mvalue.parameter = candidate # keep best candidate
# update current best records
# this may have to be improved if we want to keep more kinds of best losss
for name in self.current_bests:
if mvalue is self.current_bests[name]: # reboot
best = min(self.archive.values(),
key=lambda mv, n=name: mv.get_estimation(n)
) # type: ignore
# rebuild best point may change, and which value did not track the updated value anyway
self.current_bests[name] = best
else:
if self.archive[x].get_estimation(
name) <= self.current_bests[name].get_estimation(name):
self.current_bests[name] = self.archive[x]
# deactivated checks
# if not (np.isnan(loss) or loss == np.inf):
# if not self.current_bests[name].x in self.archive:
# bval = self.current_bests[name].get_estimation(name)
# avals = (min(v.get_estimation(name) for v in self.archive.values()),
# max(v.get_estimation(name) for v in self.archive.values()))
# raise RuntimeError(f"Best value should exist in the archive at num_tell={self.num_tell})\n"
# f"Best value is {bval} and archive is within range {avals} for {name}")
if self.pruning is not None:
self.archive = self.pruning(self.archive)
def __init__(self, reference: p.Parameter) -> None:
self.reference = reference.spawn_child()
self.reference.freeze()
# initial check
parameter = self.reference.spawn_child()
parameter.set_standardized_data(
np.linspace(-1, 1, self.reference.dimension))
expected = parameter.get_standardized_data(reference=self.reference)
self._ref_arrays = self.list_arrays(self.reference)
arrays = self.list_arrays(parameter)
check = np.concatenate([
x.get_standardized_data(reference=y)
for x, y in zip(arrays, self._ref_arrays)
],
axis=0)
self.working = True
if not np.allclose(check, expected):
self.working = False
self._warn()
def _reset_copy(obj: p.Parameter) -> p.Parameter:
"""Copy a parameter and resets its random state to obtain variability"""
out = obj.copy()
out._set_random_state(None) # propagates None to sub-parameters
return out
def _reset_copy(obj: p.Parameter) -> p.Parameter:
"""Copy a parameter and resets its random state to obtain variability"""
out = obj.copy()
out.random_state = None
return out
def _internal_tell_candidate(self, candidate: p.Parameter,
loss: tp.FloatLoss) -> None:
"""Called whenever calling :code:`tell` on a candidate that was "asked"."""
data = candidate.get_standardized_data(reference=self.parametrization)
self._internal_tell(data, loss)
def tell(self, candidate: p.Parameter, loss: tp.Loss) -> None:
"""Provides the optimizer with the evaluation of a fitness value for a candidate.
Parameters
----------
x: np.ndarray
point where the function was evaluated
loss: float/list/np.ndarray
loss of the function (or multi-objective function
Note
----
The candidate should generally be one provided by :code:`ask()`, but can be also
a non-asked candidate. To create a p.Parameter instance from args and kwargs,
you can use :code:`candidate = optimizer.parametrization.spawn_child(new_value=your_value)`:
- for an :code:`Array(shape(2,))`: :code:`optimizer.parametrization.spawn_child(new_value=[12, 12])`
- for an :code:`Instrumentation`: :code:`optimizer.parametrization.spawn_child(new_value=(args, kwargs))`
Alternatively, you can provide a suggestion with :code:`optimizer.suggest(*args, **kwargs)`, the next :code:`ask`
will use this suggestion.
"""
# Check loss type
if isinstance(loss, (Real, float)):
# using "float" along "Real" because mypy does not understand "Real" for now Issue #3186
loss = float(loss)
# Non-sense values including NaNs should not be accepted.
# We do not use max-float as various later transformations could lead to greater values.
if not loss < 5.0e20: # pylint: disable=unneeded-not
warnings.warn(
f"Clipping very high value {loss} in tell (rescale the cost function?).",
errors.LossTooLargeWarning,
)
loss = 5.0e20 # sys.float_info.max leads to numerical problems so let us do this.
elif isinstance(loss, (tuple, list, np.ndarray)):
loss = np.array(loss, copy=False,
dtype=float).ravel() if len(loss) != 1 else loss[0]
elif not isinstance(loss, np.ndarray):
raise TypeError(
f'"tell" method only supports float values but the passed loss was: {loss} (type: {type(loss)}.'
)
# check Parameter
if not isinstance(candidate, p.Parameter):
raise TypeError(
"'tell' must be provided with the candidate.\n"
"Use optimizer.parametrization.spawn_child(new_value)) if you want to "
"create a candidate that as not been asked for, "
"or optimizer.suggest(*args, **kwargs) to suggest a point that should be used for "
"the next ask")
# check loss length
self.num_objectives = 1 if isinstance(loss, float) else loss.size
# checks are done, start processing
candidate.freeze() # make sure it is not modified somewhere
# add reference if provided
if isinstance(candidate, p.MultiobjectiveReference):
if self._hypervolume_pareto is not None:
raise RuntimeError(
"MultiobjectiveReference can only be provided before the first tell."
)
if not isinstance(loss, np.ndarray):
raise RuntimeError(
"MultiobjectiveReference must only be used for multiobjective losses"
)
self._hypervolume_pareto = mobj.HypervolumePareto(
upper_bounds=loss, seed=self._rng)
if candidate.value is None:
return # no value, so stopping processing there
candidate = candidate.value
# preprocess multiobjective loss
if isinstance(loss, np.ndarray):
candidate._losses = loss
if not isinstance(loss, float):
loss = self._preprocess_multiobjective(candidate)
# call callbacks for logging etc...
candidate.loss = loss
assert isinstance(loss, float)
for callback in self._callbacks.get("tell", []):
# multiobjective reference is not handled :s
# but this allows obtaining both scalar and multiobjective loss (through losses)
callback(self, candidate, loss)
if not candidate.satisfies_constraints() and self.budget is not None:
penalty = self._constraints_manager.penalty(
candidate, self.num_ask, self.budget)
loss = loss + penalty
if isinstance(loss, float):
self._update_archive_and_bests(candidate, loss)
if candidate.uid in self._asked:
self._internal_tell_candidate(candidate, loss)
self._asked.remove(candidate.uid)
else:
self._internal_tell_not_asked(candidate, loss)
self._num_tell_not_asked += 1
self._num_tell += 1
def _internal_tell_candidate(self, candidate: p.Parameter, value: float) -> None:
"""Called whenever calling "tell" on a candidate that was "asked".
"""
data = candidate.get_standardized_data(reference=self.parametrization)
self._internal_tell(data, value)
def tell(self, candidate: p.Parameter, loss: tp.Loss) -> None:
"""Provides the optimizer with the evaluation of a fitness value for a candidate.
Parameters
----------
x: np.ndarray
point where the function was evaluated
loss: float/list/np.ndarray
loss of the function (or multi-objective function
Note
----
The candidate should generally be one provided by :code:`ask()`, but can be also
a non-asked candidate. To create a p.Parameter instance from args and kwargs,
you can use :code:`candidate = optimizer.parametrization.spawn_child(new_value=your_value)`:
- for an :code:`Array(shape(2,))`: :code:`optimizer.parametrization.spawn_child(new_value=[12, 12])`
- for an :code:`Instrumentation`: :code:`optimizer.parametrization.spawn_child(new_value=(args, kwargs))`
Alternatively, you can provide a suggestion with :code:`optimizer.suggest(*args, **kwargs)`, the next :code:`ask`
will use this suggestion.
"""
# Check loss type
if isinstance(loss, (Real, float)):
# using "float" along "Real" because mypy does not understand "Real" for now Issue #3186
loss = float(loss)
elif isinstance(loss, (tuple, list, np.ndarray)):
loss = np.array(loss, copy=False, dtype=float).ravel() if len(loss) != 1 else loss[0]
elif not isinstance(loss, np.ndarray):
raise TypeError(
f'"tell" method only supports float values but the passed loss was: {loss} (type: {type(loss)}.'
)
# check loss length
if self.num_tell:
expected = self.num_objectives
actual = 1 if isinstance(loss, float) else loss.size
if actual != expected:
raise ValueError(f"Expected {expected} loss(es) (like previous ones) but received {actual}.")
# check Parameter
if not isinstance(candidate, p.Parameter):
raise TypeError(
"'tell' must be provided with the candidate.\n"
"Use optimizer.parametrization.spawn_child(new_value)) if you want to "
"create a candidate that as not been asked for, "
"or optimizer.suggest(*args, **kwargs) to suggest a point that should be used for "
"the next ask"
)
# checks are done, start processing
candidate.freeze() # make sure it is not modified somewhere
self._first_tell_done = True
# add reference if provided
if isinstance(candidate, p.MultiobjectiveReference):
if self._hypervolume_pareto is not None:
raise RuntimeError("MultiobjectiveReference can only be provided before the first tell.")
if not isinstance(loss, np.ndarray):
raise RuntimeError("MultiobjectiveReference must only be used for multiobjective losses")
self._hypervolume_pareto = mobj.HypervolumePareto(upper_bounds=loss)
if candidate.value is None:
return
candidate = candidate.value
# preprocess multiobjective loss
if isinstance(loss, np.ndarray):
candidate._losses = loss
if not isinstance(loss, float):
loss = self._preprocess_multiobjective(candidate)
# call callbacks for logging etc...
candidate.loss = loss
assert isinstance(loss, float)
for callback in self._callbacks.get("tell", []):
# multiobjective reference is not handled :s
# but this allows obtaining both scalar and multiobjective loss (through losses)
callback(self, candidate, loss)
if isinstance(loss, float):
self._update_archive_and_bests(candidate, loss)
if candidate.uid in self._asked:
self._internal_tell_candidate(candidate, loss)
self._asked.remove(candidate.uid)
else:
self._internal_tell_not_asked(candidate, loss)
self._num_tell_not_asked += 1
self._num_tell += 1