def test_full_factorial_round():
lb = np.array([1, 2, 3])
ub = np.array([3, 4, 5])
int_var = np.array([1])
ff = TwoFactorial(dim=3)
X = ff.generate_points(lb=lb, ub=ub, int_var=int_var)
assert np.all(np.logical_or(X == lb, X == ub))
def test_full_factorial():
ff = TwoFactorial(dim=3)
X = ff.generate_points()
assert (isinstance(ff, ExperimentalDesign))
assert (np.all(X.shape == (8, 3)))
assert (ff.num_pts == 8)
assert (ff.dim == 3)
with pytest.raises(ValueError): # This should raise an exception
TwoFactorial(20)
def test_full_factorial():
ff = TwoFactorial(dim=3)
X = ff.generate_points()
assert isinstance(ff, ExperimentalDesign)
assert np.all(X.shape == (8, 3))
assert ff.num_pts == 8
assert ff.dim == 3
assert np.all(np.logical_or(X == 1, X == 0))
with pytest.raises(ValueError): # This should raise an exception
TwoFactorial(20)
def pysot_cube(objective,
n_trials,
n_dim,
with_count=False,
method=None,
design=None):
""" Minimize
:param objective:
:param n_trials:
:param n_dim:
:param with_count:
:return:
"""
logging.getLogger('pySOT').setLevel(logging.ERROR)
num_threads = 1
asynchronous = True
max_evals = n_trials
gp = GenericProblem(dim=n_dim, objective=objective)
if design == 'latin':
exp_design = LatinHypercube(dim=n_dim, num_pts=2 * (n_dim + 1))
elif design == 'symmetric':
exp_design = SymmetricLatinHypercube(dim=n_dim,
num_pts=2 * (n_dim + 1))
elif design == 'factorial':
exp_design = TwoFactorial(dim=n_dim)
else:
raise ValueError('design should be latin, symmetric or factorial')
# Create a strategy and a controller
# SRBFStrategy, EIStrategy, DYCORSStrategy,RandomStrategy, LCBStrategy
controller = ThreadController()
if method.lower() == 'srbf':
surrogate = RBFInterpolant(dim=n_dim,
lb=np.array([0.0] * n_dim),
ub=np.array([1.0] * n_dim),
kernel=CubicKernel(),
tail=LinearTail(n_dim))
controller.strategy = SRBFStrategy(max_evals=max_evals,
opt_prob=gp,
exp_design=exp_design,
surrogate=surrogate,
asynchronous=asynchronous)
elif method.lower() == 'ei':
surrogate = GPRegressor(dim=n_dim,
lb=np.array([0.0] * n_dim),
ub=np.array([1.0] * n_dim))
controller.strategy = EIStrategy(max_evals=max_evals,
opt_prob=gp,
exp_design=exp_design,
surrogate=surrogate,
asynchronous=asynchronous)
elif method.lower() == 'dycors':
surrogate = RBFInterpolant(dim=n_dim,
lb=np.array([0.0] * n_dim),
ub=np.array([1.0] * n_dim),
kernel=CubicKernel(),
tail=LinearTail(n_dim))
controller.strategy = DYCORSStrategy(max_evals=max_evals,
opt_prob=gp,
exp_design=exp_design,
surrogate=surrogate,
asynchronous=asynchronous)
elif method.lower() == 'lcb':
surrogate = GPRegressor(dim=n_dim,
lb=np.array([0.0] * n_dim),
ub=np.array([1.0] * n_dim))
controller.strategy = LCBStrategy(max_evals=max_evals,
opt_prob=gp,
exp_design=exp_design,
surrogate=surrogate,
asynchronous=asynchronous)
elif method.lower() == 'random':
controller.strategy = RandomStrategy(max_evals=max_evals,
opt_prob=gp)
else:
raise ValueError("Didn't recognize method passed to pysot")
# Launch the threads and give them access to the objective function
for _ in range(num_threads):
worker = BasicWorkerThread(controller, gp.eval)
controller.launch_worker(worker)
# Run the optimization strategy
result = controller.run()
best_x = result.params[0].tolist()
return (result.value, best_x,
gp.feval_count) if with_count else (result.value, best_x)
def setup_backend(
self,
params,
strategy="SRBF",
surrogate="RBF",
design=None,
):
self.opt_problem = BBoptOptimizationProblem(params)
design_kwargs = dict(dim=self.opt_problem.dim)
_coconut_case_match_to_1 = design
_coconut_case_match_check_1 = False
if _coconut_case_match_to_1 is None:
_coconut_case_match_check_1 = True
if _coconut_case_match_check_1:
self.exp_design = EmptyExperimentalDesign(**design_kwargs)
if not _coconut_case_match_check_1:
if _coconut_case_match_to_1 == "latin_hypercube":
_coconut_case_match_check_1 = True
if _coconut_case_match_check_1:
self.exp_design = LatinHypercube(num_pts=2 *
(self.opt_problem.dim + 1),
**design_kwargs)
if not _coconut_case_match_check_1:
if _coconut_case_match_to_1 == "symmetric_latin_hypercube":
_coconut_case_match_check_1 = True
if _coconut_case_match_check_1:
self.exp_design = SymmetricLatinHypercube(
num_pts=2 * (self.opt_problem.dim + 1), **design_kwargs)
if not _coconut_case_match_check_1:
if _coconut_case_match_to_1 == "two_factorial":
_coconut_case_match_check_1 = True
if _coconut_case_match_check_1:
self.exp_design = TwoFactorial(**design_kwargs)
if not _coconut_case_match_check_1:
_coconut_match_set_name_design_cls = _coconut_sentinel
_coconut_match_set_name_design_cls = _coconut_case_match_to_1
_coconut_case_match_check_1 = True
if _coconut_case_match_check_1:
if _coconut_match_set_name_design_cls is not _coconut_sentinel:
design_cls = _coconut_case_match_to_1
if _coconut_case_match_check_1 and not (callable(design_cls)):
_coconut_case_match_check_1 = False
if _coconut_case_match_check_1:
self.exp_design = design_cls(**design_kwargs)
if not _coconut_case_match_check_1:
raise TypeError(
"unknown experimental design {_coconut_format_0!r}".format(
_coconut_format_0=(design)))
surrogate_kwargs = dict(dim=self.opt_problem.dim,
lb=self.opt_problem.lb,
ub=self.opt_problem.ub)
_coconut_case_match_to_2 = surrogate
_coconut_case_match_check_2 = False
if _coconut_case_match_to_2 == "RBF":
_coconut_case_match_check_2 = True
if _coconut_case_match_check_2:
self.surrogate = RBFInterpolant(
kernel=LinearKernel() if design is None else CubicKernel(),
tail=ConstantTail(self.opt_problem.dim)
if design is None else LinearTail(self.opt_problem.dim),
**surrogate_kwargs)
if not _coconut_case_match_check_2:
if _coconut_case_match_to_2 == "GP":
_coconut_case_match_check_2 = True
if _coconut_case_match_check_2:
self.surrogate = GPRegressor(**surrogate_kwargs)
if not _coconut_case_match_check_2:
_coconut_match_set_name_surrogate_cls = _coconut_sentinel
_coconut_match_set_name_surrogate_cls = _coconut_case_match_to_2
_coconut_case_match_check_2 = True
if _coconut_case_match_check_2:
if _coconut_match_set_name_surrogate_cls is not _coconut_sentinel:
surrogate_cls = _coconut_case_match_to_2
if _coconut_case_match_check_2 and not (callable(surrogate_cls)):
_coconut_case_match_check_2 = False
if _coconut_case_match_check_2:
self.surrogate = surrogate_cls(**surrogate_kwargs)
if not _coconut_case_match_check_2:
raise TypeError("unknown surrogate {_coconut_format_0!r}".format(
_coconut_format_0=(surrogate)))
strategy_kwargs = dict(max_evals=sys.maxsize,
opt_prob=self.opt_problem,
exp_design=self.exp_design,
surrogate=self.surrogate,
asynchronous=True,
batch_size=1)
_coconut_case_match_to_3 = strategy
_coconut_case_match_check_3 = False
if _coconut_case_match_to_3 == "SRBF":
_coconut_case_match_check_3 = True
if _coconut_case_match_check_3:
self.strategy = SRBFStrategy(**strategy_kwargs)
if not _coconut_case_match_check_3:
if _coconut_case_match_to_3 == "EI":
_coconut_case_match_check_3 = True
if _coconut_case_match_check_3:
self.strategy = EIStrategy(**strategy_kwargs)
if not _coconut_case_match_check_3:
if _coconut_case_match_to_3 == "DYCORS":
_coconut_case_match_check_3 = True
if _coconut_case_match_check_3:
self.strategy = DYCORSStrategy(**strategy_kwargs)
if not _coconut_case_match_check_3:
if _coconut_case_match_to_3 == "LCB":
_coconut_case_match_check_3 = True
if _coconut_case_match_check_3:
self.strategy = LCBStrategy(**strategy_kwargs)
if not _coconut_case_match_check_3:
_coconut_match_set_name_strategy_cls = _coconut_sentinel
_coconut_match_set_name_strategy_cls = _coconut_case_match_to_3
_coconut_case_match_check_3 = True
if _coconut_case_match_check_3:
if _coconut_match_set_name_strategy_cls is not _coconut_sentinel:
strategy_cls = _coconut_case_match_to_3
if _coconut_case_match_check_3 and not (callable(strategy_cls)):
_coconut_case_match_check_3 = False
if _coconut_case_match_check_3:
self.strategy = strategy_cls(**strategy_kwargs)
if not _coconut_case_match_check_3:
raise TypeError("unknown strategy {_coconut_format_0!r}".format(
_coconut_format_0=(strategy)))