def test_1d():
def obj_func(x):
# Global maximum of 4 is at x=4
return 4. * numpy.exp(-(x - 4.)**2 / 10.) * numpy.cos(1.5 *
(x - 4.))**2
parameters = [sherpa.Continuous('x1', [0., 7.])]
bayesian_optimization = GPyOpt(max_concurrent=1,
max_num_trials=50,
model_type='GP',
acquisition_type='EI')
study = sherpa.Study(algorithm=bayesian_optimization,
parameters=parameters,
lower_is_better=False,
disable_dashboard=True)
for trial in study:
print("Trial {}:\t{}".format(trial.id, trial.parameters))
fval = obj_func(trial.parameters['x1'])
print("Function Value: {}".format(fval))
study.add_observation(trial=trial, iteration=1, objective=fval)
study.finalize(trial, status='COMPLETED')
rval = study.get_best_result()
print(rval)
assert numpy.isclose(rval['Objective'], 4., atol=0.2)
def test_bayes_opt():
def f(x, sd=1):
y = (x - 3) ** 2 + 10.
if sd == 0:
return y
else:
return y + numpy.random.normal(loc=0., scale=sd,
size=numpy.array(x).shape)
parameters = [sherpa.Continuous('x', [1, 6])]
alg = GPyOpt(max_num_trials=10)
gs = SequentialTesting(algorithm=alg,
K=10,
n=(3, 6, 9),
P=0.5)
study = sherpa.Study(algorithm=gs,
parameters=parameters,
lower_is_better=True,
disable_dashboard=True)
for trial in study:
study.add_observation(trial,
iteration=1,
objective=f(trial.parameters['x']))
study.finalize(trial)
print(study.results)
def test_types_are_correct(parameters, results):
gpyopt = GPyOpt(max_concurrent=1)
suggestion = gpyopt.get_suggestion(parameters, results, True)
assert isinstance(suggestion['dropout'], float)
assert isinstance(suggestion['lr'], float)
assert isinstance(suggestion['num_hidden'], int)
assert isinstance(suggestion['activation'], str)
def test_bayesopt_batch(parameters, results, transforms):
gpyopt = GPyOpt(max_concurrent=10)
domain = gpyopt._initialize_domain(parameters, transforms)
X, y = GPyOpt._prepare_data_for_bayes_opt(parameters, results, transforms)
batch = gpyopt._generate_bayesopt_batch(domain, X, y, lower_is_better=True)
assert batch.shape == (10, 5)
def test_noisy_parabola():
def f(x, sd=1):
y = (x - 3)**2 + 10.
if sd == 0:
return y
else:
return y + numpy.random.normal(
loc=0., scale=sd, size=numpy.array(x).shape)
parameters = [sherpa.Continuous('x1', [0., 7.])]
bayesian_optimization = GPyOpt(max_concurrent=1,
max_num_trials=5,
model_type='GP',
acquisition_type='EI')
rep = Repeat(algorithm=bayesian_optimization, num_times=3, agg=True)
study = sherpa.Study(algorithm=rep,
parameters=parameters,
lower_is_better=True,
disable_dashboard=True)
for trial in study:
# print("Trial {}:\t{}".format(trial.id, trial.parameters))
fval = f(trial.parameters['x1'], sd=1)
# print("Function Value: {}".format(fval))
study.add_observation(trial=trial, iteration=1, objective=fval)
study.finalize(trial, status='COMPLETED')
# rval = study.get_best_result()
# print(rval)
print(study.results.query("Status=='COMPLETED'"))
def test_1d_minimize():
def obj_func(x):
# Global maximum of 4 is at x=4
return -4. * numpy.exp(-(x - 4.)**2 / 10.) * numpy.cos(1.5 *
(x - 4.))**2
parameters = [sherpa.Continuous('x1', [0., 7.])]
bayesian_optimization = GPyOpt(max_concurrent=1,
max_num_trials=12,
model_type='GP',
acquisition_type='EI',
initial_data_points=[{
'x1': 2
}, {
'x1': 5
}],
num_initial_data_points=2)
study = sherpa.Study(algorithm=bayesian_optimization,
parameters=parameters,
lower_is_better=True,
disable_dashboard=True)
for trial in study:
print("Trial {}:\t{}".format(trial.id, trial.parameters))
fval = obj_func(trial.parameters['x1'])
print("Function Value: {}".format(fval))
study.add_observation(trial=trial, iteration=1, objective=fval)
study.finalize(trial, status='COMPLETED')
rval = study.get_best_result()
print(rval)
# bounds = [{'name': 'x', 'type': 'continuous', 'domain': (0, 7)}]
# Xinit = numpy.array([2, 5]).reshape(-1, 1)
# yinit = obj_func(Xinit)
# myBopt = gpyopt_package.methods.BayesianOptimization(f=obj_func,
# # function to optimize
# domain=bounds,
# # box-constraints of the problem
# acquisition_type='EI',
# X=Xinit,
# y=yinit,
# initial_design_numdata=0,
# initial_design_type='random',
# evaluator_type='local_penalization',
# batch_size=1,
# maximize=True,
# exact_feval=False)
# # Run the optimization
# max_iter = 10 # evaluation budget
# max_time = 60 # time budget
# eps = 10e-6 # Minimum allows distance between the las two observations
#
# myBopt.run_optimization(max_iter, max_time, eps)
# print(myBopt.get_evaluations())
assert numpy.isclose(rval['x1'], 4., atol=0.1)
def test_overall():
gpyopt = GPyOpt(max_concurrent=1)
parameters, results, lower_is_better = sherpa.algorithms.get_sample_results_and_params(
)
for i in range(51):
suggestion = gpyopt.get_suggestion(
parameters, results.loc[results['Trial-ID'] < i, :],
lower_is_better)
print(suggestion)
def test_bayesopt_batch(parameters, results):
gpyopt = GPyOpt(max_concurrent=10)
gpyopt.domain = gpyopt._initialize_domain(parameters)
gpyopt.lower_is_better = True
X, y, y_var = GPyOpt._prepare_data_for_bayes_opt(parameters, results)
domain = gpyopt._initialize_domain(parameters)
batch = gpyopt._generate_bayesopt_batch(X,
y,
lower_is_better=True,
domain=domain)
assert batch.shape == (10, 4)
def test_get_best_pred(lower_is_better, expected_best):
results = pandas.DataFrame({
'x': numpy.linspace(0, 1, 10),
'Objective': numpy.linspace(0, 1, 10),
'Status': ['COMPLETED'] * 10
})
params = [sherpa.Continuous('x', [0, 1])]
algorithm = GPyOpt(num_initial_data_points=2)
algorithm.get_suggestion(results=results,
parameters=params,
lower_is_better=lower_is_better)
best_params = algorithm.get_best_pred(results=results,
parameters=params,
lower_is_better=lower_is_better)
assert best_params['x'] == expected_best
def test_mixed_dtype():
algorithm = GPyOpt(max_num_trials=4)
parameters = [
sherpa.Choice('param_int', [0, 1]),
sherpa.Choice('param_float', [0.1, 1.1]),
]
study = sherpa.Study(
parameters=parameters,
algorithm=algorithm,
lower_is_better=True,
disable_dashboard=True,
)
for trial in study:
study.add_observation(trial, iteration=0, objective=0)
study.finalize(trial)
assert type(trial.parameters['param_int']) == int
assert type(trial.parameters['param_float']) == float
def test_3d():
def obj_func(x, y, z):
assert isinstance(x, float)
assert isinstance(y, str)
assert isinstance(z, int)
# Global maximum of 4 is at x=4
return -4. * numpy.exp(-(x - 4.)**2 / 10.) * numpy.cos(
1.5 * (x - 4.))**2 - int(y) * z
parameters = [
sherpa.Continuous('x', [0., 7.]),
sherpa.Choice('y', ["-1", "0", "1"]),
sherpa.Discrete('z', [1, 5])
]
bayesian_optimization = GPyOpt(max_concurrent=1,
max_num_trials=100,
model_type='GP',
acquisition_type='EI')
study = sherpa.Study(algorithm=bayesian_optimization,
parameters=parameters,
lower_is_better=True,
disable_dashboard=True)
for trial in study:
print("Trial {}:\t{}".format(trial.id, trial.parameters))
fval = obj_func(**trial.parameters)
print("Function Value: {}".format(fval))
study.add_observation(trial=trial, iteration=1, objective=fval)
study.finalize(trial, status='COMPLETED')
rval = study.get_best_result()
print(rval)
assert numpy.isclose(rval['x'], 4., atol=0.1)
assert rval['y'] == 1
assert rval['z'] == 5
def test_3d():
def obj_func(x, y, z):
# Global maximum of 4 is at x=4
return -4. * numpy.exp(-(x - 4.)**2 / 10.) * numpy.cos(
1.5 * (x - 4.))**2 - y * z
parameters = [
sherpa.Continuous('x', [0., 7.]),
sherpa.Choice('y', [-1, 0, 1]),
sherpa.Discrete('z', [1, 5])
]
bayesian_optimization = GPyOpt(max_concurrent=1,
max_num_trials=100,
model_type='GP',
acquisition_type='EI')
study = sherpa.Study(algorithm=bayesian_optimization,
parameters=parameters,
lower_is_better=True,
disable_dashboard=True)
for trial in study:
print("Trial {}:\t{}".format(trial.id, trial.parameters))
fval = obj_func(**trial.parameters)
print("Function Value: {}".format(fval))
study.add_observation(trial=trial, iteration=1, objective=fval)
study.finalize(trial, status='COMPLETED')
rval = study.get_best_result()
print(rval)
assert numpy.isclose(rval['x'], 4., atol=0.1)
assert rval['y'] == 1
assert rval['z'] == 5
# def test_noisy_parabola():
# def f(x, sd=1):
# y = (x - 3) ** 2 + 10.
# if sd == 0:
# return y
# else:
# return y + numpy.random.normal(loc=0., scale=sd,
# size=numpy.array(x).shape)
#
# parameters = [sherpa.Continuous('x1', [0., 7.])]
#
# bayesian_optimization = GPyOpt(max_concurrent=1,
# max_num_trials=20,
# model_type='GP',
# acquisition_type='EI')
# rep = Repeat(algorithm=bayesian_optimization,
# num_times=5)
# study = sherpa.Study(algorithm=rep,
# parameters=parameters,
# lower_is_better=True,
# disable_dashboard=True)
#
# for trial in study:
# print("Trial {}:\t{}".format(trial.id, trial.parameters))
#
# fval = f(trial.parameters['x1'], sd=1)
# print("Function Value: {}".format(fval))
# study.add_observation(trial=trial,
# iteration=1,
# objective=fval)
# study.finalize(trial, status='COMPLETED')
# rval = study.get_best_result()
# print(rval)
# # assert numpy.sqrt((rval['Objective'] - 3.)**2) < 0.2
#
# if __name__ == '__main__':
# test_noisy_parabola()