diff --git a/hyppopy/solvers/GridsearchSolver.py b/hyppopy/solvers/GridsearchSolver.py index 1b43ea2..f03a485 100644 --- a/hyppopy/solvers/GridsearchSolver.py +++ b/hyppopy/solvers/GridsearchSolver.py @@ -1,206 +1,234 @@ # Hyppopy - A Hyper-Parameter Optimization Toolbox # # Copyright (c) German Cancer Research Center, # Division of Medical Image Computing. # All rights reserved. # # This software is distributed WITHOUT ANY WARRANTY; without # even the implied warranty of MERCHANTABILITY or FITNESS FOR # A PARTICULAR PURPOSE. # # See LICENSE import os import logging import warnings import numpy as np from pprint import pformat from scipy.stats import norm from itertools import product from hyppopy.globals import DEBUGLEVEL, DEFAULTGRIDFREQUENCY from hyppopy.solvers.HyppopySolver import HyppopySolver LOG = logging.getLogger(os.path.basename(__file__)) LOG.setLevel(DEBUGLEVEL) def get_uniform_axis_sample(a, b, N, dtype): """ Returns a uniform sample x(n) in the range [a,b] sampled at N pojnts :param a: left value range bound :param b: right value range bound :param N: discretization of intervall [a,b] :param dtype: data type :return: [list] axis range """ assert a < b, "condition a < b violated!" assert isinstance(N, int), "condition N of type int violated!" if dtype is int: return list(np.linspace(a, b, N).astype(int)) elif dtype is float: return list(np.linspace(a, b, N)) else: raise AssertionError("dtype {} not supported for uniform sampling!".format(dtype)) def get_norm_cdf(N): """ Returns a normed gaussian cdf (range [0,1]) with N sampling points :param N: sampling points :return: [ndarray] gaussian cdf function values """ assert isinstance(N, int), "condition N of type int violated!" even = True if N % 2 != 0: N -= 1 even = False N = int(N/2) sigma = 1/3 x = np.linspace(0, 1, N) y1 = norm.cdf(x, loc=0, scale=sigma)-0.5 if not even: y1 = np.append(y1, [0.5]) y2 = 1-(norm.cdf(x, loc=0, scale=sigma)-0.5) y2 = np.flip(y2, axis=0) y = np.concatenate((y1, y2), axis=0) return y def get_gaussian_axis_sample(a, b, N, dtype): """ Returns a function value f(n) where f is a gaussian cdf in range [a, b] and N sampling points :param a: left value range bound :param b: right value range bound :param N: discretization of intervall [a,b] :param dtype: data type :return: [list] axis range """ assert a < b, "condition a < b violated!" assert isinstance(N, int), "condition N of type int violated!" data = [] for n in range(N): x = a + get_norm_cdf(N)[n]*(b-a) if dtype is int: data.append(int(x)) elif dtype is float: data.append(x) else: raise AssertionError("dtype {} not supported for uniform sampling!".format(dtype)) return data def get_logarithmic_axis_sample(a, b, N, dtype): """ Returns a function value f(n) where f is logarithmic function e^x sampling the exponent range [log(a), log(b)] linear at N sampling points. The function values returned are in the range [a, b]. :param a: left value range bound :param b: right value range bound :param N: discretization of intervall [a,b] :param dtype: data type :return: [list] axis range """ assert a < b, "condition a < b violated!" assert a > 0, "condition a > 0 violated!" assert isinstance(N, int), "condition N of type int violated!" # convert input range into exponent range lexp = np.log(a) rexp = np.log(b) exp_range = np.linspace(lexp, rexp, N) data = [] for n in range(exp_range.shape[0]): x = np.exp(exp_range[n]) if dtype is int: data.append(int(x)) elif dtype is float: data.append(x) else: raise AssertionError("dtype {} not supported for uniform sampling!".format(dtype)) return data class GridsearchSolver(HyppopySolver): """ The GridsearchSolver class implements a gridsearch optimization. The gridsearch supports categorical, uniform, normal and loguniform sampling. To use the GridsearchSolver, besides a range, one must specifiy the number of samples in the domain, e.g. 'data': [0, 1, 100] """ def __init__(self, project=None): + """ + The constructor accepts a HyppopyProject. + + :param project: [HyppopyProject] project instance, default=None + """ HyppopySolver.__init__(self, project) def define_interface(self): + """ + This function is called when HyppopySolver.__init__ function finished. Child classes need to define their + individual parameter here by calling the _add_member function for each class member variable need to be defined. + Using _add_hyperparameter_signature the structure of a hyperparameter the solver expects must be defined. + Both, members and hyperparameter signatures are later get checked, before executing the solver, ensuring + settings passed fullfill solver needs. + """ self._add_hyperparameter_signature(name="domain", dtype=str, options=["uniform", "normal", "loguniform", "categorical"]) self._add_hyperparameter_signature(name="data", dtype=list) self._add_hyperparameter_signature(name="frequency", dtype=int) self._add_hyperparameter_signature(name="type", dtype=type) def loss_function_call(self, params): + """ + This function is called within the function loss_function and encapsulates the actual blackbox function call + in each iteration. The function loss_function takes care of the iteration driving and reporting, but each solver + lib might need some special treatment between the parameter set selection and the calling of the actual blackbox + function, e.g. parameter converting. + + :param params: [dict] hyperparameter space sample e.g. {'p1': 0.123, 'p2': 3.87, ...} + + :return: [float] loss + """ loss = self.blackbox(**params) if loss is None: return np.nan return loss def execute_solver(self, searchspace): + """ + This function is called immediately after convert_searchspace and get the output of the latter as input. It's + purpose is to call the solver libs main optimization function. + + :param searchspace: converted hyperparameter space + """ for x in product(*searchspace[1]): params = {} for name, value in zip(searchspace[0], x): params[name] = value try: self.loss_function(**params) except Exception as e: msg = "internal error in randomsearch execute_solver occured. {}".format(e) LOG.error(msg) raise BrokenPipeError(msg) self.best = self._trials.argmin def convert_searchspace(self, hyperparameter): """ The function converts the standard parameter input into a range list depending on the domain. These rangelists are later used with itertools product to create a paramater space sample of each combination. :param hyperparameter: [dict] hyperparameter space :return: [list] name and range for each parameter space axis """ LOG.debug("convert input parameter\n\n\t{}\n".format(pformat(hyperparameter))) searchspace = [[], []] for name, param in hyperparameter.items(): if param["domain"] != "categorical" and "frequency" not in param.keys(): param["frequency"] = DEFAULTGRIDFREQUENCY warnings.warn("No frequency field found, used default gridsearch frequency {}".format(DEFAULTGRIDFREQUENCY)) if param["domain"] == "categorical": searchspace[0].append(name) searchspace[1].append(param["data"]) elif param["domain"] == "uniform": searchspace[0].append(name) searchspace[1].append(get_uniform_axis_sample(param["data"][0], param["data"][1], param["frequency"], param["type"])) elif param["domain"] == "normal": searchspace[0].append(name) searchspace[1].append(get_gaussian_axis_sample(param["data"][0], param["data"][1], param["frequency"], param["type"])) elif param["domain"] == "loguniform": searchspace[0].append(name) searchspace[1].append(get_logarithmic_axis_sample(param["data"][0], param["data"][1], param["frequency"], param["type"])) return searchspace diff --git a/hyppopy/solvers/HyperoptSolver.py b/hyppopy/solvers/HyperoptSolver.py index aba08c0..673ce8e 100644 --- a/hyppopy/solvers/HyperoptSolver.py +++ b/hyppopy/solvers/HyperoptSolver.py @@ -1,161 +1,202 @@ # Hyppopy - A Hyper-Parameter Optimization Toolbox # # Copyright (c) German Cancer Research Center, # Division of Medical Image Computing. # All rights reserved. # # This software is distributed WITHOUT ANY WARRANTY; without # even the implied warranty of MERCHANTABILITY or FITNESS FOR # A PARTICULAR PURPOSE. # # See LICENSE import os import copy import logging import numpy as np from pprint import pformat from hyperopt import fmin, tpe, hp, STATUS_OK, STATUS_FAIL, Trials from hyppopy.globals import DEBUGLEVEL from hyppopy.solvers.HyppopySolver import HyppopySolver from hyppopy.BlackboxFunction import BlackboxFunction LOG = logging.getLogger(os.path.basename(__file__)) LOG.setLevel(DEBUGLEVEL) class HyperoptSolver(HyppopySolver): def __init__(self, project=None): + """ + The constructor accepts a HyppopyProject. + + :param project: [HyppopyProject] project instance, default=None + """ HyppopySolver.__init__(self, project) self._searchspace = None def define_interface(self): + """ + This function is called when HyppopySolver.__init__ function finished. Child classes need to define their + individual parameter here by calling the _add_member function for each class member variable need to be defined. + Using _add_hyperparameter_signature the structure of a hyperparameter the solver expects must be defined. + Both, members and hyperparameter signatures are later get checked, before executing the solver, ensuring + settings passed fullfill solver needs. + """ self._add_member("max_iterations", int) self._add_hyperparameter_signature(name="domain", dtype=str, options=["uniform", "normal", "loguniform", "categorical"]) self._add_hyperparameter_signature(name="data", dtype=list) self._add_hyperparameter_signature(name="type", dtype=type) def loss_function(self, params): + """ + Loss function wrapper function. + + :param params: [dict] hyperparameter set + + :return: [float] loss + """ for name, p in self._searchspace.items(): if p["domain"] != "categorical": if params[name] < p["data"][0]: params[name] = p["data"][0] if params[name] > p["data"][1]: params[name] = p["data"][1] status = STATUS_FAIL try: loss = self.blackbox(**params) if loss is not None: status = STATUS_OK else: loss = 1e9 except Exception as e: LOG.error("execution of self.blackbox(**params) failed due to:\n {}".format(e)) status = STATUS_FAIL loss = 1e9 cbd = copy.deepcopy(params) cbd['iterations'] = self._trials.trials[-1]['tid'] + 1 cbd['loss'] = loss cbd['status'] = status cbd['book_time'] = self._trials.trials[-1]['book_time'] cbd['refresh_time'] = self._trials.trials[-1]['refresh_time'] if isinstance(self.blackbox, BlackboxFunction) and self.blackbox.callback_func is not None: self.blackbox.callback_func(**cbd) if self._visdom_viewer is not None: self._visdom_viewer.update(cbd) return {'loss': loss, 'status': status} def execute_solver(self, searchspace): + """ + This function is called immediately after convert_searchspace and get the output of the latter as input. It's + purpose is to call the solver libs main optimization function. + + :param searchspace: converted hyperparameter space + """ LOG.debug("execute_solver using solution space:\n\n\t{}\n".format(pformat(searchspace))) self.trials = Trials() try: self.best = fmin(fn=self.loss_function, space=searchspace, algo=tpe.suggest, max_evals=self.max_iterations, trials=self.trials) except Exception as e: msg = "internal error in hyperopt.fmin occured. {}".format(e) LOG.error(msg) raise BrokenPipeError(msg) def convert_searchspace(self, hyperparameter): + """ + This function gets the unified hyppopy-like parameterspace description as input and, if necessary, should + convert it into a solver lib specific format. The function is invoked when run is called and what it returns + is passed as searchspace argument to the function execute_solver. + + :param hyperparameter: [dict] nested parameter description dict e.g. {'name': {'domain':'uniform', 'data':[0,1], 'type':'float'}, ...} + + :return: [object] converted hyperparameter space + """ self._searchspace = hyperparameter solution_space = {} for name, content in hyperparameter.items(): param_settings = {'name': name} for key, value in content.items(): if key == 'domain': param_settings['domain'] = value elif key == 'data': param_settings['data'] = value elif key == 'type': param_settings['dtype'] = value solution_space[name] = self.convert(param_settings) return solution_space def convert(self, param_settings): + """ + Convert searchspace to hyperopt specific searchspace + + :param param_settings: [dict] hyperparameter description + + :return: [object] hyperopt description + """ name = param_settings["name"] domain = param_settings["domain"] dtype = param_settings["dtype"] data = param_settings["data"] if domain == "uniform": if dtype is float: return hp.uniform(name, data[0], data[1]) elif dtype is int: data = list(np.arange(int(data[0]), int(data[1] + 1))) return hp.choice(name, data) else: msg = "cannot convert the type {} in domain {}".format(dtype, domain) LOG.error(msg) raise LookupError(msg) elif domain == "loguniform": if dtype is float: if data[0] == 0: data[0] += 1e-23 assert data[0] > 0, "precondition Violation, a < 0!" assert data[0] < data[1], "precondition Violation, a > b!" assert data[1] > 0, "precondition Violation, b < 0!" lexp = np.log(data[0]) rexp = np.log(data[1]) assert lexp is not np.nan, "precondition violation, left bound input error, results in nan!" assert rexp is not np.nan, "precondition violation, right bound input error, results in nan!" return hp.loguniform(name, lexp, rexp) else: msg = "cannot convert the type {} in domain {}".format(dtype, domain) LOG.error(msg) raise LookupError(msg) elif domain == "normal": if dtype is float: mu = (data[1] - data[0]) / 2.0 sigma = mu / 3 return hp.normal(name, data[0] + mu, sigma) else: msg = "cannot convert the type {} in domain {}".format(dtype, domain) LOG.error(msg) raise LookupError(msg) elif domain == "categorical": if dtype is str: return hp.choice(name, data) elif dtype is bool: data = [] for elem in data: if elem == "true" or elem == "True" or elem == 1 or elem == "1": data.append(True) elif elem == "false" or elem == "False" or elem == 0 or elem == "0": data.append(False) else: msg = "cannot convert the type {} in domain {}, unknown bool type value".format(dtype, domain) LOG.error(msg) raise LookupError(msg) return hp.choice(name, data) else: msg = "Precondition violation, domain named {} not available!".format(domain) LOG.error(msg) raise IOError(msg) diff --git a/hyppopy/solvers/HyppopySolver.py b/hyppopy/solvers/HyppopySolver.py index b1dd916..f064d20 100644 --- a/hyppopy/solvers/HyppopySolver.py +++ b/hyppopy/solvers/HyppopySolver.py @@ -1,507 +1,512 @@ # Hyppopy - A Hyper-Parameter Optimization Toolbox # # Copyright (c) German Cancer Research Center, # Division of Medical Image Computing. # All rights reserved. # # This software is distributed WITHOUT ANY WARRANTY; without # even the implied warranty of MERCHANTABILITY or FITNESS FOR # A PARTICULAR PURPOSE. # # See LICENSE __all__ = ['HyppopySolver'] import abc import copy import types import datetime import numpy as np import pandas as pd from hyperopt import Trials from hyppopy.globals import * from hyppopy.VisdomViewer import VisdomViewer from hyppopy.HyppopyProject import HyppopyProject from hyppopy.BlackboxFunction import BlackboxFunction from hyppopy.FunctionSimulator import FunctionSimulator from hyppopy.globals import DEBUGLEVEL LOG = logging.getLogger(os.path.basename(__file__)) LOG.setLevel(DEBUGLEVEL) class HyppopySolver(object): """ The HyppopySolver class is the base class for all solver addons. It defines virtual functions a child class has to implement to deal with the front-end communication, orchestrating the optimization process and ensuring a proper process information storing. The key idea is that the HyppopySolver class defines an interface to configure and run an object instance of itself independently from the concrete solver lib used to optimize in the background. To achieve this goal an addon developer needs to implement the abstract methods 'convert_searchspace', 'execute_solver' and 'loss_function_call'. These methods abstract the peculiarities of the solver libs to offer, on the user side, a simple and consistent parameter space configuration and optimization procedure. The method 'convert_searchspace' transforms the hyppopy parameter space description into the solver lib specific description. The method loss_function_call is used to handle solver lib specifics of calling the actual blackbox function and execute_solver is executed when the run method is invoked und takes care of calling the solver lib solving routine. The class HyppopySolver defines an interface to be implemented when writing a custom solver. Each solver derivative needs to implement the abstract methods: - convert_searchspace - execute_solver - loss_function_call - define_interface The dev-user interface consists of the methods: - _add_member - _add_hyperparameter_signature - _check_project The end-user interface consists of the methods: - run - get_results - print_best - print_timestats - start_viewer """ def __init__(self, project=None): + """ + The constructor accepts a HyppopyProject. + + :param project: [HyppopyProject] project instance, default=None + """ self._idx = None # current iteration counter self._best = None # best parameter set self._trials = None # trials object, hyppopy uses the Trials object from hyperopt self._blackbox = None # blackbox function, eiter a function or a BlackboxFunction instance self._total_duration = None # keeps track of the solvers running time self._solver_overhead = None # stores the time overhead of the solver, means total time minus time in blackbox self._time_per_iteration = None # mean time per iterration self._accumulated_blackbox_time = None # summed time the solver was in the blackbox function self._visdom_viewer = None # visdom viewer instance self._child_members = {} # this dict keeps track of the settings the child solver defines self._hopt_signatures = {} # this dict keeps track of the hyperparameter signatures the child solver defines self.define_interface() # the child define interface function is called which defines settings and hyperparameter signatures if project is not None: self.project = project @abc.abstractmethod def convert_searchspace(self, hyperparameter): """ This function gets the unified hyppopy-like parameterspace description as input and, if necessary, should convert it into a solver lib specific format. The function is invoked when run is called and what it returns is passed as searchspace argument to the function execute_solver. :param hyperparameter: [dict] nested parameter description dict e.g. {'name': {'domain':'uniform', 'data':[0,1], 'type':'float'}, ...} :return: [object] converted hyperparameter space """ raise NotImplementedError('users must define convert_searchspace to use this class') @abc.abstractmethod def execute_solver(self, searchspace): """ - This function is called immediatly after convert_searchspace and get the output of the latter as input. It's + This function is called immediately after convert_searchspace and get the output of the latter as input. It's purpose is to call the solver libs main optimization function. :param searchspace: converted hyperparameter space """ raise NotImplementedError('users must define execute_solver to use this class') @abc.abstractmethod def loss_function_call(self, params): """ This function is called within the function loss_function and encapsulates the actual blackbox function call in each iteration. The function loss_function takes care of the iteration driving and reporting, but each solver lib might need some special treatment between the parameter set selection and the calling of the actual blackbox function, e.g. parameter converting. :param params: [dict] hyperparameter space sample e.g. {'p1': 0.123, 'p2': 3.87, ...} :return: [float] loss """ raise NotImplementedError('users must define loss_function_call to use this class') @abc.abstractmethod def define_interface(self): """ This function is called when HyppopySolver.__init__ function finished. Child classes need to define their individual parameter here by calling the _add_member function for each class member variable need to be defined. Using _add_hyperparameter_signature the structure of a hyperparameter the solver expects must be defined. Both, members and hyperparameter signatures are later get checked, before executing the solver, ensuring settings passed fullfill solver needs. """ raise NotImplementedError('users must define define_interface to use this class') def _add_member(self, name, dtype, value=None, default=None): """ When designing your child solver class you need to implement the define_interface abstract method where you can call _add_member to define custom solver options that are automatically converted to class attributes. :param name: [str] option name :param dtype: [type] option data type :param value: [object] option value :param default: [object] option default value """ assert isinstance(name, str), "precondition violation, name needs to be of type str, got {}".format(type(name)) if value is not None: assert isinstance(value, dtype), "precondition violation, value does not match dtype condition!" if default is not None: assert isinstance(default, dtype), "precondition violation, default does not match dtype condition!" setattr(self, name, value) self._child_members[name] = {"type": dtype, "value": value, "default": default} def _add_hyperparameter_signature(self, name, dtype, options=None): """ When designing your child solver class you need to implement the define_interface abstract method where you can call _add_hyperparameter_signature to define a hyperparamter signature which is automatically checked for consistency while solver execution. :param name: [str] hyperparameter name :param dtype: [type] hyperparameter data type :param options: [list] list of possible values the hp can be set, if None no option check is done """ assert isinstance(name, str), "precondition violation, name needs to be of type str, got {}".format(type(name)) self._hopt_signatures[name] = {"type": dtype, "options": options} def _check_project(self): """ The function checks the members and hyperparameter signatures read from the project instance to be consistent with the members and signatures defined in the child class via define_interface. """ assert isinstance(self.project, HyppopyProject), "Invalid project instance, either not set or setting failed!" # check hyperparameter signatures for name, param in self.project.hyperparameter.items(): for sig, settings in self._hopt_signatures.items(): if sig not in param.keys(): msg = "Missing hyperparameter signature {}!".format(sig) LOG.error(msg) raise LookupError(msg) else: if not isinstance(param[sig], settings["type"]): msg = "Hyperparameter signature type mismatch, expected type {} got {}!".format(settings["type"], param[sig]) LOG.error(msg) raise TypeError(msg) if settings["options"] is not None: if param[sig] not in settings["options"]: msg = "Wrong signature value, {} not found in signature options!".format(param[sig]) LOG.error(msg) raise LookupError(msg) # check child members for name in self._child_members.keys(): if name not in self.project.__dict__.keys(): msg = "missing settings field {}!".format(name) LOG.error(msg) raise LookupError(msg) self.__dict__[name] = self.project.settings[name] def __compute_time_statistics(self): """ Evaluates all timestatistic values available """ dts = [] for trial in self._trials.trials: if 'book_time' in trial.keys() and 'refresh_time' in trial.keys(): dt = trial['refresh_time'] - trial['book_time'] dts.append(dt.total_seconds()) self._time_per_iteration = np.mean(dts) * 1e3 self._accumulated_blackbox_time = np.sum(dts) * 1e3 tmp = self.total_duration - self._accumulated_blackbox_time self._solver_overhead = int(np.round(100.0 / (self.total_duration + 1e-12) * tmp)) def loss_function(self, **params): """ This function is called each iteration with a selected parameter set. The parameter set selection is driven by the solver lib itself. The purpose of this function is to take care of the iteration reporting and the calling of the callback_func is available. As a developer you might want to overwrite this function completely (e.g. HyperoptSolver) but then you need to take care for iteration reporting for yourself. The alternative is to only implement loss_function_call (e.g. OptunitySolver). :param params: [dict] hyperparameter space sample e.g. {'p1': 0.123, 'p2': 3.87, ...} :return: [float] loss """ self._idx += 1 vals = {} idx = {} for key, value in params.items(): vals[key] = [value] idx[key] = [self._idx] trial = {'tid': self._idx, 'result': {'loss': None, 'status': 'ok'}, 'misc': { 'tid': self._idx, 'idxs': idx, 'vals': vals }, 'book_time': datetime.datetime.now(), 'refresh_time': None } try: loss = self.loss_function_call(params) trial['result']['loss'] = loss trial['result']['status'] = 'ok' if loss == np.nan: trial['result']['status'] = 'failed' except Exception as e: LOG.error("computing loss failed due to:\n {}".format(e)) loss = np.nan trial['result']['loss'] = np.nan trial['result']['status'] = 'failed' trial['refresh_time'] = datetime.datetime.now() self._trials.trials.append(trial) cbd = copy.deepcopy(params) cbd['iterations'] = self._idx cbd['loss'] = loss cbd['status'] = trial['result']['status'] cbd['book_time'] = trial['book_time'] cbd['refresh_time'] = trial['refresh_time'] if isinstance(self.blackbox, BlackboxFunction) and self.blackbox.callback_func is not None: self.blackbox.callback_func(**cbd) if self._visdom_viewer is not None: self._visdom_viewer.update(cbd) return loss def run(self, print_stats=True): """ This function starts the optimization process. :param print_stats: [bool] en- or disable console output """ self._idx = 0 self.trials = Trials() start_time = datetime.datetime.now() try: search_space = self.convert_searchspace(self.project.hyperparameter) except Exception as e: msg = "Failed to convert searchspace, error: {}".format(e) LOG.error(msg) raise AssertionError(msg) try: self.execute_solver(search_space) except Exception as e: msg = "Failed to execute solver, error: {}".format(e) LOG.error(msg) raise AssertionError(msg) end_time = datetime.datetime.now() dt = end_time - start_time days = divmod(dt.total_seconds(), 86400) hours = divmod(days[1], 3600) minutes = divmod(hours[1], 60) seconds = divmod(minutes[1], 1) milliseconds = divmod(seconds[1], 0.001) self._total_duration = [int(days[0]), int(hours[0]), int(minutes[0]), int(seconds[0]), int(milliseconds[0])] if print_stats: self.print_best() self.print_timestats() def get_results(self): """ This function returns a complete optimization history as pandas DataFrame and a dict with the optimal parameter set. :return: [DataFrame], [dict] history and optimal parameter set """ assert isinstance(self.trials, Trials), "precondition violation, wrong trials type! Maybe solver was not yet executed?" results = {'duration': [], 'losses': [], 'status': []} pset = self.trials.trials[0]['misc']['vals'] for p in pset.keys(): results[p] = [] for n, trial in enumerate(self.trials.trials): t1 = trial['book_time'] t2 = trial['refresh_time'] results['duration'].append((t2 - t1).microseconds / 1000.0) results['losses'].append(trial['result']['loss']) results['status'].append(trial['result']['status'] == 'ok') losses = np.array(results['losses']) results['losses'] = list(losses) pset = trial['misc']['vals'] for p in pset.items(): results[p[0]].append(p[1][0]) return pd.DataFrame.from_dict(results), self.best def print_best(self): """ Optimization result console output printing. """ print("\n") print("#" * 40) print("### Best Parameter Choice ###") print("#" * 40) for name, value in self.best.items(): print(" - {}\t:\t{}".format(name, value)) print("\n - number of iterations\t:\t{}".format(self.trials.trials[-1]['tid']+1)) print(" - total time\t:\t{}d:{}h:{}m:{}s:{}ms".format(self._total_duration[0], self._total_duration[1], self._total_duration[2], self._total_duration[3], self._total_duration[4])) print("#" * 40) def print_timestats(self): """ Time statistic console output printing. """ print("\n") print("#" * 40) print("### Timing Statistics ###") print("#" * 40) print(" - per iteration: {}ms".format(int(self.time_per_iteration*1e4)/10000)) print(" - total time: {}d:{}h:{}m:{}s:{}ms".format(self._total_duration[0], self._total_duration[1], self._total_duration[2], self._total_duration[3], self._total_duration[4])) print("#" * 40) print(" - solver overhead: {}%".format(self.solver_overhead)) def start_viewer(self, port=8097, server="http://localhost"): """ Starts the visdom viewer. :param port: [int] port number, default: 8097 :param server: [str] server name, default: http://localhost """ try: self._visdom_viewer = VisdomViewer(self._project, port, server) except Exception as e: import warnings warnings.warn("Failed starting VisdomViewer. Is the server running? If not start it via $visdom") LOG.error("Failed starting VisdomViewer: {}".format(e)) self._visdom_viewer = None @property def project(self): """ HyppopyProject instance :return: [HyppopyProject] project instance """ return self._project @project.setter def project(self, value): """ Set HyppopyProject instance :param value: [HyppopyProject] project instance """ if isinstance(value, dict): self._project = HyppopyProject(value) elif isinstance(value, HyppopyProject): self._project = value else: msg = "Input error, project_manager of type: {} not allowed!".format(type(value)) LOG.error(msg) raise TypeError(msg) self._check_project() @property def blackbox(self): """ Get the BlackboxFunction object. :return: [object] BlackboxFunction instance or function """ return self._blackbox @blackbox.setter def blackbox(self, value): """ Set the BlackboxFunction wrapper class encapsulating the loss function or a function accepting a hyperparameter set and returning a float. :return: [object] pointer to blackbox_func """ if isinstance(value, types.FunctionType) or isinstance(value, BlackboxFunction) or isinstance(value, FunctionSimulator): self._blackbox = value else: self._blackbox = None msg = "Input error, blackbox of type: {} not allowed!".format(type(value)) LOG.error(msg) raise TypeError(msg) @property def best(self): """ Returns best parameter set. :return: [dict] best parameter set """ return self._best @best.setter def best(self, value): """ Set the best parameter set. :param value: [dict] best parameter set """ if not isinstance(value, dict): msg = "Input error, best of type: {} not allowed!".format(type(value)) LOG.error(msg) raise TypeError(msg) self._best = value @property def trials(self): """ Get the Trials instance. :return: [object] Trials instance """ return self._trials @trials.setter def trials(self, value): """ Set the Trials object. :param value: [object] Trials instance """ self._trials = value @property def total_duration(self): """ Get total computation duration. :return: [float] total computation time """ return (self._total_duration[0]*86400 + self._total_duration[1] * 3600 + self._total_duration[2] * 60 + self._total_duration[3]) * 1000 + self._total_duration[4] @property def solver_overhead(self): """ Get the solver overhead, this is the total time minus the duration of the blackbox function calls. :return: [float] solver overhead duration """ if self._solver_overhead is None: self.__compute_time_statistics() return self._solver_overhead @property def time_per_iteration(self): """ Get the mean duration per iteration. :return: [float] time per iteration """ if self._time_per_iteration is None: self.__compute_time_statistics() return self._time_per_iteration @property def accumulated_blackbox_time(self): """ Get the summed blackbox function computation time. :return: [float] blackbox function computation time """ if self._accumulated_blackbox_time is None: self.__compute_time_statistics() return self._accumulated_blackbox_time diff --git a/hyppopy/solvers/OptunaSolver.py b/hyppopy/solvers/OptunaSolver.py index f02b086..677f580 100644 --- a/hyppopy/solvers/OptunaSolver.py +++ b/hyppopy/solvers/OptunaSolver.py @@ -1,86 +1,118 @@ # Hyppopy - A Hyper-Parameter Optimization Toolbox # # Copyright (c) German Cancer Research Center, # Division of Medical Image Computing. # All rights reserved. # # This software is distributed WITHOUT ANY WARRANTY; without # even the implied warranty of MERCHANTABILITY or FITNESS FOR # A PARTICULAR PURPOSE. # # See LICENSE import os import optuna import logging import warnings import numpy as np from pprint import pformat from hyppopy.globals import DEBUGLEVEL from hyppopy.solvers.HyppopySolver import HyppopySolver LOG = logging.getLogger(os.path.basename(__file__)) LOG.setLevel(DEBUGLEVEL) class OptunaSolver(HyppopySolver): def __init__(self, project=None): + """ + The constructor accepts a HyppopyProject. + + :param project: [HyppopyProject] project instance, default=None + """ HyppopySolver.__init__(self, project) self._searchspace = None def define_interface(self): + """ + This function is called when HyppopySolver.__init__ function finished. Child classes need to define their + individual parameter here by calling the _add_member function for each class member variable need to be defined. + Using _add_hyperparameter_signature the structure of a hyperparameter the solver expects must be defined. + Both, members and hyperparameter signatures are later get checked, before executing the solver, ensuring + settings passed fullfill solver needs. + """ self._add_member("max_iterations", int) self._add_hyperparameter_signature(name="domain", dtype=str, options=["uniform", "categorical"]) self._add_hyperparameter_signature(name="data", dtype=list) self._add_hyperparameter_signature(name="type", dtype=type) - def reformat_parameter(self, params): - out_params = {} - for name, value in params.items(): - if self._searchspace[name]["domain"] == "categorical": - out_params[name] = self._searchspace[name]["data"][int(np.round(value))] - else: - if self._searchspace[name]["type"] is int: - out_params[name] = int(np.round(value)) - else: - out_params[name] = value - return out_params - def trial_cache(self, trial): + """ + Optuna specific loss function wrapper + + :param trial: [Trial] instance + + :return: [function] loss function + """ params = {} for name, param in self._searchspace.items(): if param["domain"] == "categorical": params[name] = trial.suggest_categorical(name, param["data"]) else: params[name] = trial.suggest_uniform(name, param["data"][0], param["data"][1]) return self.loss_function(**params) def loss_function_call(self, params): + """ + This function is called within the function loss_function and encapsulates the actual blackbox function call + in each iteration. The function loss_function takes care of the iteration driving and reporting, but each solver + lib might need some special treatment between the parameter set selection and the calling of the actual blackbox + function, e.g. parameter converting. + + :param params: [dict] hyperparameter space sample e.g. {'p1': 0.123, 'p2': 3.87, ...} + + :return: [float] loss + """ for key in params.keys(): if self.project.get_typeof(key) is int: params[key] = int(round(params[key])) return self.blackbox(**params) def execute_solver(self, searchspace): + """ + This function is called immediately after convert_searchspace and get the output of the latter as input. It's + purpose is to call the solver libs main optimization function. + + :param searchspace: converted hyperparameter space + """ LOG.debug("execute_solver using solution space:\n\n\t{}\n".format(pformat(searchspace))) self._searchspace = searchspace try: study = optuna.create_study() study.optimize(self.trial_cache, n_trials=self.max_iterations) self.best = study.best_trial.params except Exception as e: LOG.error("internal error in bayes_opt maximize occured. {}".format(e)) raise BrokenPipeError("internal error in bayes_opt maximize occured. {}".format(e)) def convert_searchspace(self, hyperparameter): + """ + This function gets the unified hyppopy-like parameterspace description as input and, if necessary, should + convert it into a solver lib specific format. The function is invoked when run is called and what it returns + is passed as searchspace argument to the function execute_solver. + + :param hyperparameter: [dict] nested parameter description dict e.g. {'name': {'domain':'uniform', 'data':[0,1], 'type':'float'}, ...} + + :return: [object] converted hyperparameter space + """ LOG.debug("convert input parameter\n\n\t{}\n".format(pformat(hyperparameter))) for name, param in hyperparameter.items(): if param["domain"] != "categorical" and param["domain"] != "uniform": msg = "Warning: Optuna cannot handle {} domain. Only uniform and categorical domains are supported!".format(param["domain"]) warnings.warn(msg) LOG.warning(msg) return hyperparameter diff --git a/hyppopy/solvers/OptunitySolver.py b/hyppopy/solvers/OptunitySolver.py index 2c894af..8a7abe7 100644 --- a/hyppopy/solvers/OptunitySolver.py +++ b/hyppopy/solvers/OptunitySolver.py @@ -1,93 +1,137 @@ # Hyppopy - A Hyper-Parameter Optimization Toolbox # # Copyright (c) German Cancer Research Center, # Division of Medical Image Computing. # All rights reserved. # # This software is distributed WITHOUT ANY WARRANTY; without # even the implied warranty of MERCHANTABILITY or FITNESS FOR # A PARTICULAR PURPOSE. # # See LICENSE import os import logging import optunity from pprint import pformat from hyppopy.globals import DEBUGLEVEL LOG = logging.getLogger(os.path.basename(__file__)) LOG.setLevel(DEBUGLEVEL) from hyppopy.solvers.HyppopySolver import HyppopySolver class OptunitySolver(HyppopySolver): def __init__(self, project=None): + """ + The constructor accepts a HyppopyProject. + + :param project: [HyppopyProject] project instance, default=None + """ HyppopySolver.__init__(self, project) def define_interface(self): + """ + This function is called when HyppopySolver.__init__ function finished. Child classes need to define their + individual parameter here by calling the _add_member function for each class member variable need to be defined. + Using _add_hyperparameter_signature the structure of a hyperparameter the solver expects must be defined. + Both, members and hyperparameter signatures are later get checked, before executing the solver, ensuring + settings passed fullfill solver needs. + """ self._add_member("max_iterations", int) self._add_hyperparameter_signature(name="domain", dtype=str, options=["uniform", "categorical"]) self._add_hyperparameter_signature(name="data", dtype=list) self._add_hyperparameter_signature(name="type", dtype=type) def loss_function_call(self, params): + """ + This function is called within the function loss_function and encapsulates the actual blackbox function call + in each iteration. The function loss_function takes care of the iteration driving and reporting, but each solver + lib might need some special treatment between the parameter set selection and the calling of the actual blackbox + function, e.g. parameter converting. + + :param params: [dict] hyperparameter space sample e.g. {'p1': 0.123, 'p2': 3.87, ...} + + :return: [float] loss + """ for key in params.keys(): if self.project.get_typeof(key) is int: params[key] = int(round(params[key])) return self.blackbox(**params) def execute_solver(self, searchspace): + """ + This function is called immediately after convert_searchspace and get the output of the latter as input. It's + purpose is to call the solver libs main optimization function. + + :param searchspace: converted hyperparameter space + """ LOG.debug("execute_solver using solution space:\n\n\t{}\n".format(pformat(searchspace))) try: self.best, _, _ = optunity.minimize_structured(f=self.loss_function, num_evals=self.max_iterations, search_space=searchspace) except Exception as e: LOG.error("internal error in optunity.minimize_structured occured. {}".format(e)) raise BrokenPipeError("internal error in optunity.minimize_structured occured. {}".format(e)) def split_categorical(self, pdict): + """ + This function splits the incoming dict into two parts, categorical only entries and other. + + :param pdict: [dict] input parameter description dict + + :return: [dict],[dict] categorical only, others + """ categorical = {} uniform = {} for name, pset in pdict.items(): for key, value in pset.items(): if key == 'domain' and value == 'categorical': categorical[name] = pset elif key == 'domain': uniform[name] = pset return categorical, uniform def convert_searchspace(self, hyperparameter): + """ + This function gets the unified hyppopy-like parameterspace description as input and, if necessary, should + convert it into a solver lib specific format. The function is invoked when run is called and what it returns + is passed as searchspace argument to the function execute_solver. + + :param hyperparameter: [dict] nested parameter description dict e.g. {'name': {'domain':'uniform', 'data':[0,1], 'type':'float'}, ...} + + :return: [object] converted hyperparameter space + """ LOG.debug("convert input parameter\n\n\t{}\n".format(pformat(hyperparameter))) # split input in categorical and non-categorical data cat, uni = self.split_categorical(hyperparameter) # build up dictionary keeping all non-categorical data uniforms = {} for key, value in uni.items(): for key2, value2 in value.items(): if key2 == 'data': if len(value2) == 3: uniforms[key] = value2[0:2] elif len(value2) == 2: uniforms[key] = value2 else: raise AssertionError("precondition violation, optunity searchspace needs list with left and right range bounds!") if len(cat) == 0: return uniforms # build nested categorical structure inner_level = uniforms for key, value in cat.items(): tmp = {} optunity_space = {} for key2, value2 in value.items(): if key2 == 'data': for elem in value2: tmp[elem] = inner_level optunity_space[key] = tmp inner_level = optunity_space return optunity_space diff --git a/hyppopy/solvers/QuasiRandomsearchSolver.py b/hyppopy/solvers/QuasiRandomsearchSolver.py index b9159ec..5e1a3cf 100644 --- a/hyppopy/solvers/QuasiRandomsearchSolver.py +++ b/hyppopy/solvers/QuasiRandomsearchSolver.py @@ -1,201 +1,238 @@ # Hyppopy - A Hyper-Parameter Optimization Toolbox # # Copyright (c) German Cancer Research Center, # Division of Medical Image Computing. # All rights reserved. # # This software is distributed WITHOUT ANY WARRANTY; without # even the implied warranty of MERCHANTABILITY or FITNESS FOR # A PARTICULAR PURPOSE. # # See LICENSE __all__ = ['HaltonSequenceGenerator', 'QuasiRandomSampleGenerator', 'QuasiRandomsearchSolver'] import os import logging import warnings import numpy as np from pprint import pformat from hyppopy.globals import DEBUGLEVEL from hyppopy.solvers.HyppopySolver import HyppopySolver LOG = logging.getLogger(os.path.basename(__file__)) LOG.setLevel(DEBUGLEVEL) class HaltonSequenceGenerator(object): """ This class generates Halton sequences (https://en.wikipedia.org/wiki/Halton_sequence). The class needs a total number of samples and the number of dimensions to generate a quasirandom sequence for each axis. The method get_unit_space returns a sequence list with N_samples for each axis representing N_samples vectors on a unit sphere. """ def __init__(self): pass def __next_prime(self): """ Checks if num is a prime value """ def is_prime(num): for i in range(2, int(num ** 0.5) + 1): if (num % i) == 0: return False return True prime = 3 while 1: if is_prime(prime): yield prime prime += 2 def __vdc(self, n, base): vdc, denom = 0, 1 while n: denom *= base n, remainder = divmod(n, base) vdc += remainder / float(denom) return vdc def get_unit_space(self, N_samples, N_dims): """ Returns a unit space in form of a sequence list keeping N_dims sequences with N_sample samplings. Each sample represents a N_dims dimensional vector on a unit sphere. :param N_samples: [int] Number of samples :param N_dims: [int] Number of dimensions :return: [list] samples list of length N_dims keeping lists each of length N_samples """ seq = [] primeGen = self.__next_prime() next(primeGen) for d in range(N_dims): base = next(primeGen) seq.append([self.__vdc(i, base) for i in range(N_samples)]) return seq class QuasiRandomSampleGenerator(object): """ This class takes care of the hyperparameter space creation and next sample delivery. """ def __init__(self, N_samples=None): self._axis = None self._samples = [] self._numerical = [] self._categorical = [] self._N_samples = N_samples def set_axis(self, name, data, domain, dtype): """ Add an axis description. :param name: [str] axis name :param data: [list] axis range [min, max] :param domain: [str] axis domain :param dtype: [type] axis data type """ if domain == "categorical": if dtype is int: data = [int(i) for i in data] elif dtype is str: data = [str(i) for i in data] elif dtype is float: data = [float(i) for i in data] self._categorical.append({"name": name, "data": data, "type": dtype}) else: self._numerical.append({"name": name, "data": data, "type": dtype, "domain": domain}) def generate_samples(self, N_samples=None): """ This function is called once when the first sample is requested. It generates the halton sequence space. :param N_samples: [int] number of samples """ self._axis = [] if N_samples is None: assert isinstance(self._N_samples, int), "Precondition violation, no number of samples specified!" else: self._N_samples = N_samples axis_samples = {} if len(self._numerical) > 0: generator = HaltonSequenceGenerator() unit_space = generator.get_unit_space(self._N_samples, len(self._numerical)) for n, axis in enumerate(self._numerical): width = abs(axis["data"][1] - axis["data"][0]) unit_space[n] = [x * width for x in unit_space[n]] unit_space[n] = [x + axis["data"][0] for x in unit_space[n]] if axis["type"] is int: unit_space[n] = [int(round(x)) for x in unit_space[n]] axis_samples[axis["name"]] = unit_space[n] else: warnings.warn("No numerical axis defined, this warning can be ignored if searchspace is categorical only, otherwise check if axis was set!") for n in range(self._N_samples): sample = {} for name, data in axis_samples.items(): sample[name] = data[n] for cat in self._categorical: choice = np.random.choice(len(cat["data"]), 1)[0] sample[cat["name"]] = cat["data"][choice] self._samples.append(sample) def next(self): """ Returns the next sample. Returns None if all samples are requested. :return: [dict] sample dict {'name':value, ...} """ if len(self._samples) == 0: self.generate_samples() if len(self._samples) == 0: return None next_index = np.random.choice(len(self._samples), 1)[0] sample = self._samples.pop(next_index) return sample class QuasiRandomsearchSolver(HyppopySolver): """ The QuasiRandomsearchSolver class implements a quasi randomsearch optimization. The quasi randomsearch supports categorical and uniform sampling. The solver defines a Halton Sequence distributed hyperparameter space. This means a rather evenly distributed space sampling but no real randomness. """ def __init__(self, project=None): + """ + The constructor accepts a HyppopyProject. + + :param project: [HyppopyProject] project instance, default=None + """ HyppopySolver.__init__(self, project) self._sampler = None def define_interface(self): + """ + This function is called when HyppopySolver.__init__ function finished. Child classes need to define their + individual parameter here by calling the _add_member function for each class member variable need to be defined. + Using _add_hyperparameter_signature the structure of a hyperparameter the solver expects must be defined. + Both, members and hyperparameter signatures are later get checked, before executing the solver, ensuring + settings passed fullfill solver needs. + """ self._add_member("max_iterations", int) self._add_hyperparameter_signature(name="domain", dtype=str, options=["uniform", "categorical"]) self._add_hyperparameter_signature(name="data", dtype=list) self._add_hyperparameter_signature(name="type", dtype=type) def loss_function_call(self, params): + """ + This function is called within the function loss_function and encapsulates the actual blackbox function call + in each iteration. The function loss_function takes care of the iteration driving and reporting, but each solver + lib might need some special treatment between the parameter set selection and the calling of the actual blackbox + function, e.g. parameter converting. + + :param params: [dict] hyperparameter space sample e.g. {'p1': 0.123, 'p2': 3.87, ...} + + :return: [float] loss + """ loss = self.blackbox(**params) if loss is None: return np.nan return loss def execute_solver(self, searchspace): + """ + This function is called immediately after convert_searchspace and get the output of the latter as input. It's + purpose is to call the solver libs main optimization function. + + :param searchspace: converted hyperparameter space + """ N = self.max_iterations self._sampler = QuasiRandomSampleGenerator(N) for name, axis in searchspace.items(): self._sampler.set_axis(name, axis["data"], axis["domain"], axis["type"]) try: for n in range(N): params = self._sampler.next() if params is None: break self.loss_function(**params) except Exception as e: msg = "internal error in randomsearch execute_solver occured. {}".format(e) LOG.error(msg) raise BrokenPipeError(msg) self.best = self._trials.argmin def convert_searchspace(self, hyperparameter): + """ + This function gets the unified hyppopy-like parameterspace description as input and, if necessary, should + convert it into a solver lib specific format. The function is invoked when run is called and what it returns + is passed as searchspace argument to the function execute_solver. + + :param hyperparameter: [dict] nested parameter description dict e.g. {'name': {'domain':'uniform', 'data':[0,1], 'type':'float'}, ...} + + :return: [object] converted hyperparameter space + """ LOG.debug("convert input parameter\n\n\t{}\n".format(pformat(hyperparameter))) return hyperparameter diff --git a/hyppopy/solvers/RandomsearchSolver.py b/hyppopy/solvers/RandomsearchSolver.py index abbf85d..23a1a62 100644 --- a/hyppopy/solvers/RandomsearchSolver.py +++ b/hyppopy/solvers/RandomsearchSolver.py @@ -1,172 +1,209 @@ # Hyppopy - A Hyper-Parameter Optimization Toolbox # # Copyright (c) German Cancer Research Center, # Division of Medical Image Computing. # All rights reserved. # # This software is distributed WITHOUT ANY WARRANTY; without # even the implied warranty of MERCHANTABILITY or FITNESS FOR # A PARTICULAR PURPOSE. # # See LICENSE __all__ = ['RandomsearchSolver', 'draw_uniform_sample', 'draw_normal_sample', 'draw_loguniform_sample', 'draw_categorical_sample', 'draw_sample'] import os import copy import random import logging import numpy as np from pprint import pformat from hyppopy.globals import DEBUGLEVEL from hyppopy.solvers.HyppopySolver import HyppopySolver LOG = logging.getLogger(os.path.basename(__file__)) LOG.setLevel(DEBUGLEVEL) def draw_uniform_sample(param): """ Function draws a random sample from a uniform range :param param: [dict] input hyperparameter discription :return: random sample value of type data['type'] """ assert param['type'] is not str, "cannot sample a string list!" assert param['data'][0] < param['data'][1], "precondition violation: data[0] > data[1]!" s = random.random() s *= np.abs(param['data'][1] - param['data'][0]) s += param['data'][0] if param['type'] is int: s = int(np.round(s)) if s < param['data'][0]: s = int(param['data'][0]) if s > param['data'][1]: s = int(param['data'][1]) return s def draw_normal_sample(param): """ Function draws a random sample from a normal distributed range :param param: [dict] input hyperparameter discription :return: random sample value of type data['type'] """ assert param['type'] is not str, "cannot sample a string list!" assert param['data'][0] < param['data'][1], "precondition violation: data[0] > data[1]!" mu = (param['data'][1] - param['data'][0]) / 2 sigma = mu / 3 s = np.random.normal(loc=param['data'][0] + mu, scale=sigma) if s > param['data'][1]: s = param['data'][1] if s < param['data'][0]: s = param['data'][0] s = float(s) if param["type"] is int: s = int(np.round(s)) return s def draw_loguniform_sample(param): """ Function draws a random sample from a logarithmic distributed range :param param: [dict] input hyperparameter discription :return: random sample value of type data['type'] """ assert param['type'] is not str, "cannot sample a string list!" assert param['data'][0] < param['data'][1], "precondition violation: data[0] > data[1]!" p = copy.deepcopy(param) p['data'][0] = np.log(param['data'][0]) p['data'][1] = np.log(param['data'][1]) assert p['data'][0] is not np.nan, "Precondition violation, left bound input error, results in nan!" assert p['data'][1] is not np.nan, "Precondition violation, right bound input error, results in nan!" x = draw_uniform_sample(p) s = np.exp(x) if s > param['data'][1]: s = param['data'][1] if s < param['data'][0]: s = param['data'][0] return s def draw_categorical_sample(param): """ Function draws a random sample from a categorical list :param param: [dict] input hyperparameter discription :return: random sample value of type data['type'] """ return random.sample(param['data'], 1)[0] def draw_sample(param): """ Function draws a sample from the input hyperparameter descriptor depending on it's domain :param param: [dict] input hyperparameter discription :return: random sample value of type data['type'] """ assert isinstance(param, dict), "input error, hyperparam descriptors of type {} not allowed!".format(type(param)) if param['domain'] == "uniform": return draw_uniform_sample(param) elif param['domain'] == "normal": return draw_normal_sample(param) elif param['domain'] == "loguniform": return draw_loguniform_sample(param) elif param['domain'] == "categorical": return draw_categorical_sample(param) else: raise LookupError("Unknown domain {}".format(param['domain'])) class RandomsearchSolver(HyppopySolver): """ The RandomsearchSolver class implements a randomsearch optimization. The randomsearch supports categorical, uniform, normal and loguniform sampling. The solver draws an independent sample from the parameter space each iteration. """ def __init__(self, project=None): + """ + The constructor accepts a HyppopyProject. + + :param project: [HyppopyProject] project instance, default=None + """ HyppopySolver.__init__(self, project) def define_interface(self): + """ + This function is called when HyppopySolver.__init__ function finished. Child classes need to define their + individual parameter here by calling the _add_member function for each class member variable need to be defined. + Using _add_hyperparameter_signature the structure of a hyperparameter the solver expects must be defined. + Both, members and hyperparameter signatures are later get checked, before executing the solver, ensuring + settings passed fullfill solver needs. + """ self._add_member("max_iterations", int) self._add_hyperparameter_signature(name="domain", dtype=str, options=["uniform", "normal", "loguniform", "categorical"]) self._add_hyperparameter_signature(name="data", dtype=list) self._add_hyperparameter_signature(name="type", dtype=type) def loss_function_call(self, params): + """ + This function is called within the function loss_function and encapsulates the actual blackbox function call + in each iteration. The function loss_function takes care of the iteration driving and reporting, but each solver + lib might need some special treatment between the parameter set selection and the calling of the actual blackbox + function, e.g. parameter converting. + + :param params: [dict] hyperparameter space sample e.g. {'p1': 0.123, 'p2': 3.87, ...} + + :return: [float] loss + """ loss = self.blackbox(**params) if loss is None: return np.nan return loss def execute_solver(self, searchspace): + """ + This function is called immediately after convert_searchspace and get the output of the latter as input. It's + purpose is to call the solver libs main optimization function. + + :param searchspace: converted hyperparameter space + """ N = self.max_iterations try: for n in range(N): params = {} for name, p in searchspace.items(): params[name] = draw_sample(p) self.loss_function(**params) except Exception as e: msg = "internal error in randomsearch execute_solver occured. {}".format(e) LOG.error(msg) raise BrokenPipeError(msg) self.best = self._trials.argmin def convert_searchspace(self, hyperparameter): + """ + This function gets the unified hyppopy-like parameterspace description as input and, if necessary, should + convert it into a solver lib specific format. The function is invoked when run is called and what it returns + is passed as searchspace argument to the function execute_solver. + + :param hyperparameter: [dict] nested parameter description dict e.g. {'name': {'domain':'uniform', 'data':[0,1], 'type':'float'}, ...} + + :return: [object] converted hyperparameter space + """ LOG.debug("convert input parameter\n\n\t{}\n".format(pformat(hyperparameter))) return hyperparameter diff --git a/setup.py b/setup.py index f5b6e9b..2531396 100644 --- a/setup.py +++ b/setup.py @@ -1,54 +1,54 @@ import os from setuptools import setup, find_packages with open('README.md') as f: readme = f.read() with open('LICENSE') as f: license = f.read() -VERSION = "0.5.0.2" +VERSION = "0.5.0.3" ROOT = os.path.dirname(os.path.realpath(__file__)) new_init = [] with open(os.path.join(ROOT, *("hyppopy", "__init__.py")), "r") as infile: for line in infile: new_init.append(line) for n in range(len(new_init)): if new_init[n].startswith("__version__"): split = line.split("=") new_init[n] = "__version__ = '" + VERSION + "'\n" with open(os.path.join(ROOT, *("hyppopy", "__init__.py")), "w") as outfile: outfile.writelines(new_init) setup( name='hyppopy', version=VERSION, description='Hyper-Parameter Optimization Toolbox for Blackboxfunction Optimization', long_description=readme, # if you want, put your own name here # (this would likely result in people sending you emails) author='Sven Wanner', author_email='s.wanner@dkfz.de', url='', license=license, packages=find_packages(exclude=('tests', 'doc')), # the requirements to install this project. # Since this one is so simple this is empty. install_requires=[ 'bayesian-optimization>=1.0.1', 'hyperopt>=0.1.2', 'matplotlib>=3.0.3', 'numpy>=1.16.2', 'optuna>=0.9.0', 'Optunity>=1.1.1', 'pandas>=0.24.2', 'pytest>=4.3.1', 'scikit-learn>=0.20.3', 'scipy>=1.2.1', 'visdom>=0.1.8.8' ], )