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'''!
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* Copyright (c) 2020-2021 Microsoft Corporation. All rights reserved.
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* Licensed under the MIT License. See LICENSE file in the
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* project root for license information.
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'''
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from typing import Dict, Optional, List, Tuple, Callable
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import numpy as np
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import time
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import pickle
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try:
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from ray.tune.suggest import Searcher
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from ray.tune.suggest.optuna import OptunaSearch as GlobalSearch
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from ray.tune.suggest.variant_generator import generate_variants
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from ray.tune.utils.util import flatten_dict
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except ImportError:
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from .suggestion import Searcher
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from .suggestion import OptunaSearch as GlobalSearch
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from .variant_generator import generate_variants, flatten_dict
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from .search_thread import SearchThread
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from .flow2 import FLOW2
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import logging
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logger = logging.getLogger(__name__)
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class BlendSearch(Searcher):
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'''class for BlendSearch algorithm
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'''
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cost_attr = "time_total_s" # cost attribute in result
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lagrange = '_lagrange' # suffix for lagrange-modified metric
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penalty = 1e+10 # penalty term for constraints
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LocalSearch = FLOW2
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def __init__(self,
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metric: Optional[str] = None,
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mode: Optional[str] = None,
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space: Optional[dict] = None,
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points_to_evaluate: Optional[List[dict]] = None,
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low_cost_partial_config: Optional[dict] = None,
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cat_hp_cost: Optional[dict] = None,
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prune_attr: Optional[str] = None,
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min_resource: Optional[float] = None,
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max_resource: Optional[float] = None,
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reduction_factor: Optional[float] = None,
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global_search_alg: Optional[Searcher] = None,
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config_constraints: Optional[
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List[Tuple[Callable[[dict], float], str, float]]] = None,
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metric_constraints: Optional[
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List[Tuple[str, str, float]]] = None,
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seed: Optional[int] = 20,
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experimental: Optional[bool] = False):
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'''Constructor
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Args:
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metric: A string of the metric name to optimize for.
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mode: A string in ['min', 'max'] to specify the objective as
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minimization or maximization.
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space: A dictionary to specify the search space.
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points_to_evaluate: Initial parameter suggestions to be run first.
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low_cost_partial_config: A dictionary from a subset of
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controlled dimensions to the initial low-cost values.
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e.g.,
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.. code-block:: python
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{'n_estimators': 4, 'max_leaves': 4}
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cat_hp_cost: A dictionary from a subset of categorical dimensions
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to the relative cost of each choice.
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e.g.,
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.. code-block:: python
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{'tree_method': [1, 1, 2]}
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i.e., the relative cost of the
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three choices of 'tree_method' is 1, 1 and 2 respectively.
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prune_attr: A string of the attribute used for pruning.
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Not necessarily in space.
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When prune_attr is in space, it is a hyperparameter, e.g.,
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'n_iters', and the best value is unknown.
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When prune_attr is not in space, it is a resource dimension,
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e.g., 'sample_size', and the peak performance is assumed
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to be at the max_resource.
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min_resource: A float of the minimal resource to use for the
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prune_attr; only valid if prune_attr is not in space.
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max_resource: A float of the maximal resource to use for the
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prune_attr; only valid if prune_attr is not in space.
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reduction_factor: A float of the reduction factor used for
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incremental pruning.
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global_search_alg: A Searcher instance as the global search
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instance. If omitted, Optuna is used. The following algos have
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known issues when used as global_search_alg:
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- HyperOptSearch raises exception sometimes
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- TuneBOHB has its own scheduler
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config_constraints: A list of config constraints to be satisfied.
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e.g.,
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.. code-block: python
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config_constraints = [(mem_size, '<=', 1024**3)]
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mem_size is a function which produces a float number for the bytes
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needed for a config.
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It is used to skip configs which do not fit in memory.
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metric_constraints: A list of metric constraints to be satisfied.
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e.g., `['precision', '>=', 0.9]`
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seed: An integer of the random seed.
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experimental: A bool of whether to use experimental features.
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'''
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self._metric, self._mode = metric, mode
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init_config = low_cost_partial_config or {}
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if not init_config:
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logger.warning(
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"No low-cost partial config given to the search algorithm. "
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"For cost-frugal search, "
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"consider providing low-cost values for cost-related hps via "
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"'low_cost_partial_config'."
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)
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self._points_to_evaluate = points_to_evaluate or []
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self._config_constraints = config_constraints
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self._metric_constraints = metric_constraints
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if self._metric_constraints:
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# metric modified by lagrange
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metric += self.lagrange
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if global_search_alg is not None:
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self._gs = global_search_alg
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elif getattr(self, '__name__', None) != 'CFO':
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try:
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gs_seed = seed - 10 if (seed - 10) >= 0 else seed - 11 + (1 << 32)
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if experimental:
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import optuna as ot
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sampler = ot.samplers.TPESampler(
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seed=seed, multivariate=True, group=True)
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else:
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sampler = None
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self._gs = GlobalSearch(
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space=space, metric=metric, mode=mode, seed=gs_seed,
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sampler=sampler)
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except TypeError:
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self._gs = GlobalSearch(space=space, metric=metric, mode=mode)
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else:
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self._gs = None
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self._experimental = experimental
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if getattr(self, '__name__', None) == 'CFO' and points_to_evaluate and len(
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points_to_evaluate) > 1:
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# use the best config in points_to_evaluate as the start point
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self._candidate_start_points = {}
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self._started_from_low_cost = not low_cost_partial_config
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else:
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self._candidate_start_points = None
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self._ls = self.LocalSearch(
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init_config, metric, mode, cat_hp_cost, space, prune_attr,
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min_resource, max_resource, reduction_factor, self.cost_attr, seed)
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self._init_search()
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def set_search_properties(self,
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metric: Optional[str] = None,
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mode: Optional[str] = None,
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config: Optional[Dict] = None) -> bool:
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metric_changed = mode_changed = False
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if metric and self._metric != metric:
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metric_changed = True
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self._metric = metric
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if self._metric_constraints:
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# metric modified by lagrange
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metric += self.lagrange
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# TODO: don't change metric for global search methods that
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# can handle constraints already
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if mode and self._mode != mode:
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mode_changed = True
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self._mode = mode
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if not self._ls.space:
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# the search space can be set only once
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self._ls.set_search_properties(metric, mode, config)
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if self._gs is not None:
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self._gs.set_search_properties(metric, mode, config)
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self._init_search()
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elif metric_changed or mode_changed:
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# reset search when metric or mode changed
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self._ls.set_search_properties(metric, mode)
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if self._gs is not None:
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self._gs.set_search_properties(metric, mode)
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self._init_search()
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if config:
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if 'time_budget_s' in config:
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time_budget_s = config['time_budget_s']
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if time_budget_s is not None:
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self._deadline = time_budget_s + time.time()
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SearchThread.set_eps(time_budget_s)
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if 'metric_target' in config:
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self._metric_target = config.get('metric_target')
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return True
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def _init_search(self):
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'''initialize the search
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'''
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self._metric_target = np.inf * self._ls.metric_op
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self._search_thread_pool = {
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# id: int -> thread: SearchThread
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0: SearchThread(self._ls.mode, self._gs)
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}
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self._thread_count = 1 # total # threads created
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self._init_used = self._ls.init_config is None
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self._trial_proposed_by = {} # trial_id: str -> thread_id: int
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self._ls_bound_min = self._ls.normalize(self._ls.init_config)
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self._ls_bound_max = self._ls_bound_min.copy()
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self._gs_admissible_min = self._ls_bound_min.copy()
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self._gs_admissible_max = self._ls_bound_max.copy()
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self._result = {} # config_signature: tuple -> result: Dict
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self._deadline = np.inf
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if self._metric_constraints:
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self._metric_constraint_satisfied = False
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self._metric_constraint_penalty = [
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self.penalty for _ in self._metric_constraints]
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else:
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self._metric_constraint_satisfied = True
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self._metric_constraint_penalty = None
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def save(self, checkpoint_path: str):
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''' save states to a checkpoint path
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'''
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save_object = self
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with open(checkpoint_path, "wb") as outputFile:
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pickle.dump(save_object, outputFile)
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def restore(self, checkpoint_path: str):
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''' restore states from checkpoint
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'''
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with open(checkpoint_path, "rb") as inputFile:
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state = pickle.load(inputFile)
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self._metric_target = state._metric_target
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self._search_thread_pool = state._search_thread_pool
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self._thread_count = state._thread_count
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self._init_used = state._init_used
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self._trial_proposed_by = state._trial_proposed_by
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self._ls_bound_min = state._ls_bound_min
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self._ls_bound_max = state._ls_bound_max
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self._gs_admissible_min = state._gs_admissible_min
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self._gs_admissible_max = state._gs_admissible_max
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self._result = state._result
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self._deadline = state._deadline
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self._metric, self._mode = state._metric, state._mode
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self._points_to_evaluate = state._points_to_evaluate
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self._gs = state._gs
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self._ls = state._ls
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self._config_constraints = state._config_constraints
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self._metric_constraints = state._metric_constraints
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self._metric_constraint_satisfied = state._metric_constraint_satisfied
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self._metric_constraint_penalty = state._metric_constraint_penalty
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self._candidate_start_points = state._candidate_start_points
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if self._candidate_start_points:
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self._started_from_given = state._started_from_given
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self._started_from_low_cost = state._started_from_low_cost
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@property
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def metric_target(self):
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return self._metric_target
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def on_trial_complete(self, trial_id: str, result: Optional[Dict] = None,
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error: bool = False):
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''' search thread updater and cleaner
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'''
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metric_constraint_satisfied = True
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if result and not error and self._metric_constraints:
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# account for metric constraints if any
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objective = result[self._metric]
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for i, constraint in enumerate(self._metric_constraints):
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metric_constraint, sign, threshold = constraint
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value = result.get(metric_constraint)
|
|
|
|
if value:
|
|
|
|
# sign is <= or >=
|
|
|
|
sign_op = 1 if sign == '<=' else -1
|
|
|
|
violation = (value - threshold) * sign_op
|
|
|
|
if violation > 0:
|
|
|
|
# add penalty term to the metric
|
2021-05-22 08:51:38 -07:00
|
|
|
objective += self._metric_constraint_penalty[
|
|
|
|
i] * violation * self._ls.metric_op
|
|
|
|
metric_constraint_satisfied = False
|
|
|
|
if self._metric_constraint_penalty[i] < self.penalty:
|
|
|
|
self._metric_constraint_penalty[i] += violation
|
|
|
|
result[self._metric + self.lagrange] = objective
|
|
|
|
if metric_constraint_satisfied and not self._metric_constraint_satisfied:
|
|
|
|
# found a feasible point
|
|
|
|
self._metric_constraint_penalty = [1 for _ in self._metric_constraints]
|
|
|
|
self._metric_constraint_satisfied |= metric_constraint_satisfied
|
2021-02-05 21:41:14 -08:00
|
|
|
thread_id = self._trial_proposed_by.get(trial_id)
|
2021-04-08 09:29:55 -07:00
|
|
|
if thread_id in self._search_thread_pool:
|
2021-02-05 21:41:14 -08:00
|
|
|
self._search_thread_pool[thread_id].on_trial_complete(
|
2021-04-08 09:29:55 -07:00
|
|
|
trial_id, result, error)
|
2021-02-05 21:41:14 -08:00
|
|
|
del self._trial_proposed_by[trial_id]
|
|
|
|
if result:
|
|
|
|
config = {}
|
|
|
|
for key, value in result.items():
|
|
|
|
if key.startswith('config/'):
|
|
|
|
config[key[7:]] = value
|
2021-04-08 09:29:55 -07:00
|
|
|
if error: # remove from result cache
|
2021-02-05 21:41:14 -08:00
|
|
|
del self._result[self._ls.config_signature(config)]
|
2021-04-08 09:29:55 -07:00
|
|
|
else: # add to result cache
|
2021-02-05 21:41:14 -08:00
|
|
|
self._result[self._ls.config_signature(config)] = result
|
2021-05-18 15:57:42 -07:00
|
|
|
# update target metric if improved
|
2021-07-31 16:39:31 -04:00
|
|
|
objective = result[self._ls.metric]
|
2021-05-18 15:57:42 -07:00
|
|
|
if (objective - self._metric_target) * self._ls.metric_op < 0:
|
|
|
|
self._metric_target = objective
|
2021-08-02 19:10:26 -04:00
|
|
|
if thread_id:
|
|
|
|
if not self._metric_constraint_satisfied:
|
|
|
|
# no point has been found to satisfy metric constraint
|
|
|
|
self._expand_admissible_region()
|
|
|
|
if self._gs is not None and self._experimental:
|
|
|
|
self._gs.add_evaluated_point(flatten_dict(config), objective)
|
|
|
|
elif metric_constraint_satisfied and self._create_condition(
|
|
|
|
result):
|
2021-05-18 15:57:42 -07:00
|
|
|
# thread creator
|
|
|
|
thread_id = self._thread_count
|
2021-07-31 16:39:31 -04:00
|
|
|
self._started_from_given = self._candidate_start_points \
|
|
|
|
and trial_id in self._candidate_start_points
|
|
|
|
if self._started_from_given:
|
|
|
|
del self._candidate_start_points[trial_id]
|
|
|
|
else:
|
|
|
|
self._started_from_low_cost = True
|
|
|
|
self._create_thread(config, result)
|
2021-05-18 15:57:42 -07:00
|
|
|
# reset admissible region to ls bounding box
|
|
|
|
self._gs_admissible_min.update(self._ls_bound_min)
|
|
|
|
self._gs_admissible_max.update(self._ls_bound_max)
|
2021-02-05 21:41:14 -08:00
|
|
|
# cleaner
|
|
|
|
if thread_id and thread_id in self._search_thread_pool:
|
|
|
|
# local search thread
|
|
|
|
self._clean(thread_id)
|
|
|
|
|
2021-07-31 16:39:31 -04:00
|
|
|
def _create_thread(self, config, result):
|
|
|
|
# logger.info(f"create local search thread from {config}")
|
|
|
|
self._search_thread_pool[self._thread_count] = SearchThread(
|
|
|
|
self._ls.mode,
|
|
|
|
self._ls.create(
|
|
|
|
config, result[self._ls.metric],
|
|
|
|
cost=result.get(self.cost_attr, 1)),
|
|
|
|
self.cost_attr
|
|
|
|
)
|
|
|
|
self._thread_count += 1
|
|
|
|
self._update_admissible_region(
|
|
|
|
config, self._ls_bound_min, self._ls_bound_max)
|
|
|
|
|
2021-03-05 23:39:14 -08:00
|
|
|
def _update_admissible_region(self, config, admissible_min, admissible_max):
|
|
|
|
# update admissible region
|
|
|
|
normalized_config = self._ls.normalize(config)
|
|
|
|
for key in admissible_min:
|
|
|
|
value = normalized_config[key]
|
|
|
|
if value > admissible_max[key]:
|
|
|
|
admissible_max[key] = value
|
|
|
|
elif value < admissible_min[key]:
|
|
|
|
admissible_min[key] = value
|
|
|
|
|
2021-02-05 21:41:14 -08:00
|
|
|
def _create_condition(self, result: Dict) -> bool:
|
|
|
|
''' create thread condition
|
|
|
|
'''
|
2021-04-08 09:29:55 -07:00
|
|
|
if len(self._search_thread_pool) < 2:
|
|
|
|
return True
|
|
|
|
obj_median = np.median(
|
|
|
|
[thread.obj_best1 for id, thread in self._search_thread_pool.items()
|
|
|
|
if id])
|
2021-07-31 16:39:31 -04:00
|
|
|
return result[self._ls.metric] * self._ls.metric_op < obj_median
|
2021-02-05 21:41:14 -08:00
|
|
|
|
|
|
|
def _clean(self, thread_id: int):
|
|
|
|
''' delete thread and increase admissible region if converged,
|
|
|
|
merge local threads if they are close
|
|
|
|
'''
|
|
|
|
assert thread_id
|
|
|
|
todelete = set()
|
|
|
|
for id in self._search_thread_pool:
|
2021-04-08 09:29:55 -07:00
|
|
|
if id and id != thread_id:
|
2021-02-05 21:41:14 -08:00
|
|
|
if self._inferior(id, thread_id):
|
|
|
|
todelete.add(id)
|
|
|
|
for id in self._search_thread_pool:
|
2021-04-08 09:29:55 -07:00
|
|
|
if id and id != thread_id:
|
2021-02-05 21:41:14 -08:00
|
|
|
if self._inferior(thread_id, id):
|
|
|
|
todelete.add(thread_id)
|
2021-04-08 09:29:55 -07:00
|
|
|
break
|
2021-07-31 16:39:31 -04:00
|
|
|
create_new = False
|
2021-02-05 21:41:14 -08:00
|
|
|
if self._search_thread_pool[thread_id].converged:
|
|
|
|
todelete.add(thread_id)
|
2021-05-07 04:29:38 +00:00
|
|
|
self._expand_admissible_region()
|
2021-07-31 16:39:31 -04:00
|
|
|
if self._candidate_start_points:
|
|
|
|
if not self._started_from_given:
|
|
|
|
# remove start points whose perf is worse than the converged
|
|
|
|
obj = self._search_thread_pool[thread_id].obj_best1
|
|
|
|
worse = [
|
|
|
|
trial_id
|
|
|
|
for trial_id, r in self._candidate_start_points.items()
|
|
|
|
if r and r[self._ls.metric] * self._ls.metric_op >= obj]
|
|
|
|
# logger.info(f"remove candidate start points {worse} than {obj}")
|
|
|
|
for trial_id in worse:
|
|
|
|
del self._candidate_start_points[trial_id]
|
|
|
|
if self._candidate_start_points and self._started_from_low_cost:
|
|
|
|
create_new = True
|
2021-02-05 21:41:14 -08:00
|
|
|
for id in todelete:
|
|
|
|
del self._search_thread_pool[id]
|
2021-07-31 16:39:31 -04:00
|
|
|
if create_new:
|
|
|
|
self._create_thread_from_best_candidate()
|
|
|
|
|
|
|
|
def _create_thread_from_best_candidate(self):
|
|
|
|
# find the best start point
|
|
|
|
best_trial_id = None
|
|
|
|
obj_best = None
|
|
|
|
for trial_id, r in self._candidate_start_points.items():
|
|
|
|
if r and (best_trial_id is None
|
|
|
|
or r[self._ls.metric] * self._ls.metric_op < obj_best):
|
|
|
|
best_trial_id = trial_id
|
|
|
|
obj_best = r[self._ls.metric] * self._ls.metric_op
|
|
|
|
if best_trial_id:
|
|
|
|
# create a new thread
|
|
|
|
config = {}
|
|
|
|
result = self._candidate_start_points[best_trial_id]
|
|
|
|
for key, value in result.items():
|
|
|
|
if key.startswith('config/'):
|
|
|
|
config[key[7:]] = value
|
|
|
|
self._started_from_given = True
|
|
|
|
del self._candidate_start_points[best_trial_id]
|
|
|
|
self._create_thread(config, result)
|
2021-02-05 21:41:14 -08:00
|
|
|
|
2021-05-07 04:29:38 +00:00
|
|
|
def _expand_admissible_region(self):
|
|
|
|
for key in self._ls_bound_max:
|
|
|
|
self._ls_bound_max[key] += self._ls.STEPSIZE
|
2021-05-18 15:57:42 -07:00
|
|
|
self._ls_bound_min[key] -= self._ls.STEPSIZE
|
2021-05-07 04:29:38 +00:00
|
|
|
|
2021-02-05 21:41:14 -08:00
|
|
|
def _inferior(self, id1: int, id2: int) -> bool:
|
|
|
|
''' whether thread id1 is inferior to id2
|
|
|
|
'''
|
|
|
|
t1 = self._search_thread_pool[id1]
|
|
|
|
t2 = self._search_thread_pool[id2]
|
2021-04-08 09:29:55 -07:00
|
|
|
if t1.obj_best1 < t2.obj_best2:
|
|
|
|
return False
|
|
|
|
elif t1.resource and t1.resource < t2.resource:
|
|
|
|
return False
|
|
|
|
elif t2.reach(t1):
|
|
|
|
return True
|
|
|
|
return False
|
2021-02-05 21:41:14 -08:00
|
|
|
|
|
|
|
def on_trial_result(self, trial_id: str, result: Dict):
|
2021-06-19 22:09:49 -04:00
|
|
|
''' receive intermediate result
|
|
|
|
'''
|
2021-04-08 09:29:55 -07:00
|
|
|
if trial_id not in self._trial_proposed_by:
|
|
|
|
return
|
2021-02-05 21:41:14 -08:00
|
|
|
thread_id = self._trial_proposed_by[trial_id]
|
2021-04-08 09:29:55 -07:00
|
|
|
if thread_id not in self._search_thread_pool:
|
|
|
|
return
|
2021-05-22 08:51:38 -07:00
|
|
|
if result and self._metric_constraints:
|
|
|
|
result[self._metric + self.lagrange] = result[self._metric]
|
2021-02-05 21:41:14 -08:00
|
|
|
self._search_thread_pool[thread_id].on_trial_result(trial_id, result)
|
|
|
|
|
|
|
|
def suggest(self, trial_id: str) -> Optional[Dict]:
|
|
|
|
''' choose thread, suggest a valid config
|
|
|
|
'''
|
|
|
|
if self._init_used and not self._points_to_evaluate:
|
|
|
|
choice, backup = self._select_thread()
|
2021-04-08 09:29:55 -07:00
|
|
|
if choice < 0: # timeout
|
|
|
|
return None
|
2021-02-05 21:41:14 -08:00
|
|
|
config = self._search_thread_pool[choice].suggest(trial_id)
|
2021-05-07 04:29:38 +00:00
|
|
|
if choice and config is None:
|
|
|
|
# local search thread finishes
|
|
|
|
if self._search_thread_pool[choice].converged:
|
|
|
|
self._expand_admissible_region()
|
|
|
|
del self._search_thread_pool[choice]
|
|
|
|
return None
|
2021-03-05 23:39:14 -08:00
|
|
|
# preliminary check; not checking config validation
|
2021-02-05 21:41:14 -08:00
|
|
|
skip = self._should_skip(choice, trial_id, config)
|
|
|
|
if skip:
|
2021-04-08 09:29:55 -07:00
|
|
|
if choice:
|
2021-02-05 21:41:14 -08:00
|
|
|
return None
|
2021-03-05 23:39:14 -08:00
|
|
|
# use rs when BO fails to suggest a config
|
2021-04-08 09:29:55 -07:00
|
|
|
for _, generated in generate_variants({'config': self._ls.space}):
|
2021-02-05 21:41:14 -08:00
|
|
|
config = generated['config']
|
2021-04-08 09:29:55 -07:00
|
|
|
break # get one random config
|
2021-06-25 14:24:46 -07:00
|
|
|
skip = self._should_skip(-1, trial_id, config)
|
2021-04-08 09:29:55 -07:00
|
|
|
if skip:
|
|
|
|
return None
|
|
|
|
if choice or self._valid(config):
|
2021-02-05 21:41:14 -08:00
|
|
|
# LS or valid or no backup choice
|
|
|
|
self._trial_proposed_by[trial_id] = choice
|
2021-04-08 09:29:55 -07:00
|
|
|
else: # invalid config proposed by GS
|
2021-03-05 23:39:14 -08:00
|
|
|
if choice == backup:
|
|
|
|
# use CFO's init point
|
|
|
|
init_config = self._ls.init_config
|
2021-04-08 09:29:55 -07:00
|
|
|
config = self._ls.complete_config(
|
|
|
|
init_config, self._ls_bound_min, self._ls_bound_max)
|
2021-03-05 23:39:14 -08:00
|
|
|
self._trial_proposed_by[trial_id] = choice
|
|
|
|
else:
|
|
|
|
config = self._search_thread_pool[backup].suggest(trial_id)
|
|
|
|
skip = self._should_skip(backup, trial_id, config)
|
2021-04-08 09:29:55 -07:00
|
|
|
if skip:
|
2021-03-05 23:39:14 -08:00
|
|
|
return None
|
|
|
|
self._trial_proposed_by[trial_id] = backup
|
|
|
|
choice = backup
|
2021-04-08 09:29:55 -07:00
|
|
|
if not choice: # global search
|
|
|
|
if self._ls._resource:
|
|
|
|
# TODO: min or median?
|
2021-02-05 21:41:14 -08:00
|
|
|
config[self._ls.prune_attr] = self._ls.min_resource
|
2021-03-05 23:39:14 -08:00
|
|
|
# temporarily relax admissible region for parallel proposals
|
2021-04-08 09:29:55 -07:00
|
|
|
self._update_admissible_region(
|
|
|
|
config, self._gs_admissible_min, self._gs_admissible_max)
|
2021-03-05 23:39:14 -08:00
|
|
|
else:
|
2021-04-08 09:29:55 -07:00
|
|
|
self._update_admissible_region(
|
|
|
|
config, self._ls_bound_min, self._ls_bound_max)
|
2021-03-05 23:39:14 -08:00
|
|
|
self._gs_admissible_min.update(self._ls_bound_min)
|
|
|
|
self._gs_admissible_max.update(self._ls_bound_max)
|
2021-02-05 21:41:14 -08:00
|
|
|
self._result[self._ls.config_signature(config)] = {}
|
2021-04-08 09:29:55 -07:00
|
|
|
else: # use init config
|
2021-07-31 16:39:31 -04:00
|
|
|
if self._candidate_start_points is not None and self._points_to_evaluate:
|
|
|
|
self._candidate_start_points[trial_id] = None
|
2021-02-05 21:41:14 -08:00
|
|
|
init_config = self._points_to_evaluate.pop(
|
|
|
|
0) if self._points_to_evaluate else self._ls.init_config
|
2021-04-08 09:29:55 -07:00
|
|
|
config = self._ls.complete_config(
|
|
|
|
init_config, self._ls_bound_min, self._ls_bound_max)
|
2021-02-05 21:41:14 -08:00
|
|
|
config_signature = self._ls.config_signature(config)
|
|
|
|
result = self._result.get(config_signature)
|
2021-04-08 09:29:55 -07:00
|
|
|
if result: # tried before
|
2021-02-05 21:41:14 -08:00
|
|
|
return None
|
2021-04-08 09:29:55 -07:00
|
|
|
elif result is None: # not tried before
|
2021-02-05 21:41:14 -08:00
|
|
|
self._result[config_signature] = {}
|
2021-04-08 09:29:55 -07:00
|
|
|
else: # running but no result yet
|
|
|
|
return None
|
2021-02-05 21:41:14 -08:00
|
|
|
self._init_used = True
|
2021-03-05 23:39:14 -08:00
|
|
|
self._trial_proposed_by[trial_id] = 0
|
2021-06-25 14:24:46 -07:00
|
|
|
self._search_thread_pool[0].running += 1
|
2021-02-05 21:41:14 -08:00
|
|
|
return config
|
|
|
|
|
|
|
|
def _should_skip(self, choice, trial_id, config) -> bool:
|
2021-05-18 15:57:42 -07:00
|
|
|
''' if config is None or config's result is known or constraints are violated
|
2021-02-05 21:41:14 -08:00
|
|
|
return True; o.w. return False
|
|
|
|
'''
|
2021-04-08 09:29:55 -07:00
|
|
|
if config is None:
|
|
|
|
return True
|
2021-02-05 21:41:14 -08:00
|
|
|
config_signature = self._ls.config_signature(config)
|
|
|
|
exists = config_signature in self._result
|
2021-05-18 15:57:42 -07:00
|
|
|
# check constraints
|
|
|
|
if not exists and self._config_constraints:
|
|
|
|
for constraint in self._config_constraints:
|
|
|
|
func, sign, threshold = constraint
|
|
|
|
value = func(config)
|
|
|
|
if (sign == '<=' and value > threshold
|
|
|
|
or sign == '>=' and value < threshold):
|
|
|
|
self._result[config_signature] = {
|
|
|
|
self._metric: np.inf * self._ls.metric_op,
|
|
|
|
'time_total_s': 1,
|
|
|
|
}
|
|
|
|
exists = True
|
|
|
|
break
|
2021-06-25 14:24:46 -07:00
|
|
|
if exists: # suggested before
|
|
|
|
if choice >= 0: # not fallback to rs
|
2021-02-05 21:41:14 -08:00
|
|
|
result = self._result.get(config_signature)
|
2021-06-25 14:24:46 -07:00
|
|
|
if result: # finished
|
2021-02-05 21:41:14 -08:00
|
|
|
self._search_thread_pool[choice].on_trial_complete(
|
|
|
|
trial_id, result, error=False)
|
|
|
|
if choice:
|
|
|
|
# local search thread
|
|
|
|
self._clean(choice)
|
2021-06-25 14:24:46 -07:00
|
|
|
# else: # running
|
2021-03-05 23:39:14 -08:00
|
|
|
# # tell the thread there is an error
|
|
|
|
# self._search_thread_pool[choice].on_trial_complete(
|
2021-04-08 09:29:55 -07:00
|
|
|
# trial_id, {}, error=True)
|
2021-02-05 21:41:14 -08:00
|
|
|
return True
|
|
|
|
return False
|
|
|
|
|
|
|
|
def _select_thread(self) -> Tuple:
|
|
|
|
''' thread selector; use can_suggest to check LS availability
|
|
|
|
'''
|
|
|
|
# update priority
|
|
|
|
min_eci = self._deadline - time.time()
|
2021-04-08 09:29:55 -07:00
|
|
|
if min_eci <= 0:
|
2021-07-20 17:00:44 -07:00
|
|
|
# return -1, -1
|
|
|
|
# keep proposing new configs assuming no budget left
|
|
|
|
min_eci = 0
|
2021-02-05 21:41:14 -08:00
|
|
|
max_speed = 0
|
2021-04-08 09:29:55 -07:00
|
|
|
for thread in self._search_thread_pool.values():
|
|
|
|
if thread.speed > max_speed:
|
|
|
|
max_speed = thread.speed
|
|
|
|
for thread in self._search_thread_pool.values():
|
2021-02-05 21:41:14 -08:00
|
|
|
thread.update_eci(self._metric_target, max_speed)
|
2021-04-08 09:29:55 -07:00
|
|
|
if thread.eci < min_eci:
|
|
|
|
min_eci = thread.eci
|
2021-02-05 21:41:14 -08:00
|
|
|
for thread in self._search_thread_pool.values():
|
|
|
|
thread.update_priority(min_eci)
|
|
|
|
|
|
|
|
top_thread_id = backup_thread_id = 0
|
|
|
|
priority1 = priority2 = self._search_thread_pool[0].priority
|
|
|
|
for thread_id, thread in self._search_thread_pool.items():
|
|
|
|
# if thread_id:
|
2021-03-05 23:39:14 -08:00
|
|
|
# print(
|
2021-02-05 21:41:14 -08:00
|
|
|
# f"priority of thread {thread_id}={thread.priority}")
|
|
|
|
# logger.debug(
|
|
|
|
# f"thread {thread_id}.can_suggest={thread.can_suggest}")
|
|
|
|
if thread_id and thread.can_suggest:
|
|
|
|
priority = thread.priority
|
2021-04-08 09:29:55 -07:00
|
|
|
if priority > priority1:
|
2021-02-05 21:41:14 -08:00
|
|
|
priority1 = priority
|
|
|
|
top_thread_id = thread_id
|
|
|
|
if priority > priority2 or backup_thread_id == 0:
|
|
|
|
priority2 = priority
|
|
|
|
backup_thread_id = thread_id
|
|
|
|
return top_thread_id, backup_thread_id
|
|
|
|
|
|
|
|
def _valid(self, config: Dict) -> bool:
|
|
|
|
''' config validator
|
|
|
|
'''
|
2021-03-17 17:51:23 +01:00
|
|
|
normalized_config = self._ls.normalize(config)
|
2021-03-05 23:39:14 -08:00
|
|
|
for key in self._gs_admissible_min:
|
2021-02-05 21:41:14 -08:00
|
|
|
if key in config:
|
2021-03-17 17:51:23 +01:00
|
|
|
value = normalized_config[key]
|
2021-04-08 09:29:55 -07:00
|
|
|
if value + self._ls.STEPSIZE < self._gs_admissible_min[key] \
|
|
|
|
or value > self._gs_admissible_max[key] + self._ls.STEPSIZE:
|
2021-02-05 21:41:14 -08:00
|
|
|
return False
|
|
|
|
return True
|
|
|
|
|
|
|
|
|
2021-04-08 09:29:55 -07:00
|
|
|
try:
|
|
|
|
from ray.tune import (uniform, quniform, choice, randint, qrandint, randn,
|
|
|
|
qrandn, loguniform, qloguniform)
|
|
|
|
except ImportError:
|
|
|
|
from ..tune.sample import (uniform, quniform, choice, randint, qrandint, randn,
|
|
|
|
qrandn, loguniform, qloguniform)
|
|
|
|
|
2021-02-28 12:43:43 -08:00
|
|
|
try:
|
|
|
|
from nni.tuner import Tuner as NNITuner
|
|
|
|
from nni.utils import extract_scalar_reward
|
|
|
|
|
|
|
|
class BlendSearchTuner(BlendSearch, NNITuner):
|
|
|
|
'''Tuner class for NNI
|
|
|
|
'''
|
|
|
|
|
|
|
|
def receive_trial_result(self, parameter_id, parameters, value,
|
2021-04-08 09:29:55 -07:00
|
|
|
**kwargs):
|
2021-02-28 12:43:43 -08:00
|
|
|
'''
|
|
|
|
Receive trial's final result.
|
|
|
|
parameter_id: int
|
|
|
|
parameters: object created by 'generate_parameters()'
|
|
|
|
value: final metrics of the trial, including default metric
|
|
|
|
'''
|
|
|
|
result = {}
|
2021-03-19 01:35:23 -04:00
|
|
|
for key, value in parameters.items():
|
2021-04-08 09:29:55 -07:00
|
|
|
result['config/' + key] = value
|
2021-02-28 12:43:43 -08:00
|
|
|
reward = extract_scalar_reward(value)
|
|
|
|
result[self._metric] = reward
|
2021-04-08 09:29:55 -07:00
|
|
|
# if nni does not report training cost,
|
2021-02-28 12:43:43 -08:00
|
|
|
# using sequence as an approximation.
|
|
|
|
# if no sequence, using a constant 1
|
|
|
|
result[self.cost_attr] = value.get(self.cost_attr, value.get(
|
|
|
|
'sequence', 1))
|
|
|
|
self.on_trial_complete(str(parameter_id), result)
|
|
|
|
...
|
|
|
|
|
|
|
|
def generate_parameters(self, parameter_id, **kwargs) -> Dict:
|
|
|
|
'''
|
|
|
|
Returns a set of trial (hyper-)parameters, as a serializable object
|
|
|
|
parameter_id: int
|
2021-04-08 09:29:55 -07:00
|
|
|
'''
|
2021-02-28 12:43:43 -08:00
|
|
|
return self.suggest(str(parameter_id))
|
|
|
|
...
|
|
|
|
|
|
|
|
def update_search_space(self, search_space):
|
|
|
|
'''
|
|
|
|
Tuners are advised to support updating search space at run-time.
|
|
|
|
If a tuner can only set search space once before generating first hyper-parameters,
|
|
|
|
it should explicitly document this behaviour.
|
|
|
|
search_space: JSON object created by experiment owner
|
|
|
|
'''
|
|
|
|
config = {}
|
2021-03-07 02:38:33 +08:00
|
|
|
for key, value in search_space.items():
|
2021-02-28 12:43:43 -08:00
|
|
|
v = value.get("_value")
|
|
|
|
_type = value['_type']
|
|
|
|
if _type == 'choice':
|
|
|
|
config[key] = choice(v)
|
|
|
|
elif _type == 'randint':
|
2021-04-08 09:29:55 -07:00
|
|
|
config[key] = randint(v[0], v[1] - 1)
|
2021-02-28 12:43:43 -08:00
|
|
|
elif _type == 'uniform':
|
|
|
|
config[key] = uniform(v[0], v[1])
|
|
|
|
elif _type == 'quniform':
|
|
|
|
config[key] = quniform(v[0], v[1], v[2])
|
|
|
|
elif _type == 'loguniform':
|
|
|
|
config[key] = loguniform(v[0], v[1])
|
|
|
|
elif _type == 'qloguniform':
|
|
|
|
config[key] = qloguniform(v[0], v[1], v[2])
|
|
|
|
elif _type == 'normal':
|
|
|
|
config[key] = randn(v[1], v[2])
|
|
|
|
elif _type == 'qnormal':
|
|
|
|
config[key] = qrandn(v[1], v[2], v[3])
|
|
|
|
else:
|
|
|
|
raise ValueError(
|
2021-04-08 09:29:55 -07:00
|
|
|
f'unsupported type in search_space {_type}')
|
2021-02-28 12:43:43 -08:00
|
|
|
self._ls.set_search_properties(None, None, config)
|
|
|
|
if self._gs is not None:
|
|
|
|
self._gs.set_search_properties(None, None, config)
|
|
|
|
self._init_search()
|
|
|
|
|
2021-04-08 09:29:55 -07:00
|
|
|
except ImportError:
|
|
|
|
class BlendSearchTuner(BlendSearch):
|
|
|
|
pass
|
2021-02-28 12:43:43 -08:00
|
|
|
|
|
|
|
|
|
|
|
class CFO(BlendSearchTuner):
|
2021-02-05 21:41:14 -08:00
|
|
|
''' class for CFO algorithm
|
|
|
|
'''
|
|
|
|
|
|
|
|
__name__ = 'CFO'
|
|
|
|
|
|
|
|
def suggest(self, trial_id: str) -> Optional[Dict]:
|
2021-02-05 22:45:02 -08:00
|
|
|
# Number of threads is 1 or 2. Thread 0 is a vacuous thread
|
2021-04-08 09:29:55 -07:00
|
|
|
assert len(self._search_thread_pool) < 3, len(self._search_thread_pool)
|
2021-02-05 21:41:14 -08:00
|
|
|
if len(self._search_thread_pool) < 2:
|
2021-07-31 16:39:31 -04:00
|
|
|
# When a local thread converges, the number of threads is 1
|
2021-02-05 21:41:14 -08:00
|
|
|
# Need to restart
|
|
|
|
self._init_used = False
|
|
|
|
return super().suggest(trial_id)
|
|
|
|
|
|
|
|
def _select_thread(self) -> Tuple:
|
|
|
|
for key in self._search_thread_pool:
|
2021-04-08 09:29:55 -07:00
|
|
|
if key:
|
|
|
|
return key, key
|
2021-02-05 21:41:14 -08:00
|
|
|
|
|
|
|
def _create_condition(self, result: Dict) -> bool:
|
|
|
|
''' create thread condition
|
|
|
|
'''
|
2021-07-31 16:39:31 -04:00
|
|
|
if self._points_to_evaluate:
|
|
|
|
# still evaluating user-specified init points
|
|
|
|
# we evaluate all candidate start points before we
|
|
|
|
# create the first local search thread
|
|
|
|
return False
|
|
|
|
if len(self._search_thread_pool) == 2:
|
|
|
|
return False
|
|
|
|
if self._candidate_start_points and self._thread_count == 1:
|
|
|
|
# result needs to match or exceed the best candidate start point
|
|
|
|
obj_best = min(
|
|
|
|
self._ls.metric_op * r[self._ls.metric]
|
|
|
|
for r in self._candidate_start_points.values() if r)
|
|
|
|
return result[self._ls.metric] * self._ls.metric_op <= obj_best
|
|
|
|
else:
|
|
|
|
return True
|
|
|
|
|
|
|
|
def on_trial_complete(self, trial_id: str, result: Optional[Dict] = None,
|
|
|
|
error: bool = False):
|
|
|
|
super().on_trial_complete(trial_id, result, error)
|
|
|
|
if self._candidate_start_points \
|
|
|
|
and trial_id in self._candidate_start_points:
|
|
|
|
# the trial is a candidate start point
|
|
|
|
self._candidate_start_points[trial_id] = result
|
|
|
|
if len(self._search_thread_pool) < 2 and not self._points_to_evaluate:
|
|
|
|
self._create_thread_from_best_candidate()
|