autogen/flaml/searcher/blendsearch.py

1066 lines
43 KiB
Python
Raw Normal View History

2021-11-06 09:37:33 -07:00
# !
# * Copyright (c) Microsoft Corporation. All rights reserved.
# * Licensed under the MIT License. See LICENSE file in the
# * project root for license information.
from typing import Dict, Optional, List, Tuple, Callable, Union
import numpy as np
import time
import pickle
try:
from ray import __version__ as ray_version
assert ray_version >= "1.0.0"
from ray.tune.suggest import Searcher
from ray.tune.suggest.optuna import OptunaSearch as GlobalSearch
except (ImportError, AssertionError):
from .suggestion import Searcher
from .suggestion import OptunaSearch as GlobalSearch
from ..tune.trial import unflatten_dict, flatten_dict
from .search_thread import SearchThread
from .flow2 import FLOW2
from ..tune.space import add_cost_to_space, indexof, normalize, define_by_run_func
import logging
logger = logging.getLogger(__name__)
class BlendSearch(Searcher):
2021-11-06 09:37:33 -07:00
"""class for BlendSearch algorithm."""
cost_attr = "time_total_s" # cost attribute in result
lagrange = "_lagrange" # suffix for lagrange-modified metric
penalty = 1e10 # penalty term for constraints
LocalSearch = FLOW2
def __init__(
self,
metric: Optional[str] = None,
mode: Optional[str] = None,
space: Optional[dict] = None,
low_cost_partial_config: Optional[dict] = None,
cat_hp_cost: Optional[dict] = None,
points_to_evaluate: Optional[List[dict]] = None,
evaluated_rewards: Optional[List] = None,
time_budget_s: Union[int, float] = None,
num_samples: Optional[int] = None,
prune_attr: Optional[str] = None,
min_resource: Optional[float] = None,
max_resource: Optional[float] = None,
reduction_factor: Optional[float] = None,
global_search_alg: Optional[Searcher] = None,
config_constraints: Optional[
List[Tuple[Callable[[dict], float], str, float]]
] = None,
metric_constraints: Optional[List[Tuple[str, str, float]]] = None,
seed: Optional[int] = 20,
experimental: Optional[bool] = False,
):
2021-11-06 09:37:33 -07:00
"""Constructor.
Args:
metric: A string of the metric name to optimize for.
mode: A string in ['min', 'max'] to specify the objective as
Add ChaCha (#92) * pickle the AutoML object * get best model per estimator * test deberta * stateless API * pickle the AutoML object * get best model per estimator * test deberta * stateless API * prevent divide by zero * test roberta * BlendSearchTuner * sync * version number * update gitignore * delta time * reindex columns when dropping int-indexed columns * add seed * add seed in Args * merge * init upload of ChaCha * remove redundancy * add back catboost * improve AutoVW API * set min_resource_lease in VWOnlineTrial * docstr * rename * docstr * add docstr * improve API and documentation * fix name * docstr * naming * remove max_resource in scheduler * add TODO in flow2 * remove redundancy in rearcher * add input type * adapt code from ray.tune * move files * naming * documentation * fix import error * fix format issues * remove cb in worse than test * improve _generate_all_comb * remove ray tune * naming * VowpalWabbitTrial * import error * import error * merge test code * scheduler import * fix import * remove * import, minor bug and version * Float or Categorical * fix default * add test_autovw.py * add vowpalwabbit and openml * lint * reorg * lint * indent * add autovw notebook * update notebook * update log msg and autovw notebook * update autovw notebook * update autovw notebook * add available strings for model_select_policy * string for metric * Update vw format in flaml/onlineml/trial.py Co-authored-by: olgavrou <olgavrou@gmail.com> * make init_config optional * add _setup_trial_runner and update notebook * space Co-authored-by: Chi Wang (MSR) <chiw@microsoft.com> Co-authored-by: Chi Wang <wang.chi@microsoft.com> Co-authored-by: Qingyun Wu <qiw@microsoft.com> Co-authored-by: olgavrou <olgavrou@gmail.com>
2021-06-02 22:08:24 -04:00
minimization or maximization.
space: A dictionary to specify the search space.
low_cost_partial_config: A dictionary from a subset of
controlled dimensions to the initial low-cost values.
e.g.,
.. code-block:: python
{'n_estimators': 4, 'max_leaves': 4}
cat_hp_cost: A dictionary from a subset of categorical dimensions
to the relative cost of each choice.
e.g.,
.. code-block:: python
{'tree_method': [1, 1, 2]}
i.e., the relative cost of the
three choices of 'tree_method' is 1, 1 and 2 respectively.
points_to_evaluate: Initial parameter suggestions to be run first.
evaluated_rewards (list): If you have previously evaluated the
parameters passed in as points_to_evaluate you can avoid
re-running those trials by passing in the reward attributes
as a list so the optimiser can be told the results without
needing to re-compute the trial. Must be the same length as
points_to_evaluate.
time_budget_s: int or float | Time budget in seconds.
num_samples: int | The number of configs to try.
prune_attr: A string of the attribute used for pruning.
Not necessarily in space.
When prune_attr is in space, it is a hyperparameter, e.g.,
'n_iters', and the best value is unknown.
When prune_attr is not in space, it is a resource dimension,
e.g., 'sample_size', and the peak performance is assumed
to be at the max_resource.
min_resource: A float of the minimal resource to use for the
prune_attr; only valid if prune_attr is not in space.
max_resource: A float of the maximal resource to use for the
prune_attr; only valid if prune_attr is not in space.
reduction_factor: A float of the reduction factor used for
incremental pruning.
global_search_alg: A Searcher instance as the global search
instance. If omitted, Optuna is used. The following algos have
known issues when used as global_search_alg:
- HyperOptSearch raises exception sometimes
- TuneBOHB has its own scheduler
config_constraints: A list of config constraints to be satisfied.
e.g.,
.. code-block: python
config_constraints = [(mem_size, '<=', 1024**3)]
mem_size is a function which produces a float number for the bytes
needed for a config.
It is used to skip configs which do not fit in memory.
metric_constraints: A list of metric constraints to be satisfied.
e.g., `['precision', '>=', 0.9]`
seed: An integer of the random seed.
experimental: A bool of whether to use experimental features.
"""
self._metric, self._mode = metric, mode
init_config = low_cost_partial_config or {}
Add ChaCha (#92) * pickle the AutoML object * get best model per estimator * test deberta * stateless API * pickle the AutoML object * get best model per estimator * test deberta * stateless API * prevent divide by zero * test roberta * BlendSearchTuner * sync * version number * update gitignore * delta time * reindex columns when dropping int-indexed columns * add seed * add seed in Args * merge * init upload of ChaCha * remove redundancy * add back catboost * improve AutoVW API * set min_resource_lease in VWOnlineTrial * docstr * rename * docstr * add docstr * improve API and documentation * fix name * docstr * naming * remove max_resource in scheduler * add TODO in flow2 * remove redundancy in rearcher * add input type * adapt code from ray.tune * move files * naming * documentation * fix import error * fix format issues * remove cb in worse than test * improve _generate_all_comb * remove ray tune * naming * VowpalWabbitTrial * import error * import error * merge test code * scheduler import * fix import * remove * import, minor bug and version * Float or Categorical * fix default * add test_autovw.py * add vowpalwabbit and openml * lint * reorg * lint * indent * add autovw notebook * update notebook * update log msg and autovw notebook * update autovw notebook * update autovw notebook * add available strings for model_select_policy * string for metric * Update vw format in flaml/onlineml/trial.py Co-authored-by: olgavrou <olgavrou@gmail.com> * make init_config optional * add _setup_trial_runner and update notebook * space Co-authored-by: Chi Wang (MSR) <chiw@microsoft.com> Co-authored-by: Chi Wang <wang.chi@microsoft.com> Co-authored-by: Qingyun Wu <qiw@microsoft.com> Co-authored-by: olgavrou <olgavrou@gmail.com>
2021-06-02 22:08:24 -04:00
if not init_config:
logger.info(
"No low-cost partial config given to the search algorithm. "
Add ChaCha (#92) * pickle the AutoML object * get best model per estimator * test deberta * stateless API * pickle the AutoML object * get best model per estimator * test deberta * stateless API * prevent divide by zero * test roberta * BlendSearchTuner * sync * version number * update gitignore * delta time * reindex columns when dropping int-indexed columns * add seed * add seed in Args * merge * init upload of ChaCha * remove redundancy * add back catboost * improve AutoVW API * set min_resource_lease in VWOnlineTrial * docstr * rename * docstr * add docstr * improve API and documentation * fix name * docstr * naming * remove max_resource in scheduler * add TODO in flow2 * remove redundancy in rearcher * add input type * adapt code from ray.tune * move files * naming * documentation * fix import error * fix format issues * remove cb in worse than test * improve _generate_all_comb * remove ray tune * naming * VowpalWabbitTrial * import error * import error * merge test code * scheduler import * fix import * remove * import, minor bug and version * Float or Categorical * fix default * add test_autovw.py * add vowpalwabbit and openml * lint * reorg * lint * indent * add autovw notebook * update notebook * update log msg and autovw notebook * update autovw notebook * update autovw notebook * add available strings for model_select_policy * string for metric * Update vw format in flaml/onlineml/trial.py Co-authored-by: olgavrou <olgavrou@gmail.com> * make init_config optional * add _setup_trial_runner and update notebook * space Co-authored-by: Chi Wang (MSR) <chiw@microsoft.com> Co-authored-by: Chi Wang <wang.chi@microsoft.com> Co-authored-by: Qingyun Wu <qiw@microsoft.com> Co-authored-by: olgavrou <olgavrou@gmail.com>
2021-06-02 22:08:24 -04:00
"For cost-frugal search, "
"consider providing low-cost values for cost-related hps via "
"'low_cost_partial_config'. More info can be found at "
"https://github.com/microsoft/FLAML/wiki/About-%60low_cost_partial_config%60"
Add ChaCha (#92) * pickle the AutoML object * get best model per estimator * test deberta * stateless API * pickle the AutoML object * get best model per estimator * test deberta * stateless API * prevent divide by zero * test roberta * BlendSearchTuner * sync * version number * update gitignore * delta time * reindex columns when dropping int-indexed columns * add seed * add seed in Args * merge * init upload of ChaCha * remove redundancy * add back catboost * improve AutoVW API * set min_resource_lease in VWOnlineTrial * docstr * rename * docstr * add docstr * improve API and documentation * fix name * docstr * naming * remove max_resource in scheduler * add TODO in flow2 * remove redundancy in rearcher * add input type * adapt code from ray.tune * move files * naming * documentation * fix import error * fix format issues * remove cb in worse than test * improve _generate_all_comb * remove ray tune * naming * VowpalWabbitTrial * import error * import error * merge test code * scheduler import * fix import * remove * import, minor bug and version * Float or Categorical * fix default * add test_autovw.py * add vowpalwabbit and openml * lint * reorg * lint * indent * add autovw notebook * update notebook * update log msg and autovw notebook * update autovw notebook * update autovw notebook * add available strings for model_select_policy * string for metric * Update vw format in flaml/onlineml/trial.py Co-authored-by: olgavrou <olgavrou@gmail.com> * make init_config optional * add _setup_trial_runner and update notebook * space Co-authored-by: Chi Wang (MSR) <chiw@microsoft.com> Co-authored-by: Chi Wang <wang.chi@microsoft.com> Co-authored-by: Qingyun Wu <qiw@microsoft.com> Co-authored-by: olgavrou <olgavrou@gmail.com>
2021-06-02 22:08:24 -04:00
)
if evaluated_rewards and mode:
self._points_to_evaluate = []
self._evaluated_rewards = []
best = max(evaluated_rewards) if mode == "max" else min(evaluated_rewards)
# only keep the best points as start points
for i, r in enumerate(evaluated_rewards):
if r == best:
p = points_to_evaluate[i]
self._points_to_evaluate.append(p)
self._evaluated_rewards.append(r)
else:
self._points_to_evaluate = points_to_evaluate or []
self._evaluated_rewards = evaluated_rewards or []
self._config_constraints = config_constraints
self._metric_constraints = metric_constraints
if self._metric_constraints:
# metric modified by lagrange
metric += self.lagrange
self._cat_hp_cost = cat_hp_cost or {}
if space:
add_cost_to_space(space, init_config, self._cat_hp_cost)
self._ls = self.LocalSearch(
init_config,
metric,
mode,
space,
prune_attr,
min_resource,
max_resource,
reduction_factor,
self.cost_attr,
seed,
)
if global_search_alg is not None:
self._gs = global_search_alg
elif getattr(self, "__name__", None) != "CFO":
if space and self._ls.hierarchical:
from functools import partial
gs_space = partial(define_by_run_func, space=space)
evaluated_rewards = None # not supproted by define-by-run
else:
gs_space = space
gs_seed = seed - 10 if (seed - 10) >= 0 else seed - 11 + (1 << 32)
if experimental:
import optuna as ot
sampler = ot.samplers.TPESampler(
seed=seed, multivariate=True, group=True
)
else:
sampler = None
try:
self._gs = GlobalSearch(
space=gs_space,
metric=metric,
mode=mode,
seed=gs_seed,
sampler=sampler,
points_to_evaluate=points_to_evaluate,
evaluated_rewards=evaluated_rewards,
)
except ValueError:
self._gs = GlobalSearch(
space=gs_space,
metric=metric,
mode=mode,
seed=gs_seed,
sampler=sampler,
)
self._gs.space = space
else:
self._gs = None
self._experimental = experimental
if (
getattr(self, "__name__", None) == "CFO"
and points_to_evaluate
and len(self._points_to_evaluate) > 1
):
# use the best config in points_to_evaluate as the start point
self._candidate_start_points = {}
self._started_from_low_cost = not low_cost_partial_config
else:
self._candidate_start_points = None
self._time_budget_s, self._num_samples = time_budget_s, num_samples
if space is not None:
self._init_search()
def set_search_properties(
self,
metric: Optional[str] = None,
mode: Optional[str] = None,
config: Optional[Dict] = None,
setting: Optional[Dict] = None,
) -> bool:
metric_changed = mode_changed = False
if metric and self._metric != metric:
metric_changed = True
self._metric = metric
if self._metric_constraints:
# metric modified by lagrange
metric += self.lagrange
# TODO: don't change metric for global search methods that
# can handle constraints already
if mode and self._mode != mode:
mode_changed = True
self._mode = mode
if not self._ls.space:
# the search space can be set only once
2021-02-05 23:42:28 -08:00
if self._gs is not None:
# define-by-run is not supported via set_search_properties
2021-02-05 23:42:28 -08:00
self._gs.set_search_properties(metric, mode, config)
self._gs.space = config
if config:
add_cost_to_space(config, self._ls.init_config, self._cat_hp_cost)
self._ls.set_search_properties(metric, mode, config)
self._init_search()
else:
if metric_changed or mode_changed:
# reset search when metric or mode changed
self._ls.set_search_properties(metric, mode)
if self._gs is not None:
self._gs = GlobalSearch(
space=self._gs._space,
metric=metric,
mode=mode,
sampler=self._gs._sampler,
)
self._gs.space = self._ls.space
self._init_search()
if setting:
# CFO doesn't need these settings
if "time_budget_s" in setting:
self._time_budget_s = setting["time_budget_s"] # budget from now
now = time.time()
self._time_used += now - self._start_time
self._start_time = now
self._set_deadline()
if "metric_target" in setting:
self._metric_target = setting.get("metric_target")
if "num_samples" in setting:
self._num_samples = (
setting["num_samples"]
+ len(self._result)
+ len(self._trial_proposed_by)
)
return True
def _set_deadline(self):
if self._time_budget_s is not None:
self._deadline = self._time_budget_s + self._start_time
SearchThread.set_eps(self._time_budget_s)
else:
self._deadline = np.inf
def _init_search(self):
"""initialize the search"""
self._start_time = time.time()
self._time_used = 0
self._set_deadline()
self._is_ls_ever_converged = False
self._subspace = {} # the subspace for each trial id
self._metric_target = np.inf * self._ls.metric_op
self._search_thread_pool = {
# id: int -> thread: SearchThread
0: SearchThread(self._ls.mode, self._gs)
}
self._thread_count = 1 # total # threads created
self._init_used = self._ls.init_config is None
self._trial_proposed_by = {} # trial_id: str -> thread_id: int
self._ls_bound_min = normalize(
self._ls.init_config.copy(),
self._ls.space,
self._ls.init_config,
{},
recursive=True,
)
self._ls_bound_max = normalize(
self._ls.init_config.copy(),
self._ls.space,
self._ls.init_config,
{},
recursive=True,
)
self._gs_admissible_min = self._ls_bound_min.copy()
self._gs_admissible_max = self._ls_bound_max.copy()
self._result = {} # config_signature: tuple -> result: Dict
if self._metric_constraints:
self._metric_constraint_satisfied = False
self._metric_constraint_penalty = [
self.penalty for _ in self._metric_constraints
]
else:
self._metric_constraint_satisfied = True
self._metric_constraint_penalty = None
self.best_resource = self._ls.min_resource
def save(self, checkpoint_path: str):
2021-11-06 09:37:33 -07:00
"""save states to a checkpoint path."""
self._time_used += time.time() - self._start_time
self._start_time = time.time()
save_object = self
with open(checkpoint_path, "wb") as outputFile:
pickle.dump(save_object, outputFile)
def restore(self, checkpoint_path: str):
2021-11-06 09:37:33 -07:00
"""restore states from checkpoint."""
with open(checkpoint_path, "rb") as inputFile:
state = pickle.load(inputFile)
self.__dict__ = state.__dict__
self._start_time = time.time()
self._set_deadline()
Add ChaCha (#92) * pickle the AutoML object * get best model per estimator * test deberta * stateless API * pickle the AutoML object * get best model per estimator * test deberta * stateless API * prevent divide by zero * test roberta * BlendSearchTuner * sync * version number * update gitignore * delta time * reindex columns when dropping int-indexed columns * add seed * add seed in Args * merge * init upload of ChaCha * remove redundancy * add back catboost * improve AutoVW API * set min_resource_lease in VWOnlineTrial * docstr * rename * docstr * add docstr * improve API and documentation * fix name * docstr * naming * remove max_resource in scheduler * add TODO in flow2 * remove redundancy in rearcher * add input type * adapt code from ray.tune * move files * naming * documentation * fix import error * fix format issues * remove cb in worse than test * improve _generate_all_comb * remove ray tune * naming * VowpalWabbitTrial * import error * import error * merge test code * scheduler import * fix import * remove * import, minor bug and version * Float or Categorical * fix default * add test_autovw.py * add vowpalwabbit and openml * lint * reorg * lint * indent * add autovw notebook * update notebook * update log msg and autovw notebook * update autovw notebook * update autovw notebook * add available strings for model_select_policy * string for metric * Update vw format in flaml/onlineml/trial.py Co-authored-by: olgavrou <olgavrou@gmail.com> * make init_config optional * add _setup_trial_runner and update notebook * space Co-authored-by: Chi Wang (MSR) <chiw@microsoft.com> Co-authored-by: Chi Wang <wang.chi@microsoft.com> Co-authored-by: Qingyun Wu <qiw@microsoft.com> Co-authored-by: olgavrou <olgavrou@gmail.com>
2021-06-02 22:08:24 -04:00
@property
def metric_target(self):
return self._metric_target
@property
def is_ls_ever_converged(self):
return self._is_ls_ever_converged
def on_trial_complete(
self, trial_id: str, result: Optional[Dict] = None, error: bool = False
):
2021-11-06 09:37:33 -07:00
"""search thread updater and cleaner."""
metric_constraint_satisfied = True
if result and not error and self._metric_constraints:
# account for metric constraints if any
objective = result[self._metric]
for i, constraint in enumerate(self._metric_constraints):
metric_constraint, sign, threshold = constraint
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
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
thread_id = self._trial_proposed_by.get(trial_id)
if thread_id in self._search_thread_pool:
self._search_thread_pool[thread_id].on_trial_complete(
trial_id, result, error
)
del self._trial_proposed_by[trial_id]
if result:
config = result.get("config", {})
if not config:
for key, value in result.items():
if key.startswith("config/"):
config[key[7:]] = value
signature = self._ls.config_signature(
config, self._subspace.get(trial_id, {})
)
if error: # remove from result cache
del self._result[signature]
else: # add to result cache
self._result[signature] = result
# update target metric if improved
objective = result[self._ls.metric]
if (objective - self._metric_target) * self._ls.metric_op < 0:
self._metric_target = objective
if self._ls.resource:
self._best_resource = config[self._ls.prune_attr]
if thread_id:
if not self._metric_constraint_satisfied:
# no point has been found to satisfy metric constraint
self._expand_admissible_region(
self._ls_bound_min,
self._ls_bound_max,
self._subspace.get(trial_id, self._ls.space),
)
if (
self._gs is not None
and self._experimental
and (not self._ls.hierarchical)
):
self._gs.add_evaluated_point(flatten_dict(config), objective)
# TODO: recover when supported
# converted = convert_key(config, self._gs.space)
# logger.info(converted)
# self._gs.add_evaluated_point(converted, objective)
elif metric_constraint_satisfied and self._create_condition(result):
# thread creator
thread_id = self._thread_count
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, self._subspace.get(trial_id, self._ls.space)
)
# 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)
# cleaner
if thread_id and thread_id in self._search_thread_pool:
# local search thread
self._clean(thread_id)
if trial_id in self._subspace and not (
self._candidate_start_points and trial_id in self._candidate_start_points
):
del self._subspace[trial_id]
def _create_thread(self, config, result, space):
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),
space=space,
),
self.cost_attr,
)
self._thread_count += 1
self._update_admissible_region(
unflatten_dict(config),
self._ls_bound_min,
self._ls_bound_max,
space,
self._ls.space,
)
def _update_admissible_region(
self,
config,
admissible_min,
admissible_max,
subspace: Dict = {},
space: Dict = {},
):
# update admissible region
normalized_config = normalize(config, subspace, config, {})
for key in admissible_min:
value = normalized_config[key]
if isinstance(admissible_max[key], list):
domain = space[key]
choice = indexof(domain, value)
self._update_admissible_region(
value,
admissible_min[key][choice],
admissible_max[key][choice],
subspace[key],
domain[choice],
)
if len(admissible_max[key]) > len(domain.categories):
# points + index
normal = (choice + 0.5) / len(domain.categories)
admissible_max[key][-1] = max(normal, admissible_max[key][-1])
admissible_min[key][-1] = min(normal, admissible_min[key][-1])
elif isinstance(value, dict):
self._update_admissible_region(
value,
admissible_min[key],
admissible_max[key],
subspace[key],
space[key],
)
else:
if value > admissible_max[key]:
admissible_max[key] = value
elif value < admissible_min[key]:
admissible_min[key] = value
def _create_condition(self, result: Dict) -> bool:
"""create thread condition"""
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]
)
return result[self._ls.metric] * self._ls.metric_op < obj_median
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:
if id and id != thread_id:
if self._inferior(id, thread_id):
todelete.add(id)
for id in self._search_thread_pool:
if id and id != thread_id:
if self._inferior(thread_id, id):
todelete.add(thread_id)
break
create_new = False
if self._search_thread_pool[thread_id].converged:
self._is_ls_ever_converged = True
todelete.add(thread_id)
self._expand_admissible_region(
self._ls_bound_min,
self._ls_bound_max,
self._search_thread_pool[thread_id].space,
)
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
for id in todelete:
del self._search_thread_pool[id]
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, self._subspace.get(best_trial_id, self._ls.space)
)
def _expand_admissible_region(self, lower, upper, space):
"""expand the admissible region for the subspace `space`"""
for key in upper:
ub = upper[key]
if isinstance(ub, list):
choice = space[key]["_choice_"]
self._expand_admissible_region(
lower[key][choice], upper[key][choice], space[key]
)
elif isinstance(ub, dict):
self._expand_admissible_region(lower[key], ub, space[key])
else:
upper[key] += self._ls.STEPSIZE
lower[key] -= self._ls.STEPSIZE
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]
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
def on_trial_result(self, trial_id: str, result: Dict):
2021-11-06 09:37:33 -07:00
"""receive intermediate result."""
if trial_id not in self._trial_proposed_by:
return
thread_id = self._trial_proposed_by[trial_id]
if thread_id not in self._search_thread_pool:
return
if result and self._metric_constraints:
result[self._metric + self.lagrange] = result[self._metric]
self._search_thread_pool[thread_id].on_trial_result(trial_id, result)
def suggest(self, trial_id: str) -> Optional[Dict]:
2021-11-06 09:37:33 -07:00
"""choose thread, suggest a valid config."""
if self._init_used and not self._points_to_evaluate:
choice, backup = self._select_thread()
# if choice < 0: # timeout
# return None
config = self._search_thread_pool[choice].suggest(trial_id)
if not choice and config is not None and self._ls.resource:
config[self._ls.prune_attr] = self.best_resource
elif choice and config is None:
# local search thread finishes
if self._search_thread_pool[choice].converged:
self._expand_admissible_region(
self._ls_bound_min,
self._ls_bound_max,
self._search_thread_pool[choice].space,
)
del self._search_thread_pool[choice]
return None
# preliminary check; not checking config validation
space = self._search_thread_pool[choice].space
skip = self._should_skip(choice, trial_id, config, space)
use_rs = 0
if skip:
if choice:
return None
# use rs when BO fails to suggest a config
config, space = self._ls.complete_config({})
skip = self._should_skip(-1, trial_id, config, space)
if skip:
return None
use_rs = 1
if choice or self._valid(
config,
self._ls.space,
space,
self._gs_admissible_min,
self._gs_admissible_max,
):
# LS or valid or no backup choice
self._trial_proposed_by[trial_id] = choice
self._search_thread_pool[choice].running += use_rs
else: # invalid config proposed by GS
if choice == backup:
# use CFO's init point
init_config = self._ls.init_config
config, space = self._ls.complete_config(
init_config, self._ls_bound_min, self._ls_bound_max
)
self._trial_proposed_by[trial_id] = choice
self._search_thread_pool[choice].running += 1
else:
thread = self._search_thread_pool[backup]
config = thread.suggest(trial_id)
space = thread.space
skip = self._should_skip(backup, trial_id, config, space)
if skip:
return None
self._trial_proposed_by[trial_id] = backup
choice = backup
if not choice: # global search
# temporarily relax admissible region for parallel proposals
self._update_admissible_region(
config,
self._gs_admissible_min,
self._gs_admissible_max,
space,
self._ls.space,
)
else:
self._update_admissible_region(
config,
self._ls_bound_min,
self._ls_bound_max,
space,
self._ls.space,
)
self._gs_admissible_min.update(self._ls_bound_min)
self._gs_admissible_max.update(self._ls_bound_max)
signature = self._ls.config_signature(config, space)
self._result[signature] = {}
self._subspace[trial_id] = space
else: # use init config
if self._candidate_start_points is not None and self._points_to_evaluate:
self._candidate_start_points[trial_id] = None
reward = None
if self._points_to_evaluate:
init_config = self._points_to_evaluate.pop(0)
if self._evaluated_rewards:
reward = self._evaluated_rewards.pop(0)
else:
init_config = self._ls.init_config
config, space = self._ls.complete_config(
init_config, self._ls_bound_min, self._ls_bound_max
)
if reward is None:
config_signature = self._ls.config_signature(config, space)
result = self._result.get(config_signature)
if result: # tried before
return None
elif result is None: # not tried before
self._result[config_signature] = {}
else: # running but no result yet
return None
self._init_used = True
self._trial_proposed_by[trial_id] = 0
self._search_thread_pool[0].running += 1
self._subspace[trial_id] = space
if reward is not None:
result = {self._metric: reward, self.cost_attr: 1, "config": config}
self.on_trial_complete(trial_id, result)
return None
return config
def _should_skip(self, choice, trial_id, config, space) -> bool:
"""if config is None or config's result is known or constraints are violated
return True; o.w. return False
"""
if config is None:
return True
config_signature = self._ls.config_signature(config, space)
exists = config_signature in self._result
# 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
if exists: # suggested before
if choice >= 0: # not fallback to rs
result = self._result.get(config_signature)
if result: # finished
self._search_thread_pool[choice].on_trial_complete(
trial_id, result, error=False
)
if choice:
# local search thread
self._clean(choice)
# else: # running
# # tell the thread there is an error
# self._search_thread_pool[choice].on_trial_complete(
# trial_id, {}, error=True)
return True
return False
def _select_thread(self) -> Tuple:
"""thread selector; use can_suggest to check LS availability"""
# update priority
now = time.time()
min_eci = self._deadline - now
if min_eci <= 0:
# return -1, -1
# keep proposing new configs assuming no budget left
min_eci = 0
elif self._num_samples and self._num_samples > 0:
# estimate time left according to num_samples limitation
num_finished = len(self._result)
num_proposed = num_finished + len(self._trial_proposed_by)
num_left = max(self._num_samples - num_proposed, 0)
if num_proposed > 0:
time_used = now - self._start_time + self._time_used
min_eci = min(min_eci, time_used / num_finished * num_left)
# print(f"{min_eci}, {time_used / num_finished * num_left}, {num_finished}, {num_left}")
max_speed = 0
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():
thread.update_eci(self._metric_target, max_speed)
if thread.eci < min_eci:
min_eci = thread.eci
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 and thread.can_suggest:
priority = thread.priority
if priority > priority1:
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, space: Dict, subspace: Dict, lower: Dict, upper: Dict
) -> bool:
"""config validator"""
normalized_config = normalize(config, subspace, config, {})
for key, lb in lower.items():
if key in config:
2021-03-17 17:51:23 +01:00
value = normalized_config[key]
if isinstance(lb, list):
domain = space[key]
index = indexof(domain, value)
nestedspace = subspace[key]
lb = lb[index]
ub = upper[key][index]
elif isinstance(lb, dict):
nestedspace = subspace[key]
domain = space[key]
ub = upper[key]
else:
nestedspace = None
if nestedspace:
valid = self._valid(value, domain, nestedspace, lb, ub)
if not valid:
return False
elif (
value + self._ls.STEPSIZE < lower[key]
or value > upper[key] + self._ls.STEPSIZE
):
return False
return True
try:
from ray import __version__ as ray_version
assert ray_version >= "1.0.0"
from ray.tune import (
uniform,
quniform,
choice,
randint,
qrandint,
randn,
qrandn,
loguniform,
qloguniform,
)
except (ImportError, AssertionError):
from ..tune.sample import (
uniform,
quniform,
choice,
randint,
qrandint,
randn,
qrandn,
loguniform,
qloguniform,
)
try:
from nni.tuner import Tuner as NNITuner
from nni.utils import extract_scalar_reward
except ImportError:
class NNITuner:
pass
def extract_scalar_reward(x: Dict):
2021-09-14 23:16:28 -07:00
return x.get("default")
class BlendSearchTuner(BlendSearch, NNITuner):
2021-11-06 09:37:33 -07:00
"""Tuner class for NNI."""
def receive_trial_result(self, parameter_id, parameters, value, **kwargs):
2021-11-06 09:37:33 -07:00
"""Receive trial's final result.
Args:
parameter_id: int.
parameters: object created by `generate_parameters()`.
value: final metrics of the trial, including default metric.
"""
result = {
"config": parameters,
self._metric: extract_scalar_reward(value),
self.cost_attr: 1
if isinstance(value, float)
else value.get(self.cost_attr, value.get("sequence", 1))
# if nni does not report training cost,
# using sequence as an approximation.
# if no sequence, using a constant 1
}
self.on_trial_complete(str(parameter_id), result)
...
def generate_parameters(self, parameter_id, **kwargs) -> Dict:
2021-11-06 09:37:33 -07:00
"""Returns a set of trial (hyper-)parameters, as a serializable object.
Args:
parameter_id: int.
"""
return self.suggest(str(parameter_id))
...
def update_search_space(self, search_space):
2021-11-06 09:37:33 -07:00
"""Required by NNI.
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.
2021-11-06 09:37:33 -07:00
Args:
search_space: JSON object created by experiment owner.
"""
config = {}
for key, value in search_space.items():
v = value.get("_value")
_type = value["_type"]
if _type == "choice":
config[key] = choice(v)
elif _type == "randint":
config[key] = randint(*v)
elif _type == "uniform":
config[key] = uniform(*v)
elif _type == "quniform":
config[key] = quniform(*v)
elif _type == "loguniform":
config[key] = loguniform(*v)
elif _type == "qloguniform":
config[key] = qloguniform(*v)
elif _type == "normal":
config[key] = randn(*v)
elif _type == "qnormal":
config[key] = qrandn(*v)
else:
raise ValueError(f"unsupported type in search_space {_type}")
2021-09-14 23:16:28 -07:00
# low_cost_partial_config is passed to constructor,
# which is before update_search_space() is called
init_config = self._ls.init_config
add_cost_to_space(config, init_config, self._cat_hp_cost)
self._ls = self.LocalSearch(
2021-09-14 23:16:28 -07:00
init_config,
self._ls.metric,
self._mode,
config,
2021-09-14 23:16:28 -07:00
self._ls.prune_attr,
self._ls.min_resource,
self._ls.max_resource,
self._ls.resource_multiple_factor,
cost_attr=self.cost_attr,
seed=self._ls.seed,
)
if self._gs is not None:
self._gs = GlobalSearch(
space=config,
metric=self._metric,
mode=self._mode,
sampler=self._gs._sampler,
)
self._gs.space = config
self._init_search()
class CFO(BlendSearchTuner):
2021-11-06 09:37:33 -07:00
"""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
assert len(self._search_thread_pool) < 3, len(self._search_thread_pool)
if len(self._search_thread_pool) < 2:
# When a local thread converges, the number of threads is 1
# Need to restart
self._init_used = False
return super().suggest(trial_id)
def _select_thread(self) -> Tuple:
for key in self._search_thread_pool:
if key:
return key, key
def _create_condition(self, result: Dict) -> bool:
"""create thread condition"""
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
),
default=-np.inf,
)
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()
class RandomSearch(CFO):
2021-11-06 09:37:33 -07:00
"""Class for random search."""
def suggest(self, trial_id: str) -> Optional[Dict]:
if self._points_to_evaluate:
return super().suggest(trial_id)
config, _ = self._ls.complete_config({})
return config
def on_trial_complete(
self, trial_id: str, result: Optional[Dict] = None, error: bool = False
):
return
def on_trial_result(self, trial_id: str, result: Dict):
return