''' Copyright 2020 The Ray Authors. Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License. This source file is adapted here because ray does not fully support Windows. ''' import copy import glob import logging import os import time from typing import Dict, Optional, Union, List, Tuple logger = logging.getLogger(__name__) UNRESOLVED_SEARCH_SPACE = str( "You passed a `{par}` parameter to {cls} that contained unresolved search " "space definitions. {cls} should however be instantiated with fully " "configured search spaces only. To use Ray Tune's automatic search space " "conversion, pass the space definition as part of the `config` argument " "to `tune.run()` instead.") UNDEFINED_SEARCH_SPACE = str( "Trying to sample a configuration from {cls}, but no search " "space has been defined. Either pass the `{space}` argument when " "instantiating the search algorithm, or pass a `config` to " "`tune.run()`.") UNDEFINED_METRIC_MODE = str( "Trying to sample a configuration from {cls}, but the `metric` " "({metric}) or `mode` ({mode}) parameters have not been set. " "Either pass these arguments when instantiating the search algorithm, " "or pass them to `tune.run()`.") _logged = set() _disabled = False _periodic_log = False _last_logged = 0.0 def log_once(key): """Returns True if this is the "first" call for a given key. Various logging settings can adjust the definition of "first". Example: >>> if log_once("some_key"): ... logger.info("Some verbose logging statement") """ global _last_logged if _disabled: return False elif key not in _logged: _logged.add(key) _last_logged = time.time() return True elif _periodic_log and time.time() - _last_logged > 60.0: _logged.clear() _last_logged = time.time() return False else: return False class Searcher: """Abstract class for wrapping suggesting algorithms. Custom algorithms can extend this class easily by overriding the `suggest` method provide generated parameters for the trials. Any subclass that implements ``__init__`` must also call the constructor of this class: ``super(Subclass, self).__init__(...)``. To track suggestions and their corresponding evaluations, the method `suggest` will be passed a trial_id, which will be used in subsequent notifications. Not all implementations support multi objectives. Args: metric (str or list): The training result objective value attribute. If list then list of training result objective value attributes mode (str or list): If string One of {min, max}. If list then list of max and min, determines whether objective is minimizing or maximizing the metric attribute. Must match type of metric. .. code-block:: python class ExampleSearch(Searcher): def __init__(self, metric="mean_loss", mode="min", **kwargs): super(ExampleSearch, self).__init__( metric=metric, mode=mode, **kwargs) self.optimizer = Optimizer() self.configurations = {} def suggest(self, trial_id): configuration = self.optimizer.query() self.configurations[trial_id] = configuration def on_trial_complete(self, trial_id, result, **kwargs): configuration = self.configurations[trial_id] if result and self.metric in result: self.optimizer.update(configuration, result[self.metric]) tune.run(trainable_function, search_alg=ExampleSearch()) """ FINISHED = "FINISHED" CKPT_FILE_TMPL = "searcher-state-{}.pkl" def __init__(self, metric: Optional[str] = None, mode: Optional[str] = None, max_concurrent: Optional[int] = None, use_early_stopped_trials: Optional[bool] = None): if use_early_stopped_trials is False: raise DeprecationWarning( "Early stopped trials are now always used. If this is a " "problem, file an issue: https://github.com/ray-project/ray.") if max_concurrent is not None: logger.warning( "DeprecationWarning: `max_concurrent` is deprecated for this " "search algorithm. Use tune.suggest.ConcurrencyLimiter() " "instead. This will raise an error in future versions of Ray.") self._metric = metric self._mode = mode if not mode or not metric: # Early return to avoid assertions return assert isinstance( metric, type(mode)), "metric and mode must be of the same type" if isinstance(mode, str): assert mode in ["min", "max" ], "if `mode` is a str must be 'min' or 'max'!" elif isinstance(mode, list): assert len(mode) == len( metric), "Metric and mode must be the same length" assert all(mod in ["min", "max", "obs"] for mod in mode), "All of mode must be 'min' or 'max' or 'obs'!" else: raise ValueError("Mode most either be a list or string") def set_search_properties(self, metric: Optional[str], mode: Optional[str], config: Dict) -> bool: """Pass search properties to searcher. This method acts as an alternative to instantiating search algorithms with their own specific search spaces. Instead they can accept a Tune config through this method. A searcher should return ``True`` if setting the config was successful, or ``False`` if it was unsuccessful, e.g. when the search space has already been set. Args: metric (str): Metric to optimize mode (str): One of ["min", "max"]. Direction to optimize. config (dict): Tune config dict. """ return False def on_trial_result(self, trial_id: str, result: Dict): """Optional notification for result during training. Note that by default, the result dict may include NaNs or may not include the optimization metric. It is up to the subclass implementation to preprocess the result to avoid breaking the optimization process. Args: trial_id (str): A unique string ID for the trial. result (dict): Dictionary of metrics for current training progress. Note that the result dict may include NaNs or may not include the optimization metric. It is up to the subclass implementation to preprocess the result to avoid breaking the optimization process. """ pass def on_trial_complete(self, trial_id: str, result: Optional[Dict] = None, error: bool = False): """Notification for the completion of trial. Typically, this method is used for notifying the underlying optimizer of the result. Args: trial_id (str): A unique string ID for the trial. result (dict): Dictionary of metrics for current training progress. Note that the result dict may include NaNs or may not include the optimization metric. It is up to the subclass implementation to preprocess the result to avoid breaking the optimization process. Upon errors, this may also be None. error (bool): True if the training process raised an error. """ raise NotImplementedError def suggest(self, trial_id: str) -> Optional[Dict]: """Queries the algorithm to retrieve the next set of parameters. Arguments: trial_id (str): Trial ID used for subsequent notifications. Returns: dict | FINISHED | None: Configuration for a trial, if possible. If FINISHED is returned, Tune will be notified that no more suggestions/configurations will be provided. If None is returned, Tune will skip the querying of the searcher for this step. """ raise NotImplementedError def save(self, checkpoint_path: str): """Save state to path for this search algorithm. Args: checkpoint_path (str): File where the search algorithm state is saved. This path should be used later when restoring from file. Example: .. code-block:: python search_alg = Searcher(...) analysis = tune.run( cost, num_samples=5, search_alg=search_alg, name=self.experiment_name, local_dir=self.tmpdir) search_alg.save("./my_favorite_path.pkl") .. versionchanged:: 0.8.7 Save is automatically called by `tune.run`. You can use `restore_from_dir` to restore from an experiment directory such as `~/ray_results/trainable`. """ raise NotImplementedError def restore(self, checkpoint_path: str): """Restore state for this search algorithm Args: checkpoint_path (str): File where the search algorithm state is saved. This path should be the same as the one provided to "save". Example: .. code-block:: python search_alg.save("./my_favorite_path.pkl") search_alg2 = Searcher(...) search_alg2 = ConcurrencyLimiter(search_alg2, 1) search_alg2.restore(checkpoint_path) tune.run(cost, num_samples=5, search_alg=search_alg2) """ raise NotImplementedError def get_state(self) -> Dict: raise NotImplementedError def set_state(self, state: Dict): raise NotImplementedError def save_to_dir(self, checkpoint_dir: str, session_str: str = "default"): """Automatically saves the given searcher to the checkpoint_dir. This is automatically used by tune.run during a Tune job. Args: checkpoint_dir (str): Filepath to experiment dir. session_str (str): Unique identifier of the current run session. """ tmp_search_ckpt_path = os.path.join(checkpoint_dir, ".tmp_searcher_ckpt") success = True try: self.save(tmp_search_ckpt_path) except NotImplementedError: if log_once("suggest:save_to_dir"): logger.warning( "save not implemented for Searcher. Skipping save.") success = False if success and os.path.exists(tmp_search_ckpt_path): os.rename( tmp_search_ckpt_path, os.path.join(checkpoint_dir, self.CKPT_FILE_TMPL.format(session_str))) def restore_from_dir(self, checkpoint_dir: str): """Restores the state of a searcher from a given checkpoint_dir. Typically, you should use this function to restore from an experiment directory such as `~/ray_results/trainable`. .. code-block:: python experiment_1 = tune.run( cost, num_samples=5, search_alg=search_alg, verbose=0, name=self.experiment_name, local_dir="~/my_results") search_alg2 = Searcher() search_alg2.restore_from_dir( os.path.join("~/my_results", self.experiment_name) """ pattern = self.CKPT_FILE_TMPL.format("*") full_paths = glob.glob(os.path.join(checkpoint_dir, pattern)) if not full_paths: raise RuntimeError( "Searcher unable to find checkpoint in {}".format( checkpoint_dir)) # TODO most_recent_checkpoint = max(full_paths) self.restore(most_recent_checkpoint) @property def metric(self) -> str: """The training result objective value attribute.""" return self._metric @property def mode(self) -> str: """Specifies if minimizing or maximizing the metric.""" return self._mode class ConcurrencyLimiter(Searcher): """A wrapper algorithm for limiting the number of concurrent trials. Args: searcher (Searcher): Searcher object that the ConcurrencyLimiter will manage. max_concurrent (int): Maximum concurrent samples from the underlying searcher. batch (bool): Whether to wait for all concurrent samples to finish before updating the underlying searcher. Example: .. code-block:: python from ray.tune.suggest import ConcurrencyLimiter search_alg = HyperOptSearch(metric="accuracy") search_alg = ConcurrencyLimiter(search_alg, max_concurrent=2) tune.run(trainable, search_alg=search_alg) """ def __init__(self, searcher: Searcher, max_concurrent: int, batch: bool = False): assert type(max_concurrent) is int and max_concurrent > 0 self.searcher = searcher self.max_concurrent = max_concurrent self.batch = batch self.live_trials = set() self.cached_results = {} super(ConcurrencyLimiter, self).__init__( metric=self.searcher.metric, mode=self.searcher.mode) def suggest(self, trial_id: str) -> Optional[Dict]: assert trial_id not in self.live_trials, ( f"Trial ID {trial_id} must be unique: already found in set.") if len(self.live_trials) >= self.max_concurrent: logger.debug( f"Not providing a suggestion for {trial_id} due to " "concurrency limit: %s/%s.", len(self.live_trials), self.max_concurrent) return suggestion = self.searcher.suggest(trial_id) if suggestion not in (None, Searcher.FINISHED): self.live_trials.add(trial_id) return suggestion def on_trial_complete(self, trial_id: str, result: Optional[Dict] = None, error: bool = False): if trial_id not in self.live_trials: return elif self.batch: self.cached_results[trial_id] = (result, error) if len(self.cached_results) == self.max_concurrent: # Update the underlying searcher once the # full batch is completed. for trial_id, (result, error) in self.cached_results.items(): self.searcher.on_trial_complete( trial_id, result=result, error=error) self.live_trials.remove(trial_id) self.cached_results = {} else: return else: self.searcher.on_trial_complete( trial_id, result=result, error=error) self.live_trials.remove(trial_id) def get_state(self) -> Dict: state = self.__dict__.copy() del state["searcher"] return copy.deepcopy(state) def set_state(self, state: Dict): self.__dict__.update(state) def save(self, checkpoint_path: str): self.searcher.save(checkpoint_path) def restore(self, checkpoint_path: str): self.searcher.restore(checkpoint_path) def on_pause(self, trial_id: str): self.searcher.on_pause(trial_id) def on_unpause(self, trial_id: str): self.searcher.on_unpause(trial_id) def set_search_properties(self, metric: Optional[str], mode: Optional[str], config: Dict) -> bool: return self.searcher.set_search_properties(metric, mode, config) import pickle from .variant_generator import parse_spec_vars from ..tune.sample import Categorical, Domain, Float, Integer, LogUniform, \ Quantized, Uniform from ..tune.trial import flatten_dict, unflatten_dict try: import optuna as ot from optuna.samplers import BaseSampler except ImportError: ot = None BaseSampler = None class _Param: def __getattr__(self, item): def _inner(*args, **kwargs): return (item, args, kwargs) return _inner param = _Param() # (Optional) Default (anonymous) metric when using tune.report(x) DEFAULT_METRIC = "_metric" # (Auto-filled) The index of this training iteration. TRAINING_ITERATION = "training_iteration" class OptunaSearch(Searcher): """A wrapper around Optuna to provide trial suggestions. `Optuna `_ is a hyperparameter optimization library. In contrast to other libraries, it employs define-by-run style hyperparameter definitions. This Searcher is a thin wrapper around Optuna's search algorithms. You can pass any Optuna sampler, which will be used to generate hyperparameter suggestions. Please note that this wrapper does not support define-by-run, so the search space will be configured before running the optimization. You will also need to use a Tune trainable (e.g. using the function API) with this wrapper. For defining the search space, use ``ray.tune.suggest.optuna.param`` (see example). Args: space (list): Hyperparameter search space definition for Optuna's sampler. This is a list, and samples for the parameters will be obtained in order. metric (str): The training result objective value attribute. If None but a mode was passed, the anonymous metric `_metric` will be used per default. mode (str): One of {min, max}. Determines whether objective is minimizing or maximizing the metric attribute. points_to_evaluate (list): Initial parameter suggestions to be run first. This is for when you already have some good parameters you want to run first to help the algorithm make better suggestions for future parameters. Needs to be a list of dicts containing the configurations. sampler (optuna.samplers.BaseSampler): Optuna sampler used to draw hyperparameter configurations. Defaults to ``TPESampler``. Tune automatically converts search spaces to Optuna's format: .. code-block:: python from ray.tune.suggest.optuna import OptunaSearch config = { "a": tune.uniform(6, 8) "b": tune.uniform(10, 20) } optuna_search = OptunaSearch( metric="loss", mode="min") tune.run(trainable, config=config, search_alg=optuna_search) If you would like to pass the search space manually, the code would look like this: .. code-block:: python from ray.tune.suggest.optuna import OptunaSearch, param space = [ param.suggest_uniform("a", 6, 8), param.suggest_uniform("b", 10, 20) ] algo = OptunaSearch( space, metric="loss", mode="min") tune.run(trainable, search_alg=optuna_search) .. versionadded:: 0.8.8 """ def __init__(self, space: Optional[Union[Dict, List[Tuple]]] = None, metric: Optional[str] = None, mode: Optional[str] = None, points_to_evaluate: Optional[List[Dict]] = None, sampler: Optional[BaseSampler] = None): assert ot is not None, ( "Optuna must be installed! Run `pip install optuna`.") super(OptunaSearch, self).__init__( metric=metric, mode=mode, max_concurrent=None, use_early_stopped_trials=None) if isinstance(space, dict) and space: resolved_vars, domain_vars, grid_vars = parse_spec_vars(space) if domain_vars or grid_vars: logger.warning( UNRESOLVED_SEARCH_SPACE.format( par="space", cls=type(self))) space = self.convert_search_space(space) self._space = space self._points_to_evaluate = points_to_evaluate self._study_name = "optuna" # Fixed study name for in-memory storage self._sampler = sampler or ot.samplers.TPESampler() assert isinstance(self._sampler, BaseSampler), \ "You can only pass an instance of `optuna.samplers.BaseSampler` " \ "as a sampler to `OptunaSearcher`." self._pruner = ot.pruners.NopPruner() self._storage = ot.storages.InMemoryStorage() self._ot_trials = {} self._ot_study = None if self._space: self._setup_study(mode) def _setup_study(self, mode: str): if self._metric is None and self._mode: # If only a mode was passed, use anonymous metric self._metric = DEFAULT_METRIC self._ot_study = ot.study.create_study( storage=self._storage, sampler=self._sampler, pruner=self._pruner, study_name=self._study_name, direction="minimize" if mode == "min" else "maximize", load_if_exists=True) def set_search_properties(self, metric: Optional[str], mode: Optional[str], config: Dict) -> bool: if self._space: return False space = self.convert_search_space(config) self._space = space if metric: self._metric = metric if mode: self._mode = mode self._setup_study(mode) return True def suggest(self, trial_id: str) -> Optional[Dict]: if not self._space: raise RuntimeError( UNDEFINED_SEARCH_SPACE.format( cls=self.__class__.__name__, space="space")) if not self._metric or not self._mode: raise RuntimeError( UNDEFINED_METRIC_MODE.format( cls=self.__class__.__name__, metric=self._metric, mode=self._mode)) if trial_id not in self._ot_trials: ot_trial_id = self._storage.create_new_trial( self._ot_study._study_id) self._ot_trials[trial_id] = ot.trial.Trial(self._ot_study, ot_trial_id) ot_trial = self._ot_trials[trial_id] if self._points_to_evaluate: params = self._points_to_evaluate.pop(0) else: # getattr will fetch the trial.suggest_ function on Optuna trials params = { args[0] if len(args) > 0 else kwargs["name"]: getattr( ot_trial, fn)(*args, **kwargs) for (fn, args, kwargs) in self._space } return unflatten_dict(params) def on_trial_result(self, trial_id: str, result: Dict): metric = result[self.metric] step = result[TRAINING_ITERATION] ot_trial = self._ot_trials[trial_id] ot_trial.report(metric, step) def on_trial_complete(self, trial_id: str, result: Optional[Dict] = None, error: bool = False): ot_trial = self._ot_trials[trial_id] ot_trial_id = ot_trial._trial_id self._storage.set_trial_value(ot_trial_id, result.get( self.metric, None)) self._storage.set_trial_state(ot_trial_id, ot.trial.TrialState.COMPLETE) def save(self, checkpoint_path: str): save_object = (self._storage, self._pruner, self._sampler, self._ot_trials, self._ot_study, self._points_to_evaluate) with open(checkpoint_path, "wb") as outputFile: pickle.dump(save_object, outputFile) def restore(self, checkpoint_path: str): with open(checkpoint_path, "rb") as inputFile: save_object = pickle.load(inputFile) self._storage, self._pruner, self._sampler, \ self._ot_trials, self._ot_study, \ self._points_to_evaluate = save_object @staticmethod def convert_search_space(spec: Dict) -> List[Tuple]: resolved_vars, domain_vars, grid_vars = parse_spec_vars(spec) if not domain_vars and not grid_vars: return [] if grid_vars: raise ValueError( "Grid search parameters cannot be automatically converted " "to an Optuna search space.") # Flatten and resolve again after checking for grid search. spec = flatten_dict(spec, prevent_delimiter=True) resolved_vars, domain_vars, grid_vars = parse_spec_vars(spec) def resolve_value(par: str, domain: Domain) -> Tuple: quantize = None sampler = domain.get_sampler() if isinstance(sampler, Quantized): quantize = sampler.q sampler = sampler.sampler if isinstance(domain, Float): if isinstance(sampler, LogUniform): if quantize: logger.warning( "Optuna does not support both quantization and " "sampling from LogUniform. Dropped quantization.") return param.suggest_loguniform(par, domain.lower, domain.upper) elif isinstance(sampler, Uniform): if quantize: return param.suggest_discrete_uniform( par, domain.lower, domain.upper, quantize) return param.suggest_uniform(par, domain.lower, domain.upper) elif isinstance(domain, Integer): if isinstance(sampler, LogUniform): if quantize: logger.warning( "Optuna does not support both quantization and " "sampling from LogUniform. Dropped quantization.") return param.suggest_int( par, domain.lower, domain.upper, log=True) elif isinstance(sampler, Uniform): return param.suggest_int( par, domain.lower, domain.upper, step=quantize or 1) elif isinstance(domain, Categorical): if isinstance(sampler, Uniform): return param.suggest_categorical(par, domain.categories) raise ValueError( "Optuna search does not support parameters of type " "`{}` with samplers of type `{}`".format( type(domain).__name__, type(domain.sampler).__name__)) # Parameter name is e.g. "a/b/c" for nested dicts values = [ resolve_value("/".join(path), domain) for path, domain in domain_vars ] return values