autogen/test/tune/example.py
Qingyun Wu a229a6112a
Support parallel and add random search (#167)
* non hashable value out of signature

* parallel trials

* add random in _search_parallel

* fix bug in retraining

* check memory constraint before training

* retrain_full

* log custom metric

* retraining budget check

* sample size check before retrain

* remove 'time2eval' from result

* report 'total_search_time' in result

* rename total_search_time to wall_clock_time

* rename train_loss boolean to log_training_metric

* set default train_loss to None

* exclude oom result

* log retrained model

* no subsample

* doc str

* notebook

* predicted value is NaN for sarimax

* version

Co-authored-by: Chi Wang <wang.chi@microsoft.com>
Co-authored-by: Qingyun Wu <qxw5138@psu.edu>
2021-08-23 16:36:51 -07:00

56 lines
1.6 KiB
Python

import time
def evaluation_fn(step, width, height):
return (0.1 + width * step / 100)**(-1) + height * 0.1
def easy_objective(config):
from ray import tune
# Hyperparameters
width, height = config["width"], config["height"]
for step in range(config["steps"]):
# Iterative training function - can be any arbitrary training procedure
intermediate_score = evaluation_fn(step, width, height)
# Feed the score back back to Tune.
tune.report(iterations=step, mean_loss=intermediate_score)
time.sleep(0.1)
def test_blendsearch_tune(smoke_test=True):
try:
from ray import tune
from ray.tune.suggest import ConcurrencyLimiter
from ray.tune.schedulers import AsyncHyperBandScheduler
from ray.tune.suggest.flaml import BlendSearch
except ImportError:
print('ray[tune] is not installed, skipping test')
return
import numpy as np
algo = BlendSearch()
algo = ConcurrencyLimiter(algo, max_concurrent=4)
scheduler = AsyncHyperBandScheduler()
analysis = tune.run(
easy_objective,
metric="mean_loss",
mode="min",
search_alg=algo,
scheduler=scheduler,
num_samples=10 if smoke_test else 100,
config={
"steps": 100,
"width": tune.uniform(0, 20),
"height": tune.uniform(-100, 100),
# This is an ignored parameter.
"activation": tune.choice(["relu", "tanh"]),
"test4": np.zeros((3, 1)),
})
print("Best hyperparameters found were: ", analysis.best_config)
if __name__ == "__main__":
test_blendsearch_tune(False)