Source code for

    import ax
except ImportError:
    ax = None
import logging

from ray.tune.suggest import Searcher

logger = logging.getLogger(__name__)

[docs]class AxSearch(Searcher): """Uses `Ax <>`_ to optimize hyperparameters. Ax is a platform for understanding, managing, deploying, and automating adaptive experiments. Ax provides an easy to use interface with BoTorch, a flexible, modern library for Bayesian optimization in PyTorch. More information can be found in To use this search algorithm, you must install Ax and sqlalchemy: .. code-block:: bash $ pip install ax-platform sqlalchemy Parameters: parameters (list[dict]): Parameters in the experiment search space. Required elements in the dictionaries are: "name" (name of this parameter, string), "type" (type of the parameter: "range", "fixed", or "choice", string), "bounds" for range parameters (list of two values, lower bound first), "values" for choice parameters (list of values), and "value" for fixed parameters (single value). objective_name (str): Name of the metric used as objective in this experiment. This metric must be present in `raw_data` argument to `log_data`. This metric must also be present in the dict reported/returned by the Trainable. mode (str): One of {min, max}. Determines whether objective is minimizing or maximizing the metric attribute. Defaults to "max". parameter_constraints (list[str]): Parameter constraints, such as "x3 >= x4" or "x3 + x4 >= 2". outcome_constraints (list[str]): Outcome constraints of form "metric_name >= bound", like "m1 <= 3." max_concurrent (int): Deprecated. use_early_stopped_trials: Deprecated. .. code-block:: python from ax.service.ax_client import AxClient from ray import tune from import AxSearch parameters = [ {"name": "x1", "type": "range", "bounds": [0.0, 1.0]}, {"name": "x2", "type": "range", "bounds": [0.0, 1.0]}, ] def easy_objective(config): for i in range(100): intermediate_result = config["x1"] + config["x2"] * i client = AxClient(enforce_sequential_optimization=False) client.create_experiment(parameters=parameters, objective_name="score") algo = AxSearch(client), search_alg=algo) """ def __init__(self, ax_client, mode="max", use_early_stopped_trials=None, max_concurrent=None): assert ax is not None, "Ax must be installed!" self._ax = ax_client exp = self._ax.experiment self._objective_name = self.max_concurrent = max_concurrent self._parameters = list(exp.parameters) self._live_trial_mapping = {} super(AxSearch, self).__init__( metric=self._objective_name, mode=mode, max_concurrent=max_concurrent, use_early_stopped_trials=use_early_stopped_trials) if self._ax._enforce_sequential_optimization: logger.warning("Detected sequential enforcement. Be sure to use " "a ConcurrencyLimiter.") def suggest(self, trial_id): if self.max_concurrent: if len(self._live_trial_mapping) >= self.max_concurrent: return None parameters, trial_index = self._ax.get_next_trial() self._live_trial_mapping[trial_id] = trial_index return parameters def on_trial_complete(self, trial_id, result=None, error=False): """Notification for the completion of trial. Data of form key value dictionary of metric names and values. """ if result: self._process_result(trial_id, result) self._live_trial_mapping.pop(trial_id) def _process_result(self, trial_id, result): ax_trial_index = self._live_trial_mapping[trial_id] metric_dict = { self._objective_name: (result[self._objective_name], 0.0) } outcome_names = [ for oc in self._ax.experiment.optimization_config.outcome_constraints ] metric_dict.update({on: (result[on], 0.0) for on in outcome_names}) self._ax.complete_trial( trial_index=ax_trial_index, raw_data=metric_dict)