Source code for ray.tune.schedulers.hyperband

import collections
from typing import Dict, List, Optional, Tuple

import numpy as np
import logging

from ray.tune import trial_runner
from ray.tune.result import DEFAULT_METRIC
from ray.tune.schedulers.trial_scheduler import FIFOScheduler, TrialScheduler
from ray.tune.trial import Trial
from ray.tune.error import TuneError

logger = logging.getLogger(__name__)

# Implementation notes:
#    This implementation contains 3 logical levels.
#    Each HyperBand iteration is a "band". There can be multiple
#    bands running at once, and there can be 1 band that is incomplete.
#    In each band, there are at most `s` + 1 brackets.
#    `s` is a value determined by given parameters, and assigned on
#    a cyclic basis.
#    In each bracket, there are at most `n(s)` trials, indicating that
#    `n` is a function of `s`. These trials go through a series of
#    halving procedures, dropping lowest performers. Multiple
#    brackets are running at once.
#    Trials added will be inserted into the most recent bracket
#    and band and will spill over to new brackets/bands accordingly.
#    This maintains the bracket size and max trial count per band
#    to 5 and 117 respectively, which correspond to that of
#    `max_attr=81, eta=3` from the blog post. Trials will fill up
#    from smallest bracket to largest, with largest
#    having the most rounds of successive halving.
[docs]class HyperBandScheduler(FIFOScheduler): """Implements the HyperBand early stopping algorithm. HyperBandScheduler early stops trials using the HyperBand optimization algorithm. It divides trials into brackets of varying sizes, and periodically early stops low-performing trials within each bracket. To use this implementation of HyperBand with Tune, all you need to do is specify the max length of time a trial can run `max_t`, the time units `time_attr`, the name of the reported objective value `metric`, and if `metric` is to be maximized or minimized (`mode`). We automatically determine reasonable values for the other HyperBand parameters based on the given values. For example, to limit trials to 10 minutes and early stop based on the `episode_mean_reward` attr, construct: ``HyperBand('time_total_s', 'episode_reward_mean', max_t=600)`` Note that Tune's stopping criteria will be applied in conjunction with HyperBand's early stopping mechanisms. See also: Args: time_attr (str): The training result attr to use for comparing time. Note that you can pass in something non-temporal such as `training_iteration` as a measure of progress, the only requirement is that the attribute should increase monotonically. metric (str): The training result objective value attribute. Stopping procedures will use this attribute. If None but a mode was passed, the `ray.tune.result.DEFAULT_METRIC` will be used per default. mode (str): One of {min, max}. Determines whether objective is minimizing or maximizing the metric attribute. max_t (int): max time units per trial. Trials will be stopped after max_t time units (determined by time_attr) have passed. The scheduler will terminate trials after this time has passed. Note that this is different from the semantics of `max_t` as mentioned in the original HyperBand paper. reduction_factor (float): Same as `eta`. Determines how sharp the difference is between bracket space-time allocation ratios. stop_last_trials (bool): Whether to terminate the trials after reaching max_t. Defaults to True. """ def __init__(self, time_attr: str = "training_iteration", reward_attr: Optional[str] = None, metric: Optional[str] = None, mode: Optional[str] = None, max_t: int = 81, reduction_factor: float = 3, stop_last_trials: bool = True): assert max_t > 0, "Max (time_attr) not valid!" if mode: assert mode in ["min", "max"], "`mode` must be 'min' or 'max'!" if reward_attr is not None: mode = "max" metric = reward_attr logger.warning( "`reward_attr` is deprecated and will be removed in a future " "version of Tune. " "Setting `metric={}` and `mode=max`.".format(reward_attr)) FIFOScheduler.__init__(self) self._eta = reduction_factor self._s_max_1 = int( np.round(np.log(max_t) / np.log(reduction_factor))) + 1 self._max_t_attr = max_t # bracket max trials self._get_n0 = lambda s: int( np.ceil(self._s_max_1 / (s + 1) * self._eta**s)) # bracket initial iterations self._get_r0 = lambda s: int((max_t * self._eta**(-s))) self._hyperbands = [[]] # list of hyperband iterations self._trial_info = {} # Stores Trial -> Bracket, Band Iteration # Tracks state for new trial add self._state = {"bracket": None, "band_idx": 0} self._num_stopped = 0 self._metric = metric self._mode = mode self._metric_op = None if self._mode == "max": self._metric_op = 1. elif self._mode == "min": self._metric_op = -1. self._time_attr = time_attr self._stop_last_trials = stop_last_trials def set_search_properties(self, metric: Optional[str], mode: Optional[str]) -> bool: if self._metric and metric: return False if self._mode and mode: return False if metric: self._metric = metric if mode: self._mode = mode if self._mode == "max": self._metric_op = 1. elif self._mode == "min": self._metric_op = -1. if self._metric is None and self._mode: # If only a mode was passed, use anonymous metric self._metric = DEFAULT_METRIC return True def on_trial_add(self, trial_runner: "trial_runner.TrialRunner", trial: Trial): """Adds new trial. On a new trial add, if current bracket is not filled, add to current bracket. Else, if current band is not filled, create new bracket, add to current bracket. Else, create new iteration, create new bracket, add to bracket.""" if not self._metric or not self._metric_op: raise ValueError( "{} has been instantiated without a valid `metric` ({}) or " "`mode` ({}) parameter. Either pass these parameters when " "instantiating the scheduler, or pass them as parameters " "to ``".format(self.__class__.__name__, self._metric, self._mode)) cur_bracket = self._state["bracket"] cur_band = self._hyperbands[self._state["band_idx"]] if cur_bracket is None or cur_bracket.filled(): retry = True while retry: # if current iteration is filled, create new iteration if self._cur_band_filled(): cur_band = [] self._hyperbands.append(cur_band) self._state["band_idx"] += 1 # cur_band will always be less than s_max_1 or else filled s = len(cur_band) assert s < self._s_max_1, "Current band is filled!" if self._get_r0(s) == 0:"Bracket too small - Retrying...") cur_bracket = None else: retry = False cur_bracket = self._create_bracket(s) cur_band.append(cur_bracket) self._state["bracket"] = cur_bracket self._state["bracket"].add_trial(trial) self._trial_info[trial] = cur_bracket, self._state["band_idx"] def _create_bracket(self, s): return Bracket( time_attr=self._time_attr, max_trials=self._get_n0(s), init_t_attr=self._get_r0(s), max_t_attr=self._max_t_attr, eta=self._eta, s=s, stop_last_trials=self._stop_last_trials) def _cur_band_filled(self) -> bool: """Checks if the current band is filled. The size of the current band should be equal to s_max_1""" cur_band = self._hyperbands[self._state["band_idx"]] return len(cur_band) == self._s_max_1 def on_trial_result(self, trial_runner: "trial_runner.TrialRunner", trial: Trial, result: Dict): """If bracket is finished, all trials will be stopped. If a given trial finishes and bracket iteration is not done, the trial will be paused and resources will be given up. This scheduler will not start trials but will stop trials. The current running trial will not be handled, as the trialrunner will be given control to handle it.""" bracket, _ = self._trial_info[trial] bracket.update_trial_stats(trial, result) if bracket.continue_trial(trial): return TrialScheduler.CONTINUE action = self._process_bracket(trial_runner, bracket) logger.debug(f"{action} for {trial} on " f"{self._time_attr}={result.get(self._time_attr)}") return action def _process_bracket(self, trial_runner: "trial_runner.TrialRunner", bracket: "Bracket") -> str: """This is called whenever a trial makes progress. When all live trials in the bracket have no more iterations left, Trials will be successively halved. If bracket is done, all non-running trials will be stopped and cleaned up, and during each halving phase, bad trials will be stopped while good trials will return to "PENDING".""" action = TrialScheduler.PAUSE if bracket.cur_iter_done(): if bracket.finished(): bracket.cleanup_full(trial_runner) return TrialScheduler.STOP good, bad = bracket.successive_halving(self._metric, self._metric_op) # kill bad trials self._num_stopped += len(bad) for t in bad: if t.status == Trial.PAUSED: trial_runner.stop_trial(t) elif t.status == Trial.RUNNING: bracket.cleanup_trial(t) action = TrialScheduler.STOP else: raise TuneError(f"Trial with unexpected bad status " f"encountered: {t.status}") # ready the good trials - if trial is too far ahead, don't continue for t in good: if t.status not in [Trial.PAUSED, Trial.RUNNING]: raise TuneError(f"Trial with unexpected good status " f"encountered: {t.status}") if bracket.continue_trial(t): if t.status == Trial.PAUSED: self._unpause_trial(trial_runner, t) elif t.status == Trial.RUNNING: action = TrialScheduler.CONTINUE return action def on_trial_remove(self, trial_runner: "trial_runner.TrialRunner", trial: Trial): """Notification when trial terminates. Trial info is removed from bracket. Triggers halving if bracket is not finished.""" bracket, _ = self._trial_info[trial] bracket.cleanup_trial(trial) if not bracket.finished(): self._process_bracket(trial_runner, bracket) def on_trial_complete(self, trial_runner: "trial_runner.TrialRunner", trial: Trial, result: Dict): """Cleans up trial info from bracket if trial completed early.""" self.on_trial_remove(trial_runner, trial) def on_trial_error(self, trial_runner: "trial_runner.TrialRunner", trial: Trial): """Cleans up trial info from bracket if trial errored early.""" self.on_trial_remove(trial_runner, trial) def choose_trial_to_run( self, trial_runner: "trial_runner.TrialRunner") -> Optional[Trial]: """Fair scheduling within iteration by completion percentage. List of trials not used since all trials are tracked as state of scheduler. If iteration is occupied (ie, no trials to run), then look into next iteration. """ for hyperband in self._hyperbands: # band will have None entries if no resources # are to be allocated to that bracket. scrubbed = [b for b in hyperband if b is not None] for bracket in sorted( scrubbed, key=lambda b: b.completion_percentage()): for trial in bracket.current_trials(): if (trial.status == Trial.PENDING and trial_runner.has_resources_for_trial(trial)): return trial return None def debug_string(self) -> str: """This provides a progress notification for the algorithm. For each bracket, the algorithm will output a string as follows: Bracket(Max Size (n)=5, Milestone (r)=33, completed=14.6%): {PENDING: 2, RUNNING: 3, TERMINATED: 2} "Max Size" indicates the max number of pending/running experiments set according to the Hyperband algorithm. "Milestone" indicates the iterations a trial will run for before the next halving will occur. "Completed" indicates an approximate progress metric. Some brackets, like ones that are unfilled, will not reach 100%. """ out = "Using HyperBand: " out += "num_stopped={} total_brackets={}".format( self._num_stopped, sum(len(band) for band in self._hyperbands)) for i, band in enumerate(self._hyperbands): out += "\nRound #{}:".format(i) for bracket in band: if bracket: out += "\n {}".format(bracket) return out def state(self) -> Dict[str, int]: return { "num_brackets": sum(len(band) for band in self._hyperbands), "num_stopped": self._num_stopped } def _unpause_trial(self, trial_runner: "trial_runner.TrialRunner", trial: Trial): trial_runner.trial_executor.unpause_trial(trial)
class Bracket: """Logical object for tracking Hyperband bracket progress. Keeps track of proper parameters as designated by HyperBand. Also keeps track of progress to ensure good scheduling. """ def __init__(self, time_attr: str, max_trials: int, init_t_attr: int, max_t_attr: int, eta: float, s: int, stop_last_trials: bool = True): self._live_trials = {} # maps trial -> current result self._all_trials = [] self._time_attr = time_attr # attribute to self._n = self._n0 = max_trials self._r = self._r0 = init_t_attr self._max_t_attr = max_t_attr self._cumul_r = self._r0 self._eta = eta self._halves = s self._total_work = self._calculate_total_work(self._n0, self._r0, s) self._completed_progress = 0 self.stop_last_trials = stop_last_trials def add_trial(self, trial: Trial): """Add trial to bracket assuming bracket is not filled. At a later iteration, a newly added trial will be given equal opportunity to catch up.""" assert not self.filled(), "Cannot add trial to filled bracket!" self._live_trials[trial] = None self._all_trials.append(trial) def cur_iter_done(self) -> bool: """Checks if all iterations have completed. TODO(rliaw): also check that `t.iterations == self._r`""" return all( self._get_result_time(result) >= self._cumul_r for result in self._live_trials.values()) def finished(self) -> bool: if not self.stop_last_trials: return False return self._halves == 0 and self.cur_iter_done() def current_trials(self) -> List[Trial]: return list(self._live_trials) def continue_trial(self, trial: Trial) -> bool: result = self._live_trials[trial] if not self.stop_last_trials and self._halves == 0: return True elif self._get_result_time(result) < self._cumul_r: return True return False def filled(self) -> bool: """Checks if bracket is filled. Only let new trials be added at current level minimizing the need to backtrack and bookkeep previous medians.""" return len(self._live_trials) == self._n def successive_halving(self, metric: str, metric_op: float ) -> Tuple[List[Trial], List[Trial]]: if self._halves == 0 and not self.stop_last_trials: return self._live_trials, [] assert self._halves > 0 self._halves -= 1 self._n /= self._eta self._n = int(np.ceil(self._n)) self._r *= self._eta self._r = int(min(self._r, self._max_t_attr - self._cumul_r)) self._cumul_r = self._r sorted_trials = sorted( self._live_trials, key=lambda t: metric_op * self._live_trials[t][metric]) good, bad = sorted_trials[-self._n:], sorted_trials[:-self._n] return good, bad def update_trial_stats(self, trial: Trial, result: Dict): """Update result for trial. Called after trial has finished an iteration - will decrement iteration count. TODO(rliaw): The other alternative is to keep the trials in and make sure they're not set as pending later.""" assert trial in self._live_trials assert self._get_result_time(result) >= 0 observed_time = self._get_result_time(result) last_observed = self._get_result_time(self._live_trials[trial]) delta = observed_time - last_observed if delta <= 0:"Restoring from a previous point in time. " "Previous={}; Now={}".format(last_observed, observed_time)) self._completed_progress += delta self._live_trials[trial] = result def cleanup_trial(self, trial: Trial): """Clean up statistics tracking for terminated trials (either by force or otherwise). This may cause bad trials to continue for a long time, in the case where all the good trials finish early and there are only bad trials left in a bracket with a large max-iteration.""" assert trial in self._live_trials del self._live_trials[trial] def cleanup_full(self, trial_runner: "trial_runner.TrialRunner"): """Cleans up bracket after bracket is completely finished. Lets the last trial continue to run until termination condition kicks in.""" for trial in self.current_trials(): if (trial.status == Trial.PAUSED): trial_runner.stop_trial(trial) def completion_percentage(self) -> float: """Returns a progress metric. This will not be always finish with 100 since dead trials are dropped.""" if self.finished(): return 1.0 return min(self._completed_progress / self._total_work, 1.0) def _get_result_time(self, result: Dict) -> float: if result is None: return 0 return result[self._time_attr] def _calculate_total_work(self, n: int, r: float, s: int): work = 0 cumulative_r = r for _ in range(s + 1): work += int(n) * int(r) n /= self._eta n = int(np.ceil(n)) r *= self._eta r = int(min(r, self._max_t_attr - cumulative_r)) return work def __repr__(self) -> str: status = ", ".join([ "Max Size (n)={}".format(self._n), "Milestone (r)={}".format(self._cumul_r), "completed={:.1%}".format(self.completion_percentage()) ]) counts = collections.Counter([t.status for t in self._all_trials]) trial_statuses = ", ".join( sorted("{}: {}".format(k, v) for k, v in counts.items())) return "Bracket({}): {{{}}} ".format(status, trial_statuses)