skopt_example

"""This example demonstrates the usage of Skopt with Ray Tune.

It also checks that it is usable with a separate scheduler.
"""
import time

from ray import tune
from ray.tune.suggest import ConcurrencyLimiter
from ray.tune.schedulers import AsyncHyperBandScheduler
from ray.tune.suggest.skopt import SkOptSearch


def evaluation_fn(step, width, height):
    time.sleep(0.1)
    return (0.1 + width * step / 100)**(-1) + height * 0.1


def easy_objective(config):
    # 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)


if __name__ == "__main__":
    import argparse

    parser = argparse.ArgumentParser()
    parser.add_argument(
        "--smoke-test", action="store_true", help="Finish quickly for testing")
    parser.add_argument(
        "--server-address",
        type=str,
        default=None,
        required=False,
        help="The address of server to connect to if using "
        "Ray Client.")
    args, _ = parser.parse_known_args()

    if args.server_address:
        import ray

        ray.init(f"ray://{args.server_address}")

    # The config will be automatically converted to SkOpt's search space

    # Optional: Pass the parameter space yourself
    # space = {
    #     "width": (0, 20),
    #     "height": (-100, 100),
    #     "activation": ["relu", "tanh"]
    # }

    previously_run_params = [
        {
            "width": 10,
            "height": 0,
            "activation": "relu"  # Activation will be relu
        },
        {
            "width": 15,
            "height": -20,
            "activation": "tanh"  # Activation will be tanh
        }
    ]
    known_rewards = [-189, -1144]

    algo = SkOptSearch(
        # parameter_names=space.keys(),  # If you want to set the space
        # parameter_ranges=space.values(), # If you want to set the space
        points_to_evaluate=previously_run_params,
        evaluated_rewards=known_rewards)
    algo = ConcurrencyLimiter(algo, max_concurrent=4)

    scheduler = AsyncHyperBandScheduler()

    analysis = tune.run(
        easy_objective,
        metric="mean_loss",
        mode="min",
        name="skopt_exp_with_warmstart",
        search_alg=algo,
        scheduler=scheduler,
        num_samples=10 if args.smoke_test else 50,
        config={
            "steps": 100,
            "width": tune.uniform(0, 20),
            "height": tune.uniform(-100, 100),
            "activation": tune.choice(["relu", "tanh"])
        })
    print("Best hyperparameters found were: ", analysis.best_config)