Source code for ray.tune.suggest.skopt

from __future__ import absolute_import
from __future__ import division
from __future__ import print_function

try:
    import skopt as sko
except ImportError:
    sko = None

from ray.tune.suggest.suggestion import SuggestionAlgorithm


def _validate_warmstart(parameter_names, points_to_evaluate,
                        evaluated_rewards):
    if points_to_evaluate:
        if not isinstance(points_to_evaluate, list):
            raise TypeError(
                "points_to_evaluate expected to be a list, got {}.".format(
                    type(points_to_evaluate)))
        for point in points_to_evaluate:
            if not isinstance(point, list):
                raise TypeError(
                    "points_to_evaluate expected to include list, got {}.".
                    format(point))

            if not len(point) == len(parameter_names):
                raise ValueError("Dim of point {}".format(point) +
                                 " and parameter_names {}".format(
                                     parameter_names) + " do not match.")

    if points_to_evaluate and evaluated_rewards:
        if not isinstance(evaluated_rewards, list):
            raise TypeError(
                "evaluated_rewards expected to be a list, got {}.".format(
                    type(evaluated_rewards)))
        if not len(evaluated_rewards) == len(points_to_evaluate):
            raise ValueError(
                "Dim of evaluated_rewards {}".format(evaluated_rewards) +
                " and points_to_evaluate {}".format(points_to_evaluate) +
                " do not match.")


[docs]class SkOptSearch(SuggestionAlgorithm): """A wrapper around skopt to provide trial suggestions. Requires skopt to be installed. Parameters: optimizer (skopt.optimizer.Optimizer): Optimizer provided from skopt. parameter_names (list): List of parameter names. Should match the dimension of the optimizer output. max_concurrent (int): Number of maximum concurrent trials. Defaults to 10. reward_attr (str): The training result objective value attribute. This refers to an increasing value. points_to_evaluate (list of lists): A list of points you'd like to run first before sampling from the optimiser, e.g. these could be parameter configurations you already know work well to help the optimiser select good values. Each point is a list of the parameters using the order definition given by parameter_names. evaluated_rewards (list): If you have previously evaluated the parameters passed in as points_to_evaluate you can avoid re-running those trials by passing in the reward attributes as a list so the optimiser can be told the results without needing to re-compute the trial. Must be the same length as points_to_evaluate. (See tune/examples/skopt_example.py) Example: >>> from skopt import Optimizer >>> optimizer = Optimizer([(0,20),(-100,100)]) >>> current_best_params = [[10, 0], [15, -20]] >>> algo = SkOptSearch(optimizer, >>> ["width", "height"], >>> max_concurrent=4, >>> reward_attr="neg_mean_loss", >>> points_to_evaluate=current_best_params) """ def __init__(self, optimizer, parameter_names, max_concurrent=10, reward_attr="episode_reward_mean", points_to_evaluate=None, evaluated_rewards=None, **kwargs): assert sko is not None, """skopt must be installed! You can install Skopt with the command: `pip install scikit-optimize`.""" assert type(max_concurrent) is int and max_concurrent > 0 _validate_warmstart(parameter_names, points_to_evaluate, evaluated_rewards) self._initial_points = [] if points_to_evaluate and evaluated_rewards: optimizer.tell(points_to_evaluate, evaluated_rewards) elif points_to_evaluate: self._initial_points = points_to_evaluate self._max_concurrent = max_concurrent self._parameters = parameter_names self._reward_attr = reward_attr self._skopt_opt = optimizer self._live_trial_mapping = {} super(SkOptSearch, self).__init__(**kwargs) def _suggest(self, trial_id): if self._num_live_trials() >= self._max_concurrent: return None if self._initial_points: suggested_config = self._initial_points[0] del self._initial_points[0] else: suggested_config = self._skopt_opt.ask() self._live_trial_mapping[trial_id] = suggested_config return dict(zip(self._parameters, suggested_config)) def on_trial_result(self, trial_id, result): pass def on_trial_complete(self, trial_id, result=None, error=False, early_terminated=False): """Passes the result to skopt unless early terminated or errored. The result is internally negated when interacting with Skopt so that Skopt Optimizers can "maximize" this value, as it minimizes on default. """ skopt_trial_info = self._live_trial_mapping.pop(trial_id) if result: self._skopt_opt.tell(skopt_trial_info, -result[self._reward_attr]) def _num_live_trials(self): return len(self._live_trial_mapping)