[tune] Add compatibility to nevergrad 0.2.0+ (#4529)

## What do these changes do?

This PR prepares for future version  0.2.0 of `nevergrad`, in which each suggestion is a `Candidate` instance having fields `args` and `kwargs` instead of being a `np.ndarray`. The proposed changes are compatible with all versions of `nevergrad` (manually tested with `nevergrad_example.py` on both `master` and current version `v0.1.6`).

See `nevergrad`'s [CHANGELOG](https://github.com/facebookresearch/nevergrad/blob/master/CHANGELOG.md) for more information on the change.

## Related issue number

None

## Linter

- [x] I've run `scripts/format.sh` to lint the changes in this PR.

python/ray/tune/examples/nevergrad_example.py

@@ -42,9 +42,18 @@ if __name__ == "__main__":
             "timesteps_total": 100
         }
     }
-    optimizer = optimizerlib.OnePlusOne(dimension=2)
+    instrumentation = 2
+    parameter_names = ["height", "width"]
+    # With nevergrad v0.2.0+ the following is also possible:
+    # from nevergrad import instrumentation as inst
+    # instrumentation = inst.Instrumentation(
+    #     height=inst.var.Array(1).bounded(0, 200).asfloat(),
+    #     width=inst.var.OrderedDiscrete([0, 10, 20, 30, 40, 50]))
+    # parameter_names = None  # names are provided by the instrumentation
+    optimizer = optimizerlib.OnePlusOne(instrumentation)
     algo = NevergradSearch(
-        optimizer, ["height", "width"],
+        optimizer,
+        parameter_names,
         max_concurrent=4,
         reward_attr="neg_mean_loss")
     scheduler = AsyncHyperBandScheduler(reward_attr="neg_mean_loss")

python/ray/tune/suggest/nevergrad.py

@@ -23,7 +23,9 @@ class NevergradSearch(SuggestionAlgorithm):
         optimizer (nevergrad.optimization.Optimizer): Optimizer provided
             from Nevergrad.
         parameter_names (list): List of parameter names. Should match
-            the dimension of the optimizer output.
+            the dimension of the optimizer output. Alternatively, set to None
+            if the optimizer is already instrumented with kwargs
+            (see nevergrad v0.2.0+).
         max_concurrent (int): Number of maximum concurrent trials. Defaults
             to 10.
         reward_attr (str): The training result objective value attribute.
@@ -31,9 +33,24 @@ class NevergradSearch(SuggestionAlgorithm):
 
     Example:
         >>> from nevergrad.optimization import optimizerlib
-        >>> optimizer = optimizerlib.OnePlusOne(dimension=1, budget=100)
-        >>> algo = NevergradSearch(
-        >>>     optimizer, max_concurrent=4, reward_attr="neg_mean_loss")
+        >>> instrumentation = 1
+        >>> optimizer = optimizerlib.OnePlusOne(instrumentation, budget=100)
+        >>> algo = NevergradSearch(optimizer, ["lr"], max_concurrent=4,
+        >>>                        reward_attr="neg_mean_loss")
+
+    Note:
+        In nevergrad v0.2.0+, optimizers can be instrumented.
+        For instance, the following will specifies searching
+        for "lr" from 1 to 2.
+
+        >>> from nevergrad.optimization import optimizerlib
+        >>> from nevergrad import instrumentation as inst
+        >>> lr = inst.var.Array(1).bounded(1, 2).asfloat()
+        >>> instrumentation = inst.Instrumentation(lr=lr)
+        >>> optimizer = optimizerlib.OnePlusOne(instrumentation, budget=100)
+        >>> algo = NevergradSearch(optimizer, None, max_concurrent=4,
+        >>>                        reward_attr="neg_mean_loss")
+
     """
 
     def __init__(self,
@@ -50,12 +67,40 @@ class NevergradSearch(SuggestionAlgorithm):
         self._nevergrad_opt = optimizer
         self._live_trial_mapping = {}
         super(NevergradSearch, self).__init__(**kwargs)
+        # validate parameters
+        if hasattr(optimizer, "instrumentation"):  # added in v0.2.0
+            if optimizer.instrumentation.kwargs:
+                if optimizer.instrumentation.args:
+                    raise ValueError(
+                        "Instrumented optimizers should use kwargs only")
+                if parameter_names is not None:
+                    raise ValueError("Instrumented optimizers should provide "
+                                     "None as parameter_names")
+            else:
+                if parameter_names is None:
+                    raise ValueError("Non-instrumented optimizers should have "
+                                     "a list of parameter_names")
+                if len(optimizer.instrumentation.args) != 1:
+                    raise ValueError(
+                        "Instrumented optimizers should use kwargs only")
+        if parameter_names is not None and optimizer.dimension != len(
+                parameter_names):
+            raise ValueError("len(parameters_names) must match optimizer "
+                             "dimension for non-instrumented optimizers")
 
     def _suggest(self, trial_id):
         if self._num_live_trials() >= self._max_concurrent:
             return None
         suggested_config = self._nevergrad_opt.ask()
         self._live_trial_mapping[trial_id] = suggested_config
+        # in v0.2.0+, output of ask() is a Candidate,
+        # with fields args and kwargs
+        if hasattr(self._nevergrad_opt, "instrumentation"):
+            if not suggested_config.kwargs:
+                return dict(zip(self._parameters, suggested_config.args[0]))
+            else:
+                return suggested_config.kwargs
+        # legacy: output of ask() is a np.ndarray
         return dict(zip(self._parameters, suggested_config))
 
     def on_trial_result(self, trial_id, result):