Files
ray/python/ray/tune/tests/test_sample.py
T
Antoni Baum a4f2dd2138 [Tune]Add integer loguniform support (#12994)
* Add integer quantization and loguniform support

* Fix hyperopt qloguniform not being np.log'd first

* Add tests, __init__

* Try to fix tests, better exceptions

* Tweak docstrings

* Type checks in SearchSpaceTest

* Update docs

* Lint, tests

* Update doc/source/tune/api_docs/search_space.rst

Co-authored-by: Kai Fricke <krfricke@users.noreply.github.com>

Co-authored-by: Kai Fricke <krfricke@users.noreply.github.com>
2020-12-23 09:27:16 -08:00

994 lines
36 KiB
Python

import numpy as np
import unittest
from ray import tune
from ray.tune import Experiment
from ray.tune.suggest.variant_generator import generate_variants
def _mock_objective(config):
tune.report(**config)
class SearchSpaceTest(unittest.TestCase):
def setUp(self):
pass
def tearDown(self):
pass
def testTuneSampleAPI(self):
config = {
"func": tune.sample_from(lambda spec: spec.config.uniform * 0.01),
"uniform": tune.uniform(-5, -1),
"quniform": tune.quniform(3.2, 5.4, 0.2),
"loguniform": tune.loguniform(1e-4, 1e-2),
"qloguniform": tune.qloguniform(1e-4, 1e-1, 5e-5),
"choice": tune.choice([2, 3, 4]),
"randint": tune.randint(-9, 15),
"lograndint": tune.lograndint(1, 10),
"qrandint": tune.qrandint(-21, 12, 3),
"qlograndint": tune.qlograndint(2, 20, 2),
"randn": tune.randn(10, 2),
"qrandn": tune.qrandn(10, 2, 0.2),
}
for _, (_, generated) in zip(
range(1000), generate_variants({
"config": config
})):
out = generated["config"]
self.assertAlmostEqual(out["func"], out["uniform"] * 0.01)
self.assertGreaterEqual(out["uniform"], -5)
self.assertLess(out["uniform"], -1)
self.assertGreaterEqual(out["quniform"], 3.2)
self.assertLessEqual(out["quniform"], 5.4)
self.assertAlmostEqual(out["quniform"] / 0.2,
round(out["quniform"] / 0.2))
self.assertGreaterEqual(out["loguniform"], 1e-4)
self.assertLess(out["loguniform"], 1e-2)
self.assertGreaterEqual(out["qloguniform"], 1e-4)
self.assertLessEqual(out["qloguniform"], 1e-1)
self.assertAlmostEqual(out["qloguniform"] / 5e-5,
round(out["qloguniform"] / 5e-5))
self.assertIn(out["choice"], [2, 3, 4])
self.assertGreaterEqual(out["randint"], -9)
self.assertLess(out["randint"], 15)
self.assertTrue(isinstance(out["randint"], int))
self.assertGreaterEqual(out["lograndint"], 1)
self.assertLess(out["lograndint"], 10)
self.assertTrue(isinstance(out["lograndint"], int))
self.assertGreaterEqual(out["qrandint"], -21)
self.assertLessEqual(out["qrandint"], 12)
self.assertEqual(out["qrandint"] % 3, 0)
self.assertTrue(isinstance(out["qrandint"], int))
self.assertGreaterEqual(out["qlograndint"], 2)
self.assertLessEqual(out["qlograndint"], 20)
self.assertEqual(out["qlograndint"] % 2, 0)
self.assertTrue(isinstance(out["qlograndint"], int))
# Very improbable
self.assertGreater(out["randn"], 0)
self.assertLess(out["randn"], 20)
self.assertGreater(out["qrandn"], 0)
self.assertLess(out["qrandn"], 20)
self.assertAlmostEqual(out["qrandn"] / 0.2,
round(out["qrandn"] / 0.2))
def testBoundedFloat(self):
bounded = tune.sample.Float(-4.2, 8.3)
# Don't allow to specify more than one sampler
with self.assertRaises(ValueError):
bounded.normal().uniform()
# Uniform
samples = bounded.uniform().sample(size=1000)
self.assertTrue(any(-4.2 < s < 8.3 for s in samples))
self.assertFalse(np.mean(samples) < -2)
# Loguniform
with self.assertRaises(ValueError):
bounded.loguniform().sample(size=1000)
bounded_positive = tune.sample.Float(1e-4, 1e-1)
samples = bounded_positive.loguniform().sample(size=1000)
self.assertTrue(any(1e-4 < s < 1e-1 for s in samples))
def testUnboundedFloat(self):
unbounded = tune.sample.Float(None, None)
# Require min and max bounds for loguniform
with self.assertRaises(ValueError):
unbounded.loguniform()
# Normal
samples = tune.sample.Float(None, None).normal().sample(size=1000)
self.assertTrue(any(-5 < s < 5 for s in samples))
self.assertTrue(-1 < np.mean(samples) < 1)
def testBoundedInt(self):
bounded = tune.sample.Integer(-3, 12)
samples = bounded.uniform().sample(size=1000)
self.assertTrue(any(-3 <= s < 12 for s in samples))
self.assertFalse(np.mean(samples) < 2)
def testCategorical(self):
categories = [-2, -1, 0, 1, 2]
cat = tune.sample.Categorical(categories)
samples = cat.uniform().sample(size=1000)
self.assertTrue(any(-2 <= s <= 2 for s in samples))
self.assertTrue(all(c in samples for c in categories))
def testFunction(self):
def sample(spec):
return np.random.uniform(-4, 4)
fnc = tune.sample.Function(sample)
samples = fnc.sample(size=1000)
self.assertTrue(any(-4 < s < 4 for s in samples))
self.assertTrue(-2 < np.mean(samples) < 2)
def testQuantized(self):
bounded_positive = tune.sample.Float(1e-4, 1e-1)
bounded = tune.sample.Float(1e-4, 1e-1)
with self.assertRaises(ValueError):
# Granularity too high
bounded.quantized(5e-4)
with self.assertRaises(ValueError):
tune.sample.Float(-1e-1, -1e-4).quantized(5e-4)
samples = bounded_positive.loguniform().quantized(5e-5).sample(
size=1000)
for sample in samples:
factor = sample / 5e-5
assert 1e-4 <= sample <= 1e-1
self.assertAlmostEqual(factor, round(factor), places=10)
with self.assertRaises(ValueError):
tune.sample.Float(0, 32).quantized(3)
samples = tune.sample.Float(0, 33).quantized(3).sample(size=1000)
self.assertTrue(all(0 <= s <= 33 for s in samples))
def testConvertAx(self):
from ray.tune.suggest.ax import AxSearch
from ax.service.ax_client import AxClient
config = {
"a": tune.sample.Categorical([2, 3, 4]).uniform(),
"b": {
"x": tune.sample.Integer(0, 5).quantized(2),
"y": 4,
"z": tune.sample.Float(1e-4, 1e-2).loguniform()
}
}
converted_config = AxSearch.convert_search_space(config)
ax_config = [
{
"name": "a",
"type": "choice",
"values": [2, 3, 4]
},
{
"name": "b/x",
"type": "range",
"bounds": [0, 5],
"value_type": "int"
},
{
"name": "b/y",
"type": "fixed",
"value": 4
},
{
"name": "b/z",
"type": "range",
"bounds": [1e-4, 1e-2],
"value_type": "float",
"log_scale": True
},
]
client1 = AxClient(random_seed=1234)
client1.create_experiment(parameters=converted_config)
searcher1 = AxSearch(ax_client=client1, metric="a", mode="max")
client2 = AxClient(random_seed=1234)
client2.create_experiment(parameters=ax_config)
searcher2 = AxSearch(ax_client=client2, metric="a", mode="max")
config1 = searcher1.suggest("0")
config2 = searcher2.suggest("0")
self.assertEqual(config1, config2)
self.assertIn(config1["a"], [2, 3, 4])
self.assertIn(config1["b"]["x"], list(range(5)))
self.assertEqual(config1["b"]["y"], 4)
self.assertLess(1e-4, config1["b"]["z"])
self.assertLess(config1["b"]["z"], 1e-2)
searcher = AxSearch(metric="a", mode="max")
analysis = tune.run(
_mock_objective, config=config, search_alg=searcher, num_samples=1)
trial = analysis.trials[0]
assert trial.config["a"] in [2, 3, 4]
mixed_config = {"a": tune.uniform(5, 6), "b": tune.uniform(8, 9)}
searcher = AxSearch(space=mixed_config, metric="a", mode="max")
config = searcher.suggest("0")
self.assertTrue(5 <= config["a"] <= 6)
self.assertTrue(8 <= config["b"] <= 9)
def testConvertBayesOpt(self):
from ray.tune.suggest.bayesopt import BayesOptSearch
config = {
"a": tune.sample.Categorical([2, 3, 4]).uniform(),
"b": {
"x": tune.sample.Integer(0, 5).quantized(2),
"y": 4,
"z": tune.sample.Float(1e-4, 1e-2).loguniform()
}
}
with self.assertRaises(ValueError):
converted_config = BayesOptSearch.convert_search_space(config)
config = {"b": {"z": tune.sample.Float(1e-4, 1e-2).loguniform()}}
bayesopt_config = {"b/z": (1e-4, 1e-2)}
converted_config = BayesOptSearch.convert_search_space(config)
searcher1 = BayesOptSearch(
space=converted_config, metric="none", mode="max")
searcher2 = BayesOptSearch(
space=bayesopt_config, metric="none", mode="max")
config1 = searcher1.suggest("0")
config2 = searcher2.suggest("0")
self.assertEqual(config1, config2)
self.assertLess(1e-4, config1["b"]["z"])
self.assertLess(config1["b"]["z"], 1e-2)
searcher = BayesOptSearch()
invalid_config = {"a/b": tune.uniform(4.0, 8.0)}
with self.assertRaises(ValueError):
searcher.set_search_properties("none", "max", invalid_config)
invalid_config = {"a": {"b/c": tune.uniform(4.0, 8.0)}}
with self.assertRaises(ValueError):
searcher.set_search_properties("none", "max", invalid_config)
searcher = BayesOptSearch(metric="b", mode="max")
analysis = tune.run(
_mock_objective, config=config, search_alg=searcher, num_samples=1)
trial = analysis.trials[0]
self.assertLess(trial.config["b"]["z"], 1e-2)
mixed_config = {"a": tune.uniform(5, 6), "b": (8., 9.)}
searcher = BayesOptSearch(space=mixed_config, metric="a", mode="max")
config = searcher.suggest("0")
self.assertTrue(5 <= config["a"] <= 6)
self.assertTrue(8 <= config["b"] <= 9)
def testConvertBOHB(self):
from ray.tune.suggest.bohb import TuneBOHB
import ConfigSpace
config = {
"a": tune.sample.Categorical([2, 3, 4]).uniform(),
"b": {
"x": tune.sample.Integer(0, 5).quantized(2),
"y": 4,
"z": tune.sample.Float(1e-4, 1e-2).loguniform()
}
}
converted_config = TuneBOHB.convert_search_space(config)
bohb_config = ConfigSpace.ConfigurationSpace()
bohb_config.add_hyperparameters([
ConfigSpace.CategoricalHyperparameter("a", [2, 3, 4]),
ConfigSpace.UniformIntegerHyperparameter(
"b/x", lower=0, upper=4, q=2),
ConfigSpace.UniformFloatHyperparameter(
"b/z", lower=1e-4, upper=1e-2, log=True)
])
converted_config.seed(1234)
bohb_config.seed(1234)
searcher1 = TuneBOHB(space=converted_config, metric="a", mode="max")
searcher2 = TuneBOHB(space=bohb_config, metric="a", mode="max")
config1 = searcher1.suggest("0")
config2 = searcher2.suggest("0")
self.assertEqual(config1, config2)
self.assertIn(config1["a"], [2, 3, 4])
self.assertIn(config1["b"]["x"], list(range(5)))
self.assertLess(1e-4, config1["b"]["z"])
self.assertLess(config1["b"]["z"], 1e-2)
searcher = TuneBOHB(metric="a", mode="max")
analysis = tune.run(
_mock_objective, config=config, search_alg=searcher, num_samples=1)
trial = analysis.trials[0]
self.assertIn(trial.config["a"], [2, 3, 4])
self.assertEqual(trial.config["b"]["y"], 4)
mixed_config = {
"a": tune.uniform(5, 6),
"b": tune.uniform(8, 9) # Cannot mix ConfigSpace and Dict
}
searcher = TuneBOHB(space=mixed_config, metric="a", mode="max")
config = searcher.suggest("0")
self.assertTrue(5 <= config["a"] <= 6)
self.assertTrue(8 <= config["b"] <= 9)
def testConvertDragonfly(self):
from ray.tune.suggest.dragonfly import DragonflySearch
config = {
"a": tune.sample.Categorical([2, 3, 4]).uniform(),
"b": {
"x": tune.sample.Integer(0, 5).quantized(2),
"y": 4,
"z": tune.sample.Float(1e-4, 1e-2).loguniform()
}
}
with self.assertRaises(ValueError):
converted_config = DragonflySearch.convert_search_space(config)
config = {
"a": 4,
"b": {
"z": tune.sample.Float(1e-4, 1e-2).loguniform()
}
}
dragonfly_config = [{
"name": "b/z",
"type": "float",
"min": 1e-4,
"max": 1e-2
}]
converted_config = DragonflySearch.convert_search_space(config)
np.random.seed(1234)
searcher1 = DragonflySearch(
optimizer="bandit",
domain="euclidean",
space=converted_config,
metric="none",
mode="max")
config1 = searcher1.suggest("0")
np.random.seed(1234)
searcher2 = DragonflySearch(
optimizer="bandit",
domain="euclidean",
space=dragonfly_config,
metric="none",
mode="max")
config2 = searcher2.suggest("0")
self.assertEqual(config1, config2)
self.assertLess(config2["b"]["z"], 1e-2)
searcher = DragonflySearch()
invalid_config = {"a/b": tune.uniform(4.0, 8.0)}
with self.assertRaises(ValueError):
searcher.set_search_properties("none", "max", invalid_config)
invalid_config = {"a": {"b/c": tune.uniform(4.0, 8.0)}}
with self.assertRaises(ValueError):
searcher.set_search_properties("none", "max", invalid_config)
searcher = DragonflySearch(
optimizer="bandit", domain="euclidean", metric="a", mode="max")
analysis = tune.run(
_mock_objective, config=config, search_alg=searcher, num_samples=1)
trial = analysis.trials[0]
self.assertLess(trial.config["b"]["z"], 1e-2)
mixed_config = {
"a": tune.uniform(5, 6),
"b": tune.uniform(8, 9) # Cannot mix List and Dict
}
searcher = DragonflySearch(
space=mixed_config,
optimizer="bandit",
domain="euclidean",
metric="a",
mode="max")
config = searcher.suggest("0")
self.assertTrue(5 <= config["a"] <= 6)
self.assertTrue(8 <= config["b"] <= 9)
def testConvertHyperOpt(self):
from ray.tune.suggest.hyperopt import HyperOptSearch
from hyperopt import hp
config = {
"a": tune.sample.Categorical([2, 3, 4]).uniform(),
"b": {
"x": tune.sample.Integer(-15, -10),
"y": 4,
"z": tune.sample.Float(1e-4, 1e-2).loguniform()
}
}
converted_config = HyperOptSearch.convert_search_space(config)
hyperopt_config = {
"a": hp.choice("a", [2, 3, 4]),
"b": {
"x": hp.uniformint("x", -15, -10),
"y": 4,
"z": hp.loguniform("z", np.log(1e-4), np.log(1e-2))
}
}
searcher1 = HyperOptSearch(
space=converted_config,
random_state_seed=1234,
metric="a",
mode="max")
searcher2 = HyperOptSearch(
space=hyperopt_config,
random_state_seed=1234,
metric="a",
mode="max")
config1 = searcher1.suggest("0")
config2 = searcher2.suggest("0")
self.assertEqual(config1, config2)
self.assertIn(config1["a"], [2, 3, 4])
self.assertIn(config1["b"]["x"], list(range(-15, -10)))
self.assertEqual(config1["b"]["y"], 4)
self.assertLess(1e-4, config1["b"]["z"])
self.assertLess(config1["b"]["z"], 1e-2)
searcher = HyperOptSearch(metric="a", mode="max")
analysis = tune.run(
_mock_objective, config=config, search_alg=searcher, num_samples=1)
trial = analysis.trials[0]
assert trial.config["a"] in [2, 3, 4]
mixed_config = {"a": tune.uniform(5, 6), "b": hp.uniform("b", 8, 9)}
searcher = HyperOptSearch(space=mixed_config, metric="a", mode="max")
config = searcher.suggest("0")
self.assertTrue(5 <= config["a"] <= 6)
self.assertTrue(8 <= config["b"] <= 9)
def testConvertHyperOptNested(self):
from ray.tune.suggest.hyperopt import HyperOptSearch
config = {
"a": 1,
"dict_nested": tune.sample.Categorical([{
"a": tune.sample.Categorical(["M", "N"]),
"b": tune.sample.Categorical(["O", "P"])
}]).uniform(),
"list_nested": tune.sample.Categorical([
[
tune.sample.Categorical(["M", "N"]),
tune.sample.Categorical(["O", "P"])
],
[
tune.sample.Categorical(["Q", "R"]),
tune.sample.Categorical(["S", "T"])
],
]).uniform(),
"domain_nested": tune.sample.Categorical([
tune.sample.Categorical(["M", "N"]),
tune.sample.Categorical(["O", "P"])
]).uniform(),
}
searcher = HyperOptSearch(metric="a", mode="max")
analysis = tune.run(
_mock_objective,
config=config,
search_alg=searcher,
num_samples=10)
for trial in analysis.trials:
config = trial.config
self.assertIn(config["dict_nested"]["a"], ["M", "N"])
self.assertIn(config["dict_nested"]["b"], ["O", "P"])
if config["list_nested"][0] in ["M", "N"]:
self.assertIn(config["list_nested"][1], ["O", "P"])
else:
self.assertIn(config["list_nested"][0], ["Q", "R"])
self.assertIn(config["list_nested"][1], ["S", "T"])
self.assertIn(config["domain_nested"], ["M", "N", "O", "P"])
def testConvertNevergrad(self):
from ray.tune.suggest.nevergrad import NevergradSearch
import nevergrad as ng
config = {
"a": tune.sample.Categorical([2, 3, 4]).uniform(),
"b": {
"x": tune.sample.Integer(0, 5).quantized(2),
"y": 4,
"z": tune.sample.Float(1e-4, 1e-2).loguniform()
}
}
converted_config = NevergradSearch.convert_search_space(config)
nevergrad_config = ng.p.Dict(
a=ng.p.Choice([2, 3, 4]),
b=ng.p.Dict(
x=ng.p.Scalar(lower=0, upper=5).set_integer_casting(),
z=ng.p.Log(lower=1e-4, upper=1e-2)))
searcher1 = NevergradSearch(
optimizer=ng.optimizers.OnePlusOne,
space=converted_config,
metric="a",
mode="max")
searcher2 = NevergradSearch(
optimizer=ng.optimizers.OnePlusOne,
space=nevergrad_config,
metric="a",
mode="max")
np.random.seed(1234)
config1 = searcher1.suggest("0")
np.random.seed(1234)
config2 = searcher2.suggest("0")
self.assertEqual(config1, config2)
self.assertIn(config1["a"], [2, 3, 4])
self.assertIn(config1["b"]["x"], list(range(5)))
self.assertLess(1e-4, config1["b"]["z"])
self.assertLess(config1["b"]["z"], 1e-2)
searcher = NevergradSearch(
optimizer=ng.optimizers.OnePlusOne, metric="a", mode="max")
analysis = tune.run(
_mock_objective, config=config, search_alg=searcher, num_samples=1)
trial = analysis.trials[0]
assert trial.config["a"] in [2, 3, 4]
mixed_config = {
"a": tune.uniform(5, 6),
"b": tune.uniform(8, 9) # Cannot mix Nevergrad cfg and tune
}
searcher = NevergradSearch(
space=mixed_config,
optimizer=ng.optimizers.OnePlusOne,
metric="a",
mode="max")
config = searcher.suggest("0")
self.assertTrue(5 <= config["a"] <= 6)
self.assertTrue(8 <= config["b"] <= 9)
def testConvertOptuna(self):
from ray.tune.suggest.optuna import OptunaSearch, param
from optuna.samplers import RandomSampler
config = {
"a": tune.sample.Categorical([2, 3, 4]).uniform(),
"b": {
"x": tune.sample.Integer(0, 5).quantized(2),
"y": 4,
"z": tune.sample.Float(1e-4, 1e-2).loguniform()
}
}
converted_config = OptunaSearch.convert_search_space(config)
optuna_config = [
param.suggest_categorical("a", [2, 3, 4]),
param.suggest_int("b/x", 0, 5, 2),
param.suggest_loguniform("b/z", 1e-4, 1e-2)
]
sampler1 = RandomSampler(seed=1234)
searcher1 = OptunaSearch(
space=converted_config, sampler=sampler1, metric="a", mode="max")
sampler2 = RandomSampler(seed=1234)
searcher2 = OptunaSearch(
space=optuna_config, sampler=sampler2, metric="a", mode="max")
config1 = searcher1.suggest("0")
config2 = searcher2.suggest("0")
self.assertEqual(config1, config2)
self.assertIn(config1["a"], [2, 3, 4])
self.assertIn(config1["b"]["x"], list(range(5)))
self.assertLess(1e-4, config1["b"]["z"])
self.assertLess(config1["b"]["z"], 1e-2)
searcher = OptunaSearch(metric="a", mode="max")
analysis = tune.run(
_mock_objective, config=config, search_alg=searcher, num_samples=1)
trial = analysis.trials[0]
assert trial.config["a"] in [2, 3, 4]
mixed_config = {
"a": tune.uniform(5, 6),
"b": tune.uniform(8, 9) # Cannot mix List and Dict
}
searcher = OptunaSearch(space=mixed_config, metric="a", mode="max")
config = searcher.suggest("0")
self.assertTrue(5 <= config["a"] <= 6)
self.assertTrue(8 <= config["b"] <= 9)
def testConvertSkOpt(self):
from ray.tune.suggest.skopt import SkOptSearch
from skopt.space import Real, Integer
config = {
"a": tune.sample.Categorical([2, 3, 4]).uniform(),
"b": {
"x": tune.sample.Integer(0, 5),
"y": 4,
"z": tune.sample.Float(1e-4, 1e-2).loguniform()
}
}
converted_config = SkOptSearch.convert_search_space(config)
skopt_config = {
"a": [2, 3, 4],
"b/x": Integer(0, 5),
"b/z": Real(1e-4, 1e-2, prior="log-uniform")
}
searcher1 = SkOptSearch(space=converted_config, metric="a", mode="max")
searcher2 = SkOptSearch(space=skopt_config, metric="a", mode="max")
np.random.seed(1234)
config1 = searcher1.suggest("0")
np.random.seed(1234)
config2 = searcher2.suggest("0")
self.assertEqual(config1, config2)
self.assertIn(config1["a"], [2, 3, 4])
self.assertIn(config1["b"]["x"], list(range(5)))
self.assertLess(1e-4, config1["b"]["z"])
self.assertLess(config1["b"]["z"], 1e-2)
searcher = SkOptSearch(metric="a", mode="max")
analysis = tune.run(
_mock_objective, config=config, search_alg=searcher, num_samples=1)
trial = analysis.trials[0]
self.assertIn(trial.config["a"], [2, 3, 4])
self.assertEqual(trial.config["b"]["y"], 4)
mixed_config = {"a": tune.uniform(5, 6), "b": (8, 9)}
searcher = SkOptSearch(space=mixed_config, metric="a", mode="max")
config = searcher.suggest("0")
self.assertTrue(5 <= config["a"] <= 6)
self.assertTrue(8 <= config["b"] <= 9)
def testConvertZOOpt(self):
from ray.tune.suggest.zoopt import ZOOptSearch
from zoopt import ValueType
config = {
"a": tune.sample.Categorical([2, 3, 4]).uniform(),
"b": {
"x": tune.sample.Integer(0, 5).quantized(2),
"y": tune.sample.Categorical([2, 4, 6, 8]).uniform(),
"z": tune.sample.Float(1e-4, 1e-2).loguniform()
}
}
# Does not support categorical variables
with self.assertRaises(ValueError):
converted_config = ZOOptSearch.convert_search_space(config)
config = {
"a": 2,
"b": {
"x": tune.sample.Integer(0, 5).uniform(),
"y": tune.sample.Categorical([2, 4, 6, 8]).uniform(),
"z": tune.sample.Float(-3, 7).uniform().quantized(1e-4)
}
}
converted_config = ZOOptSearch.convert_search_space(config)
zoopt_config = {
"b/x": (ValueType.DISCRETE, [0, 5], True),
"b/y": (ValueType.GRID, [2, 4, 6, 8]),
"b/z": (ValueType.CONTINUOUS, [-3, 7], 1e-4),
}
zoopt_search_config = {"parallel_num": 4}
searcher1 = ZOOptSearch(
dim_dict=converted_config,
budget=5,
metric="a",
mode="max",
**zoopt_search_config)
searcher2 = ZOOptSearch(
dim_dict=zoopt_config,
budget=5,
metric="a",
mode="max",
**zoopt_search_config)
np.random.seed(1234)
config1 = searcher1.suggest("0")
np.random.seed(1234)
config2 = searcher2.suggest("0")
self.assertEqual(config1, config2)
self.assertIn(config1["b"]["x"], list(range(5)))
self.assertIn(config1["b"]["y"], [2, 4, 6, 8])
self.assertLess(-3, config1["b"]["z"])
self.assertLess(config1["b"]["z"], 7)
searcher = ZOOptSearch(
budget=5, metric="a", mode="max", **zoopt_search_config)
analysis = tune.run(
_mock_objective, config=config, search_alg=searcher, num_samples=1)
trial = analysis.trials[0]
self.assertIn(trial.config["b"]["y"], [2, 4, 6, 8])
mixed_config = {
"a": tune.uniform(5, 6),
"b": (ValueType.CONTINUOUS, [8, 9], 1e-4)
}
searcher = ZOOptSearch(
dim_dict=mixed_config,
budget=5,
metric="a",
mode="max",
**zoopt_search_config)
config = searcher.suggest("0")
self.assertTrue(5 <= config["a"] <= 6)
self.assertTrue(8 <= config["b"] <= 9)
def _testPointsToEvaluate(self, cls, config, **kwargs):
points_to_evaluate = [{k: v.sample()
for k, v in config.items()} for _ in range(2)]
print(f"Points to evaluate: {points_to_evaluate}")
searcher = cls(points_to_evaluate=points_to_evaluate, **kwargs)
analysis = tune.run(
_mock_objective,
config=config,
metric="metric",
mode="max",
search_alg=searcher,
num_samples=5)
for i in range(len(points_to_evaluate)):
trial_config = analysis.trials[i].config
trial_config_dict = {
"metric": trial_config["metric"],
"a": trial_config["a"],
"b": trial_config["b"],
"c": trial_config["c"]
}
self.assertDictEqual(trial_config_dict, points_to_evaluate[i])
def testPointsToEvaluateAx(self):
config = {
"metric": tune.sample.Categorical([1, 2, 3, 4]).uniform(),
"a": tune.sample.Categorical(["t1", "t2", "t3", "t4"]).uniform(),
"b": tune.sample.Integer(0, 5),
"c": tune.sample.Float(1e-4, 1e-1).loguniform()
}
from ray.tune.suggest.ax import AxSearch
return self._testPointsToEvaluate(AxSearch, config)
def testPointsToEvaluateBayesOpt(self):
config = {
"metric": tune.sample.Float(10, 20).uniform(),
"a": tune.sample.Float(-30, -20).uniform(),
"b": tune.sample.Float(0, 5),
"c": tune.sample.Float(1e-4, 1e-1).loguniform()
}
from ray.tune.suggest.bayesopt import BayesOptSearch
return self._testPointsToEvaluate(BayesOptSearch, config)
def testPointsToEvaluateBOHB(self):
config = {
"metric": tune.sample.Categorical([1, 2, 3, 4]).uniform(),
"a": tune.sample.Categorical(["t1", "t2", "t3", "t4"]).uniform(),
"b": tune.sample.Integer(0, 5),
"c": tune.sample.Float(1e-4, 1e-1).loguniform()
}
from ray.tune.suggest.bohb import TuneBOHB
return self._testPointsToEvaluate(TuneBOHB, config)
def testPointsToEvaluateDragonfly(self):
config = {
"metric": tune.sample.Float(10, 20).uniform(),
"a": tune.sample.Float(-30, -20).uniform(),
"b": tune.sample.Float(0, 5),
"c": tune.sample.Float(1e-4, 1e-1).loguniform()
}
from ray.tune.suggest.dragonfly import DragonflySearch
return self._testPointsToEvaluate(
DragonflySearch, config, domain="euclidean", optimizer="bandit")
def testPointsToEvaluateHyperOpt(self):
config = {
"metric": tune.sample.Categorical([1, 2, 3, 4]).uniform(),
"a": tune.sample.Categorical(["t1", "t2", "t3", "t4"]).uniform(),
"b": tune.sample.Integer(0, 5),
"c": tune.sample.Float(1e-4, 1e-1).loguniform()
}
from ray.tune.suggest.hyperopt import HyperOptSearch
return self._testPointsToEvaluate(HyperOptSearch, config)
def testPointsToEvaluateNevergrad(self):
config = {
"metric": tune.sample.Categorical([1, 2, 3, 4]).uniform(),
"a": tune.sample.Categorical(["t1", "t2", "t3", "t4"]).uniform(),
"b": tune.sample.Integer(0, 5),
"c": tune.sample.Float(1e-4, 1e-1).loguniform()
}
from ray.tune.suggest.nevergrad import NevergradSearch
import nevergrad as ng
return self._testPointsToEvaluate(
NevergradSearch, config, optimizer=ng.optimizers.OnePlusOne)
def testPointsToEvaluateOptuna(self):
config = {
"metric": tune.sample.Categorical([1, 2, 3, 4]).uniform(),
"a": tune.sample.Categorical(["t1", "t2", "t3", "t4"]).uniform(),
"b": tune.sample.Integer(0, 5),
"c": tune.sample.Float(1e-4, 1e-1).loguniform()
}
from ray.tune.suggest.optuna import OptunaSearch
return self._testPointsToEvaluate(OptunaSearch, config)
def testPointsToEvaluateSkOpt(self):
config = {
"metric": tune.sample.Categorical([1, 2, 3, 4]).uniform(),
"a": tune.sample.Categorical(["t1", "t2", "t3", "t4"]).uniform(),
"b": tune.sample.Integer(0, 5),
"c": tune.sample.Float(1e-4, 1e-1).loguniform()
}
from ray.tune.suggest.skopt import SkOptSearch
return self._testPointsToEvaluate(SkOptSearch, config)
def testPointsToEvaluateZoOpt(self):
# https://github.com/polixir/ZOOpt/issues/5
self.skipTest("ZoOpt currently ignores initial points. This test "
"will be enabled after this has been fixed.")
config = {
"metric": tune.sample.Categorical([1, 2, 3, 4]).uniform(),
"a": tune.sample.Categorical(["t1", "t2", "t3", "t4"]).uniform(),
"b": tune.sample.Integer(0, 5),
"c": tune.sample.Float(1e-4, 1e-1).uniform()
}
from ray.tune.suggest.zoopt import ZOOptSearch
return self._testPointsToEvaluate(
ZOOptSearch, config, budget=10, parallel_num=8)
def testPointsToEvaluateBasicVariant(self):
config = {
"metric": tune.sample.Categorical([1, 2, 3, 4]).uniform(),
"a": tune.sample.Categorical(["t1", "t2", "t3", "t4"]).uniform(),
"b": tune.sample.Integer(0, 5),
"c": tune.sample.Float(1e-4, 1e-1).loguniform()
}
from ray.tune.suggest.basic_variant import BasicVariantGenerator
return self._testPointsToEvaluate(BasicVariantGenerator, config)
def testPointsToEvaluateBasicVariantAdvanced(self):
config = {
"grid_1": tune.grid_search(["a", "b", "c", "d"]),
"grid_2": tune.grid_search(["x", "y", "z"]),
"nested": {
"random": tune.uniform(2., 10.),
"dependent": tune.sample_from(
lambda spec: -1. * spec.config.nested.random)
}
}
points = [
{
"grid_1": "b"
},
{
"grid_2": "z"
},
{
"grid_1": "a",
"grid_2": "y"
},
{
"nested": {
"random": 8.0
}
},
]
from ray.tune.suggest.basic_variant import BasicVariantGenerator
# grid_1 * grid_2 are 3 * 4 = 12 variants per complete grid search
# However if one grid var is set by preset variables, that run
# is excluded from grid search.
# Point 1 overwrites grid_1, so the first trial only grid searches
# over grid_2 (3 trials).
# The remaining 5 trials search over the whole space (5 * 12 trials)
searcher = BasicVariantGenerator(points_to_evaluate=[points[0]])
exp = Experiment(
run=_mock_objective, name="test", config=config, num_samples=6)
searcher.add_configurations(exp)
self.assertEqual(searcher.total_samples, 1 * 3 + 5 * 12)
# Point 2 overwrites grid_2, so the first trial only grid searches
# over grid_1 (4 trials).
# The remaining 5 trials search over the whole space (5 * 12 trials)
searcher = BasicVariantGenerator(points_to_evaluate=[points[1]])
exp = Experiment(
run=_mock_objective, name="test", config=config, num_samples=6)
searcher.add_configurations(exp)
self.assertEqual(searcher.total_samples, 1 * 4 + 5 * 12)
# Point 3 overwrites grid_1 and grid_2, so the first trial does not
# grid search.
# The remaining 5 trials search over the whole space (5 * 12 trials)
searcher = BasicVariantGenerator(points_to_evaluate=[points[2]])
exp = Experiment(
run=_mock_objective, name="test", config=config, num_samples=6)
searcher.add_configurations(exp)
self.assertEqual(searcher.total_samples, 1 + 5 * 12)
# When initialized with all points, the first three trials are
# defined by the logic above. Only 3 trials are grid searched
# compeletely.
searcher = BasicVariantGenerator(points_to_evaluate=points)
exp = Experiment(
run=_mock_objective, name="test", config=config, num_samples=6)
searcher.add_configurations(exp)
self.assertEqual(searcher.total_samples, 1 * 3 + 1 * 4 + 1 + 3 * 12)
# Run this and confirm results
analysis = tune.run(exp, search_alg=searcher)
configs = [trial.config for trial in analysis.trials]
self.assertEqual(len(configs), searcher.total_samples)
self.assertTrue(
all(config["grid_1"] == "b" for config in configs[0:3]))
self.assertTrue(
all(config["grid_2"] == "z" for config in configs[3:7]))
self.assertTrue(configs[7]["grid_1"] == "a"
and configs[7]["grid_2"] == "y")
self.assertTrue(configs[8]["nested"]["random"] == 8.0)
self.assertTrue(configs[8]["nested"]["dependent"] == -8.0)
if __name__ == "__main__":
import pytest
import sys
sys.exit(pytest.main(["-v", __file__] + sys.argv[1:]))