| | """Monitor and influence the optimization procedure via callbacks. |
| | |
| | Callbacks are callables which are invoked after each iteration of the optimizer |
| | and are passed the results "so far". Callbacks can monitor progress, or stop |
| | the optimization early by returning `True`. |
| | """ |
| |
|
| | try: |
| | from collections.abc import Callable |
| | except ImportError: |
| | from collections.abc import Callable |
| |
|
| | import os |
| | from time import time |
| |
|
| | import numpy as np |
| |
|
| | from skopt.utils import dump, load |
| |
|
| |
|
| | def check_callback(callback): |
| | """Check if callback is a callable or a list of callables.""" |
| | if callback is not None: |
| | if isinstance(callback, Callable): |
| | return [callback] |
| |
|
| | elif isinstance(callback, list) and all( |
| | [isinstance(c, Callable) for c in callback] |
| | ): |
| | return callback |
| |
|
| | else: |
| | raise ValueError( |
| | "callback should be either a callable or " "a list of callables." |
| | ) |
| | else: |
| | return [] |
| |
|
| |
|
| | class VerboseCallback: |
| | """Callback to control the verbosity. |
| | |
| | Parameters |
| | ---------- |
| | n_init : int, optional |
| | Number of points provided by the user which are yet to be |
| | evaluated. This is equal to `len(x0)` when `y0` is None |
| | |
| | n_random : int, optional |
| | Number of points randomly chosen. |
| | |
| | n_total : int |
| | Total number of func calls. |
| | |
| | Attributes |
| | ---------- |
| | iter_no : int |
| | Number of iterations of the optimization routine. |
| | """ |
| |
|
| | def __init__(self, n_total, n_init=0, n_random=0): |
| | self.n_init = n_init |
| | self.n_random = n_random |
| | self.n_total = n_total |
| | self.iter_no = 1 |
| |
|
| | self._start_time = time() |
| | self._print_info(start=True) |
| |
|
| | def _print_info(self, start=True): |
| | iter_no = self.iter_no |
| | if start: |
| | status = "started" |
| | eval_status = "Evaluating function" |
| | search_status = "Searching for the next optimal point." |
| |
|
| | else: |
| | status = "ended" |
| | eval_status = "Evaluation done" |
| | search_status = "Search finished for the next optimal point." |
| |
|
| | if iter_no <= self.n_init: |
| | print( |
| | "Iteration No: %d %s. %s at provided point." |
| | % (iter_no, status, eval_status) |
| | ) |
| |
|
| | elif self.n_init < iter_no <= (self.n_random + self.n_init): |
| | print( |
| | "Iteration No: %d %s. %s at random point." |
| | % (iter_no, status, eval_status) |
| | ) |
| |
|
| | else: |
| | print("Iteration No: %d %s. %s" % (iter_no, status, search_status)) |
| |
|
| | def __call__(self, res): |
| | """ |
| | Parameters |
| | ---------- |
| | res : `OptimizeResult`, scipy object |
| | The optimization as a OptimizeResult object. |
| | """ |
| | time_taken = time() - self._start_time |
| | self._print_info(start=False) |
| |
|
| | curr_y = res.func_vals[-1] |
| | curr_min = res.fun |
| |
|
| | print("Time taken: %0.4f" % time_taken) |
| | print("Function value obtained: %0.4f" % curr_y) |
| | print("Current minimum: %0.4f" % curr_min) |
| |
|
| | self.iter_no += 1 |
| | if self.iter_no <= self.n_total: |
| | self._print_info(start=True) |
| | self._start_time = time() |
| |
|
| |
|
| | class TimerCallback: |
| | """Log the elapsed time between each iteration of the minimization loop. |
| | |
| | The time for each iteration is stored in the `iter_time` attribute which |
| | you can inspect after the minimization has completed. |
| | |
| | Attributes |
| | ---------- |
| | iter_time : list, shape (n_iter,) |
| | `iter_time[i-1]` gives the time taken to complete iteration `i` |
| | """ |
| |
|
| | def __init__(self): |
| | self._time = time() |
| | self.iter_time = [] |
| |
|
| | def __call__(self, res): |
| | """ |
| | Parameters |
| | ---------- |
| | res : `OptimizeResult`, scipy object |
| | The optimization as a OptimizeResult object. |
| | """ |
| | elapsed_time = time() - self._time |
| | self.iter_time.append(elapsed_time) |
| | self._time = time() |
| |
|
| |
|
| | class EarlyStopper: |
| | """Decide to continue or not given the results so far. |
| | |
| | The optimization procedure will be stopped if the callback returns |
| | True. |
| | """ |
| |
|
| | def __call__(self, result): |
| | """ |
| | Parameters |
| | ---------- |
| | result : `OptimizeResult`, scipy object |
| | The optimization as a OptimizeResult object. |
| | """ |
| | return self._criterion(result) |
| |
|
| | def _criterion(self, result): |
| | """Compute the decision to stop or not. |
| | |
| | Classes inheriting from `EarlyStop` should use this method to |
| | implement their decision logic. |
| | |
| | Parameters |
| | ---------- |
| | result : `OptimizeResult`, scipy object |
| | The optimization as a OptimizeResult object. |
| | |
| | Returns |
| | ------- |
| | decision : boolean or None |
| | Return True/False if the criterion can make a decision or `None` if |
| | there is not enough data yet to make a decision. |
| | """ |
| | raise NotImplementedError( |
| | "The _criterion method should be implemented" |
| | " by subclasses of EarlyStopper." |
| | ) |
| |
|
| |
|
| | class DeltaXStopper(EarlyStopper): |
| | """Stop the optimization when ``|x1 - x2| < delta`` |
| | |
| | If the last two positions at which the objective has been evaluated |
| | are less than `delta` apart stop the optimization procedure. |
| | """ |
| |
|
| | def __init__(self, delta): |
| | super(EarlyStopper, self).__init__() |
| | self.delta = delta |
| |
|
| | def _criterion(self, result): |
| | if len(result.x_iters) >= 2: |
| | return ( |
| | result.space.distance(result.x_iters[-2], result.x_iters[-1]) |
| | < self.delta |
| | ) |
| |
|
| | else: |
| | return None |
| |
|
| |
|
| | class DeltaYStopper(EarlyStopper): |
| | """Stop the optimization if the `n_best` minima are within `delta` |
| | |
| | Stop the optimizer if the absolute difference between the `n_best` |
| | objective values is less than `delta`. |
| | """ |
| |
|
| | def __init__(self, delta, n_best=5): |
| | super(EarlyStopper, self).__init__() |
| | self.delta = delta |
| | self.n_best = n_best |
| |
|
| | def _criterion(self, result): |
| | if len(result.func_vals) >= self.n_best: |
| | func_vals = np.sort(result.func_vals) |
| | worst = func_vals[self.n_best - 1] |
| | best = func_vals[0] |
| |
|
| | |
| | return worst - best < self.delta |
| |
|
| | else: |
| | return None |
| |
|
| |
|
| | class HollowIterationsStopper(EarlyStopper): |
| | """Stop if the improvement over the last n iterations is below a threshold.""" |
| |
|
| | def __init__(self, n_iterations, threshold=0): |
| | super().__init__() |
| | self.n_iterations = n_iterations |
| | self.threshold = abs(threshold) |
| |
|
| | def _criterion(self, result): |
| |
|
| | if len(result.func_vals) <= self.n_iterations: |
| | return False |
| |
|
| | cummin = np.minimum.accumulate(result.func_vals) |
| | return cummin[-self.n_iterations - 1] - cummin[-1] <= self.threshold |
| |
|
| |
|
| | class DeadlineStopper(EarlyStopper): |
| | """Stop the optimization before running out of a fixed budget of time. |
| | |
| | Attributes |
| | ---------- |
| | iter_time : list, shape (n_iter,) |
| | `iter_time[i-1]` gives the time taken to complete iteration `i` |
| | |
| | Parameters |
| | ---------- |
| | total_time : float |
| | fixed budget of time (seconds) that the optimization must |
| | finish within. |
| | """ |
| |
|
| | def __init__(self, total_time): |
| | super().__init__() |
| | self._time = time() |
| | self.iter_time = [] |
| | self.total_time = total_time |
| |
|
| | def _criterion(self, result): |
| | elapsed_time = time() - self._time |
| | self.iter_time.append(elapsed_time) |
| | self._time = time() |
| |
|
| | if result.x_iters: |
| | time_remaining = self.total_time - np.sum(self.iter_time) |
| | return time_remaining <= np.max(self.iter_time) |
| | else: |
| | return None |
| |
|
| |
|
| | class StdStopper(EarlyStopper): |
| | """Stop the optimization when the standard deviation of the Gaussian process is |
| | lower than the threshold. |
| | |
| | Paper: automatic-termination-for-hyperparameter-optimization |
| | """ |
| |
|
| | def __init__(self, threshold: float, log_interval=10) -> None: |
| | super(EarlyStopper, self).__init__() |
| | self.threshold = threshold |
| | self.log_interval = log_interval |
| |
|
| | def _criterion(self, result) -> bool: |
| | y_train_std_ = [] |
| | for model in result.models: |
| | y_train_std_.append(model.y_train_std_) |
| | if len(y_train_std_) == 0: |
| | return False |
| | if len(y_train_std_) % self.log_interval == 0: |
| | print( |
| | "num_models:", |
| | len(y_train_std_), |
| | "min_std:", |
| | min(y_train_std_), |
| | "max_std:", |
| | max(y_train_std_), |
| | ) |
| | return min(y_train_std_) <= self.threshold |
| |
|
| |
|
| | class ThresholdStopper(EarlyStopper): |
| | """Stop the optimization when the objective value is lower than the given |
| | threshold.""" |
| |
|
| | def __init__(self, threshold: float) -> None: |
| | super(EarlyStopper, self).__init__() |
| | self.threshold = threshold |
| |
|
| | def _criterion(self, result) -> bool: |
| | return np.any([val <= self.threshold for val in result.func_vals]) |
| |
|
| |
|
| | class CheckpointSaver: |
| | """Save current state after each iteration with :class:`skopt.dump`. Allows to re- |
| | use previously computed function evaluations. |
| | |
| | Examples |
| | -------- |
| | >>> import skopt |
| | >>> def obj_fun(x): |
| | ... return x[0]**2 |
| | >>> checkpoint_callback = skopt.callbacks.CheckpointSaver("./result.pkl") |
| | >>> skopt.gp_minimize(obj_fun, [(-2, 2)], n_calls=10, |
| | ... callback=[checkpoint_callback]) # doctest: +SKIP |
| | >>> # when re-using stored results. |
| | >>> checkpoint_callback = skopt.callbacks.CheckpointSaver("./result.pkl") |
| | >>> skopt.gp_minimize(obj_fun, [(-2, 2)], n_calls=10, |
| | ... callback=[checkpoint_callback] |
| | ... **checkpoint_callback.load()) # doctest: +SKIP |
| | |
| | Parameters |
| | ---------- |
| | checkpoint_path : string |
| | location where checkpoint will be saved to; |
| | dump_options : string |
| | options to pass on to `skopt.dump`, like `compress=9` |
| | """ |
| |
|
| | def __init__(self, checkpoint_path, **dump_options): |
| | self.checkpoint_path = checkpoint_path |
| | self.dump_options = dump_options |
| |
|
| | def __call__(self, res): |
| | """ |
| | Parameters |
| | ---------- |
| | res : `OptimizeResult`, scipy object |
| | The optimization as a OptimizeResult object. |
| | """ |
| | dump(res, self.checkpoint_path, **self.dump_options) |
| |
|
| | def load(self): |
| | """Loads from disk previously evaluated points. |
| | |
| | Returns |
| | ------- |
| | Dict with previous evaluations and their latest surrogate state. |
| | """ |
| | if os.path.exists(self.checkpoint_path): |
| | result = load(self.checkpoint_path) |
| | return { |
| | 'x0': result.x_iters, |
| | 'y0': result.func_vals, |
| | 'base_estimator': result.models[-1] if result.models else None, |
| | } |
| | return {} |
| |
|