| | import numbers |
| | import warnings |
| | from collections.abc import Iterable |
| |
|
| | import numpy as np |
| | import yaml |
| | from scipy.stats.distributions import randint, rv_discrete, uniform |
| | from sklearn.utils import check_random_state |
| |
|
| | try: |
| | |
| | from sklearn.utils._optional_dependencies import check_pandas_support |
| | except ImportError: |
| | from sklearn.utils import check_pandas_support |
| |
|
| | from .transformers import ( |
| | CategoricalEncoder, |
| | Identity, |
| | LabelEncoder, |
| | LogN, |
| | Normalize, |
| | Pipeline, |
| | StringEncoder, |
| | ) |
| |
|
| |
|
| | |
| | class _Ellipsis: |
| | def __repr__(self): |
| | return '...' |
| |
|
| |
|
| | def _transpose_list_array(x): |
| | """Transposes a list matrix.""" |
| |
|
| | n_dims = len(x) |
| | assert n_dims > 0 |
| | n_samples = len(x[0]) |
| | rows = [None] * n_samples |
| | for i in range(n_samples): |
| | r = [None] * n_dims |
| | for j in range(n_dims): |
| | r[j] = x[j][i] |
| | rows[i] = r |
| | return rows |
| |
|
| |
|
| | def check_dimension(dimension, transform=None): |
| | """Turn a provided dimension description into a dimension object. |
| | |
| | Checks that the provided dimension falls into one of the |
| | supported types. For a list of supported types, look at |
| | the documentation of ``dimension`` below. |
| | |
| | If ``dimension`` is already a ``Dimension`` instance, return it. |
| | |
| | Parameters |
| | ---------- |
| | dimension : Dimension |
| | Search space Dimension. |
| | Each search dimension can be defined either as: |
| | |
| | - an instance of a `Dimension` object (`Real`, `Integer` or |
| | `Categorical`). |
| | - a 2-, 3- or 4-tuple, for `Real` and `Integer` dimensions, of |
| | the form ``(low, high [, prior [, base]])`` (values in square |
| | brackets are optional). If both ``low`` and ``high`` are integral |
| | numbers (as per the `number.Integral`), a `Integer` dimension is |
| | returned, else a `Real` dimension is returned. |
| | - any iterable for `Categorical` dimension |
| | |
| | .. note:: |
| | For a transitionary period, the old behavior is retained. This |
| | means tuple, list and array currently all undergo dimension |
| | inference as describe in the tuple entry above. If no `Integer` |
| | or `Real` dimension can be inferred, a `Categorical` is returned. |
| | This behavior will be tightened to the above description in an |
| | upcoming version, and a warning is raised if the upcoming inference |
| | would differ from the current behavior. |
| | |
| | transform : "identity", "normalize", "string", "label", "onehot" optional |
| | - For `Categorical` dimensions, the following transformations are |
| | supported. |
| | |
| | - "onehot" (default) one-hot transformation of the original space. |
| | - "label" integer transformation of the original space |
| | - "string" string transformation of the original space. |
| | - "identity" same as the original space. |
| | |
| | - For `Real` and `Integer` dimensions, the following transformations |
| | are supported. |
| | |
| | - "identity", (default) the transformed space is the same as the |
| | original space. |
| | - "normalize", the transformed space is scaled to be between 0 and 1. |
| | |
| | Returns |
| | ------- |
| | dimension : Dimension |
| | Dimension instance. |
| | """ |
| | old_dim = _check_dimension_old(dimension, transform=transform) |
| | try: |
| | with warnings.catch_warnings(record=True) as warning_list: |
| | new_dim = _check_dimension(dimension, transform=transform) |
| | except Exception as err: |
| | new_dim = f"<{err.__class__.__name__}: {err}>" |
| | if new_dim != old_dim: |
| | warning_msg = "" |
| | if warning_list: |
| | formatted_warning = "; ".join( |
| | f"<{w.filename}:{w.lineno}: " f"{w.category}: {w.message}>" |
| | for w in warning_list |
| | ) |
| | warning_msg = f" (with warnings: {formatted_warning})" |
| | warnings.warn( |
| | f"Dimension {dimension!r} was inferred to {old_dim}. In " |
| | "upcoming versions of scikit-optimize, it will be " |
| | f"inferred to {new_dim}{warning_msg}. See the " |
| | "documentation of the check_dimension function for the " |
| | "upcoming API." |
| | ) |
| | return old_dim |
| |
|
| |
|
| | def _check_dimension(dimension, transform=None): |
| | if isinstance(dimension, Dimension): |
| | return dimension |
| | if isinstance(dimension, tuple) and 2 <= len(dimension) <= 4: |
| | low, high, *args = dimension |
| | |
| | if (not args or isinstance(args[0], str)) and ( |
| | len(args) < 2 or isinstance(args[1], int) |
| | ): |
| | |
| | if isinstance(low, numbers.Integral) and isinstance(high, numbers.Integral): |
| | return Integer(int(low), int(high), *args, transform=transform) |
| | |
| | elif isinstance(low, numbers.Real) and isinstance(high, numbers.Real): |
| | return Real(float(low), float(high), *args, transform=transform) |
| | |
| | |
| | if len(set(map(type, dimension))) > 1: |
| | warnings.warn( |
| | f"{dimension!r} was inferred to a Categorical " |
| | "object, but looks like a tuple for an Integer or " |
| | "Real dimension that was miss-spelled. Pass a list " |
| | "or a Categorical object to suppress this warning.", |
| | UserWarning, |
| | ) |
| | if isinstance(dimension, Iterable): |
| | return Categorical(dimension, transform=transform) |
| | |
| | raise ValueError( |
| | f"Invalid dimension {dimension!r}. See the " |
| | "documentation of check_dimension for supported values." |
| | ) |
| |
|
| |
|
| | def _check_dimension_old(dimension, transform=None): |
| | if isinstance(dimension, Dimension): |
| | return dimension |
| |
|
| | if not isinstance(dimension, (list, tuple, np.ndarray)): |
| | raise ValueError( |
| | f"Invalid dimension {dimension!r}. See the " |
| | "documentation of check_dimension for supported " |
| | "values." |
| | ) |
| |
|
| | |
| | |
| | |
| | |
| | |
| | if len(dimension) == 1: |
| | return Categorical(dimension, transform=transform) |
| |
|
| | if len(dimension) == 2: |
| | if any( |
| | isinstance(d, (str, bool)) or isinstance(d, np.bool_) for d in dimension |
| | ): |
| | return Categorical(dimension, transform=transform) |
| | elif all(isinstance(dim, numbers.Integral) for dim in dimension): |
| | return Integer(*map(int, dimension), transform=transform) |
| | elif all(isinstance(dim, numbers.Real) for dim in dimension): |
| | return Real(*map(float, dimension), transform=transform) |
| | else: |
| | raise ValueError( |
| | f"Invalid dimension {dimension!r}. See the " |
| | "documentation of check_dimension for supported " |
| | "values." |
| | ) |
| |
|
| | if len(dimension) == 3: |
| | if all( |
| | isinstance(dim, numbers.Integral) for dim in dimension[:2] |
| | ) and dimension[2] in [ |
| | "uniform", |
| | "log-uniform", |
| | ]: |
| | return Integer( |
| | *map(int, dimension[:2]), *dimension[2:], transform=transform |
| | ) |
| | elif all(isinstance(dim, numbers.Real) for dim in dimension[:2]) and dimension[ |
| | 2 |
| | ] in ["uniform", "log-uniform"]: |
| | return Real(*map(float, dimension[:2]), *dimension[2:], transform=transform) |
| | else: |
| | return Categorical(dimension, transform=transform) |
| |
|
| | if len(dimension) == 4: |
| | if ( |
| | all([isinstance(dim, numbers.Integral) for dim in dimension[:2]]) |
| | and dimension[2] == "log-uniform" |
| | and isinstance(dimension[3], int) |
| | ): |
| | return Integer( |
| | *map(int, dimension[:2]), *dimension[2:], transform=transform |
| | ) |
| | elif ( |
| | all([isinstance(dim, numbers.Real) for dim in dimension[:2]]) |
| | and dimension[2] == "log-uniform" |
| | and isinstance(dimension[3], int) |
| | ): |
| | return Real(*map(float, dimension[:2]), *dimension[2:], transform=transform) |
| |
|
| | if len(dimension) > 3: |
| | return Categorical(dimension, transform=transform) |
| |
|
| | raise ValueError( |
| | f"Invalid dimension {dimension!r}. See the " |
| | "documentation of check_dimension for supported " |
| | "values." |
| | ) |
| |
|
| |
|
| | class Dimension: |
| | """Base class for search space dimensions.""" |
| |
|
| | prior = None |
| |
|
| | def rvs(self, n_samples=1, random_state=None): |
| | """Draw random samples. |
| | |
| | Parameters |
| | ---------- |
| | n_samples : int or None |
| | The number of samples to be drawn. |
| | |
| | random_state : int, RandomState instance, or None (default) |
| | Set random state to something other than None for reproducible |
| | results. |
| | """ |
| | rng = check_random_state(random_state) |
| | samples = self._rvs.rvs(size=n_samples, random_state=rng) |
| | return self.inverse_transform(samples) |
| |
|
| | def transform(self, X): |
| | """Transform samples form the original space to a warped space.""" |
| | return self.transformer.transform(X) |
| |
|
| | def inverse_transform(self, Xt): |
| | """Inverse transform samples from the warped space back into the original |
| | space.""" |
| | return self.transformer.inverse_transform(Xt) |
| |
|
| | def set_transformer(self): |
| | raise NotImplementedError |
| |
|
| | @property |
| | def size(self): |
| | return 1 |
| |
|
| | @property |
| | def transformed_size(self): |
| | return 1 |
| |
|
| | @property |
| | def bounds(self): |
| | raise NotImplementedError |
| |
|
| | @property |
| | def is_constant(self): |
| | raise NotImplementedError |
| |
|
| | @property |
| | def transformed_bounds(self): |
| | raise NotImplementedError |
| |
|
| | @property |
| | def name(self): |
| | return self._name |
| |
|
| | @name.setter |
| | def name(self, value): |
| | if isinstance(value, str) or value is None: |
| | self._name = value |
| | else: |
| | raise ValueError("Dimension's name must be either string or None.") |
| |
|
| |
|
| | def _uniform_inclusive(loc=0.0, scale=1.0): |
| | |
| | |
| | |
| | return uniform(loc=loc, scale=np.nextafter(scale, scale + 1.0)) |
| |
|
| |
|
| | class Real(Dimension): |
| | """Search space dimension that can take on any real value. |
| | |
| | Parameters |
| | ---------- |
| | low : float |
| | Lower bound (inclusive). |
| | |
| | high : float |
| | Upper bound (inclusive). |
| | |
| | prior : "uniform" or "log-uniform", default="uniform" |
| | Distribution to use when sampling random points for this dimension. |
| | |
| | - If `"uniform"`, points are sampled uniformly between the lower |
| | and upper bounds. |
| | - If `"log-uniform"`, points are sampled uniformly between |
| | `log(lower, base)` and `log(upper, base)` where log |
| | has base `base`. |
| | |
| | base : int |
| | The logarithmic base to use for a log-uniform prior. |
| | - Default 10, otherwise commonly 2. |
| | |
| | transform : "identity", "normalize", optional |
| | The following transformations are supported. |
| | |
| | - "identity", (default) the transformed space is the same as the |
| | original space. |
| | - "normalize", the transformed space is scaled to be between |
| | 0 and 1. |
| | |
| | name : str or None |
| | Name associated with the dimension, e.g., "learning rate". |
| | |
| | dtype : str or dtype, default=float |
| | float type which will be used in inverse_transform, |
| | can be float. |
| | """ |
| |
|
| | def __init__( |
| | self, |
| | low, |
| | high, |
| | prior="uniform", |
| | base=10, |
| | transform=None, |
| | name=None, |
| | dtype=float, |
| | ): |
| | if high <= low: |
| | raise ValueError( |
| | "the lower bound {} has to be less than the" |
| | " upper bound {}".format(low, high) |
| | ) |
| | if prior not in ["uniform", "log-uniform"]: |
| | raise ValueError( |
| | "prior should be 'uniform' or 'log-uniform'" " got {}".format(prior) |
| | ) |
| | if prior == 'log-uniform' and low * high <= 0: |
| | raise ValueError( |
| | "search space should not contain 0 when" " using log-uniform prior" |
| | ) |
| | self.low = low |
| | self.high = high |
| | self.prior = prior |
| | self.base = base |
| | self.log_base = np.log10(base) |
| | self.name = name |
| | self.dtype = dtype |
| | self._rvs = None |
| | self.transformer = None |
| | self.transform_ = transform |
| | if isinstance(self.dtype, str) and self.dtype not in [ |
| | 'float', |
| | 'float16', |
| | 'float32', |
| | 'float64', |
| | ]: |
| | raise ValueError( |
| | "dtype must be 'float', 'float16', 'float32'" |
| | "or 'float64'" |
| | " got {}".format(self.dtype) |
| | ) |
| | elif isinstance(self.dtype, type) and not np.issubdtype( |
| | self.dtype, np.floating |
| | ): |
| | raise ValueError( |
| | "dtype must be a np.floating subtype;" " got {}".format(self.dtype) |
| | ) |
| |
|
| | if transform is None: |
| | transform = "identity" |
| | self.set_transformer(transform) |
| |
|
| | def set_transformer(self, transform="identity"): |
| | """Define rvs and transformer spaces. |
| | |
| | Parameters |
| | ---------- |
| | transform : str |
| | Can be 'normalize' or 'identity' |
| | """ |
| | self.transform_ = transform |
| |
|
| | if self.transform_ not in ["normalize", "identity"]: |
| | raise ValueError( |
| | "transform should be 'normalize' or 'identity'" |
| | " got {}".format(self.transform_) |
| | ) |
| |
|
| | |
| | |
| | |
| | if self.transform_ == "normalize": |
| | |
| | |
| | self._rvs = _uniform_inclusive(0.0, 1.0) |
| | if self.prior == "uniform": |
| | self.transformer = Pipeline( |
| | [Identity(), Normalize(self.low, self.high)] |
| | ) |
| | else: |
| | self.transformer = Pipeline( |
| | [ |
| | LogN(self.base), |
| | Normalize( |
| | np.log10(self.low) / self.log_base, |
| | np.log10(self.high) / self.log_base, |
| | ), |
| | ] |
| | ) |
| | else: |
| | if self.prior == "uniform": |
| | self._rvs = _uniform_inclusive(self.low, self.high - self.low) |
| | self.transformer = Identity() |
| | else: |
| | self._rvs = _uniform_inclusive( |
| | np.log10(self.low) / self.log_base, |
| | np.log10(self.high) / self.log_base |
| | - np.log10(self.low) / self.log_base, |
| | ) |
| | self.transformer = LogN(self.base) |
| |
|
| | def __eq__(self, other): |
| | return ( |
| | type(self) is type(other) |
| | and np.allclose([self.low], [other.low]) |
| | and np.allclose([self.high], [other.high]) |
| | and self.prior == other.prior |
| | and self.transform_ == other.transform_ |
| | ) |
| |
|
| | def __repr__(self): |
| | return "Real(low={}, high={}, prior='{}', transform='{}')".format( |
| | self.low, self.high, self.prior, self.transform_ |
| | ) |
| |
|
| | def inverse_transform(self, Xt): |
| | """Inverse transform samples from the warped space back into the original |
| | space.""" |
| |
|
| | inv_transform = super().inverse_transform(Xt) |
| | if isinstance(inv_transform, list): |
| | inv_transform = np.array(inv_transform) |
| | inv_transform = np.clip(inv_transform, self.low, self.high).astype(self.dtype) |
| | if self.dtype == float or self.dtype == 'float': |
| | |
| | return getattr(inv_transform, "tolist", lambda: inv_transform)() |
| | else: |
| | return inv_transform |
| |
|
| | @property |
| | def bounds(self): |
| | return (self.low, self.high) |
| |
|
| | @property |
| | def is_constant(self): |
| | return self.low == self.high |
| |
|
| | def __contains__(self, point): |
| | if isinstance(point, list): |
| | point = np.array(point) |
| | return self.low <= point <= self.high |
| |
|
| | @property |
| | def transformed_bounds(self): |
| | if self.transform_ == "normalize": |
| | return 0.0, 1.0 |
| | else: |
| | if self.prior == "uniform": |
| | return self.low, self.high |
| | else: |
| | return np.log10(self.low), np.log10(self.high) |
| |
|
| | def distance(self, a, b): |
| | """Compute distance between point `a` and `b`. |
| | |
| | Parameters |
| | ---------- |
| | a : float |
| | First point. |
| | |
| | b : float |
| | Second point. |
| | """ |
| | if not (a in self and b in self): |
| | raise RuntimeError( |
| | "Can only compute distance for values within " |
| | "the space, not %s and %s." % (a, b) |
| | ) |
| | return abs(a - b) |
| |
|
| |
|
| | class Integer(Dimension): |
| | """Search space dimension that can take on integer values. |
| | |
| | Parameters |
| | ---------- |
| | low : int |
| | Lower bound (inclusive). |
| | |
| | high : int |
| | Upper bound (inclusive). |
| | |
| | prior : "uniform" or "log-uniform", default="uniform" |
| | Distribution to use when sampling random integers for |
| | this dimension. |
| | |
| | - If `"uniform"`, integers are sampled uniformly between the lower |
| | and upper bounds. |
| | - If `"log-uniform"`, integers are sampled uniformly between |
| | `log(lower, base)` and `log(upper, base)` where log |
| | has base `base`. |
| | |
| | base : int |
| | The logarithmic base to use for a log-uniform prior. |
| | |
| | - Default 10, otherwise commonly 2. |
| | |
| | transform : "identity", "normalize", optional |
| | The following transformations are supported. |
| | |
| | - "identity", (default) the transformed space is the same as the |
| | original space. |
| | - "normalize", the transformed space is scaled to be between |
| | 0 and 1. |
| | |
| | name : str or None |
| | Name associated with dimension, e.g., "number of trees". |
| | |
| | dtype : str or dtype, default=np.int64 |
| | integer type which will be used in inverse_transform, |
| | can be int, np.int16, np.uint32, np.int32, np.int64 (default). |
| | When set to int, `inverse_transform` returns a list instead of |
| | a numpy array |
| | """ |
| |
|
| | def __init__( |
| | self, |
| | low, |
| | high, |
| | prior="uniform", |
| | base=10, |
| | transform=None, |
| | name=None, |
| | dtype=np.int64, |
| | ): |
| | if high <= low: |
| | raise ValueError( |
| | "the lower bound {} has to be less than the" |
| | " upper bound {}".format(low, high) |
| | ) |
| | if prior not in ["uniform", "log-uniform"]: |
| | raise ValueError( |
| | "prior should be 'uniform' or 'log-uniform'" " got {}".format(prior) |
| | ) |
| | if prior == 'log-uniform' and low * high <= 0: |
| | raise ValueError( |
| | "search space should not contain 0" " when using log-uniform prior" |
| | ) |
| | self.low = low |
| | self.high = high |
| | self.prior = prior |
| | self.base = base |
| | self.log_base = np.log10(base) |
| | self.name = name |
| | self.dtype = dtype |
| | self.transform_ = transform |
| | self._rvs = None |
| | self.transformer = None |
| |
|
| | if isinstance(self.dtype, str) and self.dtype not in [ |
| | 'int', |
| | 'int8', |
| | 'int16', |
| | 'int32', |
| | 'int64', |
| | 'uint8', |
| | 'uint16', |
| | 'uint32', |
| | 'uint64', |
| | ]: |
| | raise ValueError( |
| | "dtype must be 'int', 'int8', 'int16'," |
| | "'int32', 'int64', 'uint8'," |
| | "'uint16', 'uint32', or" |
| | "'uint64', but got {}".format(self.dtype) |
| | ) |
| | elif isinstance(self.dtype, type) and self.dtype not in [ |
| | int, |
| | np.int8, |
| | np.int16, |
| | np.int32, |
| | np.int64, |
| | np.uint8, |
| | np.uint16, |
| | np.uint32, |
| | np.uint64, |
| | ]: |
| | raise ValueError( |
| | "dtype must be 'int', 'np.int8', 'np.int16'," |
| | "'np.int32', 'np.int64', 'np.uint8'," |
| | "'np.uint16', 'np.uint32', or" |
| | "'np.uint64', but got {}".format(self.dtype) |
| | ) |
| |
|
| | if transform is None: |
| | transform = "identity" |
| | self.set_transformer(transform) |
| |
|
| | def set_transformer(self, transform="identity"): |
| | """Define _rvs and transformer spaces. |
| | |
| | Parameters |
| | ---------- |
| | transform : str |
| | Can be 'normalize' or 'identity' |
| | """ |
| | self.transform_ = transform |
| |
|
| | if transform not in ["normalize", "identity"]: |
| | raise ValueError( |
| | "transform should be 'normalize' or 'identity'" |
| | " got {}".format(self.transform_) |
| | ) |
| |
|
| | if self.transform_ == "normalize": |
| | self._rvs = _uniform_inclusive(0.0, 1.0) |
| | if self.prior == "uniform": |
| | self.transformer = Pipeline( |
| | [Identity(), Normalize(self.low, self.high, is_int=True)] |
| | ) |
| | else: |
| |
|
| | self.transformer = Pipeline( |
| | [ |
| | LogN(self.base), |
| | Normalize( |
| | np.log10(self.low) / self.log_base, |
| | np.log10(self.high) / self.log_base, |
| | ), |
| | ] |
| | ) |
| | else: |
| | if self.prior == "uniform": |
| | self._rvs = randint(self.low, self.high + 1) |
| | self.transformer = Identity() |
| | else: |
| | self._rvs = _uniform_inclusive( |
| | np.log10(self.low) / self.log_base, |
| | np.log10(self.high) / self.log_base |
| | - np.log10(self.low) / self.log_base, |
| | ) |
| | self.transformer = LogN(self.base) |
| |
|
| | def __eq__(self, other): |
| | return ( |
| | type(self) is type(other) |
| | and np.allclose([self.low], [other.low]) |
| | and np.allclose([self.high], [other.high]) |
| | ) |
| |
|
| | def __repr__(self): |
| | return "Integer(low={}, high={}, prior='{}', transform='{}')".format( |
| | self.low, self.high, self.prior, self.transform_ |
| | ) |
| |
|
| | def inverse_transform(self, Xt): |
| | """Inverse transform samples from the warped space back into the original |
| | space.""" |
| | |
| | |
| | inv_transform = super().inverse_transform(Xt) |
| | if isinstance(inv_transform, list): |
| | inv_transform = np.array(inv_transform) |
| | inv_transform = np.clip(inv_transform, self.low, self.high) |
| | if self.dtype == int or self.dtype == 'int': |
| | |
| | value = np.round(inv_transform).astype(self.dtype) |
| | return getattr(value, "tolist", lambda: value)() |
| | else: |
| | return np.round(inv_transform).astype(self.dtype) |
| |
|
| | @property |
| | def bounds(self): |
| | return (self.low, self.high) |
| |
|
| | @property |
| | def is_constant(self): |
| | return self.low == self.high |
| |
|
| | def __contains__(self, point): |
| | if isinstance(point, list): |
| | point = np.array(point) |
| | return self.low <= point <= self.high |
| |
|
| | @property |
| | def transformed_bounds(self): |
| | if self.transform_ == "normalize": |
| | return 0.0, 1.0 |
| | else: |
| | return (self.low, self.high) |
| |
|
| | def distance(self, a, b): |
| | """Compute distance between point `a` and `b`. |
| | |
| | Parameters |
| | ---------- |
| | a : int |
| | First point. |
| | |
| | b : int |
| | Second point. |
| | """ |
| | if not (a in self and b in self): |
| | raise RuntimeError( |
| | "Can only compute distance for values within " |
| | "the space, not %s and %s." % (a, b) |
| | ) |
| | return abs(a - b) |
| |
|
| |
|
| | class Categorical(Dimension): |
| | """Search space dimension that can take on categorical values. |
| | |
| | Parameters |
| | ---------- |
| | categories : list, shape=(n_categories,) |
| | Sequence of possible categories. |
| | |
| | prior : list, shape=(categories,), default=None |
| | Prior probabilities for each category. By default all categories |
| | are equally likely. |
| | |
| | transform : "onehot", "string", "identity", "label", default="onehot" |
| | |
| | - "identity", the transformed space is the same as the original |
| | space. |
| | - "string", the transformed space is a string encoded |
| | representation of the original space. |
| | - "label", the transformed space is a label encoded |
| | representation (integer) of the original space. |
| | - "onehot", the transformed space is a one-hot encoded |
| | representation of the original space. |
| | |
| | name : str or None |
| | Name associated with dimension, e.g., "colors". |
| | """ |
| |
|
| | def __init__(self, categories, prior=None, transform=None, name=None): |
| | self.categories = tuple(categories) |
| |
|
| | self.name = name |
| |
|
| | if transform is None: |
| | transform = "onehot" |
| | self.transform_ = transform |
| | self.transformer = None |
| | self._rvs = None |
| | self.prior = prior |
| |
|
| | if prior is None: |
| | self.prior_ = np.tile(1.0 / len(self.categories), len(self.categories)) |
| | else: |
| | self.prior_ = prior |
| | self.set_transformer(transform) |
| |
|
| | def set_transformer(self, transform="onehot"): |
| | """Define _rvs and transformer spaces. |
| | |
| | Parameters |
| | ---------- |
| | transform : str |
| | Can be 'normalize', 'onehot', 'string', 'label', or 'identity' |
| | """ |
| | self.transform_ = transform |
| | if transform not in ["identity", "onehot", "string", "normalize", "label"]: |
| | raise ValueError( |
| | "Expected transform to be 'identity', 'string'," |
| | "'label' or 'onehot' got {}".format(transform) |
| | ) |
| | if transform == "onehot": |
| | self.transformer = CategoricalEncoder() |
| | self.transformer.fit(self.categories) |
| | elif transform == "string": |
| | self.transformer = StringEncoder() |
| | self.transformer.fit(self.categories) |
| | elif transform == "label": |
| | self.transformer = LabelEncoder() |
| | self.transformer.fit(self.categories) |
| | elif transform == "normalize": |
| | self.transformer = Pipeline( |
| | [ |
| | LabelEncoder(list(self.categories)), |
| | Normalize(0, len(self.categories) - 1, is_int=True), |
| | ] |
| | ) |
| | else: |
| | self.transformer = Identity() |
| | self.transformer.fit(self.categories) |
| | if transform == "normalize": |
| | self._rvs = _uniform_inclusive(0.0, 1.0) |
| | else: |
| | |
| | self._rvs = rv_discrete(values=(range(len(self.categories)), self.prior_)) |
| |
|
| | def __eq__(self, other): |
| | return ( |
| | type(self) is type(other) |
| | and self.categories == other.categories |
| | and np.allclose(self.prior_, other.prior_) |
| | ) |
| |
|
| | def __repr__(self): |
| | if len(self.categories) > 7: |
| | cats = self.categories[:3] + (_Ellipsis(),) + self.categories[-3:] |
| | else: |
| | cats = self.categories |
| |
|
| | if self.prior is not None and len(self.prior) > 7: |
| | prior = self.prior[:3] + [_Ellipsis()] + self.prior[-3:] |
| | else: |
| | prior = self.prior |
| |
|
| | return f"Categorical(categories={cats}, prior={prior})" |
| |
|
| | def inverse_transform(self, Xt): |
| | """Inverse transform samples from the warped space back into the original |
| | space.""" |
| | |
| | |
| | inv_transform = super().inverse_transform(Xt) |
| | if isinstance(inv_transform, list): |
| | inv_transform = np.array(inv_transform) |
| | return inv_transform |
| |
|
| | def rvs(self, n_samples=None, random_state=None): |
| | choices = self._rvs.rvs(size=n_samples, random_state=random_state) |
| |
|
| | if isinstance(choices, numbers.Integral): |
| | return self.categories[choices] |
| | elif self.transform_ == "normalize" and isinstance(choices, float): |
| | return self.inverse_transform([(choices)]) |
| | elif self.transform_ == "normalize": |
| | return self.inverse_transform(list(choices)) |
| | else: |
| | return [self.categories[c] for c in choices] |
| |
|
| | @property |
| | def transformed_size(self): |
| | if self.transform_ == "onehot": |
| | size = len(self.categories) |
| | |
| | |
| | return size if size != 2 else 1 |
| | return 1 |
| |
|
| | @property |
| | def bounds(self): |
| | return self.categories |
| |
|
| | @property |
| | def is_constant(self): |
| | return len(self.categories) <= 1 |
| |
|
| | def __contains__(self, point): |
| | return point in self.categories |
| |
|
| | @property |
| | def transformed_bounds(self): |
| | if self.transformed_size == 1: |
| | return 0.0, 1.0 |
| | else: |
| | return [(0.0, 1.0) for i in range(self.transformed_size)] |
| |
|
| | def distance(self, a, b): |
| | """Compute distance between category `a` and `b`. |
| | |
| | As categories have no order the distance between two points is one |
| | if a != b and zero otherwise. |
| | |
| | Parameters |
| | ---------- |
| | a : category |
| | First category. |
| | |
| | b : category |
| | Second category. |
| | """ |
| | if not (a in self and b in self): |
| | raise RuntimeError( |
| | "Can only compute distance for values within" |
| | " the space, not {} and {}.".format(a, b) |
| | ) |
| | return 1 if a != b else 0 |
| |
|
| |
|
| | class Space: |
| | """Initialize a search space from given specifications. |
| | |
| | Parameters |
| | ---------- |
| | dimensions : list, shape=(n_dims,) |
| | List of search space dimensions. |
| | Each search dimension can be defined either as |
| | |
| | - a `(lower_bound, upper_bound)` tuple (for `Real` or `Integer` |
| | dimensions), |
| | - a `(lower_bound, upper_bound, "prior")` tuple (for `Real` |
| | dimensions), |
| | - as a list of categories (for `Categorical` dimensions), or |
| | - an instance of a `Dimension` object (`Real`, `Integer` or |
| | `Categorical`). |
| | |
| | .. note:: |
| | The upper and lower bounds are inclusive for `Integer` |
| | dimensions. |
| | |
| | constraint : callable or None, default: None |
| | Constraint function. Should take a single list of parameters |
| | (i.e. a point in space) and return True if the point satisfies |
| | the constraints. |
| | If None, the space is not conditionally constrained. |
| | """ |
| |
|
| | def __init__(self, dimensions, constraint=None): |
| | self.dimensions = [check_dimension(dim) for dim in dimensions] |
| | if constraint is None and isinstance(dimensions, Space): |
| | constraint = dimensions.constraint |
| | assert constraint is None or callable(constraint) |
| | self.constraint = constraint |
| |
|
| | def __eq__(self, other): |
| | return all([a == b for a, b in zip(self.dimensions, other.dimensions)]) |
| |
|
| | def __repr__(self): |
| | if len(self.dimensions) > 31: |
| | dims = self.dimensions[:15] + [_Ellipsis()] + self.dimensions[-15:] |
| | else: |
| | dims = self.dimensions |
| | return "Space([{}])".format(',\n '.join(map(str, dims))) |
| |
|
| | def __iter__(self): |
| | return iter(self.dimensions) |
| |
|
| | @property |
| | def dimension_names(self): |
| | """Names of all the dimensions in the search-space.""" |
| | index = 0 |
| | names = [] |
| | for dim in self.dimensions: |
| | if dim.name is None: |
| | names.append("X_%d" % index) |
| | else: |
| | names.append(dim.name) |
| | index += 1 |
| | return names |
| |
|
| | @dimension_names.setter |
| | def dimension_names(self, names): |
| | """Sets the names of all dimension objects via list of names. |
| | |
| | Parameters |
| | ---------- |
| | names : list of str |
| | List of names. Must be the same length as self.dimensions. |
| | """ |
| | if len(names) != len(self.dimensions): |
| | raise ValueError("`names` must be the same length as " "`self.dimensions`.") |
| | for dim, name in zip(self.dimensions, names): |
| | dim.name = name |
| |
|
| | @property |
| | def is_real(self): |
| | """Returns true if all dimensions are Real.""" |
| | return all([isinstance(dim, Real) for dim in self.dimensions]) |
| |
|
| | @classmethod |
| | def from_yaml(cls, yml_path, namespace=None): |
| | """Create Space from yaml configuration file. |
| | |
| | Parameters |
| | ---------- |
| | yml_path : str |
| | Full path to yaml configuration file, example YaML below: |
| | Space: |
| | |
| | - Integer: |
| | low: -5 |
| | high: 5 |
| | - Categorical: |
| | categories: |
| | - a |
| | - b |
| | - Real: |
| | low: 1.0 |
| | high: 5.0 |
| | prior: log-uniform |
| | |
| | namespace : str, default=None |
| | Namespace within configuration file to use, will use first |
| | namespace if not provided |
| | |
| | Returns |
| | ------- |
| | space : Space |
| | Instantiated Space object |
| | """ |
| | with open(yml_path, 'rb') as f: |
| | config = yaml.safe_load(f) |
| |
|
| | dimension_classes = { |
| | 'real': Real, |
| | 'integer': Integer, |
| | 'categorical': Categorical, |
| | } |
| |
|
| | |
| | if isinstance(config, dict): |
| | if namespace is None: |
| | options = next(iter(config.values())) |
| | else: |
| | options = config[namespace] |
| | elif isinstance(config, list): |
| | options = config |
| | else: |
| | raise TypeError('YaML does not specify a list or dictionary') |
| |
|
| | |
| | dimensions = [] |
| | for option in options: |
| | key = next(iter(option.keys())) |
| | |
| | dimension_class = key.lower() |
| | values = {k.lower(): v for k, v in option[key].items()} |
| | if dimension_class in dimension_classes: |
| | |
| | dimension = dimension_classes[dimension_class](**values) |
| | dimensions.append(dimension) |
| |
|
| | space = cls(dimensions=dimensions) |
| |
|
| | return space |
| |
|
| | @classmethod |
| | def from_df(cls, df, priors=None, bases=None, transforms=None): |
| | """Create Space from Pandas DataFrame object. |
| | Dimensions will be inferred from the column type in the Pandas |
| | DataFrame. Real and Integer dimensions will be set from the minimum and |
| | maximum of their corresponding columns. Category dimensions will be |
| | constructed from the unique values present in the column. |
| | Note: requires `pandas` installation. |
| | Parameters |
| | ---------- |
| | df : `pandas.DataFrame` |
| | A Pandas `DataFrame` object |
| | priors : dict, default=None |
| | A mapping of `DataFrame` column names to corresponding priors |
| | bases : dict, default=None |
| | A mapping of `DataFrame` column names to corresponding bases |
| | transforms : dict, default=None |
| | A mapping of `DataFrame` column names to corresponding transforms |
| | Returns |
| | ------- |
| | space : Space |
| | Instantiated Space object |
| | """ |
| | pd = check_pandas_support("from_df") |
| |
|
| | if priors is None: |
| | priors = {} |
| | if bases is None: |
| | bases = {} |
| | if transforms is None: |
| | transforms = {} |
| |
|
| | |
| | def _check_series_dimension(series, priors, bases, transforms): |
| | kwargs = {} |
| | name = series.name |
| | if name in priors: |
| | kwargs['prior'] = priors[name] |
| | if name in bases: |
| | kwargs['base'] = bases[name] |
| | if name in transforms: |
| | kwargs['transform'] = transforms[name] |
| | kwargs['name'] = str(name) if name is not None else None |
| |
|
| | if pd.api.types.is_float_dtype(series.dtype): |
| | return Real(series.min(), series.max(), **kwargs) |
| | elif pd.api.types.is_integer_dtype(series.dtype): |
| | return Integer(series.min(), series.max(), **kwargs) |
| | else: |
| | return Categorical(series.unique(), **kwargs) |
| |
|
| | dimensions = [ |
| | _check_series_dimension(df[col_name], priors, bases, transforms) |
| | for col_name in df.columns |
| | ] |
| |
|
| | return cls(dimensions) |
| |
|
| | def rvs(self, n_samples=1, random_state=None): |
| | """Draw random samples. |
| | |
| | The samples are in the original space. They need to be transformed |
| | before being passed to a model or minimizer by `space.transform()`. |
| | |
| | Parameters |
| | ---------- |
| | n_samples : int, default=1 |
| | Number of samples to be drawn from the space. |
| | |
| | random_state : int, RandomState instance, or None (default) |
| | Set random state to something other than None for reproducible |
| | results. |
| | |
| | Returns |
| | ------- |
| | points : list of lists, shape=(n_points, n_dims) |
| | Points sampled from the space. |
| | """ |
| | rng = check_random_state(random_state) |
| |
|
| | points = [] |
| | for _ in range(10000): |
| | |
| | columns = [] |
| | for dim in self.dimensions: |
| | columns.append(dim.rvs(n_samples=n_samples, random_state=rng)) |
| |
|
| | |
| | rows = _transpose_list_array(columns) |
| |
|
| | |
| | if self.constraint is not None: |
| | rows = [row for row in rows if self.constraint(row)] |
| |
|
| | |
| | points.extend(rows) |
| | if len(points) >= n_samples: |
| | break |
| | else: |
| | raise RuntimeError( |
| | 'Could not find enough valid samples in constrained ' |
| | 'space. Please check that the constraint allows for ' |
| | 'valid samples to be drawn.' |
| | ) |
| | return points[:n_samples] |
| |
|
| | def set_transformer(self, transform): |
| | """Sets the transformer of all dimension objects to `transform` |
| | |
| | Parameters |
| | ---------- |
| | transform : str or list of str |
| | Sets all transformer,, when `transform` is a string. |
| | Otherwise, transform must be a list with strings with |
| | the same length as `dimensions` |
| | """ |
| | |
| | for j in range(self.n_dims): |
| | if isinstance(transform, list): |
| | self.dimensions[j].set_transformer(transform[j]) |
| | else: |
| | self.dimensions[j].set_transformer(transform) |
| |
|
| | def set_transformer_by_type(self, transform, dim_type): |
| | """Sets the transformer of `dim_type` objects to `transform` |
| | |
| | Parameters |
| | ---------- |
| | transform : str |
| | Sets all transformer of type `dim_type` to `transform` |
| | dim_type : type |
| | Can be `skopt.space.Real`, `skopt.space.Integer` or |
| | `skopt.space.Categorical` |
| | """ |
| | |
| | for j in range(self.n_dims): |
| | if isinstance(self.dimensions[j], dim_type): |
| | self.dimensions[j].set_transformer(transform) |
| |
|
| | def get_transformer(self): |
| | """Returns all transformers as list.""" |
| | return [self.dimensions[j].transform_ for j in range(self.n_dims)] |
| |
|
| | def transform(self, X): |
| | """Transform samples from the original space into a warped space. |
| | |
| | Note: this transformation is expected to be used to project samples |
| | into a suitable space for numerical optimization. |
| | |
| | Parameters |
| | ---------- |
| | X : list of lists, shape=(n_samples, n_dims) |
| | The samples to transform. |
| | |
| | Returns |
| | ------- |
| | Xt : array of floats, shape=(n_samples, transformed_n_dims) |
| | The transformed samples. |
| | """ |
| | |
| | columns = [] |
| | for _ in self.dimensions: |
| | columns.append([]) |
| |
|
| | for i in range(len(X)): |
| | for j in range(self.n_dims): |
| | columns[j].append(X[i][j]) |
| |
|
| | |
| | for j in range(self.n_dims): |
| | columns[j] = self.dimensions[j].transform(columns[j]) |
| |
|
| | |
| | Xt = np.hstack([np.asarray(c).reshape((len(X), -1)) for c in columns]) |
| |
|
| | return Xt |
| |
|
| | def inverse_transform(self, Xt): |
| | """Inverse transform samples from the warped space back to the original space. |
| | |
| | Parameters |
| | ---------- |
| | Xt : array of floats, shape=(n_samples, transformed_n_dims) |
| | The samples to inverse transform. |
| | |
| | Returns |
| | ------- |
| | X : list of lists, shape=(n_samples, n_dims) |
| | The original samples. |
| | """ |
| | |
| | columns = [] |
| | start = 0 |
| | Xt = np.asarray(Xt) |
| | for j in range(self.n_dims): |
| | dim = self.dimensions[j] |
| | offset = dim.transformed_size |
| |
|
| | if offset == 1: |
| | columns.append(dim.inverse_transform(Xt[:, start])) |
| | else: |
| | columns.append(dim.inverse_transform(Xt[:, start : start + offset])) |
| |
|
| | start += offset |
| |
|
| | |
| | return _transpose_list_array(columns) |
| |
|
| | @property |
| | def n_dims(self): |
| | """The dimensionality of the original space.""" |
| | return len(self.dimensions) |
| |
|
| | @property |
| | def transformed_n_dims(self): |
| | """The dimensionality of the warped space.""" |
| | return sum([dim.transformed_size for dim in self.dimensions]) |
| |
|
| | @property |
| | def bounds(self): |
| | """The dimension bounds, in the original space.""" |
| | b = [] |
| |
|
| | for dim in self.dimensions: |
| | if dim.size == 1: |
| | b.append(dim.bounds) |
| | else: |
| | b.extend(dim.bounds) |
| |
|
| | return b |
| |
|
| | def __contains__(self, point): |
| | """Check that `point` is within the bounds of the space.""" |
| | for component, dim in zip(point, self.dimensions): |
| | if component not in dim: |
| | return False |
| | if self.constraint is not None: |
| | return bool(self.constraint(point)) |
| | return True |
| |
|
| | def __getitem__(self, dimension_names): |
| | """Lookup and return the search-space dimension with the given name. |
| | |
| | This allows for dict-like lookup of dimensions, for example: |
| | `space['foo']` returns the dimension named 'foo' if it exists, |
| | otherwise `None` is returned. |
| | |
| | It also allows for lookup of a list of dimension-names, for example: |
| | `space[['foo', 'bar']]` returns the two dimensions named |
| | 'foo' and 'bar' if they exist. |
| | |
| | Parameters |
| | ---------- |
| | dimension_names : str or list(str) |
| | Name of a single search-space dimension (str). |
| | List of names for search-space dimensions (list(str)). |
| | |
| | Returns |
| | ------- |
| | dims tuple (index, Dimension), list(tuple(index, Dimension)), \ |
| | (None, None) |
| | A single search-space dimension with the given name, |
| | or a list of search-space dimensions with the given names. |
| | """ |
| |
|
| | def _get(dimension_name): |
| | """Helper-function for getting a single dimension.""" |
| | index = 0 |
| | |
| | for dim in self.dimensions: |
| | if dimension_name == dim.name: |
| | return (index, dim) |
| | elif dimension_name == index: |
| | return (index, dim) |
| | index += 1 |
| | return (None, None) |
| |
|
| | if isinstance(dimension_names, (str, int)): |
| | |
| | dims = _get(dimension_name=dimension_names) |
| | elif isinstance(dimension_names, (list, tuple)): |
| | |
| | |
| | dims = [_get(dimension_name=name) for name in dimension_names] |
| | else: |
| | msg = ( |
| | "Dimension name should be either string or" |
| | "list of strings, but got {}." |
| | ) |
| | raise ValueError(msg.format(type(dimension_names))) |
| |
|
| | return dims |
| |
|
| | @property |
| | def transformed_bounds(self): |
| | """The dimension bounds, in the warped space.""" |
| | b = [] |
| |
|
| | for dim in self.dimensions: |
| | if dim.transformed_size == 1: |
| | b.append(dim.transformed_bounds) |
| | else: |
| | b.extend(dim.transformed_bounds) |
| |
|
| | return b |
| |
|
| | @property |
| | def is_categorical(self): |
| | """Space contains exclusively categorical dimensions.""" |
| | return all([isinstance(dim, Categorical) for dim in self.dimensions]) |
| |
|
| | @property |
| | def is_partly_categorical(self): |
| | """Space contains any categorical dimensions.""" |
| | return any([isinstance(dim, Categorical) for dim in self.dimensions]) |
| |
|
| | @property |
| | def n_constant_dimensions(self): |
| | """Returns the number of constant dimensions which have zero degree of freedom, |
| | e.g. an Integer dimensions with (0., 0.) as bounds.""" |
| | n = 0 |
| | for dim in self.dimensions: |
| | if dim.is_constant: |
| | n += 1 |
| | return n |
| |
|
| | def distance(self, point_a, point_b): |
| | """Compute distance between two points in this space. |
| | |
| | Parameters |
| | ---------- |
| | point_a : array |
| | First point. |
| | |
| | point_b : array |
| | Second point. |
| | """ |
| | distance = 0.0 |
| | for a, b, dim in zip(point_a, point_b, self.dimensions): |
| | distance += dim.distance(a, b) |
| |
|
| | return distance |
| |
|