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smac & smac2 #1388

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smac & smac2 #1388

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8bfb271
smacsmac2
teytaud Mar 15, 2022
91be37a
fix
teytaud Mar 15, 2022
eb85dea
fix
teytaud Mar 15, 2022
a915fb1
rebase
teytaud Jun 18, 2022
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2 changes: 1 addition & 1 deletion mypy.ini
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Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
[mypy]

[mypy-scipy.*,requests,pandas,compiler_gym,compiler_gym.*,gym,gym.*,gym_anm,matplotlib.*,pytest,cma,bayes_opt.*,torchvision.models,torch.*,mpl_toolkits.*,fcmaes.*,tqdm,pillow,PIL,PIL.Image,sklearn.*,pyomo.*,pyproj,IOHexperimenter.*,tensorflow,koncept.models,cv2,imquality,imquality.brisque,lpips,mixsimulator.*,networkx.*,cdt.*,pymoo,pymoo.*,bayes_optim.*,olympus.*]
[mypy-scipy.*,requests,pandas,compiler_gym,compiler_gym.*,gym,gym.*,gym_anm,matplotlib.*,pytest,cma,bayes_opt.*,torchvision.models,torch.*,mpl_toolkits.*,fcmaes.*,tqdm,pillow,PIL,PIL.Image,sklearn.*,pyomo.*,pyproj,IOHexperimenter.*,tensorflow,koncept.models,cv2,imquality,imquality.brisque,lpips,mixsimulator.*,networkx.*,cdt.*,pymoo,pymoo.*,bayes_optim.*,olympus.*,smac,smac.*]
ignore_missing_imports = True

[mypy-nevergrad.functions.rl.agents,torchvision,torchvision.*,nevergrad.functions.games.*,nevergrad.functions.multiobjective.pyhv,nevergrad.optimization.test_doc,,pymoo,pymoo.*,pybullet,pybullet_envs,pybulletgym,pyvirtualdisplay,nlopt,aquacrop.*]
Expand Down
170 changes: 169 additions & 1 deletion nevergrad/optimization/recastlib.py
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Original file line number Diff line number Diff line change
Expand Up @@ -10,6 +10,7 @@
import weakref
import numpy as np
from scipy import optimize as scipyoptimize
from unittest import SkipTest
import nevergrad.common.typing as tp
from nevergrad.parametrization import parameter as p
from nevergrad.common import errors
Expand Down Expand Up @@ -39,13 +40,15 @@ def __init__(
"COBYLA",
"SLSQP",
"NLOPT",
"SMAC",
"SMAC2",
"Powell",
], f"Unknown method '{method}'"
self.method = method
self.random_restart = random_restart
# The following line rescales to [0, 1] if fully bounded.

if method in ("CmaFmin2", "NLOPT"):
if method in ("CmaFmin2", "NLOPT", "SMAC", "SMAC2"):
normalizer = p.helpers.Normalizer(self.parametrization)
if normalizer.fully_bounded:
self._normalizer = normalizer
Expand Down Expand Up @@ -107,7 +110,170 @@ def nlopt_objective_function(*args):
# print("With %i function calls" % objfunc_calculator.n_calls)
if weakself._normalizer is not None:
best_x = weakself._normalizer.backward(np.asarray(best_x, dtype=np.float32))
elif weakself.method == "SMAC2":
raise SkipTest("This needs SMAC, which has complicated requirements.")
try:
import smac # noqa # pylint: disable=unused-import
except ImportError as e:
print("You have to install SMAC and its dependencies.")
raise e

from ConfigSpace.hyperparameters import (
UniformFloatHyperparameter,
) # noqa # pylint: disable=unused-import

# Import ConfigSpace and different types of parameters
from smac.configspace import ConfigurationSpace # noqa # pylint: disable=unused-import
from smac.facade.smac_hpo_facade import SMAC4HPO # noqa # pylint: disable=unused-import

# Import SMAC-utilities
from smac.scenario.scenario import Scenario # noqa # pylint: disable=unused-import
import threading
import os
import time
from pathlib import Path

the_date = str(time.time())
feed = "/tmp/smac_feed" + the_date + ".txt"
fed = "/tmp/smac_fed" + the_date + ".txt"

def dummy_function():
for u in range(remaining):
print(f"side thread waiting for request... ({u}/{weakself.budget})")
while (not Path(feed).is_file()) or os.stat(feed).st_size == 0:
time.sleep(0.1)
time.sleep(0.1)
print("side thread happy to work on a request...")
data = np.loadtxt(feed)
os.remove(feed)
print("side thread happy to really work on a request...")
res = objective_function(data)
print("side thread happy to forward the result of a request...")
f = open(fed, "w")
f.write(str(res))
f.close()
return

thread = threading.Thread(target=dummy_function)
thread.start()

print(f"start SMAC2 optimization with budget {budget} in dimension {weakself.dimension}")
cs = ConfigurationSpace()
cs.add_hyperparameters(
[
UniformFloatHyperparameter(f"x{i}", 0.0, 1.0, default_value=0.0)
# UniformFloatHyperparameter(f"x{i}", -1.0, 1.0, default_value=0.0)
for i in range(weakself.dimension)
]
)
scenario = Scenario(
{
"run_obj": "quality", # we optimize quality (alternatively runtime)
"runcount-limit": budget, # max. number of function evaluations
"cs": cs, # configuration space
"deterministic": "true",
}
)

def smac2_obj(p):
print(f"SMAC2 proposes {p}")
p = [p[f"x{i}"] for i in range(len(p.keys()))]
data = weakself._normalizer.backward(np.asarray(p, dtype=np.float))
print(f"converted to {data}")
if Path(fed).is_file():
os.remove(fed)
np.savetxt(feed, data)
while (not Path(fed).is_file()) or os.stat(fed).st_size == 0:
time.sleep(0.1)
time.sleep(0.1)
f = open(fed, "r")
res = np.float(f.read())
f.close()
print(f"SMAC2 will receive {res}")
return res

smac = SMAC4HPO(scenario=scenario, rng=weakself._rng.randint(5000), tae_runner=smac2_obj)
res = smac.optimize()
best_x = [res[f"x{k}"] for k in range(len(res.keys()))]
best_x = weakself._normalizer.backward(np.asarray(best_x, dtype=np.float))
print("end SMAC optimization")
thread.join()
weakself._num_ask = budget

elif weakself.method == "SMAC":
raise SkipTest("This needs SMAC, which has complicated requirements.")
try:
import smac # noqa # pylint: disable=unused-import
except ImportError as e:
print("You have to install SMAC and its dependencies.")
raise e
import scipy.optimize # noqa # pylint: disable=unused-import
from smac.facade.func_facade import fmin_smac # noqa # pylint: disable=unused-import

import threading
import os
import time
from pathlib import Path

the_date = str(time.time())
feed = "/tmp/smac_feed" + the_date + ".txt"
fed = "/tmp/smac_fed" + the_date + ".txt"

def dummy_function():
for u in range(remaining):
print(f"side thread waiting for request... ({u}/{weakself.budget})")
while (not Path(feed).is_file()) or os.stat(feed).st_size == 0:
time.sleep(0.1)
time.sleep(0.1)
print("side thread happy to work on a request...")
data = np.loadtxt(feed)
os.remove(feed)
print("side thread happy to really work on a request...")
res = objective_function(data)
print("side thread happy to forward the result of a request...")
f = open(fed, "w")
f.write(str(res))
f.close()
return

thread = threading.Thread(target=dummy_function)
thread.start()

def smac_obj(p):
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please deduplicate as much as possible here, this is hell to maintain

print(f"SMAC proposes {p}")
data = weakself._normalizer.backward(
np.asarray([p[i] for i in range(len(p))], dtype=np.float)
)
print(f"converted to {data}")
if Path(fed).is_file():
os.remove(fed)
np.savetxt(feed, data)
while (not Path(fed).is_file()) or os.stat(fed).st_size == 0:
time.sleep(0.1)
time.sleep(0.1)
f = open(fed, "r")
res = np.float(f.read())
f.close()
print(f"SMAC will receive {res}")
return res

print(f"start SMAC optimization with budget {budget} in dimension {weakself.dimension}")
assert budget is not None
x, cost, _ = fmin_smac(
# func=lambda x: sum([(x_ - 1.234)**2 for x_ in x]),
func=smac_obj,
x0=[0.0] * weakself.dimension,
bounds=[(0, 1)] * weakself.dimension,
maxfun=remaining,
rng=weakself._rng.randint(5000),
) # Passing a seed makes fmin_smac determistic
print("end SMAC optimization")
thread.join()
weakself._num_ask = budget

if cost < best_res:
best_res = cost
best_x = weakself._normalizer.backward(np.asarray(x, dtype=np.float))
elif weakself.method == "CmaFmin2":
import cma # import inline in order to avoid matplotlib initialization warning

Expand Down Expand Up @@ -192,6 +358,8 @@ def __init__(self, *, method: str = "Nelder-Mead", random_restart: bool = False)

NelderMead = NonObjectOptimizer(method="Nelder-Mead").set_name("NelderMead", register=True)
CmaFmin2 = NonObjectOptimizer(method="CmaFmin2").set_name("CmaFmin2", register=True)
SMAC = NonObjectOptimizer(method="SMAC").set_name("SMAC", register=True)
SMAC2 = NonObjectOptimizer(method="SMAC2").set_name("SMAC2", register=True)
NLOPT = NonObjectOptimizer(method="NLOPT").set_name("NLOPT", register=True)
Powell = NonObjectOptimizer(method="Powell").set_name("Powell", register=True)
RPowell = NonObjectOptimizer(method="Powell", random_restart=True).set_name("RPowell", register=True)
Expand Down