fmin.py
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from __future__ import print_function
from __future__ import absolute_import
from future import standard_library
from builtins import str
from builtins import object
import functools
import logging
import os
import sys
import time
from timeit import default_timer as timer
import numpy as np
from hyperopt.base import validate_timeout, validate_loss_threshold
from . import pyll
from .utils import coarse_utcnow
from . import base
from . import progress
standard_library.install_aliases()
logger = logging.getLogger(__name__)
try:
import cloudpickle as pickler
except Exception as e:
logger.info(
'Failed to load cloudpickle, try installing cloudpickle via "pip install '
'cloudpickle" for enhanced pickling support.'
)
import six.moves.cPickle as pickler
def generate_trial(tid, space):
variables = space.keys()
idxs = {v: [tid] for v in variables}
vals = {k: [v] for k, v in space.items()}
return {
"state": base.JOB_STATE_NEW,
"tid": tid,
"spec": None,
"result": {"status": "new"},
"misc": {
"tid": tid,
"cmd": ("domain_attachment", "FMinIter_Domain"),
"workdir": None,
"idxs": idxs,
"vals": vals,
},
"exp_key": None,
"owner": None,
"version": 0,
"book_time": None,
"refresh_time": None,
}
def generate_trials_to_calculate(points):
"""
Function that generates trials to be evaluated from list of points
:param points: List of points to be inserted in trials object in form of
dictionary with variable names as keys and variable values as dict
values. Example value:
[{'x': 0.0, 'y': 0.0}, {'x': 1.0, 'y': 1.0}]
:return: object of class base.Trials() with points which will be calculated
before optimisation start if passed to fmin().
"""
trials = base.Trials()
new_trials = [generate_trial(tid, x) for tid, x in enumerate(points)]
trials.insert_trial_docs(new_trials)
return trials
def fmin_pass_expr_memo_ctrl(f):
"""
Mark a function as expecting kwargs 'expr', 'memo' and 'ctrl' from
hyperopt.fmin.
expr - the pyll expression of the search space
memo - a partially-filled memo dictionary such that
`rec_eval(expr, memo=memo)` will build the proposed trial point.
ctrl - the Experiment control object (see base.Ctrl)
"""
f.fmin_pass_expr_memo_ctrl = True
return f
def partial(fn, **kwargs):
"""functools.partial work-alike for functions decorated with
fmin_pass_expr_memo_ctrl
"""
rval = functools.partial(fn, **kwargs)
if hasattr(fn, "fmin_pass_expr_memo_ctrl"):
rval.fmin_pass_expr_memo_ctrl = fn.fmin_pass_expr_memo_ctrl
return rval
class FMinIter(object):
"""Object for conducting search experiments.
"""
catch_eval_exceptions = False
pickle_protocol = -1
def __init__(
self,
algo,
domain,
trials,
rstate,
asynchronous=None,
max_queue_len=1,
poll_interval_secs=1.0,
max_evals=sys.maxsize,
timeout=None,
loss_threshold=None,
verbose=False,
show_progressbar=True,
):
self.algo = algo
self.domain = domain
self.trials = trials
if not show_progressbar or not verbose:
self.progress_callback = progress.no_progress_callback
elif show_progressbar is True:
self.progress_callback = progress.default_callback
else:
self.progress_callback = show_progressbar
if asynchronous is None:
self.asynchronous = trials.asynchronous
else:
self.asynchronous = asynchronous
self.poll_interval_secs = poll_interval_secs
self.max_queue_len = max_queue_len
self.max_evals = max_evals
self.timeout = timeout
self.loss_threshold = loss_threshold
self.start_time = timer()
self.rstate = rstate
self.verbose = verbose
if self.asynchronous:
if "FMinIter_Domain" in trials.attachments:
logger.warning("over-writing old domain trials attachment")
msg = pickler.dumps(domain)
# -- sanity check for unpickling
pickler.loads(msg)
trials.attachments["FMinIter_Domain"] = msg
def serial_evaluate(self, N=-1):
for trial in self.trials._dynamic_trials:
if trial["state"] == base.JOB_STATE_NEW:
trial["state"] = base.JOB_STATE_RUNNING
now = coarse_utcnow()
trial["book_time"] = now
trial["refresh_time"] = now
spec = base.spec_from_misc(trial["misc"])
ctrl = base.Ctrl(self.trials, current_trial=trial)
try:
result = self.domain.evaluate(spec, ctrl)
except Exception as e:
logger.error("job exception: %s" % str(e))
trial["state"] = base.JOB_STATE_ERROR
trial["misc"]["error"] = (str(type(e)), str(e))
trial["refresh_time"] = coarse_utcnow()
if not self.catch_eval_exceptions:
# -- JOB_STATE_ERROR means this trial
# will be removed from self.trials.trials
# by this refresh call.
self.trials.refresh()
raise
else:
trial["state"] = base.JOB_STATE_DONE
trial["result"] = result
trial["refresh_time"] = coarse_utcnow()
N -= 1
if N == 0:
break
self.trials.refresh()
@property
def is_cancelled(self):
"""
Indicates whether this fmin run has been cancelled. SparkTrials supports cancellation.
"""
if hasattr(self.trials, "_fmin_cancelled"):
if self.trials._fmin_cancelled:
return True
return False
def block_until_done(self):
already_printed = False
if self.asynchronous:
unfinished_states = [base.JOB_STATE_NEW, base.JOB_STATE_RUNNING]
def get_queue_len():
return self.trials.count_by_state_unsynced(unfinished_states)
qlen = get_queue_len()
while qlen > 0:
if not already_printed and self.verbose:
logger.info("Waiting for %d jobs to finish ..." % qlen)
already_printed = True
time.sleep(self.poll_interval_secs)
qlen = get_queue_len()
self.trials.refresh()
else:
self.serial_evaluate()
def run(self, N, block_until_done=True):
"""
Run `self.algo` iteratively (use existing `self.trials` to produce the new
ones), update, and repeat
block_until_done means that the process blocks until ALL jobs in
trials are not in running or new state
"""
trials = self.trials
algo = self.algo
n_queued = 0
def get_queue_len():
return self.trials.count_by_state_unsynced(base.JOB_STATE_NEW)
def get_n_done():
return self.trials.count_by_state_unsynced(base.JOB_STATE_DONE)
def get_n_unfinished():
unfinished_states = [base.JOB_STATE_NEW, base.JOB_STATE_RUNNING]
return self.trials.count_by_state_unsynced(unfinished_states)
stopped = False
initial_n_done = get_n_done()
with self.progress_callback(
initial=initial_n_done, total=self.max_evals
) as progress_ctx:
all_trials_complete = False
best_loss = float("inf")
while (
# more run to Q || ( block_flag & trials not done )
(n_queued < N or (block_until_done and not all_trials_complete))
# no timeout || < current last time
and (self.timeout is None or (timer() - self.start_time) < self.timeout)
# no loss_threshold || < current best_loss
and (self.loss_threshold is None or best_loss >= self.loss_threshold)
):
qlen = get_queue_len()
while (
qlen < self.max_queue_len and n_queued < N and not self.is_cancelled
):
n_to_enqueue = min(self.max_queue_len - qlen, N - n_queued)
# get ids for next trials to enqueue
new_ids = trials.new_trial_ids(n_to_enqueue)
self.trials.refresh()
# Based on existing trials and the domain, use `algo` to probe in
# new hp points. Save the results of those inspections into
# `new_trials`. This is the core of `run`, all the rest is just
# processes orchestration
new_trials = algo(
new_ids, self.domain, trials, self.rstate.randint(2 ** 31 - 1)
)
assert len(new_ids) >= len(new_trials)
if len(new_trials):
self.trials.insert_trial_docs(new_trials)
self.trials.refresh()
n_queued += len(new_trials)
qlen = get_queue_len()
else:
stopped = True
break
if self.is_cancelled:
break
if self.asynchronous:
# -- wait for workers to fill in the trials
time.sleep(self.poll_interval_secs)
else:
# -- loop over trials and do the jobs directly
self.serial_evaluate()
self.trials.refresh()
# update progress bar with the min loss among trials with status ok
losses = [loss for loss in self.trials.losses() if loss is not None]
if losses:
best_loss = min(losses)
progress_ctx.postfix = "best loss: " + str(best_loss)
n_unfinished = get_n_unfinished()
if n_unfinished == 0:
all_trials_complete = True
n_done = get_n_done()
n_done_this_iteration = n_done - initial_n_done
if n_done_this_iteration > 0:
progress_ctx.update(n_done_this_iteration)
initial_n_done = n_done
if stopped:
break
if block_until_done:
self.block_until_done()
self.trials.refresh()
logger.info("Queue empty, exiting run.")
else:
qlen = get_queue_len()
if qlen:
msg = "Exiting run, not waiting for %d jobs." % qlen
logger.info(msg)
def __iter__(self):
return self
def __next__(self):
self.run(1, block_until_done=self.asynchronous)
if len(self.trials) >= self.max_evals:
raise StopIteration()
return self.trials
def exhaust(self):
n_done = len(self.trials)
self.run(self.max_evals - n_done, block_until_done=self.asynchronous)
self.trials.refresh()
return self
def fmin(
fn,
space,
algo,
max_evals=sys.maxsize,
timeout=None,
loss_threshold=None,
trials=None,
rstate=None,
allow_trials_fmin=True,
pass_expr_memo_ctrl=None,
catch_eval_exceptions=False,
verbose=True,
return_argmin=True,
points_to_evaluate=None,
max_queue_len=1,
show_progressbar=True,
):
"""Minimize a function over a hyperparameter space.
More realistically: *explore* a function over a hyperparameter space
according to a given algorithm, allowing up to a certain number of
function evaluations. As points are explored, they are accumulated in
`trials`
Parameters
----------
fn : callable (trial point -> loss)
This function will be called with a value generated from `space`
as the first and possibly only argument. It can return either
a scalar-valued loss, or a dictionary. A returned dictionary must
contain a 'status' key with a value from `STATUS_STRINGS`, must
contain a 'loss' key if the status is `STATUS_OK`. Particular
optimization algorithms may look for other keys as well. An
optional sub-dictionary associated with an 'attachments' key will
be removed by fmin its contents will be available via
`trials.trial_attachments`. The rest (usually all) of the returned
dictionary will be stored and available later as some 'result'
sub-dictionary within `trials.trials`.
space : hyperopt.pyll.Apply node
The set of possible arguments to `fn` is the set of objects
that could be created with non-zero probability by drawing randomly
from this stochastic program involving involving hp_<xxx> nodes
(see `hyperopt.hp` and `hyperopt.pyll_utils`).
algo : search algorithm
This object, such as `hyperopt.rand.suggest` and
`hyperopt.tpe.suggest` provides logic for sequential search of the
hyperparameter space.
max_evals : int
Allow up to this many function evaluations before returning.
timeout : None or int, default None
Limits search time by parametrized number of seconds.
If None, then the search process has no time constraint.
loss_threshold : None or double, default None
Limits search time when minimal loss reduced to certain amount.
If None, then the search process has no constraint on the loss,
and will stop based on other parameters, e.g. `max_evals`, `timeout`
trials : None or base.Trials (or subclass)
Storage for completed, ongoing, and scheduled evaluation points. If
None, then a temporary `base.Trials` instance will be created. If
a trials object, then that trials object will be affected by
side-effect of this call.
rstate : numpy.RandomState, default numpy.random or `$HYPEROPT_FMIN_SEED`
Each call to `algo` requires a seed value, which should be different
on each call. This object is used to draw these seeds via `randint`.
The default rstate is
`numpy.random.RandomState(int(env['HYPEROPT_FMIN_SEED']))`
if the `HYPEROPT_FMIN_SEED` environment variable is set to a non-empty
string, otherwise np.random is used in whatever state it is in.
verbose : bool
Print out some information to stdout during search. If False, disable
progress bar irrespectively of show_progressbar argument
allow_trials_fmin : bool, default True
If the `trials` argument
pass_expr_memo_ctrl : bool, default False
If set to True, `fn` will be called in a different more low-level
way: it will receive raw hyperparameters, a partially-populated
`memo`, and a Ctrl object for communication with this Trials
object.
return_argmin : bool, default True
If set to False, this function returns nothing, which can be useful
for example if it is expected that `len(trials)` may be zero after
fmin, and therefore `trials.argmin` would be undefined.
points_to_evaluate : list, default None
Only works if trials=None. If points_to_evaluate equals None then the
trials are evaluated normally. If list of dicts is passed then
given points are evaluated before optimisation starts, so the overall
number of optimisation steps is len(points_to_evaluate) + max_evals.
Elements of this list must be in a form of a dictionary with variable
names as keys and variable values as dict values. Example
points_to_evaluate value is [{'x': 0.0, 'y': 0.0}, {'x': 1.0, 'y': 2.0}]
max_queue_len : integer, default 1
Sets the queue length generated in the dictionary or trials. Increasing this
value helps to slightly speed up parallel simulatulations which sometimes lag
on suggesting a new trial.
show_progressbar : bool or context manager, default True (or False is verbose is False).
Show a progressbar. See `hyperopt.progress` for customizing progress reporting.
Returns
-------
argmin : dictionary
If return_argmin is True returns `trials.argmin` which is a dictionary. Otherwise
this function returns the result of `hyperopt.space_eval(space, trails.argmin)` if there
were succesfull trails. This object shares the same structure as the space passed.
If there were no succesfull trails, it returns None.
"""
if rstate is None:
env_rseed = os.environ.get("HYPEROPT_FMIN_SEED", "")
if env_rseed:
rstate = np.random.RandomState(int(env_rseed))
else:
rstate = np.random.RandomState()
validate_timeout(timeout)
validate_loss_threshold(loss_threshold)
if allow_trials_fmin and hasattr(trials, "fmin"):
return trials.fmin(
fn,
space,
algo=algo,
max_evals=max_evals,
timeout=timeout,
loss_threshold=loss_threshold,
max_queue_len=max_queue_len,
rstate=rstate,
pass_expr_memo_ctrl=pass_expr_memo_ctrl,
verbose=verbose,
catch_eval_exceptions=catch_eval_exceptions,
return_argmin=return_argmin,
show_progressbar=show_progressbar,
)
if trials is None:
if points_to_evaluate is None:
trials = base.Trials()
else:
assert type(points_to_evaluate) == list
trials = generate_trials_to_calculate(points_to_evaluate)
domain = base.Domain(fn, space, pass_expr_memo_ctrl=pass_expr_memo_ctrl)
rval = FMinIter(
algo,
domain,
trials,
max_evals=max_evals,
timeout=timeout,
loss_threshold=loss_threshold,
rstate=rstate,
verbose=verbose,
max_queue_len=max_queue_len,
show_progressbar=show_progressbar,
)
rval.catch_eval_exceptions = catch_eval_exceptions
# next line is where the fmin is actually executed
rval.exhaust()
if return_argmin:
if len(trials.trials) == 0:
raise Exception(
"There are no evaluation tasks, cannot return argmin of task losses."
)
return trials.argmin
elif len(trials) > 0:
# Only if there are some successful trail runs, return the best point in
# the evaluation space
return space_eval(space, trials.argmin)
else:
return None
def space_eval(space, hp_assignment):
"""Compute a point in a search space from a hyperparameter assignment.
Parameters:
-----------
space - a pyll graph involving hp nodes (see `pyll_utils`).
hp_assignment - a dictionary mapping hp node labels to values.
"""
space = pyll.as_apply(space)
nodes = pyll.toposort(space)
memo = {}
for node in nodes:
if node.name == "hyperopt_param":
label = node.arg["label"].eval()
if label in hp_assignment:
memo[node] = hp_assignment[label]
rval = pyll.rec_eval(space, memo=memo)
return rval
# -- flake8 doesn't like blank last line