physbo.search.range_unified package

Module contents

class physbo.search.range_unified.History(num_objectives, dim)

ベースクラス: object

export_pareto_front()

export_valid()

Export the valid (successfully evaluated) observations.

戻り値:

• X (numpy.ndarray) -- Inputs of the valid observations (N_valid x dim).

• fx (numpy.ndarray) -- Objective values of the valid observations (N_valid x num_objectives).

load(filename)

save(filename)

show_search_results_mo(N, disp_pareto_set=False)

property time_get_action

property time_run_simulator

property time_total

property time_update_predictor

property valid_mask

Mask of valid observations (True) vs failed ones (False).

An observation is failed when any of its objective values is not finite (NaN or +-Inf). Failed observations are kept in the history but excluded from the training data and the Pareto front.

戻り値の型:

numpy.ndarray of bool, shape (total_num_search,)

write(t, action_X, time_total=None, time_update_predictor=None, time_get_action=None, time_run_simulator=None)

Overwrite fx and action_X by t and action_X.

パラメータ:

• t (numpy.ndarray) -- N dimensional array. The negative energy of each search candidate (value of the objective function to be optimized).

• action_X (numpy.ndarray) -- N x d dimensional array. The input of each search candidate.

• time_total (numpy.ndarray) -- N dimenstional array. The total elapsed time in each step. If None (default), filled by 0.0.

• time_update_predictor (numpy.ndarray) -- N dimenstional array. The elapsed time for updating predictor (e.g., learning hyperparemters) in each step. If None (default), filled by 0.0.

• time_get_action (numpy.ndarray) -- N dimenstional array. The elapsed time for getting next action in each step. If None (default), filled by 0.0.

• time_run_simulator (numpy.ndarray) -- N dimenstional array. The elapsed time for running the simulator in each step. If None (default), filled by 0.0.

class physbo.search.range_unified.Policy(num_objectives, *, min_X=None, max_X=None, comm=None, config=None, initial_data=None, rng=None)

ベースクラス: Policy

Multi objective Bayesian optimization with continuous search space

パラメータ:

• min_X (numpy.ndarray) -- The minimum value of each dimension of the search space.

• max_X (numpy.ndarray) -- The maximum value of each dimension of the search space.

• config (SetConfig object (physbo.misc.SetConfig))

• initial_data (tuple[np.ndarray, np.ndarray]) -- The initial training datasets. The first elements is the array of inputs and the second is the array of values of objective functions

• comm (MPI.Comm, optional) -- MPI Communicator

• rng (None, "legacy", int, or numpy.random.Generator, optional) -- Random number generator specification (default: "legacy"). See physbo.search.discrete.Policy for details.

bayes_search(training_list=None, max_num_probes=None, num_search_each_probe=1, predictor=None, is_disp=True, disp_pareto_set=False, simulator=None, score='EI', unify_method=None, interval=0, num_rand_basis=0, optimizer=None, ard=False, ucb_beta=1.0)

Performing Bayesian optimization by using unified objective function

パラメータ:

• training_list (list of physbo.Variable, optional) -- The training datasets.

• max_num_probes (int, optional) -- The maximum number of searching process by Bayesian optimization.

• num_search_each_probe (int, optional) -- The number of searching by Bayesian optimization at each process.

• predictor (predictor object, optional) -- The predictor object.

• is_disp (bool, optional) -- If true, process messages are outputted.

• disp_pareto_set (bool, optional) -- If true, Pareto set is displayed.

• simulator (callable, optional) -- The simulator function.

• score (str or callable) -- TS, EI, PI, UCB, or a callable called positionally as score(predictor, training, test) returning a numpy.ndarray of shape (test.X.shape[0],), with larger values preferred. Empty test data skips the callable. Under MPI, the callable evaluates local points and must not perform collective communication. training contains unified targets of shape (N, 1).

• interval (int, optional) -- The interval number of learning the hyper parameter. If you set the negative value to interval, the hyper parameter learning is not performed. If you set zero to interval, the hyper parameter learning is performed only at the first step.

• num_rand_basis (int, optional) -- The number of basis function. If you choose 0, ordinary Gaussian process run.

• unify_method (callable) -- The unified objective function. It is a function or a callable object that maps a (N, num_objectives) numpy.ndarray of original objective functions to a (N, 1) numpy.ndarray of unified objective functions. See physbo.search.unify for examples.

• optimizer (Optimizer object, optional) -- Optimizer object for optimizing the acquisition function. If None, the default optimizer is used.

• ard (bool, optional) -- If True, use Automatic Relevance Determination (ARD) for the Gaussian kernel. Default is False.

• ucb_beta (float) -- Trade-off parameter between exploitation and exploration used for string "UCB". The score is fmean + ucb_beta * fstd. Default is 1.0; ignored for callable scores.

戻り値:

history

戻り値の型:

history object (physbo.search.range_unified.results.history)

get_permutation_importance(n_perm: int, split_features_parallel=False)

Calculating permutation importance of model

パラメータ:

• n_perm (int) -- number of permutations

• split_features_parallel (bool) -- If true, split features in parallel.

戻り値:

• importance_mean (numpy.ndarray) -- importance_mean

• importance_std (numpy.ndarray) -- importance_std

get_post_fcov(xs, diag=True)

Calculate covariance of predictor (post distribution)

パラメータ:

• xs (physbo.Variable or np.ndarray) -- input parameters to calculate covariance shape is (num_points, num_parameters)

• diag (bool) -- If true, only variances (diagonal elements) are returned.

戻り値:

fcov -- Covariance matrix of the post distribution. Returned shape is (num_points) if diag=true, (num_points, num_points) if diag=false.

戻り値の型:

numpy.ndarray

get_post_fmean(xs)

Calculate mean value of predictor (post distribution)

パラメータ:

xs (physbo.Variable or np.ndarray) -- input parameters to calculate mean value shape is (num_points, num_parameters)

戻り値:

fmean -- Mean value of the post distribution. Returned shape is (num_points).

戻り値の型:

numpy.ndarray

get_score(mode, *, xs=None, predictor=None, training=None, pareto=None, parallel=True, alpha=1, ucb_beta=1.0)

Calculate score (acquisition function)

パラメータ:

• mode (str or callable) -- TS, EI, PI, UCB, or a callable called positionally as mode(predictor, training, test) returning a numpy.ndarray of shape (test.X.shape[0],), with larger values preferred. Empty test data skips the callable but still participates in MPI gathering. The callable must not perform collective communication. alpha and ucb_beta apply only to string modes. training contains unified targets of shape (N, 1).

• xs (physbo.Variable or np.ndarray) -- input parameters to calculate score

• predictor (predictor object) -- predictor used to calculate score. If not given, self.predictor will be used.

• training (physbo.Variable) -- Training dataset. If not given, self.training_unified will be used.

• pareto (Pareto, optional) -- Retained for API compatibility; unused for unified scoring.

• parallel (bool) -- Calculate scores in parallel by MPI (default: True)

• alpha (float) -- Tuning parameter which is used if mode = TS. In TS, multi variation is tuned as np.random.multivariate_normal(mean, cov*alpha**2, size).

• ucb_beta (float) -- Trade-off parameter between exploitation and exploration used for string "UCB". The score is fmean + ucb_beta * fstd. Default is 1.0; ignored for callable scores.

戻り値:

f -- Acquisition scores of shape (num_points,).

戻り値の型:

numpy.ndarray

例外:

RuntimeError -- If xs is not given

メモ

When parallel is True, it is assumed that the function receives the same input (xs) for all the ranks. If you want to split the input array itself, set parallel be False and merge results by yourself.

load(file_history, file_training=None, file_predictor=None)

Loading files about history, training and predictor.

パラメータ:

• file_history (str) -- The name of the file that stores the information of the history.

• file_training (str) -- The name of the file that stores the training dataset.

• file_predictor (str) -- The name of the file that stores the predictor dataset.

load_predictor(file_name)

load_training(file_name)

random_search(max_num_probes, num_search_each_probe=1, simulator=None, is_disp=True, disp_pareto_set=False)

Performing random search.

パラメータ:

• max_num_probes (int) -- Maximum number of random search process.

• num_search_each_probe (int) -- Number of search at each random search process.

• simulator (callable) -- Callable (function or object with __call__) from action to t Here, action is an integer which represents the index of the candidate.

• is_disp (bool) -- If true, process messages are outputted.

戻り値:

history

戻り値の型:

history object (physbo.search.discrete.results.history)

save(file_history, file_training=None, file_predictor=None)

Saving history, training and predictor into the corresponding files.

パラメータ:

• file_history (str) -- The name of the file that stores the information of the history.

• file_training (str) -- The name of the file that stores the training dataset.

• file_predictor (str) -- The name of the file that stores the predictor dataset.

save_predictor(file_name)

save_training(file_name)

write(X, t, time_total=None, time_update_predictor=None, time_get_action=None, time_run_simulator=None)

Writing history (update history, not output to a file).

パラメータ:

• X (numpy.ndarray) -- N x d dimensional matrix. Each row of X denotes the d-dimensional feature vector of each search candidate.

• t (numpy.ndarray) -- N dimensional array (1D) or N x 1 dimensional array (2D). The negative energy of each search candidate (value of the objective function to be optimized). Will be normalized to (N, 1) shape internally. All the values must be finite. Failed evaluations are not supported in continuous search spaces.

• time_total (numpy.ndarray) -- N dimenstional array. The total elapsed time in each step. If None (default), filled by 0.0.

• time_update_predictor (numpy.ndarray) -- N dimenstional array. The elapsed time for updating predictor (e.g., learning hyperparemters) in each step. If None (default), filled by 0.0.

• time_get_action (numpy.ndarray) -- N dimenstional array. The elapsed time for getting next action in each step. If None (default), filled by 0.0.

• time_run_simulator (numpy.ndarray) -- N dimenstional array. The elapsed time for running the simulator in each step. If None (default), filled by 0.0.

例外:

ValueError -- If t contains a non-finite value (NaN or +-Inf). Nothing is written to the history in this case.