1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301
|
from __future__ import annotations
from io import BytesIO
from typing import Any
from typing import Callable
import pytest
from optuna.distributions import FloatDistribution
from optuna.importance import FanovaImportanceEvaluator
from optuna.importance import MeanDecreaseImpurityImportanceEvaluator
from optuna.importance._base import BaseImportanceEvaluator
from optuna.samplers import RandomSampler
from optuna.study import create_study
from optuna.study import Study
from optuna.testing.objectives import fail_objective
from optuna.testing.visualization import prepare_study_with_trials
from optuna.trial import create_trial
from optuna.trial import Trial
from optuna.visualization import plot_param_importances as plotly_plot_param_importances
from optuna.visualization._param_importances import _get_importances_info
from optuna.visualization._param_importances import _get_importances_infos
from optuna.visualization._param_importances import _ImportancesInfo
from optuna.visualization._plotly_imports import go
from optuna.visualization.matplotlib import plot_param_importances as plt_plot_param_importances
from optuna.visualization.matplotlib._matplotlib_imports import Axes
from optuna.visualization.matplotlib._matplotlib_imports import plt
parametrize_plot_param_importances = pytest.mark.parametrize(
"plot_param_importances", [plotly_plot_param_importances, plt_plot_param_importances]
)
def _create_study_with_failed_trial() -> Study:
study = create_study()
study.optimize(fail_objective, n_trials=1, catch=(ValueError,))
return study
def _create_multiobjective_study_with_failed_trial() -> Study:
study = create_study(directions=["minimize", "minimize"])
study.optimize(fail_objective, n_trials=1, catch=(ValueError,))
return study
def _create_multiobjective_study() -> Study:
return prepare_study_with_trials(n_objectives=2)
def test_target_is_none_and_study_is_multi_obj() -> None:
study = create_study(directions=["minimize", "minimize"])
with pytest.raises(ValueError):
_get_importances_info(
study=study, evaluator=None, params=None, target=None, target_name="Objective Value"
)
@parametrize_plot_param_importances
def test_plot_param_importances_customized_target_name(
plot_param_importances: Callable[..., Any]
) -> None:
params = ["param_a", "param_b"]
study = prepare_study_with_trials()
figure = plot_param_importances(study, params=params, target_name="Target Name")
if isinstance(figure, go.Figure):
assert figure.layout.xaxis.title.text == "Hyperparameter Importance"
elif isinstance(figure, Axes):
assert figure.figure.axes[0].get_xlabel() == "Hyperparameter Importance"
@parametrize_plot_param_importances
def test_plot_param_importances_multiobjective_all_objectives_displayed(
plot_param_importances: Callable[..., Any]
) -> None:
n_objectives = 2
params = ["param_a"]
study = prepare_study_with_trials(n_objectives)
figure = plot_param_importances(study, params=params)
if isinstance(figure, go.Figure):
assert len(figure.data) == n_objectives
elif isinstance(figure, Axes):
assert len(figure.patches) == n_objectives * len(params)
@parametrize_plot_param_importances
@pytest.mark.parametrize(
"specific_create_study",
[
create_study,
_create_multiobjective_study,
_create_study_with_failed_trial,
_create_multiobjective_study_with_failed_trial,
prepare_study_with_trials,
],
)
@pytest.mark.parametrize(
"params",
[
[],
["param_a"],
None,
],
)
def test_plot_param_importances(
plot_param_importances: Callable[..., Any],
specific_create_study: Callable[[], Study],
params: list[str] | None,
) -> None:
study = specific_create_study()
figure = plot_param_importances(study, params=params)
if isinstance(figure, go.Figure):
figure.write_image(BytesIO())
else:
plt.savefig(BytesIO())
plt.close()
@pytest.mark.parametrize(
"specific_create_study",
[create_study, _create_study_with_failed_trial],
)
@pytest.mark.parametrize(
"params",
[
[],
["param_a"],
None,
],
)
def test_get_param_importances_info_empty(
specific_create_study: Callable[[], Study], params: list[str] | None
) -> None:
study = specific_create_study()
info = _get_importances_info(
study, None, params=params, target=None, target_name="Objective Value"
)
assert info == _ImportancesInfo(
importance_values=[], param_names=[], importance_labels=[], target_name="Objective Value"
)
@pytest.mark.parametrize(
"specific_create_study,objective_names",
[(create_study, ["Foo"]), (_create_multiobjective_study, ["Foo", "Bar"])],
)
def test_get_param_importances_infos_custom_objective_names(
specific_create_study: Callable[[], Study], objective_names: list[str]
) -> None:
study = specific_create_study()
study.set_metric_names(objective_names)
infos = _get_importances_infos(
study, evaluator=None, params=["param_a"], target=None, target_name="Objective Value"
)
assert len(infos) == len(study.directions)
assert all(info.target_name == expected for info, expected in zip(infos, objective_names))
@pytest.mark.parametrize(
"specific_create_study,objective_names",
[
(create_study, ["Objective Value"]),
(_create_multiobjective_study, ["Objective Value 0", "Objective Value 1"]),
],
)
def test_get_param_importances_infos_default_objective_names(
specific_create_study: Callable[[], Study], objective_names: list[str]
) -> None:
study = specific_create_study()
infos = _get_importances_infos(
study, evaluator=None, params=["param_a"], target=None, target_name="Objective Value"
)
assert len(infos) == len(study.directions)
assert all(info.target_name == expected for info, expected in zip(infos, objective_names))
def test_switch_label_when_param_insignificant() -> None:
def _objective(trial: Trial) -> int:
x = trial.suggest_int("x", 0, 2)
_ = trial.suggest_int("y", -1, 1)
return x**2
study = create_study()
for x in range(1, 3):
study.enqueue_trial({"x": x, "y": 0})
study.optimize(_objective, n_trials=2)
info = _get_importances_info(study, None, None, None, "Objective Value")
# Test if label for `y` param has been switched to `<0.01`.
assert info.importance_labels == ["<0.01", "1.00"]
@pytest.mark.parametrize("inf_value", [float("inf"), -float("inf")])
@pytest.mark.parametrize(
"evaluator",
[MeanDecreaseImpurityImportanceEvaluator(seed=10), FanovaImportanceEvaluator(seed=10)],
)
@pytest.mark.parametrize("n_trials", [0, 10])
def test_get_info_importances_nonfinite_removed(
inf_value: float, evaluator: BaseImportanceEvaluator, n_trials: int
) -> None:
def _objective(trial: Trial) -> float:
x1 = trial.suggest_float("x1", 0.1, 3)
x2 = trial.suggest_float("x2", 0.1, 3, log=True)
x3 = trial.suggest_float("x3", 2, 4, log=True)
return x1 + x2 * x3
seed = 13
target_name = "Objective Value"
study = create_study(sampler=RandomSampler(seed=seed))
study.optimize(_objective, n_trials=n_trials)
# Create param importances info without inf value.
info_without_inf = _get_importances_info(
study, evaluator=evaluator, params=None, target=None, target_name=target_name
)
# A trial with an inf value is added into the study manually.
study.add_trial(
create_trial(
value=inf_value,
params={"x1": 1.0, "x2": 1.0, "x3": 3.0},
distributions={
"x1": FloatDistribution(low=0.1, high=3),
"x2": FloatDistribution(low=0.1, high=3, log=True),
"x3": FloatDistribution(low=2, high=4, log=True),
},
)
)
# Create param importances info with inf value.
info_with_inf = _get_importances_info(
study, evaluator=evaluator, params=None, target=None, target_name=target_name
)
# Obtained info instances should be the same between with inf and without inf,
# because the last trial whose objective value is an inf is ignored.
assert info_with_inf == info_without_inf
@pytest.mark.parametrize("target_idx", [0, 1])
@pytest.mark.parametrize("inf_value", [float("inf"), -float("inf")])
@pytest.mark.parametrize(
"evaluator",
[MeanDecreaseImpurityImportanceEvaluator(seed=10), FanovaImportanceEvaluator(seed=10)],
)
@pytest.mark.parametrize("n_trial", [0, 10])
def test_multi_objective_trial_with_infinite_value_ignored(
target_idx: int, inf_value: float, evaluator: BaseImportanceEvaluator, n_trial: int
) -> None:
def _multi_objective_function(trial: Trial) -> tuple[float, float]:
x1 = trial.suggest_float("x1", 0.1, 3)
x2 = trial.suggest_float("x2", 0.1, 3, log=True)
x3 = trial.suggest_float("x3", 2, 4, log=True)
return x1, x2 * x3
seed = 13
target_name = "Target Name"
study = create_study(directions=["minimize", "minimize"], sampler=RandomSampler(seed=seed))
study.optimize(_multi_objective_function, n_trials=n_trial)
# Create param importances info without inf value.
info_without_inf = _get_importances_info(
study,
evaluator=evaluator,
params=None,
target=lambda t: t.values[target_idx],
target_name=target_name,
)
# A trial with an inf value is added into the study manually.
study.add_trial(
create_trial(
values=[inf_value, inf_value],
params={"x1": 1.0, "x2": 1.0, "x3": 3.0},
distributions={
"x1": FloatDistribution(low=0.1, high=3),
"x2": FloatDistribution(low=0.1, high=3, log=True),
"x3": FloatDistribution(low=2, high=4, log=True),
},
)
)
# Create param importances info with inf value.
info_with_inf = _get_importances_info(
study,
evaluator=evaluator,
params=None,
target=lambda t: t.values[target_idx],
target_name=target_name,
)
# Obtained info instances should be the same between with inf and without inf,
# because the last trial whose objective value is an inf is ignored.
assert info_with_inf == info_without_inf
|