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from __future__ import annotations
import sys
import numpy as np
import pytest
from scipy.spatial.distance import pdist
from sklearn.gaussian_process import GaussianProcessRegressor
from bayes_opt import acquisition, exception
from bayes_opt.constraint import ConstraintModel
from bayes_opt.target_space import TargetSpace
@pytest.fixture
def target_func():
return lambda x: sum(x)
@pytest.fixture
def random_state():
return np.random.RandomState()
@pytest.fixture
def gp(random_state):
return GaussianProcessRegressor(random_state=random_state)
@pytest.fixture
def target_space(target_func):
return TargetSpace(target_func=target_func, pbounds={"x": (1, 4), "y": (0, 3.0)})
@pytest.fixture
def constrained_target_space(target_func):
constraint_model = ConstraintModel(fun=lambda params: params["x"] + params["y"], lb=0.0, ub=1.0)
return TargetSpace(
target_func=target_func, pbounds={"x": (1, 4), "y": (0, 3)}, constraint=constraint_model
)
class MockAcquisition(acquisition.AcquisitionFunction):
def __init__(self, random_state=None):
super().__init__(random_state=random_state)
def _get_acq(self, gp, constraint=None):
def mock_acq(x: np.ndarray):
return (3 - x[..., 0]) ** 2 + (1 - x[..., 1]) ** 2
return mock_acq
def base_acq(self, mean, std):
pass
def test_base_acquisition():
acq = acquisition.UpperConfidenceBound()
assert isinstance(acq.random_state, np.random.RandomState)
acq = acquisition.UpperConfidenceBound(random_state=42)
assert isinstance(acq.random_state, np.random.RandomState)
def test_acquisition_optimization(gp, target_space):
acq = MockAcquisition(random_state=42)
target_space.register(params={"x": 2.5, "y": 0.5}, target=3.0)
res = acq.suggest(gp=gp, target_space=target_space)
assert np.array([3.0, 1.0]) == pytest.approx(res)
with pytest.raises(ValueError):
acq.suggest(gp=gp, target_space=target_space, n_random=0, n_l_bfgs_b=0)
def test_acquisition_optimization_only_random(gp, target_space):
acq = MockAcquisition(random_state=42)
target_space.register(params={"x": 2.5, "y": 0.5}, target=3.0)
res = acq.suggest(gp=gp, target_space=target_space, n_l_bfgs_b=0, n_random=10_000)
# very lenient comparison as we're just considering random samples
assert np.array([3.0, 1.0]) == pytest.approx(res, abs=1e-1, rel=1e-1)
def test_acquisition_optimization_only_l_bfgs_b(gp, target_space):
acq = MockAcquisition(random_state=42)
target_space.register(params={"x": 2.5, "y": 0.5}, target=3.0)
res = acq.suggest(gp=gp, target_space=target_space, n_l_bfgs_b=10, n_random=0)
assert np.array([3.0, 1.0]) == pytest.approx(res)
def test_upper_confidence_bound(gp, target_space, random_state):
acq = acquisition.UpperConfidenceBound(
exploration_decay=0.5, exploration_decay_delay=2, kappa=1.0, random_state=random_state
)
assert acq.kappa == 1.0
# Test that the suggest method raises an error if the GP is unfitted
with pytest.raises(
exception.TargetSpaceEmptyError, match="Cannot suggest a point without previous samples"
):
acq.suggest(gp=gp, target_space=target_space)
target_space.register(params={"x": 2.5, "y": 0.5}, target=3.0)
acq.suggest(gp=gp, target_space=target_space)
assert acq.kappa == 1.0
acq.suggest(gp=gp, target_space=target_space)
assert acq.kappa == 0.5
def test_l_bfgs_fails(target_space, random_state):
acq = acquisition.UpperConfidenceBound(random_state=random_state)
def fun(x):
try:
return np.nan * np.zeros_like(x[:, 0])
except IndexError:
return np.nan
_, min_acq_l = acq._l_bfgs_b_minimize(fun, bounds=target_space.bounds, n_x_seeds=1)
assert min_acq_l == np.inf
def test_upper_confidence_bound_with_constraints(gp, constrained_target_space, random_state):
acq = acquisition.UpperConfidenceBound(random_state=random_state)
constrained_target_space.register(params={"x": 2.5, "y": 0.5}, target=3.0, constraint_value=0.5)
with pytest.raises(exception.ConstraintNotSupportedError):
acq.suggest(gp=gp, target_space=constrained_target_space)
def test_probability_of_improvement(gp, target_space, random_state):
acq = acquisition.ProbabilityOfImprovement(
exploration_decay=0.5, exploration_decay_delay=2, xi=0.01, random_state=random_state
)
assert acq.xi == 0.01
with pytest.raises(ValueError, match="y_max is not set"):
acq.base_acq(0.0, 0.0)
target_space.register(params={"x": 2.5, "y": 0.5}, target=3.0)
acq.suggest(gp=gp, target_space=target_space)
assert acq.xi == 0.01
acq.suggest(gp=gp, target_space=target_space)
assert acq.xi == 0.005
# no decay
acq = acquisition.ProbabilityOfImprovement(exploration_decay=None, xi=0.01, random_state=random_state)
assert acq.xi == 0.01
acq.suggest(gp=gp, target_space=target_space)
assert acq.xi == 0.01
acq.suggest(gp=gp, target_space=target_space)
assert acq.xi == 0.01
def test_probability_of_improvement_with_constraints(gp, constrained_target_space, random_state):
acq = acquisition.ProbabilityOfImprovement(
exploration_decay=0.5, exploration_decay_delay=2, xi=0.01, random_state=random_state
)
assert acq.xi == 0.01
with pytest.raises(ValueError, match="y_max is not set"):
acq.base_acq(0.0, 0.0)
with pytest.raises(exception.TargetSpaceEmptyError):
acq.suggest(gp=gp, target_space=constrained_target_space)
constrained_target_space.register(params={"x": 2.5, "y": 0.5}, target=3.0, constraint_value=3.0)
with pytest.raises(exception.NoValidPointRegisteredError):
acq.suggest(gp=gp, target_space=constrained_target_space)
constrained_target_space.register(params={"x": 1.0, "y": 0.0}, target=1.0, constraint_value=1.0)
acq.suggest(gp=gp, target_space=constrained_target_space)
def test_expected_improvement(gp, target_space, random_state):
acq = acquisition.ExpectedImprovement(
exploration_decay=0.5, exploration_decay_delay=2, xi=0.01, random_state=random_state
)
assert acq.xi == 0.01
with pytest.raises(ValueError, match="y_max is not set"):
acq.base_acq(0.0, 0.0)
target_space.register(params={"x": 2.5, "y": 0.5}, target=3.0)
acq.suggest(gp=gp, target_space=target_space)
assert acq.xi == 0.01
acq.suggest(gp=gp, target_space=target_space)
assert acq.xi == 0.005
acq = acquisition.ExpectedImprovement(exploration_decay=None, xi=0.01, random_state=random_state)
assert acq.xi == 0.01
acq.suggest(gp=gp, target_space=target_space)
assert acq.xi == 0.01
acq.suggest(gp=gp, target_space=target_space)
assert acq.xi == 0.01
def test_expected_improvement_with_constraints(gp, constrained_target_space, random_state):
acq = acquisition.ExpectedImprovement(
exploration_decay=0.5, exploration_decay_delay=2, xi=0.01, random_state=random_state
)
assert acq.xi == 0.01
with pytest.raises(ValueError, match="y_max is not set"):
acq.base_acq(0.0, 0.0)
with pytest.raises(exception.TargetSpaceEmptyError):
acq.suggest(gp=gp, target_space=constrained_target_space)
constrained_target_space.register(params={"x": 2.5, "y": 0.5}, target=3.0, constraint_value=3.0)
with pytest.raises(exception.NoValidPointRegisteredError):
acq.suggest(gp=gp, target_space=constrained_target_space)
constrained_target_space.register(params={"x": 1.0, "y": 0.0}, target=1.0, constraint_value=1.0)
acq.suggest(gp=gp, target_space=constrained_target_space)
@pytest.mark.parametrize("strategy", [0.0, "mean", "min", "max"])
def test_constant_liar(gp, target_space, target_func, random_state, strategy):
base_acq = acquisition.UpperConfidenceBound(random_state=random_state)
acq = acquisition.ConstantLiar(base_acquisition=base_acq, strategy=strategy, random_state=random_state)
target_space.register(params={"x": 2.5, "y": 0.5}, target=3.0)
target_space.register(params={"x": 1.0, "y": 1.5}, target=2.5)
base_samples = np.array([base_acq.suggest(gp=gp, target_space=target_space) for _ in range(10)])
samples = []
assert len(acq.dummies) == 0
for _ in range(10):
samples.append(acq.suggest(gp=gp, target_space=target_space))
assert len(acq.dummies) == len(samples)
samples = np.array(samples)
print(samples)
base_distance = pdist(base_samples, "sqeuclidean").mean()
distance = pdist(samples, "sqeuclidean").mean()
assert base_distance < distance
for i in range(10):
target_space.register(params={"x": samples[i][0], "y": samples[i][1]}, target=target_func(samples[i]))
acq.suggest(gp=gp, target_space=target_space)
assert len(acq.dummies) == 1
def test_constant_liar_invalid_strategy():
with pytest.raises(ValueError):
acquisition.ConstantLiar(acquisition.UpperConfidenceBound, strategy="definitely-an-invalid-strategy")
def test_constant_liar_with_constraints(gp, constrained_target_space, random_state):
base_acq = acquisition.UpperConfidenceBound(random_state=random_state)
acq = acquisition.ConstantLiar(base_acquisition=base_acq, random_state=random_state)
with pytest.raises(exception.TargetSpaceEmptyError):
acq.suggest(gp=gp, target_space=constrained_target_space)
constrained_target_space.register(params={"x": 2.5, "y": 0.5}, target=3.0, constraint_value=0.5)
with pytest.raises(exception.ConstraintNotSupportedError):
acq.suggest(gp=gp, target_space=constrained_target_space)
mean = random_state.rand(10)
std = random_state.rand(10)
assert (base_acq.base_acq(mean, std) == acq.base_acq(mean, std)).all()
def test_gp_hedge(random_state):
acq = acquisition.GPHedge(
base_acquisitions=[acquisition.UpperConfidenceBound(random_state=random_state)],
random_state=random_state,
)
with pytest.raises(TypeError, match="GPHedge base acquisition function is ambiguous"):
acq.base_acq(0.0, 0.0)
base_acq1 = acquisition.UpperConfidenceBound()
base_acq2 = acquisition.ProbabilityOfImprovement(xi=0.01)
base_acquisitions = [base_acq1, base_acq2]
acq = acquisition.GPHedge(base_acquisitions=base_acquisitions)
mean = random_state.rand(10)
std = random_state.rand(10)
base_acq2.y_max = 1.0
assert (acq.base_acquisitions[0].base_acq(mean, std) == base_acq1.base_acq(mean, std)).all()
assert (acq.base_acquisitions[1].base_acq(mean, std) == base_acq2.base_acq(mean, std)).all()
def test_gphedge_update_gains(random_state):
base_acq1 = acquisition.UpperConfidenceBound(random_state=random_state)
base_acq2 = acquisition.ProbabilityOfImprovement(xi=0.01, random_state=random_state)
base_acquisitions = [base_acq1, base_acq2]
acq = acquisition.GPHedge(base_acquisitions=base_acquisitions, random_state=random_state)
class MockGP1:
def __init__(self, n):
self.gains = np.zeros(n)
def predict(self, x):
rng = np.random.default_rng()
res = rng.random(x.shape[0], np.float64)
self.gains += res
return res
mock_gp = MockGP1(len(base_acquisitions))
for _ in range(10):
acq.previous_candidates = np.zeros(len(base_acquisitions))
acq._update_gains(mock_gp)
assert (mock_gp.gains == acq.gains).all()
def test_gphedge_softmax_sampling(random_state):
base_acq1 = acquisition.UpperConfidenceBound(random_state=random_state)
base_acq2 = acquisition.ProbabilityOfImprovement(xi=0.01, random_state=random_state)
base_acquisitions = [base_acq1, base_acq2]
acq = acquisition.GPHedge(base_acquisitions=base_acquisitions, random_state=random_state)
class MockGP2:
def __init__(self, good_index=0):
self.good_index = good_index
def predict(self, x):
print(x)
res = -np.inf * np.ones_like(x)
res[self.good_index] = 1.0
return res
for good_index in [0, 1]:
acq = acquisition.GPHedge(base_acquisitions=base_acquisitions)
acq.previous_candidates = np.zeros(len(base_acquisitions))
acq._update_gains(MockGP2(good_index=good_index))
assert good_index == acq._sample_idx_from_softmax_gains()
def test_gphedge_integration(gp, target_space, random_state):
base_acq1 = acquisition.UpperConfidenceBound(random_state=random_state)
base_acq2 = acquisition.ProbabilityOfImprovement(xi=0.01, random_state=random_state)
base_acquisitions = [base_acq1, base_acq2]
acq = acquisition.GPHedge(base_acquisitions=base_acquisitions, random_state=random_state)
assert acq.base_acquisitions == base_acquisitions
with pytest.raises(exception.TargetSpaceEmptyError):
acq.suggest(gp=gp, target_space=target_space)
target_space.register(params={"x": 2.5, "y": 0.5}, target=3.0)
for _ in range(5):
p = acq.suggest(gp=gp, target_space=target_space)
target_space.register(p, sum(p))
@pytest.mark.parametrize("kappa", [-1.0, -sys.float_info.epsilon, -np.inf])
def test_upper_confidence_bound_invalid_kappa_error(kappa: float):
with pytest.raises(ValueError, match="kappa must be greater than or equal to 0."):
acquisition.UpperConfidenceBound(kappa=kappa)
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