File: test_bayesian_optimization.py

package info (click to toggle)
python-bayesian-optimization 2.0.3-1
  • links: PTS, VCS
  • area: main
  • in suites: forky, sid, trixie
  • size: 19,816 kB
  • sloc: python: 2,820; makefile: 26; sh: 9
file content (343 lines) | stat: -rw-r--r-- 12,240 bytes parent folder | download
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
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
from __future__ import annotations

import pickle
from pathlib import Path

import numpy as np
import pytest

from bayes_opt import BayesianOptimization, acquisition
from bayes_opt.acquisition import AcquisitionFunction
from bayes_opt.event import DEFAULT_EVENTS, Events
from bayes_opt.exception import NotUniqueError
from bayes_opt.logger import ScreenLogger
from bayes_opt.target_space import TargetSpace


def target_func(**kwargs):
    # arbitrary target func
    return sum(kwargs.values())


PBOUNDS = {"p1": (0, 10), "p2": (0, 10)}


def test_properties():
    optimizer = BayesianOptimization(target_func, PBOUNDS, random_state=1)
    assert isinstance(optimizer.space, TargetSpace)
    assert isinstance(optimizer.acquisition_function, AcquisitionFunction)
    # constraint present tested in test_constraint.py
    assert optimizer.constraint is None


def test_register():
    optimizer = BayesianOptimization(target_func, PBOUNDS, random_state=1)
    assert len(optimizer.space) == 0

    optimizer.register(params={"p1": 1, "p2": 2}, target=3)
    assert len(optimizer.res) == 1
    assert len(optimizer.space) == 1

    optimizer.space.register(params={"p1": 5, "p2": 4}, target=9)
    assert len(optimizer.res) == 2
    assert len(optimizer.space) == 2

    with pytest.raises(NotUniqueError):
        optimizer.register(params={"p1": 1, "p2": 2}, target=3)
    with pytest.raises(NotUniqueError):
        optimizer.register(params={"p1": 5, "p2": 4}, target=9)


def test_probe_lazy():
    optimizer = BayesianOptimization(target_func, PBOUNDS, random_state=1)

    optimizer.probe(params={"p1": 1, "p2": 2}, lazy=True)
    assert len(optimizer.space) == 0
    assert len(optimizer._queue) == 1

    optimizer.probe(params={"p1": 6, "p2": 2}, lazy=True)
    assert len(optimizer.space) == 0
    assert len(optimizer._queue) == 2

    optimizer.probe(params={"p1": 6, "p2": 2}, lazy=True)
    assert len(optimizer.space) == 0
    assert len(optimizer._queue) == 3


def test_probe_eager():
    optimizer = BayesianOptimization(target_func, PBOUNDS, random_state=1, allow_duplicate_points=True)

    optimizer.probe(params={"p1": 1, "p2": 2}, lazy=False)
    assert len(optimizer.space) == 1
    assert len(optimizer._queue) == 0
    assert optimizer.max["target"] == 3
    assert optimizer.max["params"] == {"p1": 1, "p2": 2}

    optimizer.probe(params={"p1": 3, "p2": 3}, lazy=False)
    assert len(optimizer.space) == 2
    assert len(optimizer._queue) == 0
    assert optimizer.max["target"] == 6
    assert optimizer.max["params"] == {"p1": 3, "p2": 3}

    optimizer.probe(params={"p1": 3, "p2": 3}, lazy=False)
    assert len(optimizer.space) == 3
    assert len(optimizer._queue) == 0
    assert optimizer.max["target"] == 6
    assert optimizer.max["params"] == {"p1": 3, "p2": 3}


def test_suggest_at_random():
    acq = acquisition.ProbabilityOfImprovement(xi=0)
    optimizer = BayesianOptimization(target_func, PBOUNDS, acq, random_state=1)

    for _ in range(50):
        sample = optimizer.space.params_to_array(optimizer.suggest())
        assert len(sample) == optimizer.space.dim
        assert all(sample >= optimizer.space.bounds[:, 0])
        assert all(sample <= optimizer.space.bounds[:, 1])


def test_suggest_with_one_observation():
    acq = acquisition.UpperConfidenceBound(kappa=5)
    optimizer = BayesianOptimization(target_func, PBOUNDS, acq, random_state=1)

    optimizer.register(params={"p1": 1, "p2": 2}, target=3)

    for _ in range(5):
        sample = optimizer.space.params_to_array(optimizer.suggest())
        assert len(sample) == optimizer.space.dim
        assert all(sample >= optimizer.space.bounds[:, 0])
        assert all(sample <= optimizer.space.bounds[:, 1])

    # suggestion = optimizer.suggest(util)
    # for _ in range(5):
    #     new_suggestion = optimizer.suggest(util)
    #     assert suggestion == new_suggestion


def test_prime_queue_all_empty():
    optimizer = BayesianOptimization(target_func, PBOUNDS, random_state=1)
    assert len(optimizer._queue) == 0
    assert len(optimizer.space) == 0

    optimizer._prime_queue(init_points=0)
    assert len(optimizer._queue) == 1
    assert len(optimizer.space) == 0


def test_prime_queue_empty_with_init():
    optimizer = BayesianOptimization(target_func, PBOUNDS, random_state=1)
    assert len(optimizer._queue) == 0
    assert len(optimizer.space) == 0

    optimizer._prime_queue(init_points=5)
    assert len(optimizer._queue) == 5
    assert len(optimizer.space) == 0


def test_prime_queue_with_register():
    optimizer = BayesianOptimization(target_func, PBOUNDS, random_state=1)
    assert len(optimizer._queue) == 0
    assert len(optimizer.space) == 0

    optimizer.register(params={"p1": 1, "p2": 2}, target=3)
    optimizer._prime_queue(init_points=0)
    assert len(optimizer._queue) == 0
    assert len(optimizer.space) == 1


def test_prime_queue_with_register_and_init():
    optimizer = BayesianOptimization(target_func, PBOUNDS, random_state=1)
    assert len(optimizer._queue) == 0
    assert len(optimizer.space) == 0

    optimizer.register(params={"p1": 1, "p2": 2}, target=3)
    optimizer._prime_queue(init_points=3)
    assert len(optimizer._queue) == 3
    assert len(optimizer.space) == 1


def test_prime_subscriptions():
    optimizer = BayesianOptimization(target_func, PBOUNDS, random_state=1)
    optimizer._prime_subscriptions()

    # Test that the default observer is correctly subscribed
    for event in DEFAULT_EVENTS:
        assert all([isinstance(k, ScreenLogger) for k in optimizer._events[event]])
        assert all([hasattr(k, "update") for k in optimizer._events[event]])

    test_subscriber = "test_subscriber"

    def test_callback(event, instance):
        pass

    optimizer = BayesianOptimization(target_func, PBOUNDS, random_state=1)
    optimizer.subscribe(event=Events.OPTIMIZATION_START, subscriber=test_subscriber, callback=test_callback)
    # Test that the desired observer is subscribed
    assert all([k == test_subscriber for k in optimizer._events[Events.OPTIMIZATION_START]])
    assert all([v == test_callback for v in optimizer._events[Events.OPTIMIZATION_START].values()])

    # Check that prime subscriptions won't overwrite manual subscriptions
    optimizer._prime_subscriptions()
    assert all([k == test_subscriber for k in optimizer._events[Events.OPTIMIZATION_START]])
    assert all([v == test_callback for v in optimizer._events[Events.OPTIMIZATION_START].values()])

    assert optimizer._events[Events.OPTIMIZATION_STEP] == {}
    assert optimizer._events[Events.OPTIMIZATION_END] == {}

    with pytest.raises(KeyError):
        optimizer._events["other"]


def test_set_bounds():
    pbounds = {"p1": (0, 1), "p3": (0, 3), "p2": (0, 2), "p4": (0, 4)}
    optimizer = BayesianOptimization(target_func, pbounds, random_state=1)

    # Ignore unknown keys
    optimizer.set_bounds({"other": (7, 8)})
    assert all(optimizer.space.bounds[:, 0] == np.array([0, 0, 0, 0]))
    assert all(optimizer.space.bounds[:, 1] == np.array([1, 2, 3, 4]))

    # Update bounds accordingly
    optimizer.set_bounds({"p2": (1, 8)})
    assert all(optimizer.space.bounds[:, 0] == np.array([0, 1, 0, 0]))
    assert all(optimizer.space.bounds[:, 1] == np.array([1, 8, 3, 4]))


def test_set_gp_params():
    optimizer = BayesianOptimization(target_func, PBOUNDS, random_state=1)
    assert optimizer._gp.alpha == 1e-6
    assert optimizer._gp.n_restarts_optimizer == 5

    optimizer.set_gp_params(alpha=1e-2)
    assert optimizer._gp.alpha == 1e-2
    assert optimizer._gp.n_restarts_optimizer == 5

    optimizer.set_gp_params(n_restarts_optimizer=7)
    assert optimizer._gp.alpha == 1e-2
    assert optimizer._gp.n_restarts_optimizer == 7


def test_maximize():
    class Tracker:
        def __init__(self):
            self.start_count = 0
            self.step_count = 0
            self.end_count = 0

        def update_start(self, event, instance):
            self.start_count += 1

        def update_step(self, event, instance):
            self.step_count += 1

        def update_end(self, event, instance):
            self.end_count += 1

        def reset(self):
            self.__init__()

    acq = acquisition.UpperConfidenceBound()
    optimizer = BayesianOptimization(
        target_func, PBOUNDS, acq, random_state=np.random.RandomState(1), allow_duplicate_points=True
    )

    tracker = Tracker()
    optimizer.subscribe(event=Events.OPTIMIZATION_START, subscriber=tracker, callback=tracker.update_start)
    optimizer.subscribe(event=Events.OPTIMIZATION_STEP, subscriber=tracker, callback=tracker.update_step)
    optimizer.subscribe(event=Events.OPTIMIZATION_END, subscriber=tracker, callback=tracker.update_end)

    optimizer.maximize(init_points=0, n_iter=0)
    assert not optimizer._queue
    assert len(optimizer.space) == 1
    assert tracker.start_count == 1
    assert tracker.step_count == 1
    assert tracker.end_count == 1

    optimizer.set_gp_params(alpha=1e-2)
    optimizer.maximize(init_points=2, n_iter=0)
    assert not optimizer._queue
    assert len(optimizer.space) == 3
    assert optimizer._gp.alpha == 1e-2
    assert tracker.start_count == 2
    assert tracker.step_count == 3
    assert tracker.end_count == 2

    optimizer.maximize(init_points=0, n_iter=2)
    assert not optimizer._queue
    assert len(optimizer.space) == 5
    assert tracker.start_count == 3
    assert tracker.step_count == 5
    assert tracker.end_count == 3


def test_define_wrong_transformer():
    with pytest.raises(TypeError):
        BayesianOptimization(
            target_func, PBOUNDS, random_state=np.random.RandomState(1), bounds_transformer=3
        )


def test_single_value_objective():
    """
    As documented [here](https://github.com/scipy/scipy/issues/16898)
    scipy is changing the way they handle 1D objectives inside minimize.
    This is a simple test to make sure our tests fail if scipy updates this
    in future
    """
    pbounds = {"x": (-10, 10)}

    optimizer = BayesianOptimization(f=lambda x: x * 3, pbounds=pbounds, verbose=2, random_state=1)
    optimizer.maximize(init_points=2, n_iter=3)


def test_pickle():
    """
    several users have asked that the BO object be 'pickalable'
    This tests that this is the case
    """
    optimizer = BayesianOptimization(f=None, pbounds={"x": (-10, 10)}, verbose=2, random_state=1)
    test_dump = Path("test_dump.obj")
    with test_dump.open("wb") as filehandler:
        pickle.dump(optimizer, filehandler)
    test_dump.unlink()


def test_duplicate_points():
    """
    The default behavior of this code is to not enable duplicate points in the target space,
    however there are situations in which you may want this, particularly optimization in high
    noise situations. In that case one can set allow_duplicate_points to be True.
    This tests the behavior of the code around duplicate points under several scenarios
    """
    # test manual registration of duplicate points (should generate error)
    acq = acquisition.UpperConfidenceBound(kappa=5.0)  # kappa determines explore/Exploitation ratio
    optimizer = BayesianOptimization(f=None, pbounds={"x": (-2, 2)}, acquisition_function=acq, random_state=1)
    next_point_to_probe = optimizer.suggest()
    target = 1
    # register once (should work)
    optimizer.register(params=next_point_to_probe, target=target)
    # register twice (should throw error)
    try:
        optimizer.register(params=next_point_to_probe, target=target)
        duplicate_point_error = None  # should be overwritten below
    except Exception as e:
        duplicate_point_error = e

    assert isinstance(duplicate_point_error, NotUniqueError)

    # OK, now let's test that it DOESNT fail when allow_duplicate_points=True
    optimizer = BayesianOptimization(
        f=None, pbounds={"x": (-2, 2)}, random_state=1, allow_duplicate_points=True
    )
    optimizer.register(params=next_point_to_probe, target=target)
    # and again (should throw warning)
    optimizer.register(params=next_point_to_probe, target=target)


if __name__ == "__main__":
    r"""
    CommandLine:
        python tests/test_bayesian_optimization.py
    """
    pytest.main([__file__])