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import numpy as np
import pytest
from numpy.testing import assert_array_equal, assert_equal, assert_raises
from scipy.optimize import OptimizeResult
from sklearn.multioutput import MultiOutputRegressor
from skopt import gp_minimize
from skopt.benchmarks import bench1, bench1_with_time, branin
from skopt.learning import (
ExtraTreesRegressor,
GradientBoostingQuantileRegressor,
RandomForestRegressor,
)
from skopt.optimizer import Optimizer
TREE_REGRESSORS = (
ExtraTreesRegressor(random_state=2),
RandomForestRegressor(random_state=2),
GradientBoostingQuantileRegressor(random_state=2),
)
ACQ_FUNCS_PS = ["EIps", "PIps"]
ACQ_FUNCS_MIXED = ["EI", "EIps"]
ESTIMATOR_STRINGS = [
"GP",
"RF",
"ET",
"GBRT",
"DUMMY",
"gp",
"rf",
"et",
"gbrt",
"dummy",
]
@pytest.mark.fast_test
def test_multiple_asks():
# calling ask() multiple times without a tell() inbetween should
# be a "no op"
base_estimator = ExtraTreesRegressor(random_state=2)
opt = Optimizer(
[(-2.0, 2.0)], base_estimator, n_initial_points=1, acq_optimizer="sampling"
)
opt.run(bench1, n_iter=3)
# tell() computes the next point ready for the next call to ask()
# hence there are three after three iterations
assert_equal(len(opt.models), 3)
assert_equal(len(opt.Xi), 3)
opt.ask()
assert_equal(len(opt.models), 3)
assert_equal(len(opt.Xi), 3)
assert_equal(opt.ask(), opt.ask())
opt.update_next()
assert_equal(opt.ask(), opt.ask())
@pytest.mark.fast_test
def test_model_queue_size():
# Check if model_queue_size limits the model queue size
base_estimator = ExtraTreesRegressor(random_state=2)
opt = Optimizer(
[(-2.0, 2.0)],
base_estimator,
n_initial_points=1,
acq_optimizer="sampling",
model_queue_size=2,
)
opt.run(bench1, n_iter=3)
# tell() computes the next point ready for the next call to ask()
# hence there are three after three iterations
assert_equal(len(opt.models), 2)
assert_equal(len(opt.Xi), 3)
opt.ask()
assert_equal(len(opt.models), 2)
assert_equal(len(opt.Xi), 3)
assert_equal(opt.ask(), opt.ask())
@pytest.mark.fast_test
def test_invalid_tell_arguments():
base_estimator = ExtraTreesRegressor(random_state=2)
opt = Optimizer(
[(-2.0, 2.0)], base_estimator, n_initial_points=1, acq_optimizer="sampling"
)
# can't have single point and multiple values for y
assert_raises(ValueError, opt.tell, [1.0], [1.0, 1.0])
@pytest.mark.fast_test
def test_invalid_tell_arguments_list():
base_estimator = ExtraTreesRegressor(random_state=2)
opt = Optimizer(
[(-2.0, 2.0)], base_estimator, n_initial_points=1, acq_optimizer="sampling"
)
assert_raises(ValueError, opt.tell, [[1.0], [2.0]], [1.0, None])
@pytest.mark.fast_test
def test_bounds_checking_1D():
low = -2.0
high = 2.0
base_estimator = ExtraTreesRegressor(random_state=2)
opt = Optimizer(
[(low, high)], base_estimator, n_initial_points=1, acq_optimizer="sampling"
)
assert_raises(ValueError, opt.tell, [high + 0.5], 2.0)
assert_raises(ValueError, opt.tell, [low - 0.5], 2.0)
# feed two points to tell() at once
assert_raises(ValueError, opt.tell, [high + 0.5, high], (2.0, 3.0))
assert_raises(ValueError, opt.tell, [low - 0.5, high], (2.0, 3.0))
@pytest.mark.fast_test
def test_bounds_checking_2D():
low = -2.0
high = 2.0
base_estimator = ExtraTreesRegressor(random_state=2)
opt = Optimizer(
[(low, high), (low + 4, high + 4)],
base_estimator,
n_initial_points=1,
acq_optimizer="sampling",
)
assert_raises(ValueError, opt.tell, [high + 0.5, high + 4.5], 2.0)
assert_raises(ValueError, opt.tell, [low - 0.5, low - 4.5], 2.0)
# first out, second in
assert_raises(ValueError, opt.tell, [high + 0.5, high + 0.5], 2.0)
assert_raises(ValueError, opt.tell, [low - 0.5, high + 0.5], 2.0)
@pytest.mark.fast_test
def test_bounds_checking_2D_multiple_points():
low = -2.0
high = 2.0
base_estimator = ExtraTreesRegressor(random_state=2)
opt = Optimizer(
[(low, high), (low + 4, high + 4)],
base_estimator,
n_initial_points=1,
acq_optimizer="sampling",
)
# first component out, second in
assert_raises(
ValueError,
opt.tell,
[(high + 0.5, high + 0.5), (high + 0.5, high + 0.5)],
[2.0, 3.0],
)
assert_raises(
ValueError,
opt.tell,
[(low - 0.5, high + 0.5), (low - 0.5, high + 0.5)],
[2.0, 3.0],
)
@pytest.mark.fast_test
def test_dimension_checking_1D():
low = -2
high = 2
opt = Optimizer([(low, high)])
with pytest.raises(ValueError) as e:
# within bounds but one dimension too high
opt.tell([low + 1, low + 1], 2.0)
assert "Dimensions of point " in str(e.value)
@pytest.mark.fast_test
def test_dimension_checking_2D():
low = -2
high = 2
opt = Optimizer([(low, high), (low, high)])
# within bounds but one dimension too little
with pytest.raises(ValueError) as e:
opt.tell(
[
low + 1,
],
2.0,
)
assert "Dimensions of point " in str(e.value)
# within bounds but one dimension too much
with pytest.raises(ValueError) as e:
opt.tell([low + 1, low + 1, low + 1], 2.0)
assert "Dimensions of point " in str(e.value)
@pytest.mark.fast_test
def test_dimension_checking_2D_multiple_points():
low = -2
high = 2
opt = Optimizer([(low, high), (low, high)])
# within bounds but one dimension too little
with pytest.raises(ValueError) as e:
opt.tell(
[
[
low + 1,
],
[low + 1, low + 2],
[low + 1, low + 3],
],
2.0,
)
assert "dimensions as the space" in str(e.value)
# within bounds but one dimension too much
with pytest.raises(ValueError) as e:
opt.tell(
[[low + 1, low + 1, low + 1], [low + 1, low + 2], [low + 1, low + 3]], 2.0
)
assert "dimensions as the space" in str(e.value)
@pytest.mark.fast_test
def test_returns_result_object():
base_estimator = ExtraTreesRegressor(random_state=2)
opt = Optimizer(
[(-2.0, 2.0)], base_estimator, n_initial_points=1, acq_optimizer="sampling"
)
result = opt.tell([1.5], 2.0)
assert isinstance(result, OptimizeResult)
assert_equal(len(result.x_iters), len(result.func_vals))
assert_equal(np.min(result.func_vals), result.fun)
@pytest.mark.fast_test
@pytest.mark.parametrize("base_estimator", TREE_REGRESSORS)
def test_acq_optimizer(base_estimator):
with pytest.raises(ValueError) as e:
Optimizer(
[(-2.0, 2.0)],
base_estimator=base_estimator,
n_initial_points=1,
acq_optimizer='lbfgs',
)
assert "should run with acq_optimizer='sampling'" in str(e.value)
@pytest.mark.parametrize("base_estimator", TREE_REGRESSORS)
@pytest.mark.parametrize("acq_func", ACQ_FUNCS_PS)
def test_acq_optimizer_with_time_api(base_estimator, acq_func):
opt = Optimizer(
[
(-2.0, 2.0),
],
base_estimator=base_estimator,
acq_func=acq_func,
acq_optimizer="sampling",
n_initial_points=2,
)
x1 = opt.ask()
opt.tell(x1, (bench1(x1), 1.0))
x2 = opt.ask()
res = opt.tell(x2, (bench1(x2), 2.0))
# x1 and x2 are random.
assert x1 != x2
assert len(res.models) == 1
assert_array_equal(res.func_vals.shape, (2,))
assert_array_equal(res.log_time.shape, (2,))
# x3 = opt.ask()
with pytest.raises(TypeError) as _:
opt.tell(x2, bench1(x2))
@pytest.mark.fast_test
@pytest.mark.parametrize("acq_func", ACQ_FUNCS_MIXED)
def test_optimizer_copy(acq_func):
# Checks that the base estimator, the objective and target values
# are copied correctly.
base_estimator = ExtraTreesRegressor(random_state=2)
opt = Optimizer(
[(-2.0, 2.0)],
base_estimator,
acq_func=acq_func,
n_initial_points=1,
acq_optimizer="sampling",
)
# run three iterations so that we have some points and objective values
if "ps" in acq_func:
opt.run(bench1_with_time, n_iter=3)
else:
opt.run(bench1, n_iter=3)
opt_copy = opt.copy()
copied_estimator = opt_copy.base_estimator_
if "ps" in acq_func:
assert isinstance(copied_estimator, MultiOutputRegressor)
# check that the base_estimator is not wrapped multiple times
is_multi = isinstance(copied_estimator.estimator, MultiOutputRegressor)
assert not is_multi
else:
assert not isinstance(copied_estimator, MultiOutputRegressor)
assert_array_equal(opt_copy.Xi, opt.Xi)
assert_array_equal(opt_copy.yi, opt.yi)
@pytest.mark.parametrize("base_estimator", ESTIMATOR_STRINGS)
def test_exhaust_initial_calls(base_estimator):
# check a model is fitted and used to make suggestions after we added
# at least n_initial_points via tell()
opt = Optimizer(
[(-2.0, 2.0)],
base_estimator,
n_initial_points=2,
acq_optimizer="sampling",
random_state=1,
)
x0 = opt.ask() # random point
x1 = opt.ask() # random point
assert x0 != x1
# first call to tell()
r1 = opt.tell(x1, 3.0)
assert len(r1.models) == 0
x2 = opt.ask() # random point
assert x1 != x2
# second call to tell()
r2 = opt.tell(x2, 4.0)
if base_estimator.lower() == 'dummy':
assert len(r2.models) == 0
else:
assert len(r2.models) == 1
# this is the first non-random point
x3 = opt.ask()
assert x2 != x3
x4 = opt.ask()
r3 = opt.tell(x3, 1.0)
# no new information was added so should be the same, unless we are using
# the dummy estimator which will forever return random points and never
# fits any models
if base_estimator.lower() == 'dummy':
assert x3 != x4
assert len(r3.models) == 0
else:
assert x3 == x4
assert len(r3.models) == 2
@pytest.mark.fast_test
def test_optimizer_base_estimator_string_invalid():
with pytest.raises(ValueError) as e:
Optimizer([(-2.0, 2.0)], base_estimator="rtr", n_initial_points=1)
assert "'RF', 'ET', 'GP', 'GBRT' or 'DUMMY'" in str(e.value)
@pytest.mark.fast_test
@pytest.mark.parametrize("base_estimator", ESTIMATOR_STRINGS)
def test_optimizer_base_estimator_string_smoke(base_estimator):
opt = Optimizer(
[(-2.0, 2.0)], base_estimator=base_estimator, n_initial_points=2, acq_func="EI"
)
opt.run(func=lambda x: x[0] ** 2, n_iter=3)
@pytest.mark.fast_test
def test_optimizer_base_estimator_string_smoke_njobs():
opt = Optimizer(
[(-2.0, 2.0)],
base_estimator="GBRT",
n_initial_points=1,
acq_func="EI",
n_jobs=-1,
)
opt.run(func=lambda x: x[0] ** 2, n_iter=3)
def test_defaults_are_equivalent():
# check that the defaults of Optimizer reproduce the defaults of
# gp_minimize
space = [(-5.0, 10.0), (0.0, 15.0)]
# opt = Optimizer(space, 'ET', acq_func="EI", random_state=1)
opt = Optimizer(space, random_state=1)
for _ in range(12):
x = opt.ask()
res_opt = opt.tell(x, branin(x))
# res_min = forest_minimize(branin, space, n_calls=12, random_state=1)
res_min = gp_minimize(branin, space, n_calls=12, random_state=1)
assert res_min.space == res_opt.space
# tolerate small differences in the points sampled
assert np.allclose(res_min.x_iters, res_opt.x_iters)
assert np.allclose(res_min.x, res_opt.x)
res_opt2 = opt.get_result()
assert np.allclose(res_min.x_iters, res_opt2.x_iters)
assert np.allclose(res_min.x, res_opt2.x)
@pytest.mark.fast_test
def test_dimensions_names():
from skopt.space import Categorical, Integer, Real
# create search space and optimizer
space = [
Real(0, 1, name='real'),
Categorical(['a', 'b', 'c'], name='cat'),
Integer(0, 1, name='int'),
]
opt = Optimizer(space, n_initial_points=2)
# result of the optimizer missing dimension names
result = opt.tell([(0.5, 'a', 0.5)], [3])
names = []
for d in result.space.dimensions:
names.append(d.name)
assert len(names) == 3
assert "real" in names
assert "cat" in names
assert "int" in names
assert None not in names
@pytest.mark.fast_test
def test_categorical_only():
from skopt.space import Categorical
cat1 = Categorical([2, 3, 4, 5, 6, 7, 8, 9, 10, 11])
cat2 = Categorical([2, 3, 4, 5, 6, 7, 8, 9, 10, 11])
opt = Optimizer([cat1, cat2])
for n in range(15):
x = opt.ask()
res = opt.tell(x, 12 * n)
assert len(res.x_iters) == 15
next_x = opt.ask(n_points=4)
assert len(next_x) == 4
cat3 = Categorical(["2", "3", "4", "5", "6", "7", "8", "9", "10", "11"])
cat4 = Categorical(["2", "3", "4", "5", "6", "7", "8", "9", "10", "11"])
opt = Optimizer([cat3, cat4])
for n in range(15):
x = opt.ask()
res = opt.tell(x, 12 * n)
assert len(res.x_iters) == 15
next_x = opt.ask(n_points=4)
assert len(next_x) == 4
def test_categorical_only2():
from numpy import linalg
from skopt.learning import GaussianProcessRegressor
from skopt.space import Categorical
space = [Categorical([1, 2, 3]), Categorical([4, 5, 6])]
opt = Optimizer(
space,
base_estimator=GaussianProcessRegressor(alpha=1e-7),
acq_optimizer='lbfgs',
n_initial_points=10,
n_jobs=2,
)
next_x = opt.ask(n_points=4)
assert len(next_x) == 4
opt.tell(next_x, [linalg.norm(x) for x in next_x])
next_x = opt.ask(n_points=4)
assert len(next_x) == 4
opt.tell(next_x, [linalg.norm(x) for x in next_x])
next_x = opt.ask(n_points=4)
assert len(next_x) == 4
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