spot
Spot
¶
Spot base class to handle the following tasks in a uniform manner:
- Getting and setting parameters. This is done via the
Spot
initialization. - Running surrogate based hyperparameter optimization. After the class is initialized, hyperparameter tuning
runs can be performed via the
run
method. - Displaying information. The
plot
method can be used for visualizing results. Theprint
methods summarizes information about the tuning run.
The Spot
class is built in a modular manner. It combines the following components:
1. Fun (objective function)
2. Design (experimental design)
3. Optimizer to be used on the surrogate model
4. Surrogate (model)
For each of the components different implementations can be selected and combined. Internal components are selected as default. These can be replaced by components from other packages, e.g., scikit-learn or scikit-optimize.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
fun |
Callable
|
objective function |
None
|
fun_control |
Dict[str, Union[int, float]]
|
objective function information stored as a dictionary.
Default value is |
fun_control_init()
|
design |
object
|
experimental design. If |
None
|
design_control |
Dict[str, Union[int, float]]
|
experimental design information stored as a dictionary.
Default value is |
design_control_init()
|
optimizer |
object
|
optimizer on the surrogate. If |
None
|
optimizer_control |
Dict[str, Union[int, float]]
|
information about the optimizer stored as a dictionary.
Default value is |
optimizer_control_init()
|
surrogate |
object
|
surrogate model. If |
None
|
surrogate_control |
Dict[str, Union[int, float]]
|
surrogate model information stored as a dictionary.
Default value is |
surrogate_control_init()
|
Returns:
Type | Description |
---|---|
NoneType
|
None |
Note
Description in the source code refers to [bart21i]: Bartz-Beielstein, T., and Zaefferer, M. Hyperparameter tuning approaches. In Hyperparameter Tuning for Machine and Deep Learning with R - A Practical Guide, E. Bartz, T. Bartz-Beielstein, M. Zaefferer, and O. Mersmann, Eds. Springer, 2022, ch. 4, pp. 67–114.
Examples:
>>> import numpy as np
from math import inf
from spotPython.spot import spot
from spotPython.utils.init import (
fun_control_init,
design_control_init,
surrogate_control_init,
optimizer_control_init)
def objective_function(X, fun_control=None):
if not isinstance(X, np.ndarray):
X = np.array(X)
if X.shape[1] != 2:
raise Exception
x0 = X[:, 0]
x1 = X[:, 1]
y = x0**2 + 10*x1**2
return y
fun_control = fun_control_init(
lower = np.array([0, 0]),
upper = np.array([10, 10]),
fun_evals=8,
fun_repeats=1,
max_time=inf,
noise=False,
tolerance_x=0,
ocba_delta=0,
var_type=["num", "num"],
infill_criterion="ei",
n_points=1,
seed=123,
log_level=20,
show_models=False,
show_progress=True)
design_control = design_control_init(
init_size=5,
repeats=1)
surrogate_control = surrogate_control_init(
model_optimizer=differential_evolution,
model_fun_evals=10000,
min_theta=-3,
max_theta=3,
n_theta=2,
theta_init_zero=True,
n_p=1,
optim_p=False,
var_type=["num", "num"],
metric_factorial="canberra",
seed=124)
optimizer_control = optimizer_control_init(
max_iter=1000,
seed=125)
spot = spot.Spot(fun=objective_function,
fun_control=fun_control,
design_control=design_control,
surrogate_control=surrogate_control,
optimizer_control=optimizer_control)
spot.run()
spot.plot_progress()
spot.plot_contour(i=0, j=1)
spot.plot_importance()
Source code in spotPython/spot/spot.py
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|
chg(x, y, z0, i, j)
¶
Change the values of elements at indices i
and j
in the array z0
to x
and y
, respectively.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
x |
int or float
|
The new value for the element at index |
required |
y |
int or float
|
The new value for the element at index |
required |
z0 |
list or ndarray
|
The array to be modified. |
required |
i |
int
|
The index of the element to be changed to |
required |
j |
int
|
The index of the element to be changed to |
required |
Returns:
Type | Description |
---|---|
list) or (numpy.ndarray
|
The modified array. |
Examples:
>>> import numpy as np
from spotPython.fun.objectivefunctions import analytical
from spotPython.spot import spot
from spotPython.utils.init import (
fun_control_init, optimizer_control_init, surrogate_control_init, design_control_init
)
fun = analytical().fun_sphere
fun_control = fun_control_init(
lower = np.array([-1]),
upper = np.array([1]),
)
S = spot.Spot(fun=fun,
func_control=fun_control)
z0 = [1, 2, 3]
print(f"Before: {z0}")
new_val_1 = 4
new_val_2 = 5
index_1 = 0
index_2 = 2
S.chg(x=new_val_1, y=new_val_2, z0=z0, i=index_1, j=index_2)
print(f"After: {z0}")
Before: [1, 2, 3]
After: [4, 2, 5]
Source code in spotPython/spot/spot.py
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|
de_serialize_dicts()
¶
Deserialize the spot object and return the dictionaries.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
self |
object
|
Spot object |
required |
Returns:
Type | Description |
---|---|
tuple
|
tuple containing dictionaries of spot object: fun_control (dict): function control dictionary, design_control (dict): design control dictionary, optimizer_control (dict): optimizer control dictionary, spot_tuner_control (dict): spot tuner control dictionary, and surrogate_control (dict): surrogate control dictionary |
Source code in spotPython/spot/spot.py
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|
fit_surrogate()
¶
Fit surrogate model. The surrogate model
is fitted to the data stored in self.X
and self.y
.
It uses the generic fit()
method of the
surrogate model surrogate
. The default surrogate model is
an instance from spotPython’s Kriging
class.
Args:
self (object): Spot object
Returns:
Type | Description |
---|---|
NoneType
|
None |
Attributes:
Name | Type | Description |
---|---|---|
self.surrogate |
object
|
surrogate model |
Note
- As shown in https://sequential-parameter-optimization.github.io/Hyperparameter-Tuning-Cookbook/ other surrogate models can be used as well.
Examples:
>>> import numpy as np
from spotPython.fun.objectivefunctions import analytical
from spotPython.spot import spot
from spotPython.utils.init import (
fun_control_init, optimizer_control_init, surrogate_control_init, design_control_init
)
# number of initial points:
ni = 0
X_start = np.array([[0, 0], [0, 1], [1, 0], [1, 1], [1, 1]])
fun = analytical().fun_sphere
fun_control = fun_control_init(
lower = np.array([-1, -1]),
upper = np.array([1, 1])
)
design_control=design_control_init(init_size=ni)
S = spot.Spot(fun=fun,
fun_control=fun_control,
design_control=design_control,)
S.initialize_design(X_start=X_start)
S.update_stats()
S.fit_surrogate()
Source code in spotPython/spot/spot.py
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|
get_importance()
¶
Get importance of each variable and return the results as a list.
Returns:
Name | Type | Description |
---|---|---|
output |
list
|
list of results |
Source code in spotPython/spot/spot.py
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|
get_new_X0()
¶
Get new design points.
Calls suggest_new_X()
and repairs the new design points, e.g.,
by repair_non_numeric()
and selectNew()
.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
self |
object
|
Spot object |
required |
Returns:
Type | Description |
---|---|
ndarray
|
new design points |
Notes
- self.design (object): an experimental design is used to generate new design points if no new design points are found, a new experimental design is generated.
Examples:
>>> import numpy as np
from spotPython.fun.objectivefunctions import analytical
from spotPython.utils.init import (
fun_control_init, optimizer_control_init, surrogate_control_init, design_control_init
)
from spotPython.spot import spot
from spotPython.utils.init import fun_control_init
# number of initial points:
ni = 3
X_start = np.array([[0, 1], [1, 0], [1, 1], [1, 1]])
fun = analytical().fun_sphere
fun_control = fun_control_init(
n_points=10,
ocba_delta=0,
lower = np.array([-1, -1]),
upper = np.array([1, 1])
)
design_control=design_control_init(init_size=ni)
S = spot.Spot(fun=fun,
fun_control=fun_control
design_control=design_control,
)
S.initialize_design(X_start=X_start)
S.update_stats()
S.fit_surrogate()
X_ocba = None
X0 = S.get_new_X0()
assert X0.shape[0] == S.n_points
assert X0.shape[1] == S.lower.size
# assert new points are in the interval [lower, upper]
assert np.all(X0 >= S.lower)
assert np.all(X0 <= S.upper)
# print using 20 digits precision
np.set_printoptions(precision=20)
print(f"X0: {X0}")
Source code in spotPython/spot/spot.py
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|
get_spot_attributes_as_df()
¶
Get all attributes of the spot object as a pandas dataframe.
Returns:
Type | Description |
---|---|
DataFrame
|
dataframe with all attributes of the spot object. |
Examples:
>>> import numpy as np
from math import inf
from spotPython.fun.objectivefunctions import analytical
from spotPython.spot import spot
from spotPython.utils.init import (
fun_control_init, optimizer_control_init, surrogate_control_init, design_control_init
)
# number of initial points:
ni = 7
# number of points
n = 10
fun = analytical().fun_sphere
fun_control = fun_control_init(
lower = np.array([-1]),
upper = np.array([1])
fun_evals=n)
design_control=design_control_init(init_size=ni)
spot_1 = spot.Spot(fun=fun,
fun_control=fun_control,
design_control=design_control,)
spot_1.run()
df = spot_1.get_spot_attributes_as_df()
df
Attribute Name Attribute Value
0 X [[-0.3378148180708981], [0.698908280342222], [...
1 all_lower [-1]
2 all_upper [1]
3 all_var_name [x0]
4 all_var_type [num]
5 counter 10
6 de_bounds [[-1, 1]]
7 design <spotPython.design.spacefilling.spacefilling o...
8 design_control {'init_size': 7, 'repeats': 1}
9 eps 0.0
10 fun_control {'sigma': 0, 'seed': None}
11 fun_evals 10
12 fun_repeats 1
13 ident [False]
14 infill_criterion y
15 k 1
16 log_level 50
17 lower [-1]
18 max_time inf
19 mean_X None
20 mean_y None
21 min_X [1.5392206722432657e-05]
22 min_mean_X None
23 min_mean_y None
24 min_y 0.0
25 n_points 1
26 noise False
27 ocba_delta 0
28 optimizer_control {'max_iter': 1000, 'seed': 125}
29 red_dim False
30 rng Generator(PCG64)
31 seed 123
32 show_models False
33 show_progress True
34 spot_writer None
35 surrogate <spotPython.build.kriging.Kriging object at 0x...
36 surrogate_control {'noise': False, 'model_optimizer': <function ...
37 tolerance_x 0
38 upper [1]
39 var_name [x0]
40 var_type [num]
41 var_y None
42 y [0.11411885130827397, 0.48847278433092195, 0.0...
Source code in spotPython/spot/spot.py
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|
get_tuned_hyperparameters(fun_control=None)
¶
Return the tuned hyperparameter values from the run.
If noise == True
, the mean values are returned.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
fun_control |
dict
|
fun_control dictionary |
None
|
Returns:
Type | Description |
---|---|
dict
|
dictionary of tuned hyperparameters. |
Examples:
>>> from spotPython.utils.device import getDevice
from math import inf
from spotPython.utils.init import fun_control_init
import numpy as np
from spotPython.hyperparameters.values import set_control_key_value
from spotPython.data.diabetes import Diabetes
MAX_TIME = 1
FUN_EVALS = 10
INIT_SIZE = 5
WORKERS = 0
PREFIX="037"
DEVICE = getDevice()
DEVICES = 1
TEST_SIZE = 0.4
TORCH_METRIC = "mean_squared_error"
dataset = Diabetes()
fun_control = fun_control_init(
_L_in=10,
_L_out=1,
_torchmetric=TORCH_METRIC,
PREFIX=PREFIX,
TENSORBOARD_CLEAN=True,
data_set=dataset,
device=DEVICE,
enable_progress_bar=False,
fun_evals=FUN_EVALS,
log_level=50,
max_time=MAX_TIME,
num_workers=WORKERS,
show_progress=True,
test_size=TEST_SIZE,
tolerance_x=np.sqrt(np.spacing(1)),
)
from spotPython.light.regression.netlightregression import NetLightRegression
from spotPython.hyperdict.light_hyper_dict import LightHyperDict
from spotPython.hyperparameters.values import add_core_model_to_fun_control
add_core_model_to_fun_control(fun_control=fun_control,
core_model=NetLightRegression,
hyper_dict=LightHyperDict)
from spotPython.hyperparameters.values import set_control_hyperparameter_value
set_control_hyperparameter_value(fun_control, "l1", [7, 8])
set_control_hyperparameter_value(fun_control, "epochs", [3, 5])
set_control_hyperparameter_value(fun_control, "batch_size", [4, 5])
set_control_hyperparameter_value(fun_control, "optimizer", [
"Adam",
"RAdam",
])
set_control_hyperparameter_value(fun_control, "dropout_prob", [0.01, 0.1])
set_control_hyperparameter_value(fun_control, "lr_mult", [0.5, 5.0])
set_control_hyperparameter_value(fun_control, "patience", [2, 3])
set_control_hyperparameter_value(fun_control, "act_fn",[
"ReLU",
"LeakyReLU"
] )
from spotPython.utils.init import design_control_init, surrogate_control_init
design_control = design_control_init(init_size=INIT_SIZE)
surrogate_control = surrogate_control_init(noise=True,
n_theta=2)
from spotPython.fun.hyperlight import HyperLight
fun = HyperLight(log_level=50).fun
from spotPython.spot import spot
spot_tuner = spot.Spot(fun=fun,
fun_control=fun_control,
design_control=design_control,
surrogate_control=surrogate_control)
spot_tuner.run()
spot_tuner.get_tuned_hyperparameters()
{'l1': 7.0,
'epochs': 5.0,
'batch_size': 4.0,
'act_fn': 0.0,
'optimizer': 0.0,
'dropout_prob': 0.01,
'lr_mult': 5.0,
'patience': 3.0,
'initialization': 1.0}
Source code in spotPython/spot/spot.py
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|
infill(x)
¶
Infill (acquisition) function. Evaluates one point on the surrogate via surrogate.predict(x.reshape(1,-1))
,
if sklearn
surrogates are used or surrogate.predict(x.reshape(1,-1), return_val=self.infill_criterion)
if the internal surrogate kriging
is selected.
This method is passed to the optimizer in suggest_new_X
, i.e., the optimizer is called via
self.optimizer(func=self.infill)
.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
x |
array
|
point in natural units with shape |
required |
Returns:
Type | Description |
---|---|
ndarray
|
value based on infill criterion, e.g., |
Note
This is step (S-12) in [bart21i].
Source code in spotPython/spot/spot.py
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|
initialize_design(X_start=None)
¶
Initialize design. Generate and evaluate initial design.
If X_start
is not None
, append it to the initial design.
Therefore, the design size is init_size
+ X_start.shape[0]
.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
self |
object
|
Spot object |
required |
X_start |
ndarray
|
initial design. Defaults to None. |
None
|
Returns:
Type | Description |
---|---|
NoneType
|
None |
Attributes:
Name | Type | Description |
---|---|---|
self.X |
ndarray
|
initial design |
self.y |
ndarray
|
initial design values |
Note
- If
X_start
is has the wrong shape, it is ignored.
Examples:
>>> import numpy as np
from spotPython.fun.objectivefunctions import analytical
from spotPython.spot import spot
from spotPython.utils.init import (
fun_control_init, optimizer_control_init, surrogate_control_init, design_control_init
)
# number of initial points:
ni = 7
# start point X_0
X_start = np.array([[0, 0], [0, 1], [1, 0], [1, 1]])
fun = analytical().fun_sphere
fun_control = fun_control_init(
lower = np.array([-1, -1]),
upper = np.array([1, 1]))
design_control=design_control_init(init_size=ni)
S = spot.Spot(fun=fun,
fun_control=fun_control,
design_control=design_control,)
S.initialize_design(X_start=X_start)
print(f"S.X: {S.X}")
print(f"S.y: {S.y}")
Source code in spotPython/spot/spot.py
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|
parallel_plot(show=False)
¶
Parallel plot.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
self |
object
|
Spot object |
required |
show |
bool
|
show the plot. Default is |
False
|
Returns:
Name | Type | Description |
---|---|---|
fig |
Figure
|
figure object |
Examples:
>>> import numpy as np
from spotPython.fun.objectivefunctions import analytical
from spotPython.spot import spot
from spotPython.utils.init import (
fun_control_init, optimizer_control_init, surrogate_control_init, design_control_init
)
# number of initial points:
ni = 5
# number of points
fun_evals = 10
fun = analytical().fun_sphere
fun_control = fun_control_init(
lower = np.array([-1, -1, -1]),
upper = np.array([1, 1, 1]),
fun_evals=fun_evals,
tolerance_x = np.sqrt(np.spacing(1))
)
design_control=design_control_init(init_size=ni)
surrogate_control=surrogate_control_init(n_theta=3)
S = spot.Spot(fun=fun,
fun_control=fun_control,
design_control=design_control,
surrogate_control=surrogate_control,)
S.run()
S.parallel_plot()
Source code in spotPython/spot/spot.py
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|
plot_contour(i=0, j=1, min_z=None, max_z=None, show=True, filename=None, n_grid=25, contour_levels=10, dpi=200, title='')
¶
Plot the contour of any dimension.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
i |
int
|
the first dimension |
0
|
j |
int
|
the second dimension |
1
|
min_z |
float
|
the minimum value of z |
None
|
max_z |
float
|
the maximum value of z |
None
|
show |
bool
|
show the plot |
True
|
filename |
str
|
save the plot to a file |
None
|
n_grid |
int
|
number of grid points |
25
|
contour_levels |
int
|
number of contour levels |
10
|
dpi |
int
|
dpi of the plot. Default is 200. |
200
|
title |
str
|
title of the plot |
''
|
Returns:
Type | Description |
---|---|
None
|
None |
Examples:
>>> import numpy as np
from spotPython.fun.objectivefunctions import analytical
from spotPython.spot import spot
from spotPython.utils.init import (
fun_control_init, optimizer_control_init, surrogate_control_init, design_control_init
)
# number of initial points:
ni = 5
# number of points
fun_evals = 10
fun = analytical().fun_sphere
fun_control = fun_control_init(
lower = np.array([-1, -1, -1]),
upper = np.array([1, 1, 1]),
fun_evals=fun_evals,
tolerance_x = np.sqrt(np.spacing(1))
)
design_control=design_control_init(init_size=ni)
surrogate_control=surrogate_control_init(n_theta=3)
S = spot.Spot(fun=fun,
fun_control=fun_control,
design_control=design_control,
surrogate_control=surrogate_control,)
S.run()
S.plot_important_hyperparameter_contour()
Source code in spotPython/spot/spot.py
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|
plot_importance(threshold=0.1, filename=None, dpi=300, show=True)
¶
Plot the importance of each variable.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
threshold |
float
|
The threshold of the importance. |
0.1
|
filename |
str
|
The filename of the plot. |
None
|
dpi |
int
|
The dpi of the plot. |
300
|
show |
bool
|
Show the plot. Default is |
True
|
Returns:
Type | Description |
---|---|
None
|
None |
Source code in spotPython/spot/spot.py
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|
plot_important_hyperparameter_contour(threshold=0.0, filename=None, show=True, max_imp=None, title='', scale_global=False)
¶
Plot the contour of important hyperparameters.
Calls plot_contour
for each pair of important hyperparameters.
Importance can be specified by the threshold.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
threshold |
float
|
threshold for the importance. Not used any more in spotPython >= 0.13.2. |
0.0
|
filename |
str
|
filename of the plot |
None
|
show |
bool
|
show the plot. Default is |
True
|
max_imp |
int
|
maximum number of important hyperparameters. If there are more important hyperparameters
than |
None
|
title |
str
|
title of the plots |
''
|
Returns:
Type | Description |
---|---|
None
|
None. |
Examples:
>>> import numpy as np
from spotPython.fun.objectivefunctions import analytical
from spotPython.spot import spot
from spotPython.utils.init import (
fun_control_init, optimizer_control_init, surrogate_control_init, design_control_init
)
# number of initial points:
ni = 5
# number of points
fun_evals = 10
fun = analytical().fun_sphere
fun_control = fun_control_init(
lower = np.array([-1, -1, -1]),
upper = np.array([1, 1, 1]),
fun_evals=fun_evals,
tolerance_x = np.sqrt(np.spacing(1))
)
design_control=design_control_init(init_size=ni)
surrogate_control=surrogate_control_init(n_theta=3)
S = spot.Spot(fun=fun,
fun_control=fun_control,
design_control=design_control,
surrogate_control=surrogate_control,)
S.run()
S.plot_important_hyperparameter_contour()
Source code in spotPython/spot/spot.py
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|
plot_model(y_min=None, y_max=None)
¶
Plot the model fit for 1-dim objective functions.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
self |
object
|
spot object |
required |
y_min |
float
|
y range, lower bound. |
None
|
y_max |
float
|
y range, upper bound. |
None
|
Returns:
Type | Description |
---|---|
None
|
None |
Examples:
>>> import numpy as np
from spotPython.utils.init import (
fun_control_init, optimizer_control_init, surrogate_control_init, design_control_init
)
from spotPython.fun.objectivefunctions import analytical
from spotPython.spot import spot
# number of initial points:
ni = 3
# number of points
fun_evals = 7
fun = analytical().fun_sphere
fun_control = fun_control_init(
lower = np.array([-1]),
upper = np.array([1]),
fun_evals=fun_evals,
tolerance_x = np.sqrt(np.spacing(1))
)
design_control=design_control_init(init_size=ni)
S = spot.Spot(fun=fun,
fun_control=fun_control,
design_control=design_control
S.run()
S.plot_model()
Source code in spotPython/spot/spot.py
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|
plot_progress(show=True, log_x=False, log_y=False, filename='plot.png', style=['ko', 'k', 'ro-'], dpi=300)
¶
Plot the progress of the hyperparameter tuning (optimization).
Parameters:
Name | Type | Description | Default |
---|---|---|---|
show |
bool
|
Show the plot. |
True
|
log_x |
bool
|
Use logarithmic scale for x-axis. |
False
|
log_y |
bool
|
Use logarithmic scale for y-axis. |
False
|
filename |
str
|
Filename to save the plot. |
'plot.png'
|
style |
list
|
Style of the plot. Default: [‘k’, ‘ro-‘], i.e., the initial points are plotted as a black line and the subsequent points as red dots connected by a line. |
['ko', 'k', 'ro-']
|
Returns:
Type | Description |
---|---|
None
|
None |
Examples:
>>> import numpy as np
from spotPython.fun.objectivefunctions import analytical
from spotPython.spot import spot
from spotPython.utils.init import (
fun_control_init, optimizer_control_init, surrogate_control_init, design_control_init
)
# number of initial points:
ni = 7
# number of points
fun_evals = 10
fun = analytical().fun_sphere
fun_control = fun_control_init(
lower = np.array([-1, -1]),
upper = np.array([1, 1])
fun_evals=fun_evals,
tolerance_x = np.sqrt(np.spacing(1))
)
design_control=design_control_init(init_size=ni)
surrogate_control=surrogate_control_init(n_theta=3)
S = spot.Spot(fun=fun,
fun_control=fun_control
design_control=design_control,
surrogate_control=surrogate_control,)
S.run()
S.plot_progress(log_y=True)
Source code in spotPython/spot/spot.py
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|
print_importance(threshold=0.1, print_screen=True)
¶
Print importance of each variable and return the results as a list.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
threshold |
float
|
threshold for printing |
0.1
|
print_screen |
boolean
|
if |
True
|
Returns:
Name | Type | Description |
---|---|---|
output |
list
|
list of results |
Source code in spotPython/spot/spot.py
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|
print_results(print_screen=True, dict=None)
¶
Print results from the run
- min y
- min X
If
noise == True
, additionally the following values are printed: - min mean y
- min mean X
Parameters:
Name | Type | Description | Default |
---|---|---|---|
print_screen |
bool
|
print results to screen |
True
|
Returns:
Name | Type | Description |
---|---|---|
output |
list
|
list of results |
Source code in spotPython/spot/spot.py
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|
print_results_old(print_screen=True, dict=None)
¶
Print results from the run
- min y
- min X
If
noise == True
, additionally the following values are printed: - min mean y
- min mean X
Parameters:
Name | Type | Description | Default |
---|---|---|---|
print_screen |
bool
|
print results to screen |
True
|
Returns:
Name | Type | Description |
---|---|---|
output |
list
|
list of results |
Source code in spotPython/spot/spot.py
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|
save_experiment(filename=None)
¶
Save the experiment to a file.
Source code in spotPython/spot/spot.py
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|
set_self_attribute(attribute, value, dict)
¶
This function sets the attribute of the ‘self’ object to the provided value. If the key exists in the provided dictionary, it updates the attribute with the value from the dictionary.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
self |
object
|
the object whose attribute is to be set |
required |
attribute |
str
|
the attribute to set |
required |
value |
Any
|
the value to set the attribute to |
required |
dict |
dict
|
the dictionary to check for the key |
required |
Source code in spotPython/spot/spot.py
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|
show_progress_if_needed(timeout_start)
¶
Show progress bar if show_progress
is True
. If
self.progress_file is not None
, the progress bar is saved
in the file with the name self.progress_file
.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
self |
object
|
Spot object |
required |
timeout_start |
float
|
start time |
required |
Returns:
Type | Description |
---|---|
NoneType
|
None |
Source code in spotPython/spot/spot.py
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|
suggest_new_X()
¶
Compute n_points
new infill points in natural units.
These diffrent points are computed by the optimizer using increasing seed.
The optimizer searches in the ranges from lower_j
to upper_j
.
The method infill()
is used as the objective function.
Returns:
Type | Description |
---|---|
ndarray
|
|
Note
This is step (S-14a) in [bart21i].
Examples:
>>> import numpy as np
from spotPython.spot import spot
from spotPython.fun.objectivefunctions import analytical
from spotPython.utils.init import (
fun_control_init, optimizer_control_init, surrogate_control_init, design_control_init
)
nn = 3
fun_sphere = analytical().fun_sphere
fun_control = fun_control_init(
lower = np.array([-1, -1]),
upper = np.array([1, 1]),
n_points=nn,
)
spot_1 = spot.Spot(
fun=fun_sphere,
fun_control=fun_control,
)
# (S-2) Initial Design:
spot_1.X = spot_1.design.scipy_lhd(
spot_1.design_control["init_size"], lower=spot_1.lower, upper=spot_1.upper
)
print(f"spot_1.X: {spot_1.X}")
# (S-3): Eval initial design:
spot_1.y = spot_1.fun(spot_1.X)
print(f"spot_1.y: {spot_1.y}")
spot_1.fit_surrogate()
X0 = spot_1.suggest_new_X()
print(f"X0: {X0}")
assert X0.size == spot_1.n_points * spot_1.k
assert X0.ndim == 2
assert X0.shape[0] == nn
assert X0.shape[1] == 2
spot_1.X: [[ 0.86352963 0.7892358 ]
[-0.24407197 -0.83687436]
[ 0.36481882 0.8375811 ]
[ 0.415331 0.54468512]
[-0.56395091 -0.77797854]
[-0.90259409 -0.04899292]
[-0.16484832 0.35724741]
[ 0.05170659 0.07401196]
[-0.78548145 -0.44638164]
[ 0.64017497 -0.30363301]]
spot_1.y: [1.36857656 0.75992983 0.83463487 0.46918172 0.92329124 0.8170764
0.15480068 0.00815134 0.81623768 0.502017 ]
X0: [[0.00154544 0.003962 ]
[0.00165526 0.00410847]
[0.00165685 0.0039177 ]]
Source code in spotPython/spot/spot.py
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|
to_red_dim()
¶
Reduce dimension if lower == upper. This is done by removing the corresponding entries from lower, upper, var_type, and var_name. k is modified accordingly.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
self |
object
|
Spot object |
required |
Returns:
Type | Description |
---|---|
NoneType
|
None |
Attributes:
Name | Type | Description |
---|---|---|
self.lower |
ndarray
|
lower bound |
self.upper |
ndarray
|
upper bound |
self.var_type |
List[str]
|
list of variable types |
Examples:
>>> import numpy as np
from spotPython.fun.objectivefunctions import analytical
from spotPython.spot import spot
from spotPython.utils.init import (
fun_control_init, optimizer_control_init, surrogate_control_init, design_control_init
)
# number of initial points:
ni = 3
# number of points
n = 10
fun = analytical().fun_sphere
fun_control = fun_control_init(
lower = np.array([-1, -1]),
upper = np.array([1, 1]),
fun_evals = n)
design_control=design_control_init(init_size=ni)
spot_1 = spot.Spot(fun=fun,
fun_control=fun_control,
design_control=design_control,)
spot_1.run()
assert spot_1.lower.size == 2
assert spot_1.upper.size == 2
assert len(spot_1.var_type) == 2
assert spot_1.red_dim == False
spot_1.lower = np.array([-1, -1])
spot_1.upper = np.array([-1, -1])
spot_1.to_red_dim()
assert spot_1.lower.size == 0
assert spot_1.upper.size == 0
assert len(spot_1.var_type) == 0
assert spot_1.red_dim == True
Source code in spotPython/spot/spot.py
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update_design()
¶
Update design. Generate and evaluate new design points.
It is basically a call to the method get_new_X0()
.
If noise
is True
, additionally the following steps
(from get_X_ocba()
) are performed:
1. Compute OCBA points.
2. Evaluate OCBA points.
3. Append OCBA points to the new design points.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
self |
object
|
Spot object |
required |
Returns:
Type | Description |
---|---|
NoneType
|
None |
Attributes:
Name | Type | Description |
---|---|---|
self.X |
ndarray
|
updated design |
self.y |
ndarray
|
updated design values |
Examples:
>>> # 1. Without OCBA points:
>>> import numpy as np
from spotPython.fun.objectivefunctions import analytical
from spotPython.utils.init import (
fun_control_init, optimizer_control_init, surrogate_control_init, design_control_init
)
from spotPython.spot import spot
# number of initial points:
ni = 0
X_start = np.array([[0, 0], [0, 1], [1, 0], [1, 1], [1, 1]])
fun = analytical().fun_sphere
fun_control = fun_control_init(
lower = np.array([-1, -1]),
upper = np.array([1, 1])
)
design_control=design_control_init(init_size=ni)
S = spot.Spot(fun=fun,
fun_control=fun_control,
design_control=design_control,)
S.initialize_design(X_start=X_start)
print(f"S.X: {S.X}")
print(f"S.y: {S.y}")
X_shape_before = S.X.shape
print(f"X_shape_before: {X_shape_before}")
print(f"y_size_before: {S.y.size}")
y_size_before = S.y.size
S.update_stats()
S.fit_surrogate()
S.update_design()
print(f"S.X: {S.X}")
print(f"S.y: {S.y}")
print(f"S.n_points: {S.n_points}")
print(f"X_shape_after: {S.X.shape}")
print(f"y_size_after: {S.y.size}")
>>> #
>>> # 2. Using the OCBA points:
>>> import numpy as np
from spotPython.fun.objectivefunctions import analytical
from spotPython.spot import spot
from spotPython.utils.init import fun_control_init
# number of initial points:
ni = 3
X_start = np.array([[0, 1], [1, 0], [1, 1], [1, 1]])
fun = analytical().fun_sphere
fun_control = fun_control_init(
sigma=0.02,
lower = np.array([-1, -1]),
upper = np.array([1, 1]),
noise=True,
ocba_delta=1,
)
design_control=design_control_init(init_size=ni, repeats=2)
S = spot.Spot(fun=fun,
design_control=design_control,
fun_control=fun_control
)
S.initialize_design(X_start=X_start)
print(f"S.X: {S.X}")
print(f"S.y: {S.y}")
X_shape_before = S.X.shape
print(f"X_shape_before: {X_shape_before}")
print(f"y_size_before: {S.y.size}")
y_size_before = S.y.size
S.update_stats()
S.fit_surrogate()
S.update_design()
print(f"S.X: {S.X}")
print(f"S.y: {S.y}")
print(f"S.n_points: {S.n_points}")
print(f"S.ocba_delta: {S.ocba_delta}")
print(f"X_shape_after: {S.X.shape}")
print(f"y_size_after: {S.y.size}")
# compare the shapes of the X and y values before and after the update_design method
assert X_shape_before[0] + S.n_points * S.fun_repeats + S.ocba_delta == S.X.shape[0]
assert X_shape_before[1] == S.X.shape[1]
assert y_size_before + S.n_points * S.fun_repeats + S.ocba_delta == S.y.size
Source code in spotPython/spot/spot.py
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update_stats()
¶
Update the following stats: 1. min_y
2. min_X
3. counter
If noise
is True
, additionally the following stats are computed: 1. mean_X
2. mean_y
3. min_mean_y
4. min_mean_X
.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
self |
object
|
Spot object |
required |
Returns:
Type | Description |
---|---|
NoneType
|
None |
Attributes:
Name | Type | Description |
---|---|---|
self.min_y |
float
|
minimum y value |
self.min_X |
ndarray
|
X value of the minimum y value |
self.counter |
int
|
number of function evaluations |
self.mean_X |
ndarray
|
mean X values |
self.mean_y |
ndarray
|
mean y values |
self.var_y |
ndarray
|
variance of y values |
self.min_mean_y |
float
|
minimum mean y value |
self.min_mean_X |
ndarray
|
X value of the minimum mean y value |
Source code in spotPython/spot/spot.py
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write_db_dict()
¶
Writes a dictionary with the experiment parameters to the json file spotPython_db.json.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
self |
object
|
Spot object |
required |
Returns:
Type | Description |
---|---|
NoneType
|
None |
Source code in spotPython/spot/spot.py
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