Source code for orion.algo.axoptimizer.axoptimizer

:mod:`orion.algo.axoptimizer` -- Ax Wrapper
import contextlib
import copy
from typing import List, Optional

from orion.algo.base import BaseAlgorithm
from import Fidelity, Space
from orion.core.utils import format_trials
from orion.core.utils.flatten import flatten
from orion.core.utils.module_import import ImportOptional
from orion.core.worker.transformer import TransformedDimension

with ImportOptional("Ax") as import_optional:
    from ax.service.ax_client import AxClient
    from ax.service.utils.instantiation import ObjectiveProperties

if import_optional.failed:
    # pylint: disable=invalid-name
    AxClient = None  # noqa: F811
    ObjectiveProperties = None  # noqa: F811

[docs]class AxOptimizer(BaseAlgorithm): """Wrapper around the `Ax platform <>`_ for multi-objectives optimization and constraints. Parameters ---------- space: `` Optimisation space with priors for each dimension. seed: None, int or sequence of int, optional random seed for reproducibility. Works only for Sobol quasi-random generator and for BoTorch-powered models. For the latter models, the trials generated from the same optimization setup with the same seed, will be mostly similar, but the exact parameter values may still vary and trials latter in the optimizations will diverge more and more. This is because a degree of randomness is essential for high performance of the Bayesian optimization models and is not controlled by the seed. .. note:: In multi-threaded environments, the random seed is thread-safe, but does not actually guarantee reproducibility. Whether the outcomes will be exactly the same for two same operations that use the random seed, depends on whether the threads modify the random state in the same order across the two operations. Default: ``None`` n_initial_trials: int, optional Specific number of initialization trials. Initialization trials are generated quasi-randomly using Sobol. extra_objectives: sequence of str, optional List of metrics' name which are also objectives to minimize. threshold: The bound in the objective's threshold constraint. .. note:: Orion expects the `extra_objectives` results to be stored in `orion.core.worker.Trial.statistics` constraints: sequence of str, optional Dict of list of string representation of metrics constraints of form ["metric_name >= bound"], like ["m1 <= 3"] .. note:: Orion expects the `constraints` results to be stored in `orion.core.worker.Trial.constraints` .. note:: See for more details about how Ax expects its outcome constraints """ requires_type = "numerical" requires_dist = None requires_shape = "flattened" def __init__( self, space: Space, seed: Optional[int] = None, n_initial_trials: Optional[int] = 20, extra_objectives: Optional[List[str]] = None, constraints: Optional[List[str]] = None, ): import_optional.ensure() extra_objectives = set(extra_objectives if extra_objectives else []) constraints = constraints if constraints else [] # Ax needs its max_trials property to always be set to build its client self.max_trials = None self._client_state = None self._trials_map = {} # tmp super().__init__( space, seed=seed, n_initial_trials=n_initial_trials, extra_objectives=extra_objectives, constraints=constraints, ) # test Ax parameters with self.get_client(): pass self._client_state = None
[docs] def seed_rng(self, seed): """Seed the state of the random number generator. Parameters ---------- seed: int Integer seed for the random number generator. .. note:: Ax does not promise deterministic trials generation and only similar trials generation. """ if self._client_state is not None: raise RuntimeError( f"{self.__class__.__name__} does not support reseeding an instantiated client" ) self.seed = seed
@property def state_dict(self): """Return a state dict that can be used to reset the state of the algorithm.""" state_dict = copy.deepcopy(super().state_dict) # NOTE: AxClient.to_json_snapshot() seams to be more like the current internal # state of the client than an independent snapshot state_dict["_client_state"] = copy.deepcopy(self._client_state) state_dict["_trials_map"] = copy.deepcopy(self._trials_map) return state_dict
[docs] def set_state(self, state_dict): """Reset the state of the algorithm based on the given state_dict Parameters ---------- state_dict: dict Dictionary representing state of an algorithm """ super().set_state(copy.deepcopy(state_dict)) self._client_state = copy.deepcopy(state_dict.get("_client_state")) self._trials_map = copy.deepcopy(state_dict.get("_trials_map"))
[docs] @contextlib.contextmanager def get_client(self): """Instantiate a new AxClient from previous snapshot""" if self._client_state is not None: # Copy client state because `from_json_snapshot` modifies it... client = AxClient.from_json_snapshot(copy.deepcopy(self._client_state)) else: client = AxClient( random_seed=self.seed, enforce_sequential_optimization=False, verbose_logging=False, ) client.create_experiment( parameters=orion_space_to_axoptimizer_space(, choose_generation_strategy_kwargs={ "num_initialization_trials": self.n_initial_trials, "max_parallelism_override": self.max_trials, }, objectives={ "objective": ObjectiveProperties(minimize=True), **{ o: ObjectiveProperties(minimize=True) for o in self.extra_objectives }, }, outcome_constraints=self.constraints, ) yield client self._client_state = client.to_json_snapshot()
[docs] def suggest(self, num): """Suggest a number of new sets of parameters. Parameters ---------- num: int Number of trials to suggest. The algorithm may return less than the number of trials requested. Returns ------- list of trials A list of trials representing values suggested by the algorithm. The algorithm may opt out if it cannot make a good suggestion at the moment (it may be waiting for other trials to complete), in which case it will return None. Notes ----- New parameters must be compliant with the problem's domain ``. """ trials = [] with self.get_client() as client: _trials, _ = client.get_next_trials(num) for trial_index, parameters in _trials.items(): parameters = AxOptimizer.reverse_params(parameters, # Ax does not support Fidelity dimension type so fake it with # its max if self.fidelity_index is not None: # Convert 0-dim arrays into python numbers so their type can # be validated by Ax fidelity_dim =[self.fidelity_index] while isinstance(fidelity_dim, TransformedDimension): fidelity_dim = fidelity_dim.original_dimension assert isinstance(fidelity_dim, Fidelity) parameters[self.fidelity_index] = float(fidelity_dim.high) new_trial = format_trials.dict_to_trial(parameters, if not self.has_suggested(new_trial): self.register(new_trial) trials.append(new_trial) self._trials_map[self.get_id(new_trial)] = trial_index # tmp return trials
[docs] def observe(self, trials): """Observe the `trials` new state of result. Parameters ---------- trials: list of ``orion.core.worker.trial.Trial`` Trials from a ``. """ with self.get_client() as ax_client: for trial in trials: if not self.has_suggested(trial): _, trial_index = ax_client.attach_trial( AxOptimizer.transform_params(flatten(trial.params), ) self._trials_map[self.get_id(trial)] = trial_index if not self.has_observed(trial): # Check the trial status trial_status = trial.status # If the trial status is `completed` if trial_status == "completed": # Complete it in Ax ax_trial_index = self._trials_map[self.get_id(trial)] raw_data = { "objective": trial.objective.value, **{ s.value for s in trial.statistics if in self.extra_objectives }, **{ r.value for r in trial.constraints}, } ax_client.complete_trial( trial_index=ax_trial_index, raw_data=raw_data ) # If the trial status is `broken` elif trial_status == "broken": # Set is as broken is Ax ax_trial_index = self._trials_map[self.get_id(trial)] ax_client.log_trial_failure(ax_trial_index) # Register the unobserved trial self.register(trial)
[docs] @classmethod def transform_params(cls, orion_params, space): """Convert orion parameter values""" ax_params = {} for dim in space.values(): if dim.type == "fidelity": continue ax_params[] = orion_params[] return ax_params
[docs] @classmethod def reverse_params(cls, ax_params, space): # pylint: disable=unused-argument """Reverse converted `choices` dimensions values to their original types""" orion_params = copy.deepcopy(ax_params) return orion_params
# pylint: disable=invalid-name def orion_space_to_axoptimizer_space(orion_space): """Convert Orion's definition of problem's domain to an axoptimizer compatible one.""" axoptimizer_space = [] for dimension in orion_space.values(): if dimension.type == "fidelity": continue dimensions_dict = {} dimensions_dict["name"] = dimensions_dict["type"] = "range" # Convert 0-dim arrays into python numbers so their type can be # validated by Ax dimensions_dict["bounds"] = [float(i) for i in dimension.interval()] if dimension.prior_name in "uniform": dimensions_dict["value_type"] = "float" dimensions_dict["log_scale"] = False elif dimension.prior_name == "reciprocal": dimensions_dict["value_type"] = "float" dimensions_dict["log_scale"] = True elif dimension.prior_name in ["int_uniform", "choices"]: dimensions_dict["value_type"] = "int" dimensions_dict["log_scale"] = False elif dimension.prior_name == "int_reciprocal": dimensions_dict["value_type"] = "int" dimensions_dict["log_scale"] = True else: raise TypeError( "Ax only supports `uniform`, `reciprocal`, `int_uniform`, " f"`int_reciprocal` and `choices`: `{dimension.prior_name}`" ) axoptimizer_space.append(dimensions_dict) return axoptimizer_space