Source code for orion.algo.gridsearch.gridsearch

Grid Search
from __future__ import annotations

import itertools
import logging

import numpy

from orion.algo.base import BaseAlgorithm
from import Categorical, Dimension, Fidelity, Integer, Real, Space
from orion.core.utils import format_trials

log = logging.getLogger(__name__)

[docs]def grid(dim: Dimension, num: int): """Build a one-dim grid of num points""" if dim.type == "categorical": # NOTE: Following lines have type errors, because we check the type using the `type` # attribute rather than using `isinstance`. This is the right thing to do, since the # TransformedDimension subclasses wouldn't be handled correctly using `isinstance`. # TODO: Would be nice for the different TransformedSpace subclasses to be generics w.r.t. # the type of the wrapped space. This way, we could annotate the functions below with e.g. # `Integer | TransformedSpace[Integer]`. return categorical_grid(dim, num) # type: ignore elif dim.type == "integer": return discrete_grid(dim, num) # type: ignore elif dim.type == "real": return real_grid(dim, num) # type: ignore elif dim.type == "fidelity": return fidelity_grid(dim, num) # type: ignore else: raise TypeError( "Grid Search only supports `real`, `integer`, `categorical` and `fidelity`: " f"`{dim.type}`\n" "For more information on dimension types, see " "" )
# pylint: disable=unused-argument def fidelity_grid(dim: Fidelity, num: int): """Build fidelity grid, that is, only top value""" return [dim.interval()[1]]
[docs]def categorical_grid(dim: Categorical, num: int): """Build categorical grid, that is, all categories""" categories = dim.interval() if len(categories) != num: log.warning( f"Categorical dimension {} does not have {num} choices: {categories}. " "Will use {len(categories)} choices instead." ) return categories
[docs]def discrete_grid(dim: Integer, num: int): """Build discretized real grid""" grid = real_grid(dim, num) _, b = dim.interval() discrete_grid = [int(numpy.round(grid[0]))] for v in grid[1:]: int_v = int(numpy.round(v)) if int_v <= discrete_grid[-1]: int_v = discrete_grid[-1] + 1 if int_v > b: log.warning( f"Cannot list {num} discrete values for {}. " "Will use {len(discrete_grid)} points instead." ) break discrete_grid.append(int_v) return discrete_grid
[docs]def real_grid(dim: Real, num: int): """Build real grid""" if dim.prior_name.endswith("reciprocal"): a, b = dim.interval() return list(_log_grid(a, b, num)) elif dim.prior_name.endswith("uniform"): a, b = dim.interval() return list(_lin_grid(a, b, num)) else: raise TypeError( "Grid Search only supports `loguniform`, `uniform` and `choices`: " f"`{dim.prior_name}`" )
def _log_grid(a, b, num: int) -> numpy.ndarray: return numpy.exp(_lin_grid(numpy.log(a), numpy.log(b), num)) def _lin_grid(a, b, num: int) -> numpy.ndarray: return numpy.linspace(a, b, num=num)
[docs]class GridSearch(BaseAlgorithm): """Grid Search algorithm Parameters ---------- n_values: int or dict Number of trials for each dimensions, or dictionary specifying number of trials for each dimension independently (name, n_values). For categorical dimensions, n_values will not be used, and all categories will be used to build the grid. """ deterministic = True requires_type = None requires_dist = None requires_shape = "flattened" def __init__( self, space: Space, n_values: int | dict[str, int] = 100, ): super().__init__(space) # pylint: disable=invalid-name self.n = 0 self.n_values = n_values n_values_dict = ( {name: n_values for name in} if not isinstance(n_values, dict) else n_values ) max_trials = 10_000 if self.max_trials is None else self.max_trials self.grid = self.build_grid(, n_values_dict, max_trials=max_trials, ) self.index = 0
[docs] @staticmethod def build_grid(space: Space, n_values: dict[str, int], max_trials: int = 10000): """Build a grid of trials Parameters ---------- n_values: int or dict Dictionary specifying number of trials for each dimension independently (name, n_values). For categorical dimensions, n_values will not be used, and all categories will be used to build the grid. max_trials: int Maximum number of trials for the grid. If n_values lead to more trials than max_trials, the n_values will be adjusted down. Will raise ValueError if it is impossible to build a grid smaller than max_trials (for instance if choices are too large). """ adjust = 0 n_trials = float("inf") coordinates: list[list] = [] while n_trials > max_trials: coordinates = [] capped_values = [] for name, dim in space.items(): capped_value = max(n_values[name] - adjust, 1) capped_values.append(capped_value) coordinates.append(list(grid(dim, capped_value))) if all(value <= 1 for value in capped_values): raise ValueError( f"Cannot build a grid smaller than {max_trials}. " "Try reducing the number of choices in categorical dimensions." ) n_trials =[len(dim_values) for dim_values in coordinates]) # TODO: Use binary search instead of incrementing by one. adjust += 1 if adjust > 1: log.warning( f"`n_values` reduced by {adjust-1} to limit number of trials below {max_trials}." ) return list(itertools.product(*coordinates))
@property def state_dict(self) -> dict: """Return a state dict that can be used to reset the state of the algorithm.""" state_dict = super().state_dict state_dict["grid"] = self.grid state_dict["index"] = self.index return state_dict
[docs] def set_state(self, state_dict: dict) -> None: """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(state_dict) self.grid = state_dict["grid"] self.index = state_dict["index"]
[docs] def suggest(self, num): """Return the entire grid of suggestions Returns ------- list of trials or None A list of lists representing trials 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. """ trials = [] while len(trials) < num and self.index < len(self.grid): trial = format_trials.tuple_to_trial(self.grid[self.index], if not self.has_suggested(trial): self.register(trial) trials.append(trial) self.index += 1 return trials
@property def is_done(self): """Return True when all grid has been covered.""" # NOTE: GridSearch doesn't care about the space cardinality, it can just check if the grid # has been completely explored. return ( self.has_completed_max_trials or self.grid is not None and self.n_suggested >= len(self.grid) ) @property def configuration(self): """Return tunable elements of this algorithm in a dictionary form appropriate for saving. """ # NOTE: Override parent method to ignore `seed` return {self.__class__.__name__.lower(): {"n_values": self.n_values}}