Base definition of algorithms

class orion.algo.base.BaseAlgorithm(space, **kwargs)[source]

Base class describing what an algorithm can do.

Parameters
spaceorion.algo.space.Space

Definition of a problem’s parameter space.

kwargsdict

Tunable elements of a particular algorithm, a dictionary from hyperparameter names to values.

Notes

We are using the No Free Lunch theorem’s [R367dceedad15-1]_[R367dceedad15-3]_ formulation of an BaseAlgorithm. We treat it as a part of a procedure which in each iteration suggests a sample of the parameter space of the problem as a candidate solution and observes the results of its evaluation.

Developer Note: Each algorithm’s complete specification, i.e. implementation of its methods and parameters of its own, lies in a separate concrete algorithm class, which must be an immediate subclass of BaseAlgorithm. [The reason for this is current implementation of orion.core.utils.Factory metaclass which uses BaseAlgorithm.__subclasses__().] Second, one must declare an algorithm’s own parameters (tunable elements which could be set by configuration). This is done by passing them to BaseAlgorithm.__init__() by calling Python’s super with a Space object as a positional argument plus algorithm’s own parameters as keyword arguments. The keys of the keyword arguments passed to BaseAlgorithm.__init__() are interpreted as the algorithm’s parameter names. So for example, a subclass could be as simple as this (regarding the logistics, not an actual algorithm’s implementation):

References

1

D. H. Wolpert and W. G. Macready, “No Free Lunch Theorems for Optimization,” IEEE Transactions on Evolutionary Computation, vol. 1, no. 1, pp. 67–82, Apr. 1997.

2

W. G. Macready and D. H. Wolpert, “What Makes An Optimization Problem Hard?,” Complexity, vol. 1, no. 5, pp. 40–46, 1996.

3

D. H. Wolpert and W. G. Macready, “No Free Lunch Theorems for Search,” Technical Report SFI-TR-95-02-010, Santa Fe Institute, 1995.

Examples

 1from orion.algo.base import BaseAlgorithm
 2from orion.algo.space import (Integer, Space)
 3
 4class MySimpleAlgo(BaseAlgorithm):
 5
 6    def __init__(self, space, multiplier=1, another_param="a string param"):
 7        super().__init__(space, multiplier=multiplier, another_param=another_param)
 8
 9    def suggest(self, num=1):
10        print(self.another_param)
11        return list(map(lambda x: tuple(map(lambda y: self.multiplier * y, x)),
12                        self.space.sample(num)))
13
14    def observe(self, points, results):
15        pass
16
17dim = Integer('named_param', 'norm', 3, 2, shape=(2, 3))
18s = Space()
19s.register(dim)
20
21algo = MySimpleAlgo(s, 2, "I am just sampling!")
22algo.suggest()
Attributes
configuration

Return tunable elements of this algorithm in a dictionary form appropriate for saving.

fidelity_index

Compute the dimension name of the space where fidelity is.

is_done

Whether the algorithm is done and will not make further suggestions.

n_observed

Number of completed trials observed by the algorithm

n_suggested

Number of trials suggested by the algorithm

requires_dist
requires_shape
requires_type
space

Domain of problem associated with this algorithm’s instance.

state_dict

Return a state dict that can be used to reset the state of the algorithm.

Methods

format_trial(trial)

Format trial based on space transformations

get_id(trial[, ignore_fidelity])

Return unique hash for a trials based on params

has_observed(trial)

Whether the algorithm has observed a given point objective.

has_suggested(trial)

Whether the algorithm has suggested a given point.

judge(trial, measurements)

Inform an algorithm about online measurements of a running trial.

observe(trials)

Observe the results of the evaluation of the trials in the process defined in user's script.

register(trial)

Save the trial as one suggested or observed by the algorithm.

score(trial)

Allow algorithm to evaluate point based on a prediction about this parameter set's performance.

seed_rng(seed)

Seed the state of the random number generator.

set_state(state_dict)

Reset the state of the algorithm based on the given state_dict

should_suspend(trial)

Allow algorithm to decide whether a particular running trial is still worth to complete its evaluation, based on information provided by the judge method.

suggest(num)

Suggest a num of new sets of parameters.

property configuration

Return tunable elements of this algorithm in a dictionary form appropriate for saving.

property fidelity_index

Compute the dimension name of the space where fidelity is.

Returns None if there is no fidelity dimension.

format_trial(trial)[source]

Format trial based on space transformations

This will apply the reverse transformation on the trial and then transform it again.

Some transformations are lossy and thus the trials suggested by the algorithm could be different when returned to observe. Using format_trial makes it possible for the algorithm to see the final version of the trial after back and forth transformations. This way it can recognise the trial in observe and also avoid duplicates that would have gone unnoticed during suggestion.

Parameters
trialorion.core.worker.trial.Trial

Trial from a orion.algo.space.Space.

get_id(trial, ignore_fidelity=False)[source]

Return unique hash for a trials based on params

The trial is assumed to be in the transformed space if the algorithm is working in a transformed space.

Parameters
pointtuples of array-likes

Points from a orion.algo.space.Space.

ignore_fidelity: bool, optional

If True, the fidelity dimension is ignored when computing a unique hash for the trial. Defaults to False.

has_observed(trial)[source]

Whether the algorithm has observed a given point objective.

This only counts observed completed trials.

Parameters
trial: ``orion.core.worker.trial.Trial``

Trial object to retrieve from the database

Returns
bool

True if the trial’s objective was observed by the algo, False otherwise.

has_suggested(trial)[source]

Whether the algorithm has suggested a given point.

Parameters
trial: ``orion.core.worker.trial.Trial``

Trial from a orion.algo.space.Space.

Returns
bool

True if the trial was suggested by the algo, False otherwise.

property is_done

Whether the algorithm is done and will not make further suggestions.

Return True, if an algorithm holds that there can be no further improvement. By default, the cardinality of the specified search space will be used to check if all possible sets of parameters has been tried.

judge(trial, measurements)[source]

Inform an algorithm about online measurements of a running trial.

This method is to be used as a callback in a client-server communication between user’s script and a orion’s worker using a BaseAlgorithm. Data returned from this method must be serializable and will be used as a response to the running environment. Default response is None.

Parameters
trial: ``orion.core.worker.trial.Trial``

Trial object to retrieve from the database

Returns
None or a serializable dictionary containing named data
property n_observed

Number of completed trials observed by the algorithm

property n_suggested

Number of trials suggested by the algorithm

observe(trials)[source]

Observe the results of the evaluation of the trials in the process defined in user’s script.

Parameters
trials: list of ``orion.core.worker.trial.Trial``

Trials from a orion.algo.space.Space.

register(trial)[source]

Save the trial as one suggested or observed by the algorithm.

The trial objectives may change without the algorithm having actually observed it. In order to detect this, we assign a tuple (trial and trial.objective) to the key self.get_id(trial) so that if the objective was not observed, we will see that second item of the tuple is None.

Parameters
trial: ``orion.core.worker.trial.Trial``

Trial from a orion.algo.space.Space.

score(trial)[source]

Allow algorithm to evaluate point based on a prediction about this parameter set’s performance.

By default, return the same score any parameter (no preference).

Parameters
trial: ``orion.core.worker.trial.Trial``

Trial object to retrieve from the database

Returns
A subjective measure of expected perfomance.
seed_rng(seed)[source]

Seed the state of the random number generator.

Parameters

seed – Integer seed for the random number generator.

Note

This methods does nothing if the algorithm is deterministic.

set_state(state_dict)[source]

Reset the state of the algorithm based on the given state_dict

Parameters

state_dict – Dictionary representing state of an algorithm

should_suspend(trial)[source]

Allow algorithm to decide whether a particular running trial is still worth to complete its evaluation, based on information provided by the judge method.

property space

Domain of problem associated with this algorithm’s instance.

property state_dict

Return a state dict that can be used to reset the state of the algorithm.

abstract suggest(num)[source]

Suggest a num of new sets of parameters.

Parameters
num: int

Number of points to suggest. The algorithm may return less than the number of points requested.

Returns
list of trials or None

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 orion.algo.space.Space.