MOFA Algorithm

orion.algo.mofa.mofa – MOFA

MOdular FActorial Design (MOFA)

class orion.algo.mofa.mofa.MOFA(space: Space, seed: int | Sequence[int] | None = None, index: int = 1, n_levels: int = 5, strength: int = 2, threshold: float = 0.1)

MOdular FActorial Design (MOFA).

For more information on the algorithm, see original paper: MOFA: Modular Factorial Design for Hyperparameter Optimization https://arxiv.org/abs/2011.09545

Xiong, Bo, Yimin Huang, Hanrong Ye, Steffen Staab, and Zhenguo Li. “MOFA: Modular Factorial Design for Hyperparameter Optimization.” arXiv preprint arXiv:2011.09545 (2020).

Parameters

space: `orion.algo.space.Space`

Optimisation space with priors for each dimension.

seed: None, int or sequence of int

Seed for the random number generator used to sample new trials. Default: None

index: int, optional

This is the lambda parameter in the paper. Default: 1

n_levels: int, optional

Number of levels in the orthogonal Latin hypercube (OLH) table. Should be set to a prime number. This is the l parameter in the paper. Default: 5

strength: int, optional

Strength parameter. This is the t parameter in the paper. Default: 2

threshold: float, optional

The threshold to determine is a dimension was explored enough and can be fixed. Default: 0.1

Notes

Default values for the index, n_levels, and strength (t) parameter are set to the empirically obtained optimal values described in section 5.2 of the paper.

The number of trials N for a single MOFA iteration is set to N = index * n_levels^t. The --exp-max-trials should be a multiple of N.

MOFA requires Python v3.8 or greater and scipy v1.8 or greater.

Attributes

is_done

Return True, if an algorithm holds that there can be no further improvement.

state_dict

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

Methods

observe(trials)	Observe the trials new state of result.
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
suggest(num)	Suggest a number of new sets of parameters.

property is_done: bool

Return True, if an algorithm holds that there can be no further improvement.

observe(trials: list[Trial]) → None

Observe the trials new state of result.

Collects the completed trials until all trials for the current MOFA iteration have been provided. Then runs the MOFA transformer, analysis and region-of-interest generation stages to prepare for the next iteration, or stops if all parameters have been frozen.

Parameters

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

Trials from a orion.algo.space.Space.

seed_rng(seed: int) → None

Seed the state of the random number generator.

Parameters

seed: int

Integer seed for the random number generator.

set_state(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

property state_dict: dict

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

suggest(num: int) → list[Trial]

Suggest a number of new sets of parameters.

Draws points from a prepared set of samples from an orthonal Latin hypercube.

Parameters

num: int, optional

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 an empty list.

Notes

New parameters must be compliant with the problem’s domain orion.algo.space.Space.

orion.algo.mofa.mofa.get_factorial_importance_analysis(factorial_performance_analysis: DataFrame, space: int) → DataFrame

Compute the factorial importance analysis

orion.algo.mofa.mofa.get_factorial_performance_analysis(oa_table: DataFrame, space: Space, n_levels: int) → DataFrame

Compute the factorial performance analysis

orion.algo.mofa.mofa.select_new_region_of_interest(factorial_importance_analysis: pd.DataFrame, space: Space, threshold: float, n_levels: int) → tuple[Space, dict]

Select new region of interest and frozen parameter values based on factorial analysis.

Parameters

factorial_importance_analysis: dict

Marginal variance ratios on best levels of the factorial performance analysis. Should have format {‘dim-name’: <marginal variance ratio>, …}

space: ``orion.algo.space.Space``

Space object representing the current region of interest.

threshold: float

Threshold of marginal variance ratio below which we should freeze a dimension.