Filip Bártek: Handle invalid neighbors in local search gracefully (#773)

development/.buildinfo

@@ -1,4 +1,4 @@
 # Sphinx build info version 1
 # This file hashes the configuration used when building these files. When it is not found, a full rebuild will be done.
-config: d277f879cd0fb755e914f4b656dea9a9
+config: dfff4dbe53748b403b896743f289097f
 tags: 645f666f9bcd5a90fca523b33c5a78b7

development/_downloads/05800f018d230265748c74b470968d2e/SMAC4MF_mlp_example.ipynb

@@ -46,7 +46,7 @@
       "name": "python",
       "nbconvert_exporter": "python",
       "pygments_lexer": "ipython3",
-      "version": "3.8.11"
+      "version": "3.8.12"
     }
   },
   "nbformat": 4,

development/_downloads/0ee0820574912668af0c33764c340583/SMAC4BB_rosenbrock_example.ipynb

@@ -46,7 +46,7 @@
       "name": "python",
       "nbconvert_exporter": "python",
       "pygments_lexer": "ipython3",
-      "version": "3.8.11"
+      "version": "3.8.12"
     }
   },
   "nbformat": 4,

development/_downloads/2218f0a13c72676f926b21859d211be2/quickstart_example.ipynb

@@ -200,7 +200,7 @@
       "name": "python",
       "nbconvert_exporter": "python",
       "pygments_lexer": "ipython3",
-      "version": "3.8.11"
+      "version": "3.8.12"
     }
   },
   "nbformat": 4,

development/_downloads/24b9820438adbd8fb69e33011770f99a/SMAC4HPO_acq_rosenbrock_example.ipynb

@@ -46,7 +46,7 @@
       "name": "python",
       "nbconvert_exporter": "python",
       "pygments_lexer": "ipython3",
-      "version": "3.8.11"
+      "version": "3.8.12"
     }
   },
   "nbformat": 4,

development/_downloads/43b74d3f45505d96859dc905af08d690/parallel_sh_mlp_example.ipynb

@@ -46,7 +46,7 @@
       "name": "python",
       "nbconvert_exporter": "python",
       "pygments_lexer": "ipython3",
-      "version": "3.8.11"
+      "version": "3.8.12"
     }
   },
   "nbformat": 4,

development/_downloads/639b70a1c67234e3084cc2c3e2d38c73/SMAC4HPO_rosenbrock_example.ipynb

@@ -46,7 +46,7 @@
       "name": "python",
       "nbconvert_exporter": "python",
       "pygments_lexer": "ipython3",
-      "version": "3.8.11"
+      "version": "3.8.12"
     }
   },
   "nbformat": 4,

development/_downloads/6ad4c4c64e8e4997a63a3a62142ab688/SMAC4MF_sgd_example.ipynb

@@ -46,7 +46,7 @@
       "name": "python",
       "nbconvert_exporter": "python",
       "pygments_lexer": "ipython3",
-      "version": "3.8.11"
+      "version": "3.8.12"
     }
   },
   "nbformat": 4,

development/_downloads/84b786484ef999bfca72ceb4e39d8009/fmin_rosenbrock_example.ipynb

@@ -46,7 +46,7 @@
       "name": "python",
       "nbconvert_exporter": "python",
       "pygments_lexer": "ipython3",
-      "version": "3.8.11"
+      "version": "3.8.12"
     }
   },
   "nbformat": 4,

development/_downloads/be818b98393b2d0e8cb47fdac526f87c/fmin_rosenbrock_parallel_example.ipynb

@@ -46,7 +46,7 @@
       "name": "python",
       "nbconvert_exporter": "python",
       "pygments_lexer": "ipython3",
-      "version": "3.8.11"
+      "version": "3.8.12"
     }
   },
   "nbformat": 4,

development/_downloads/c0664e4f06e314f15c09726922ce907f/hyperband_mlp_example.ipynb

@@ -46,7 +46,7 @@
       "name": "python",
       "nbconvert_exporter": "python",
       "pygments_lexer": "ipython3",
-      "version": "3.8.11"
+      "version": "3.8.12"
     }
   },
   "nbformat": 4,

development/_downloads/d8dfe60e9742cab236a1d3ecd6542bd5/SMAC4HPO_svm_example.ipynb

@@ -46,7 +46,7 @@
       "name": "python",
       "nbconvert_exporter": "python",
       "pygments_lexer": "ipython3",
-      "version": "3.8.11"
+      "version": "3.8.12"
     }
   },
   "nbformat": 4,

development/_downloads/da1e2120f9e6bcd99d93fd5283125fa4/SMAC4HPO_gradientboosting_example.ipynb

@@ -46,7 +46,7 @@
       "name": "python",
       "nbconvert_exporter": "python",
       "pygments_lexer": "ipython3",
-      "version": "3.8.11"
+      "version": "3.8.12"
     }
   },
   "nbformat": 4,

development/_modules/index.html

@@ -192,6 +192,7 @@
   <h1>All modules for which code is available</h1>
 <ul><li><a href="ConfigSpace/conditions.html">ConfigSpace.conditions</a></li>
 <li><a href="ConfigSpace/configuration_space.html">ConfigSpace.configuration_space</a></li>
+<li><a href="ConfigSpace/exceptions.html">ConfigSpace.exceptions</a></li>
 <li><a href="ConfigSpace/hyperparameters.html">ConfigSpace.hyperparameters</a></li>
 <li><a href="smac/callbacks.html">smac.callbacks</a></li>
 <li><a href="smac/configspace/util.html">smac.configspace.util</a></li>

development/_modules/smac/optimizer/ei_optimization.html

@@ -205,6 +205,7 @@ <h1>Source code for smac.optimizer.ei_optimization</h1><div class="highlight"><p
     <span class="n">Configuration</span><span class="p">,</span>
     <span class="n">ConfigurationSpace</span><span class="p">,</span>
     <span class="n">convert_configurations_to_array</span><span class="p">,</span>
+    <span class="n">ForbiddenValueError</span><span class="p">,</span>
 <span class="p">)</span>
 <span class="kn">from</span> <span class="nn">smac.runhistory.runhistory</span> <span class="kn">import</span> <span class="n">RunHistory</span>
 <span class="kn">from</span> <span class="nn">smac.stats.stats</span> <span class="kn">import</span> <span class="n">Stats</span>
@@ -560,10 +561,15 @@ <h1>Source code for smac.optimizer.ei_optimization</h1><div class="highlight"><p
                             <span class="n">n</span> <span class="o">=</span> <span class="nb">next</span><span class="p">(</span><span class="n">neighborhood_iterator</span><span class="p">)</span>
                             <span class="n">neighbors_generated</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">+=</span> <span class="mi">1</span>
                             <span class="n">neighbors_for_i</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">n</span><span class="p">)</span>
+                        <span class="k">except</span> <span class="ne">ValueError</span> <span class="k">as</span> <span class="n">e</span><span class="p">:</span>
+                            <span class="c1"># `neighborhood_iterator` raises `ValueError` with some probability when it reaches</span>
+                            <span class="c1"># an invalid configuration.</span>
+                            <span class="bp">self</span><span class="o">.</span><span class="n">logger</span><span class="o">.</span><span class="n">debug</span><span class="p">(</span><span class="n">e</span><span class="p">)</span>
+                            <span class="n">new_neighborhood</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">=</span> <span class="kc">True</span>
                         <span class="k">except</span> <span class="ne">StopIteration</span><span class="p">:</span>
-                            <span class="n">obtain_n</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="n">neighbors_for_i</span><span class="p">)</span>
                             <span class="n">new_neighborhood</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">=</span> <span class="kc">True</span>
                             <span class="k">break</span>
+                    <span class="n">obtain_n</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="n">neighbors_for_i</span><span class="p">)</span>
                     <span class="n">neighbors</span><span class="o">.</span><span class="n">extend</span><span class="p">(</span><span class="n">neighbors_for_i</span><span class="p">)</span>
 
             <span class="k">if</span> <span class="nb">len</span><span class="p">(</span><span class="n">neighbors</span><span class="p">)</span> <span class="o">!=</span> <span class="mi">0</span><span class="p">:</span>
@@ -591,18 +597,25 @@ <h1>Source code for smac.optimizer.ei_optimization</h1><div class="highlight"><p
 
                             <span class="c1"># Found a better configuration</span>
                             <span class="k">if</span> <span class="n">acq_val</span><span class="p">[</span><span class="n">acq_index</span><span class="p">]</span> <span class="o">&gt;</span> <span class="n">acq_val_candidates</span><span class="p">[</span><span class="n">i</span><span class="p">]:</span>
-                                <span class="bp">self</span><span class="o">.</span><span class="n">logger</span><span class="o">.</span><span class="n">debug</span><span class="p">(</span>
-                                    <span class="s2">&quot;Local search </span><span class="si">%d</span><span class="s2">: Switch to one of the neighbors (after </span><span class="si">%d</span><span class="s2"> configurations).&quot;</span><span class="p">,</span>
-                                    <span class="n">i</span><span class="p">,</span>
-                                    <span class="n">neighbors_looked_at</span><span class="p">[</span><span class="n">i</span><span class="p">],</span>
-                                <span class="p">)</span>
-                                <span class="n">candidates</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">=</span> <span class="n">neighbors</span><span class="p">[</span><span class="n">acq_index</span><span class="p">]</span>
-                                <span class="n">acq_val_candidates</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">=</span> <span class="n">acq_val</span><span class="p">[</span><span class="n">acq_index</span><span class="p">]</span>
-                                <span class="n">new_neighborhood</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">=</span> <span class="kc">True</span>
-                                <span class="n">improved</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">=</span> <span class="kc">True</span>
-                                <span class="n">local_search_steps</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">+=</span> <span class="mi">1</span>
-                                <span class="n">neighbors_w_equal_acq</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">=</span> <span class="p">[]</span>
-                                <span class="n">obtain_n</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">=</span> <span class="mi">1</span>
+                                <span class="n">is_valid</span> <span class="o">=</span> <span class="kc">False</span>
+                                <span class="k">try</span><span class="p">:</span>
+                                    <span class="n">neighbors</span><span class="p">[</span><span class="n">acq_index</span><span class="p">]</span><span class="o">.</span><span class="n">is_valid_configuration</span><span class="p">()</span>
+                                    <span class="n">is_valid</span> <span class="o">=</span> <span class="kc">True</span>
+                                <span class="k">except</span> <span class="p">(</span><span class="ne">ValueError</span><span class="p">,</span> <span class="n">ForbiddenValueError</span><span class="p">)</span> <span class="k">as</span> <span class="n">e</span><span class="p">:</span>
+                                    <span class="bp">self</span><span class="o">.</span><span class="n">logger</span><span class="o">.</span><span class="n">debug</span><span class="p">(</span><span class="s2">&quot;Local search </span><span class="si">%d</span><span class="s2">: </span><span class="si">%s</span><span class="s2">&quot;</span><span class="p">,</span> <span class="n">i</span><span class="p">,</span> <span class="n">e</span><span class="p">)</span>
+                                <span class="k">if</span> <span class="n">is_valid</span><span class="p">:</span>
+                                    <span class="bp">self</span><span class="o">.</span><span class="n">logger</span><span class="o">.</span><span class="n">debug</span><span class="p">(</span>
+                                        <span class="s2">&quot;Local search </span><span class="si">%d</span><span class="s2">: Switch to one of the neighbors (after </span><span class="si">%d</span><span class="s2"> configurations).&quot;</span><span class="p">,</span>
+                                        <span class="n">i</span><span class="p">,</span>
+                                        <span class="n">neighbors_looked_at</span><span class="p">[</span><span class="n">i</span><span class="p">],</span>
+                                    <span class="p">)</span>
+                                    <span class="n">candidates</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">=</span> <span class="n">neighbors</span><span class="p">[</span><span class="n">acq_index</span><span class="p">]</span>
+                                    <span class="n">acq_val_candidates</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">=</span> <span class="n">acq_val</span><span class="p">[</span><span class="n">acq_index</span><span class="p">]</span>
+                                    <span class="n">new_neighborhood</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">=</span> <span class="kc">True</span>
+                                    <span class="n">improved</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">=</span> <span class="kc">True</span>
+                                    <span class="n">local_search_steps</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">+=</span> <span class="mi">1</span>
+                                    <span class="n">neighbors_w_equal_acq</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">=</span> <span class="p">[]</span>
+                                    <span class="n">obtain_n</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">=</span> <span class="mi">1</span>
                             <span class="c1"># Found an equally well performing configuration, keeping it for plateau walking</span>
                             <span class="k">elif</span> <span class="n">acq_val</span><span class="p">[</span><span class="n">acq_index</span><span class="p">]</span> <span class="o">==</span> <span class="n">acq_val_candidates</span><span class="p">[</span><span class="n">i</span><span class="p">]:</span>
                                 <span class="n">neighbors_w_equal_acq</span><span class="p">[</span><span class="n">i</span><span class="p">]</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">neighbors</span><span class="p">[</span><span class="n">acq_index</span><span class="p">])</span>

development/_sources/examples/SMAC4BB/SMAC4BB_rosenbrock_example.rst.txt

@@ -95,7 +95,7 @@ Using the black-box optimization interface of SMAC
 
 .. rst-class:: sphx-glr-timing
 
-   **Total running time of the script:** ( 0 minutes  14.192 seconds)
+   **Total running time of the script:** ( 0 minutes  21.648 seconds)
 
 
 .. _sphx_glr_download_examples_SMAC4BB_SMAC4BB_rosenbrock_example.py:

development/_sources/examples/SMAC4BB/sg_execution_times.rst.txt

@@ -5,8 +5,8 @@
 
 Computation times
 =================
-**00:14.192** total execution time for **examples_SMAC4BB** files:
+**00:21.648** total execution time for **examples_SMAC4BB** files:
 
 +----------------------------------------------------------------------------------------------------+-----------+--------+
-| :ref:`sphx_glr_examples_SMAC4BB_SMAC4BB_rosenbrock_example.py` (``SMAC4BB_rosenbrock_example.py``) | 00:14.192 | 0.0 MB |
+| :ref:`sphx_glr_examples_SMAC4BB_SMAC4BB_rosenbrock_example.py` (``SMAC4BB_rosenbrock_example.py``) | 00:21.648 | 0.0 MB |
 +----------------------------------------------------------------------------------------------------+-----------+--------+

development/_sources/examples/SMAC4HPO/SMAC4HPO_acq_rosenbrock_example.rst.txt

@@ -109,7 +109,7 @@ Changing the acquisition function
 
 .. rst-class:: sphx-glr-timing
 
-   **Total running time of the script:** ( 0 minutes  3.146 seconds)
+   **Total running time of the script:** ( 0 minutes  3.886 seconds)
 
 
 .. _sphx_glr_download_examples_SMAC4HPO_SMAC4HPO_acq_rosenbrock_example.py:

development/_sources/examples/SMAC4HPO/SMAC4HPO_gradientboosting_example.rst.txt

@@ -25,7 +25,7 @@ We optimize a GradientBoosting on an artificially created binary classification
 
     default cross validation score: 0.06
     default test score: 0.06
-    /opt/hostedtoolcache/Python/3.8.11/x64/lib/python3.8/site-packages/scipy/stats/_qmc.py:1078: UserWarning: The balance properties of Sobol' points require n to be a power of 2.
+    /opt/hostedtoolcache/Python/3.8.12/x64/lib/python3.8/site-packages/scipy/stats/_qmc.py:1078: UserWarning: The balance properties of Sobol' points require n to be a power of 2.
       warnings.warn("The balance properties of Sobol' points require"
     Score on test set: 0.06
 
@@ -118,7 +118,7 @@ We optimize a GradientBoosting on an artificially created binary classification
 
 .. rst-class:: sphx-glr-timing
 
-   **Total running time of the script:** ( 2 minutes  10.646 seconds)
+   **Total running time of the script:** ( 2 minutes  14.663 seconds)
 
 
 .. _sphx_glr_download_examples_SMAC4HPO_SMAC4HPO_gradientboosting_example.py:

development/_sources/examples/SMAC4HPO/SMAC4HPO_rosenbrock_example.rst.txt

@@ -96,7 +96,7 @@ Using SMAC tuned for HPO for black-box optimization
 
 .. rst-class:: sphx-glr-timing
 
-   **Total running time of the script:** ( 0 minutes  2.941 seconds)
+   **Total running time of the script:** ( 0 minutes  3.924 seconds)
 
 
 .. _sphx_glr_download_examples_SMAC4HPO_SMAC4HPO_rosenbrock_example.py:

development/_sources/examples/SMAC4HPO/SMAC4HPO_svm_example.rst.txt

@@ -27,9 +27,9 @@ Note: SMAC-documentation uses linenumbers to generate docs from this file.
 
     Default Value: 0.03
     Optimizing! Depending on your machine, this might take a few minutes.
-    /opt/hostedtoolcache/Python/3.8.11/x64/lib/python3.8/site-packages/scipy/stats/_qmc.py:1078: UserWarning: The balance properties of Sobol' points require n to be a power of 2.
+    /opt/hostedtoolcache/Python/3.8.12/x64/lib/python3.8/site-packages/scipy/stats/_qmc.py:1078: UserWarning: The balance properties of Sobol' points require n to be a power of 2.
       warnings.warn("The balance properties of Sobol' points require"
-    Optimized Value: 0.01
+    Optimized Value: 0.02
 
 
 
@@ -163,7 +163,7 @@ Note: SMAC-documentation uses linenumbers to generate docs from this file.
 
 .. rst-class:: sphx-glr-timing
 
-   **Total running time of the script:** ( 0 minutes  23.053 seconds)
+   **Total running time of the script:** ( 0 minutes  27.751 seconds)
 
 
 .. _sphx_glr_download_examples_SMAC4HPO_SMAC4HPO_svm_example.py:

development/_sources/examples/SMAC4HPO/sg_execution_times.rst.txt

@@ -5,14 +5,14 @@
 
 Computation times
 =================
-**02:39.787** total execution time for **examples_SMAC4HPO** files:
+**02:50.224** total execution time for **examples_SMAC4HPO** files:
 
 +-------------------------------------------------------------------------------------------------------------------+-----------+--------+
-| :ref:`sphx_glr_examples_SMAC4HPO_SMAC4HPO_gradientboosting_example.py` (``SMAC4HPO_gradientboosting_example.py``) | 02:10.646 | 0.0 MB |
+| :ref:`sphx_glr_examples_SMAC4HPO_SMAC4HPO_gradientboosting_example.py` (``SMAC4HPO_gradientboosting_example.py``) | 02:14.663 | 0.0 MB |
 +-------------------------------------------------------------------------------------------------------------------+-----------+--------+
-| :ref:`sphx_glr_examples_SMAC4HPO_SMAC4HPO_svm_example.py` (``SMAC4HPO_svm_example.py``)                           | 00:23.053 | 0.0 MB |
+| :ref:`sphx_glr_examples_SMAC4HPO_SMAC4HPO_svm_example.py` (``SMAC4HPO_svm_example.py``)                           | 00:27.751 | 0.0 MB |
 +-------------------------------------------------------------------------------------------------------------------+-----------+--------+
-| :ref:`sphx_glr_examples_SMAC4HPO_SMAC4HPO_acq_rosenbrock_example.py` (``SMAC4HPO_acq_rosenbrock_example.py``)     | 00:03.146 | 0.0 MB |
+| :ref:`sphx_glr_examples_SMAC4HPO_SMAC4HPO_rosenbrock_example.py` (``SMAC4HPO_rosenbrock_example.py``)             | 00:03.924 | 0.0 MB |
 +-------------------------------------------------------------------------------------------------------------------+-----------+--------+
-| :ref:`sphx_glr_examples_SMAC4HPO_SMAC4HPO_rosenbrock_example.py` (``SMAC4HPO_rosenbrock_example.py``)             | 00:02.941 | 0.0 MB |
+| :ref:`sphx_glr_examples_SMAC4HPO_SMAC4HPO_acq_rosenbrock_example.py` (``SMAC4HPO_acq_rosenbrock_example.py``)     | 00:03.886 | 0.0 MB |
 +-------------------------------------------------------------------------------------------------------------------+-----------+--------+