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Handle invalid neighbors in local search gracefully #773

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merged 4 commits into from
Sep 23, 2021
Merged

Handle invalid neighbors in local search gracefully #773

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1efce54
Catch ValueError raised by neighborhood iterator
filipbartek Sep 13, 2021
f824641
Consider only valid configurations in local search
filipbartek Sep 13, 2021
12299b3
Update ei_optimization.py
dengdifan Sep 23, 2021
99d19c8
Update ei_optimization.py
dengdifan Sep 23, 2021
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4 changes: 3 additions & 1 deletion smac/configspace/__init__.py
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Original file line number Diff line number Diff line change
Expand Up @@ -3,6 +3,7 @@
from ConfigSpace import ConfigurationSpace, Configuration, Constant, \
CategoricalHyperparameter, UniformFloatHyperparameter, \
UniformIntegerHyperparameter, InCondition
from ConfigSpace.exceptions import ForbiddenValueError
from ConfigSpace.read_and_write import pcs, pcs_new, json
from ConfigSpace.util import get_one_exchange_neighbourhood
from smac.configspace.util import convert_configurations_to_array
Expand All @@ -22,7 +23,8 @@
"pcs_new",
"json",
"get_one_exchange_neighbourhood",
"convert_configurations_to_array"
"convert_configurations_to_array",
"ForbiddenValueError"
]

get_one_exchange_neighbourhood = partial(get_one_exchange_neighbourhood, stdev=0.05, num_neighbors=8)
38 changes: 25 additions & 13 deletions smac/optimizer/ei_optimization.py
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Expand Up @@ -12,6 +12,7 @@
Configuration,
ConfigurationSpace,
convert_configurations_to_array,
ForbiddenValueError,
)
from smac.runhistory.runhistory import RunHistory
from smac.stats.stats import Stats
Expand Down Expand Up @@ -367,10 +368,14 @@ def _do_search(
n = next(neighborhood_iterator)
neighbors_generated[i] += 1
neighbors_for_i.append(n)
except ValueError as e:
# `neighborhood_iterator` raises `ValueError` with some probability when it reaches an invalid configuration.
self.logger.debug(e)
new_neighborhood[i] = True
except StopIteration:
obtain_n[i] = len(neighbors_for_i)
new_neighborhood[i] = True
break
obtain_n[i] = len(neighbors_for_i)
neighbors.extend(neighbors_for_i)

if len(neighbors) != 0:
Expand Down Expand Up @@ -398,18 +403,25 @@ def _do_search(

# Found a better configuration
if acq_val[acq_index] > acq_val_candidates[i]:
self.logger.debug(
"Local search %d: Switch to one of the neighbors (after %d configurations).",
i,
neighbors_looked_at[i],
)
candidates[i] = neighbors[acq_index]
acq_val_candidates[i] = acq_val[acq_index]
new_neighborhood[i] = True
improved[i] = True
local_search_steps[i] += 1
neighbors_w_equal_acq[i] = []
obtain_n[i] = 1
is_valid = False
try:
neighbors[acq_index].is_valid_configuration()
is_valid = True
except (ValueError, ForbiddenValueError) as e:
self.logger.debug("Local search %d: %s", i, e)
if is_valid:
self.logger.debug(
"Local search %d: Switch to one of the neighbors (after %d configurations).",
i,
neighbors_looked_at[i],
)
candidates[i] = neighbors[acq_index]
acq_val_candidates[i] = acq_val[acq_index]
new_neighborhood[i] = True
improved[i] = True
local_search_steps[i] += 1
neighbors_w_equal_acq[i] = []
obtain_n[i] = 1
# Found an equally well performing configuration, keeping it for plateau walking
elif acq_val[acq_index] == acq_val_candidates[i]:
neighbors_w_equal_acq[i].append(neighbors[acq_index])
Expand Down