Merge remote-tracking branch 'upstream/main' into add-ctpe

package/samplers/auto_sampler/README.md

@@ -9,7 +9,11 @@ license: MIT License
 
 ## Abstract
 
-This package automatically selects an appropriate sampler for the provided search space based on the developers' recommendation.
+This package automatically selects an appropriate sampler for the provided search space based on the developers' recommendation. The following article provides detailed information about AutoSampler.
+
+- 📰 [AutoSampler: Automatic Selection of Optimization Algorithms in Optuna](https://medium.com/optuna/autosampler-automatic-selection-of-optimization-algorithms-in-optuna-1443875fd8f9)
+
+![Concept of AutoSampler](images/autosampler.png)
 
 ## Class or Function Names
 

package/samplers/auto_sampler/_sampler.py

@@ -6,6 +6,7 @@
 from typing import Any
 from typing import TYPE_CHECKING
 
+import cmaes as _  # NOQA
 from optuna.distributions import CategoricalDistribution
 from optuna.logging import get_logger
 from optuna.samplers import BaseSampler
@@ -18,6 +19,8 @@
 from optuna.samplers._lazy_random_state import LazyRandomState
 from optuna.search_space import IntersectionSearchSpace
 from optuna.trial import TrialState
+import scipy as _  # NOQA
+import torch as _  # NOQA
 
 
 if TYPE_CHECKING:

package/samplers/cmamae/LICENSE

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2024 Bryon Tjanaka
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

package/samplers/cmamae/README.md

@@ -0,0 +1,148 @@
+---
+author: Bryon Tjanaka
+title: CMA-MAE Sampler
+description: This sampler searches for solutions using CMA-MAE, a quality diversity algorihm implemented in pyribs.
+tags: [sampler, quality diversity, pyribs]
+optuna_versions: [4.0.0]
+license: MIT License
+---
+
+## Abstract
+
+This package provides a sampler using CMA-MAE as implemented in pyribs.
+[CMA-MAE](https://dl.acm.org/doi/abs/10.1145/3583131.3590389) is a quality
+diversity algorithm that has demonstrated state-of-the-art performance in a
+variety of domains. [Pyribs](https://pyribs.org) is a bare-bones Python library
+for quality diversity optimization algorithms. For a primer on CMA-MAE, quality
+diversity, and pyribs, we recommend referring to the series of
+[pyribs tutorials](https://docs.pyribs.org/en/stable/tutorials.html).
+
+For simplicity, this implementation provides a default instantiation of CMA-MAE
+with a
+[GridArchive](https://docs.pyribs.org/en/stable/api/ribs.archives.GridArchive.html)
+and
+[EvolutionStrategyEmitter](https://docs.pyribs.org/en/stable/api/ribs.emitters.EvolutionStrategyEmitter.html)
+with improvement ranking, all wrapped up in a
+[Scheduler](https://docs.pyribs.org/en/stable/api/ribs.schedulers.Scheduler.html).
+However, it is possible to implement many variations of CMA-MAE and other
+quality diversity algorithms using pyribs.
+
+## Class or Function Names
+
+- CmaMaeSampler
+
+Please take a look at:
+
+- [GridArchive](https://docs.pyribs.org/en/stable/api/ribs.archives.GridArchive.html), and
+- [EvolutionStrategyEmitter](https://docs.pyribs.org/en/stable/api/ribs.emitters.EvolutionStrategyEmitter.html)
+  for the details of each argument.
+
+## Installation
+
+```shell
+$ pip install ribs
+```
+
+## Example
+
+```python
+import optuna
+import optunahub
+
+module = optunahub.load_module("samplers/cmamae")
+CmaMaeSampler = module.CmaMaeSampler
+
+
+def objective(trial: optuna.trial.Trial) -> float:
+    """Returns an objective followed by two measures."""
+    x = trial.suggest_float("x", -10, 10)
+    y = trial.suggest_float("y", -10, 10)
+    trial.set_user_attr("m0", 2 * x)
+    trial.set_user_attr("m1", x + y)
+    return x**2 + y**2
+
+
+if __name__ == "__main__":
+    sampler = CmaMaeSampler(
+        param_names=["x", "y"],
+        measure_names=["m0", "m1"],
+        archive_dims=[20, 20],
+        archive_ranges=[(-1, 1), (-1, 1)],
+        archive_learning_rate=0.1,
+        archive_threshold_min=-10,
+        n_emitters=1,
+        emitter_x0={
+            "x": 0,
+            "y": 0,
+        },
+        emitter_sigma0=0.1,
+        emitter_batch_size=20,
+    )
+    study = optuna.create_study(sampler=sampler)
+    study.optimize(objective, n_trials=10000)
+```
+
+## Others
+
+### Reference
+
+#### CMA-MAE
+
+Matthew Fontaine and Stefanos Nikolaidis. 2023. Covariance Matrix Adaptation
+MAP-Annealing. In Proceedings of the Genetic and Evolutionary Computation
+Conference (GECCO '23). Association for Computing Machinery, New York, NY, USA,
+456–465. https://doi.org/10.1145/3583131.3590389
+
+#### Pyribs
+
+Bryon Tjanaka, Matthew C Fontaine, David H Lee, Yulun Zhang, Nivedit Reddy
+Balam, Nathaniel Dennler, Sujay S Garlanka, Nikitas Dimitri Klapsis, and
+Stefanos Nikolaidis. 2023. Pyribs: A Bare-Bones Python Library for Quality
+Diversity Optimization. In Proceedings of the Genetic and Evolutionary
+Computation Conference (GECCO '23). Association for Computing Machinery, New
+York, NY, USA, 220–229. https://doi.org/10.1145/3583131.3590374
+
+### Bibtex
+
+#### CMA-MAE
+
+```
+@inproceedings{10.1145/3583131.3590389,
+  author = {Fontaine, Matthew and Nikolaidis, Stefanos},
+  title = {Covariance Matrix Adaptation MAP-Annealing},
+  year = {2023},
+  isbn = {9798400701191},
+  publisher = {Association for Computing Machinery},
+  address = {New York, NY, USA},
+  url = {https://doi.org/10.1145/3583131.3590389},
+  doi = {10.1145/3583131.3590389},
+  abstract = {Single-objective optimization algorithms search for the single highest-quality solution with respect to an objective. Quality diversity (QD) optimization algorithms, such as Covariance Matrix Adaptation MAP-Elites (CMA-ME), search for a collection of solutions that are both high-quality with respect to an objective and diverse with respect to specified measure functions. However, CMA-ME suffers from three major limitations highlighted by the QD community: prematurely abandoning the objective in favor of exploration, struggling to explore flat objectives, and having poor performance for low-resolution archives. We propose a new quality diversity algorithm, Covariance Matrix Adaptation MAP-Annealing (CMA-MAE), that addresses all three limitations. We provide theoretical justifications for the new algorithm with respect to each limitation. Our theory informs our experiments, which support the theory and show that CMA-MAE achieves state-of-the-art performance and robustness.},
+  booktitle = {Proceedings of the Genetic and Evolutionary Computation Conference},
+  pages = {456–465},
+  numpages = {10},
+  location = {Lisbon, Portugal},
+  series = {GECCO '23}
+}
+```
+
+#### Pyribs
+
+```
+@inproceedings{10.1145/3583131.3590374,
+  author = {Tjanaka, Bryon and Fontaine, Matthew C and Lee, David H and Zhang, Yulun and Balam, Nivedit Reddy and Dennler, Nathaniel and Garlanka, Sujay S and Klapsis, Nikitas Dimitri and Nikolaidis, Stefanos},
+  title = {pyribs: A Bare-Bones Python Library for Quality Diversity Optimization},
+  year = {2023},
+  isbn = {9798400701191},
+  publisher = {Association for Computing Machinery},
+  address = {New York, NY, USA},
+  url = {https://doi.org/10.1145/3583131.3590374},
+  doi = {10.1145/3583131.3590374},
+  abstract = {Recent years have seen a rise in the popularity of quality diversity (QD) optimization, a branch of optimization that seeks to find a collection of diverse, high-performing solutions to a given problem. To grow further, we believe the QD community faces two challenges: developing a framework to represent the field's growing array of algorithms, and implementing that framework in software that supports a range of researchers and practitioners. To address these challenges, we have developed pyribs, a library built on a highly modular conceptual QD framework. By replacing components in the conceptual framework, and hence in pyribs, users can compose algorithms from across the QD literature; equally important, they can identify unexplored algorithm variations. Furthermore, pyribs makes this framework simple, flexible, and accessible, with a user-friendly API supported by extensive documentation and tutorials. This paper overviews the creation of pyribs, focusing on the conceptual framework that it implements and the design principles that have guided the library's development. Pyribs is available at https://pyribs.org},
+  booktitle = {Proceedings of the Genetic and Evolutionary Computation Conference},
+  pages = {220–229},
+  numpages = {10},
+  keywords = {software library, framework, quality diversity},
+  location = {Lisbon, Portugal},
+  series = {GECCO '23}
+}
+```

package/samplers/cmamae/__init__.py

@@ -0,0 +1,4 @@
+from .sampler import CmaMaeSampler
+
+
+__all__ = ["CmaMaeSampler"]

package/samplers/cmamae/example.py

@@ -0,0 +1,35 @@
+import optuna
+import optunahub
+
+
+module = optunahub.load_module("samplers/cmamae")
+CmaMaeSampler = module.CmaMaeSampler
+
+
+def objective(trial: optuna.trial.Trial) -> float:
+    """Returns an objective followed by two measures."""
+    x = trial.suggest_float("x", -10, 10)
+    y = trial.suggest_float("y", -10, 10)
+    trial.set_user_attr("m0", 2 * x)
+    trial.set_user_attr("m1", x + y)
+    return x**2 + y**2
+
+
+if __name__ == "__main__":
+    sampler = CmaMaeSampler(
+        param_names=["x", "y"],
+        measure_names=["m0", "m1"],
+        archive_dims=[20, 20],
+        archive_ranges=[(-1, 1), (-1, 1)],
+        archive_learning_rate=0.1,
+        archive_threshold_min=-10,
+        n_emitters=1,
+        emitter_x0={
+            "x": 0,
+            "y": 0,
+        },
+        emitter_sigma0=0.1,
+        emitter_batch_size=20,
+    )
+    study = optuna.create_study(sampler=sampler)
+    study.optimize(objective, n_trials=10000)

package/samplers/cmamae/requirements.txt

@@ -0,0 +1,3 @@
+optuna
+optunahub
+ribs