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Made the hill climb algorithm and tested locally
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MIT License | ||
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Copyright (c) 2024 Chinmaya Sahu | ||
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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: | ||
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The above copyright notice and this permission notice shall be included in all | ||
copies or substantial portions of the Software. | ||
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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. |
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--- | ||
author: Please fill in the author name here. (e.g., John Smith) | ||
title: Please fill in the title of the feature here. (e.g., Gaussian-Process Expected Improvement Sampler) | ||
description: Please fill in the description of the feature here. (e.g., This sampler searches for each trial based on expected improvement using Gaussian process.) | ||
tags: [Please fill in the list of tags here. (e.g., sampler, visualization, pruner)] | ||
optuna_versions: ['Please fill in the list of versions of Optuna in which you have confirmed the feature works, e.g., 3.6.1.'] | ||
license: MIT License | ||
--- | ||
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<!-- | ||
This is an example of the frontmatters. | ||
All columns must be string. | ||
You can omit quotes when value types are not ambiguous. | ||
For tags, a package placed in | ||
- package/samplers/ must include the tag "sampler" | ||
- package/visualilzation/ must include the tag "visualization" | ||
- package/pruners/ must include the tag "pruner" | ||
respectively. | ||
--- | ||
author: Optuna team | ||
title: My Sampler | ||
description: A description for My Sampler. | ||
tags: [sampler, 2nd tag for My Sampler, 3rd tag for My Sampler] | ||
optuna_versions: [3.6.1] | ||
license: "MIT License" | ||
--- | ||
--> | ||
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Please read the [tutorial guide](https://optuna.github.io/optunahub-registry/recipes/001_first.html) to register your feature in OptunaHub. | ||
You can find more detailed explanation of the following contents in the tutorial. | ||
Looking at [other packages' implementations](https://github.com/optuna/optunahub-registry/tree/main/package) will also help you. | ||
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## Abstract | ||
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You can provide an abstract for your package here. | ||
This section will help attract potential users to your package. | ||
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**Example** | ||
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This package provides a sampler based on Gaussian process-based Bayesian optimization. The sampler is highly sample-efficient, so it is suitable for computationally expensive optimization problems with a limited evaluation budget, such as hyperparameter optimization of machine learning algorithms. | ||
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## Class or Function Names | ||
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Please fill in the class/function names which you implement here. | ||
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**Example** | ||
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- GPSampler | ||
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## Installation | ||
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If you have additional dependencies, please fill in the installation guide here. | ||
If no additional dependencies is required, **this section can be removed**. | ||
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**Example** | ||
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```shell | ||
$ pip install scipy torch | ||
``` | ||
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If your package has `requirements.txt`, it will be automatically uploaded to the OptunaHub, and the package dependencies will be available to install as follows. | ||
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```shell | ||
pip install -r https://hub.optuna.org/{category}/{your_package_name}/requirements.txt | ||
``` | ||
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## Example | ||
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Please fill in the code snippet to use the implemented feature here. | ||
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**Example** | ||
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```python | ||
import optuna | ||
import optunahub | ||
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def objective(trial): | ||
x = trial.suggest_float("x", -5, 5) | ||
return x**2 | ||
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sampler = optunahub.load_module(package="samplers/gp").GPSampler() | ||
study = optuna.create_study(sampler=sampler) | ||
study.optimize(objective, n_trials=100) | ||
``` | ||
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## Others | ||
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Please fill in any other information if you have here by adding child sections (###). | ||
If there is no additional information, **this section can be removed**. | ||
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<!-- | ||
For example, you can add sections to introduce a corresponding paper. | ||
### Reference | ||
Takuya Akiba, Shotaro Sano, Toshihiko Yanase, Takeru Ohta, and Masanori Koyama. 2019. | ||
Optuna: A Next-generation Hyperparameter Optimization Framework. In KDD. | ||
### Bibtex | ||
``` | ||
@inproceedings{optuna_2019, | ||
title={Optuna: A Next-generation Hyperparameter Optimization Framework}, | ||
author={Akiba, Takuya and Sano, Shotaro and Yanase, Toshihiko and Ohta, Takeru and Koyama, Masanori}, | ||
booktitle={Proceedings of the 25th {ACM} {SIGKDD} International Conference on Knowledge Discovery and Data Mining}, | ||
year={2019} | ||
} | ||
``` | ||
--> |
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from .hill_climb_search import HillClimbSearch | ||
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__all__ = ["HillClimbSearch"] |
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import optuna | ||
import optunahub | ||
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if __name__ == "__main__": | ||
mod = optunahub.load_module("samplers/hill_climb_search") | ||
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def objective(trial): | ||
x = trial.suggest_discrete_uniform("x", -10, 10) | ||
y = trial.suggest_discrete_uniform("y", -10, 10) | ||
return -(x**2 + y**2) | ||
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sampler = mod.HillClimbSearch() | ||
study = optuna.create_study(sampler=sampler) | ||
study.optimize(objective, n_trials=20) | ||
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print(study.best_trial.value, study.best_trial.params) |
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package/samplers/hill_climb_search/hill_climb_search.py
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from __future__ import annotations | ||
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from typing import Any | ||
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import numpy as np | ||
import optuna | ||
import optunahub | ||
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class HillClimbSearch(optunahub.samplers.SimpleBaseSampler): | ||
"""A sampler based on the Hill Climb Local Search Algorithm dealing with discrete values. | ||
Args: | ||
""" | ||
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def __init__(self,search_space: dict[str, optuna.distributions.BaseDistribution] | None = None) -> None: | ||
super().__init__(search_space) | ||
self._remaining_points = [] | ||
self._rng = np.random.RandomState() | ||
self._current_point = None | ||
self._current_point_value = None | ||
self._current_state = "Not Initialized" | ||
self._best_neighbor = None | ||
self._best_neighbor_value = None | ||
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def _generate_random_point(self, search_space): | ||
params = {} | ||
for param_name, param_distribution in search_space.items(): | ||
if isinstance(param_distribution, optuna.distributions.FloatDistribution): | ||
total_points = int((param_distribution.high - param_distribution.low) / param_distribution.step) | ||
params[param_name] = param_distribution.low + self._rng.randint(0, total_points)*param_distribution.step | ||
else: | ||
raise NotImplementedError | ||
return params | ||
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def _remove_tried_points(self, neighbors, search_space, current_point): | ||
final_neighbors = [] | ||
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tried_points = [trial.params for trial in study.get_trials(deepcopy=False)] | ||
points_to_try = self._remaining_points | ||
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invalid_points = tried_points + points_to_try + [current_point] | ||
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for neighbor in neighbors: | ||
if neighbor not in invalid_points: | ||
final_neighbors.append(neighbor) | ||
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return final_neighbors | ||
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def _generate_neighbors(self, current_point, search_space): | ||
neighbors = [] | ||
for param_name, param_distribution in search_space.items(): | ||
if isinstance(param_distribution, optuna.distributions.FloatDistribution): | ||
current_value = current_point[param_name] | ||
step = param_distribution.step | ||
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neighbor_low = max(param_distribution.low, current_value - step) | ||
neighbor_high = min(param_distribution.high, current_value + step) | ||
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neighbor_low_point = current_point.copy() | ||
neighbor_low_point[param_name] = neighbor_low | ||
neighbor_high_point = current_point.copy() | ||
neighbor_high_point[param_name] = neighbor_high | ||
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neighbors.append(neighbor_low_point) | ||
neighbors.append(neighbor_high_point) | ||
else: | ||
raise NotImplementedError | ||
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valid_neighbors = self._remove_tried_points(neighbors, search_space, current_point) | ||
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return valid_neighbors | ||
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def _get_previous_trial_value(self, study:optuna.study.Study) -> float: | ||
if len(study.trials) > 1: | ||
return study.trials[-2].value | ||
else: | ||
return None | ||
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def sample_relative(self, study:optuna.study.Study, trial:optuna.trial.FrozenTrial, search_space: dict[str, optuna.distributions.BaseDistribution]) -> dict[str, Any]: | ||
if search_space == {}: | ||
return {} | ||
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if self._current_state == "Not Initialized": | ||
#Create the current point | ||
starting_point = self._generate_random_point(search_space) | ||
self._current_point = starting_point | ||
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#Add the neighbours | ||
neighbors = self._generate_neighbors(starting_point, search_space) | ||
self._remaining_points.extend(neighbors) | ||
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#Change the state to initialized | ||
self._current_state = "Initialized" | ||
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#Return the current point | ||
return starting_point | ||
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elif self._current_state == "Initialized": | ||
#This section is only for storing the value of the current point and best neighbor point | ||
previous_trial = study.get_trials(deepcopy=False)[-2] | ||
if previous_trial.params == self._current_point: | ||
#Just now the current point was evaluated | ||
#Store the value of the current point | ||
self._current_point_value = previous_trial.value | ||
else: | ||
#The neighbour was evaluated | ||
#Store the value of the neighbour, if it improves upon the current point | ||
neighbor_value = previous_trial.value | ||
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if neighbor_value < self._current_point_value: | ||
self._best_neighbor = previous_trial.params | ||
self._best_neighbor_value = neighbor_value | ||
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#This section is for the next point to be evaluated | ||
if len(self._remaining_points) == 0: | ||
#This means that all the neighbours have been processed | ||
#Now you have to select the best neighbour | ||
#Change the state to Neighbours Processed | ||
self._current_state = "Neighbours Processed" | ||
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if self._best_neighbor is not None: | ||
#Select the best neighbour, make that the current point and add its neighbours | ||
self._current_point = self._best_neighbor | ||
self._current_point_value = self._best_neighbor_value | ||
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self._best_neighbor = None | ||
self._best_neighbor_value = None | ||
self._remaining_points = [] #Just for clarity | ||
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#Add the neighbours | ||
neighbors = self._generate_neighbors(self._current_point, search_space) | ||
self._remaining_points.extend(neighbors) | ||
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self._current_state = "Initialized" | ||
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return self._current_point | ||
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else: | ||
#If none of the neighbours are better then do a random restart | ||
self._current_state = "Not Initialized" | ||
restarting_point = self._generate_random_point(search_space) | ||
self._current_point = restarting_point | ||
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self._best_neighbor = None | ||
self._best_neighbor_value = None | ||
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#Add the neighbours | ||
neighbors = self._generate_neighbors(restarting_point, search_space) | ||
self._remaining_points.extend(neighbors) | ||
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#Change the state to initialized | ||
self._current_state = "Initialized" | ||
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#Return the current point | ||
return self._current_point | ||
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else: | ||
#Process as normal | ||
current_point = self._remaining_points.pop() | ||
return current_point | ||
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if __name__ == "__main__": | ||
def objective(trial): | ||
x = trial.suggest_float("x", -10, 10, step=1) | ||
y = trial.suggest_float("y", -10, 10, step=1) | ||
z = trial.suggest_float("z", -10, 10, step=1) | ||
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return x**2+y**2+z | ||
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sampler = HillClimbSearch() | ||
study = optuna.create_study(sampler=sampler) | ||
study.optimize(objective, n_trials=100) | ||
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print(study.best_trial.value, study.best_trial.params) |