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MIT License | ||
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Copyright (c) 2024 Preferred Networks, Inc. | ||
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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: Optuna team | ||
title: The blackbox optimization benchmarking (bbob) test suite | ||
description: The blackbox optimization benchmarking (bbob) test suite consists of 24 noiseless single-objective test functions including Sphere, Ellipsoidal, Rastrigin, Rosenbrock, etc. This package is a wrapper of the COCO (COmparing Continuous Optimizers) experiments library. | ||
tags: [benchmark, continuous optimization, BBOB, COCO] | ||
optuna_versions: [4.1.0] | ||
license: MIT License | ||
--- | ||
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## Abstract | ||
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The blackbox optimization benchmarking (bbob) test suite comprises 24 noiseless single-objective test functions. BBOB is one of the most widely used test suites to evaluate and compare the performance of blackbox optimization algorithms. Each benchmark function is provided in dimensions \[2, 3, 5, 10, 20, 40\] with 110 instances. | ||
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## APIs | ||
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### class `Problem(function_id: int, dimension: int, instance_id: int = 1)` | ||
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- `function_id`: [ID of the bbob benchmark function](https://numbbo.github.io/coco/testsuites/bbob) to use. It must be in the range of `[1, 24]`. | ||
- `dimension`: Dimension of the benchmark function. It must be in `[2, 3, 5, 10, 20, 40]`. | ||
- `instance_id`: ID of the instance of the benchmark function. It must be in the range of `[1, 110]`. | ||
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#### Methods and Properties | ||
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- `search_space`: Return the search space. | ||
- Returns: `dict[str, optuna.distributions.BaseDistribution]` | ||
- `directions`: Return the optimization directions. | ||
- Returns: `list[optuna.study.StudyDirection]` | ||
- `__call__(trial: optuna.Trial)`: Evaluate the objective function and return the objective value. | ||
- Args: | ||
- `trial`: Optuna trial object. | ||
- Returns: `float` | ||
- `evaluate(params: dict[str, float])`: Evaluate the objective function given a dictionary of parameters. | ||
- Args: | ||
- `params`: Decision variable like `{"x0": x1_value, "x1": x1_value, ..., "xn": xn_value}`. The number of parameters must be equal to `dimension`. | ||
- Returns: `float` | ||
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The properties defined by [cocoex.Problem](https://numbbo.github.io/coco-doc/apidocs/cocoex/cocoex.Problem.html) are also available such as `number_of_objectives`. | ||
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## Installation | ||
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Please install the [coco-experiment](https://github.com/numbbo/coco-experiment/tree/main/build/python) package. | ||
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```shell | ||
pip install -U coco-experiment | ||
``` | ||
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## Example | ||
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```python | ||
import optuna | ||
import optunahub | ||
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bbob = optunahub.load_module("benchmarks/bbob") | ||
sphere2d = bbob.Problem(function_id=1, dimension=2, instance_id=1) | ||
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study = optuna.create_study(directions=sphere2d.directions) | ||
study.optimize(sphere2d, n_trials=20) | ||
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print(study.best_trial.params, study.best_trial.value) | ||
``` | ||
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## List of Benchmark Functions | ||
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Please refer to [the paper](https://numbbo.github.io/gforge/downloads/download16.00/bbobdocfunctions.pdf) for details about each benchmark function. | ||
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**Category** | ||
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1. Separable Functions | ||
1. Functions with low or moderate conditioning | ||
1. Functions with high conditioning and unimodal | ||
1. Multi-modal functions with adequate global structure | ||
1. Multi-modal functions with weak global structure | ||
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| Category | Function ID | Function Name | | ||
|-----------|-------------|--------------------------------------------------------------------------------------------------------------------------| | ||
| 1 | 1 | [Sphere Function](https://coco-platform.org/testsuites/bbob/functions/f01.html) | | ||
| 1 | 2 | [Separable Ellipsoidal Function](https://coco-platform.org/testsuites/bbob/functions/f02.html) | | ||
| 1 | 3 | [Rastrigin Function](https://coco-platform.org/testsuites/bbob/functions/f03.html) | | ||
| 1 | 4 | [Büche-Rastrigin Function](https://coco-platform.org/testsuites/bbob/functions/f04.html) | | ||
| 1 | 5 | [Linear Slope](https://coco-platform.org/testsuites/bbob/functions/f05.html) | | ||
| 2 | 6 | [Attractive Sector Function](https://coco-platform.org/testsuites/bbob/functions/f06.html) | | ||
| 2 | 7 | [Step Ellipsoidal Function](https://coco-platform.org/testsuites/bbob/functions/f07.html) | | ||
| 2 | 8 | [Rosenbrock Function, original](https://coco-platform.org/testsuites/bbob/functions/f08.html) | | ||
| 2 | 9 | [Rosenbrock Function, rotated](https://coco-platform.org/testsuites/bbob/functions/f09.html) | | ||
| 3 | 10 | [Ellipsoidal Function](https://coco-platform.org/testsuites/bbob/functions/f10.html) | | ||
| 3 | 11 | [Discus Function](https://coco-platform.org/testsuites/bbob/functions/f11.html) | | ||
| 3 | 12 | [Bent Cigar Function](https://coco-platform.org/testsuites/bbob/functions/f12.html) | | ||
| 3 | 13 | [Sharp Ridge Function](https://coco-platform.org/testsuites/bbob/functions/f13.html) | | ||
| 3 | 14 | [Different Powers Function](https://coco-platform.org/testsuites/bbob/functions/f14.html) | | ||
| 4 | 15 | [Rastrigin Function](https://coco-platform.org/testsuites/bbob/functions/f15.html) | | ||
| 4 | 16 | [Weierstrass Function](https://coco-platform.org/testsuites/bbob/functions/f16.html) | | ||
| 4 | 17 | [Schaffer's F7 Function](https://coco-platform.org/testsuites/bbob/functions/f17.html) | | ||
| 4 | 18 | [Schaffer's F7 Function, moderately ill-conditioned](https://coco-platform.org/testsuites/bbob/functions/f18.html) | | ||
| 4 | 19 | [Composite Griewank-Rosenbrock Function F8F2](https://coco-platform.org/testsuites/bbob/functions/f19.html) | | ||
| 5 | 20 | [Schwefel Function](https://coco-platform.org/testsuites/bbob/functions/f20.html) | | ||
| 5 | 21 | [Gallagher's Gaussian 101-me Peaks Function](https://coco-platform.org/testsuites/bbob/functions/f21.html) | | ||
| 5 | 22 | [Gallagher's Gaussian 21-hi Peaks Function](https://coco-platform.org/testsuites/bbob/functions/f22.html) | | ||
| 5 | 23 | [Katsuura Function](https://coco-platform.org/testsuites/bbob/functions/f23.html) | | ||
| 5 | 24 | [Lunacek bi-Rastrigin Function](https://coco-platform.org/testsuites/bbob/functions/f24.html) | | ||
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![BBOB Plots](images/bbob.png) | ||
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## Reference | ||
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Finck, S., Hansen, N., Ros, R., & Auger, A. [Real-Parameter Black-Box Optimization Benchmarking 2010: Presentation of the Noiseless Functions](https://numbbo.github.io/gforge/downloads/download16.00/bbobdocfunctions.pdf). |
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from ._bbob import Problem | ||
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__all__ = ["Problem"] |
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from __future__ import annotations | ||
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from typing import Any | ||
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import cocoex as ex | ||
import optuna | ||
import optunahub | ||
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class Problem(optunahub.benchmarks.BaseProblem): | ||
"""Wrapper class for COCO bbob test suite. | ||
https://coco-platform.org/testsuites/bbob/overview.html | ||
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1 Separable Functions | ||
f1: Sphere Function | ||
f2: Separable Ellipsoidal Function | ||
f3: Rastrigin Function | ||
f4: Büche-Rastrigin Function | ||
f5: Linear Slope | ||
2 Functions with low or moderate conditioning | ||
f6: Attractive Sector Function | ||
f7: Step Ellipsoidal Function | ||
f8: Rosenbrock Function, original | ||
f9: Rosenbrock Function, rotated | ||
3 Functions with high conditioning and unimodal | ||
f10: Ellipsoidal Function | ||
f11: Discus Function | ||
f12: Bent Cigar Function | ||
f13: Sharp Ridge Function | ||
f14: Different Powers Function | ||
4 Multi-modal functions with adequate global structure | ||
f15: Rastrigin Function | ||
f16: Weierstrass Function | ||
f17: Schaffer's F7 Function | ||
f18: Schaffer's F7 Function, moderately ill-conditioned | ||
f19: Composite Griewank-Rosenbrock Function F8F2 | ||
5 Multi-modal functions with weak global structure | ||
f20: Schwefel Function | ||
f21: Gallagher's Gaussian 101-me Peaks Function | ||
f22: Gallagher's Gaussian 21-hi Peaks Function | ||
f23: Katsuura Function | ||
f24: Lunacek bi-Rastrigin Function | ||
""" | ||
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def __init__(self, function_id: int, dimension: int, instance_id: int = 1): | ||
"""Initialize the problem. | ||
Args: | ||
function_id: Function index in [1, 24]. | ||
dimension: Dimension of the problem in [2, 3, 5, 10, 20, 40]. | ||
instance_id: Instance index in [1, 110]. | ||
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Please refer to the COCO documentation for the details of the available properties. | ||
https://numbbo.github.io/coco-doc/apidocs/cocoex/cocoex.Problem.html | ||
""" | ||
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assert 1 <= function_id <= 24, "function_id must be in [1, 24]" | ||
assert dimension in [2, 3, 5, 10, 20, 40], "dimension must be in [2, 3, 5, 10, 20, 40]" | ||
assert 1 <= instance_id <= 110, "instance_id must be in [1, 110]" | ||
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self._problem = ex.Suite("bbob", "", "").get_problem_by_function_dimension_instance( | ||
function=function_id, dimension=dimension, instance=instance_id | ||
) | ||
self._search_space = { | ||
f"x{i}": optuna.distributions.FloatDistribution( | ||
low=self._problem.lower_bounds[i], | ||
high=self._problem.upper_bounds[i], | ||
) | ||
for i in range(self._problem.dimension) | ||
} | ||
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@property | ||
def search_space(self) -> dict[str, optuna.distributions.BaseDistribution]: | ||
"""Return the search space.""" | ||
return self._search_space.copy() | ||
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@property | ||
def directions(self) -> list[optuna.study.StudyDirection]: | ||
"""Return the optimization directions.""" | ||
return [optuna.study.StudyDirection.MINIMIZE] | ||
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def evaluate(self, params: dict[str, float]) -> float: | ||
"""Evaluate the objective function. | ||
Args: | ||
params: | ||
Decision variable, e.g., evaluate({"x0": 1.0, "x1": 2.0}). | ||
The number of parameters must be equal to the dimension of the problem. | ||
Returns: | ||
The objective value. | ||
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""" | ||
return self._problem([params[name] for name in self._search_space]) | ||
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def __getattr__(self, name: str) -> Any: | ||
return getattr(self._problem, name) | ||
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def __del__(self) -> None: | ||
self._problem.free() |
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coco-experiment |
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What about making the class name more specific, e.g.,
BBOBProblem
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Since this class is in the
benchmarks/bbob
package and the package only contains the bbob problems, I feelBBOBProblem
is redundant.