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1.0.1

Minor Changes

  • Added license information to every file.
  • Fixed a display bug inside usage recommendation.

1.0.0

The main purpose of this release is to be synchronized with our upcoming paper. Since many urgent features were already taken care of in 0.14.0, this release mainly focuses on better documentation and examples.

Features

  • Examples and quickstart guide can now be generated by sphinx-gallry.
  • Added make command make doc and make doc-with-examples.

Major changes

  • Examples are separated into categories.
  • Renamed facade SMAC4BO to SMAC4BB (black-box).
  • Add thompson sampling as a new acquisition function

Minor Changes

  • Included linkcheck and buildapi to the make doc command.
  • quickstart.rst was converted to quickstart_example.py to be processed by sphinx-gallery.
  • Examples renamed from *.py to *_example.py, unless file name was *_func.py, in which case it was unchanged.
  • Flake8 fixes for spear_qcp as there were a lot of complaints running pre-commit.
  • Fixes pydoc issues.
  • Fixed links in the README.
  • Fixed warnings given during the doc build.
  • Fixed inconsistent output shape described in smac.epm.gaussian_process.GaussianProcess.sample_functions
  • Examples are wrapped inside if __name__ == "__main__", fixing problems on mac.

0.14.0

Breaking Changes

  • BOHB4HPO facade has been renamed to SMAC4MF facade (#738)
  • Require scipy >= 1.7 (#729)
  • Require emcee >= 3.0.0 (#723)

Major Changes

  • Drop support for Python 3.6 (#726)
  • Added Colab to try SMAC in your browser! (#697)

Minor Changes

  • Added gradient boosting example, removed random forest example (#722)
  • lazy_import dependency dropped (#741)
  • Replaced pyDOE requirement with scipy for LHD design (#735)
  • Uses scrambled Sobol Sequence (#733)
  • Moved to Github actions (#715)
  • Improved testing (#720, #723, #739, #743)
  • Added option save_results_instantly in scenario object to save results instantly (#728)
  • Changed level of intensification messages to debug (#724)

Bug Fixes

  • Github badges updated (#732)
  • Fixed memory limit issue for pynisher (#717)
  • More robust multiprocessing (#709, #712)
  • Fixed serialization with runhistory entries (#706)
  • Separated evaluation from get next challengers in intensification (#734)
  • Doc fixes (#727, #714)

0.13.1

Minor Changes

  • Improve error message for first run crashed (#694).
  • Experimental: add callback mechanism (#703).

Bug fixes

  • Fix a bug which could make successive halving fail if run in parallel (#695).
  • Fix a bug which could cause hyperband to ignore the lowest budget (#701).

0.13.0

Major Changes

  • Separated evaluation from get next challengers in intensification (#663)
  • Implemented parallel SMAC using dask (#675, #677, #681, #685, #686)
  • Drop support for Python 3.5

Minor Changes

  • Update Readme
  • Remove runhistory from TAE (#663)
  • Store SMAC's internal config id in the configuration object (#679)
  • Introduce Status Type STOP (#690)

Bug Fixes

  • Only validate restriction of Sobol Sequence when choosing Sobol Sequence (#664)
  • Fix wrong initialization of list in local search (#680)
  • Fix setting random seed with a too small range in Latin Hypercube design (#688)

0.12.3

Minor Changes

  • Use Scipy's Sobol sequence for the initial design instead of a 3rd-party package (#600)
  • Store start and end time of function evaluation (#647)

Bug Fixes

  • Fixes an issue in the Bayesian optimization facade which triggered an exception when tuning categorical hyperparameters (#666)
  • Fixes an issue in the Gaussian process MCMC which resulted in reduced execution speed and reduced performance (#666)

0.12.2

Bug Fixes

  • Fixes the docstring of SMAC's default acquisition function optimizer (#653)
  • Correctly attributes the configurations' origin if using the FixedSet acquisition function optimizer (#653)
  • Fixes an infinite loop which could occur if using only a single configuration per iteration (#654)
  • Fixes a bug in the kernel construction of the BOFacade (#655)

0.12.1

Minor Changes

  • Upgrade the minimal scikit-learn dependency to 0.22.X.
  • Make GP predictions faster (#638)
  • Allow passing tae_runner_kwargs to ROAR.
  • Add a new StatusType DONOTADVANCE for runs that would not benefit from a higher budgets. Such runs are always used to build a model for SH/HB (#632)
  • Add facades/examples for HB/SH (#610)
  • Compute acquisition function only if necessary (#627,#629)

Bug Fixes

  • Fixes a bug which caused SH/HB to consider TIMEOUTS on all budgets for model building (#632)
  • Fixed a bug in adaptive capping for SH (#619,#622)

0.12.0

Major Changes

  • Support for Successive Halving and Hyperband as new instensification/racing strategies.
  • Improve the SMAC architecture by moving from an architecture where new candidates are passed to the racing algorithm to an architecture where the racing algorithm requests new candidates, which is necessary to implement the BOHB algorithm (#551).
  • Source code is now PEP8 compliant. PEP8 compliance is checked by travis-ci (#565).
  • Source code is now annotated with type annotation and checked with mypy.

Minor Changes

  • New argument to directly control the size of the initial design (#553).
  • Acquisition function is fed additional arguments at update time (#557).
  • Adds new acquisition function maximizer which goes through a list of pre-specified configurations (#558).
  • Document that the dependency pyrfr does not work with SWIG 4.X (#599).
  • Improved error message for objects which cannot be serialized to json (#453).
  • Dropped the random forest with HPO surrogate which was added in 0.9.
  • Dropped the EPILS facade which was added in 0.6.
  • Simplified the interface for constructing a runhistory object.
  • removed the default rng from the Gaussian process priors (#554).
  • Adds the possibility to specify the acquisition function optimizer for the random search (ROAR) facade (#563).
  • Bump minimal version of ConfigSpace requirement to 0.4.9 (#578).
  • Examples are now rendered on the website using sphinx gallery (#567).

Bug fixes

  • Fixes a bug which caused SMAC to fail for Python function if use_pynisher=False and an exception was raised (#437).
  • Fixes a bug in which samples from a Gaussian process were shaped differently based on the number of dimesions of the y-array used for fitting the GP (#556).
  • Fixes a bug with respect saving data as json (#555).
  • Better error message for a sobol initial design of size >40 ( #564).
  • Add a missing return statement to GaussianProcess._train.

0.11.1

Changes

  • Updated the default hyperparameters of the Gaussian process facade to follow recent research (#529)
  • Enabled flake8 code style checks for newly merged code (#525)

0.11.0

Major changes

  • Local search now starts from observed configurations with high acquisition function values, low cost and the from unobserved configurations with high acquisition function values found by random search (#509)
  • Reduces the number of mandatory requirements (#516)
  • Make Gaussian processes more resilient to linalg error by more aggressively adding noise to the diagonal (#511)
  • Inactive hyperparameters are now imputed with a value outside of the modeled range (-1) (#508)
  • Replace the GP library George by scikit-learn (#505)
  • Renames facades to better reflect their use cases (#492), and adds a table to help deciding which facade to use (#495)
  • SMAC facades now accept class arguments instead of object arguments (#486)

Minor changes

  • Vectorize local search for improved speed (#500)
  • Extend the Sobol and LHD initial design to work for non-continuous hyperparameters as well applying an idea similar to inverse transform sampling (#494)

Bug fixes

  • Fixes a regression in the validation scripts (#519)
  • Fixes a unit test regression with numpy 1.17 (#523)
  • Fixes an error message (#510)
  • Fixes an error making random search behave identical for all seeds

0.10.0

Major changes

  • ADD further acquisition functions: PI and LCB
  • SMAC can now be installed without installing all its dependencies
  • Simplify setup.py by moving most thing to setup.cfg

Bug fixes

  • RM typing as requirement
  • FIX import of authors in setup.py
  • MAINT use json-file as standard pcs format for internal logging

0.9

Major changes

  • ADD multiple optional initial designs: LHC, Factorial Design, Sobol
  • ADD fmin interface know uses BORF facade (should perform much better on continuous, low-dimensional functions)
  • ADD Hydra (see "Hydra: Automatically Configuring Algorithms for Portfolio-Based Selection" by Xu et al)
  • MAINT Not every second configuration is randomly drawn, but SMAC samples configurations randomly with a given probability (default: 0.5)
  • MAINT parsing of options

Interface changes

  • ADD two new interfaces to optimize low dimensional continuous functions (w/o instances, docs missing)
    • BORF facade: Initial design + Tuned RF
    • BOGP interface: Initial design + GP
  • ADD options to control acquisition function optimization
  • ADD option to transform function values (log, inverse w/ and w/o scaling)
  • ADD option to set initial design

Minor changes

  • ADD output of estimated cost of final incumbent
  • ADD explanation of "deterministic" option in documentation
  • ADD save configspace as json
  • ADD random forest with automated HPO (not activated by default)
  • ADD optional linear cooldown for interleaving random configurations (not active by default)
  • MAINT Maximal cutoff time of pynisher set to UINT16
  • MAINT make SMAC deterministic if function is deterministic, the budget is limited and the run objective is quality
  • MAINT SLS on acquisition function (plateau walks)
  • MAINT README
  • FIX abort-on-first-run-crash
  • FIX pSMAC input directory parsing
  • FIX fmin interface with more than 10 parameters
  • FIX no output directory if set to '' (empty string)
  • FIX use np.log instead of np.log10
  • FIX No longer use law of total variance for uncertainty prediction for RFs as EPM, but only variance over trees (no variance in trees)
  • FIX Marginalize over instances inside of each tree of the forest leads to better uncertainty estimates (motivated by the original SMAC implementation)

0.8

Major changes

  • Upgrade to ConfigSpace (0.4.X), which is not backwards compatible. On the plus side, the ConfigSpace is about 3-10 times faster, depending on the task.
  • FIX #240: improved output directory structure. If the user does not specify an output directory a SMAC experiment will have the following structure: smac_/run_<run_id>/*.json. The user can specify a output directory, e.g. ./myExperiment or ./myExperiment/ which results in ./myExperiment/run_<run_id>/*.json.
  • Due to changes in AnaConda's compiler setup we drop the unit tests for python3.4.

Interface changes

  • Generalize the interface of the acquisition functions to work with ConfigSpaces's configuration objects instead of numpy arrays.
  • The acquisition function optimizer can now be passed to the SMBO object.
  • A custom SMBO class can now be passed to the SMAC builder object.
  • run_id is no longer an argument to the Scenario object, making the interface a bit cleaner.

Minor changes

  • #333 fixes an incompability with uncorrelated_mo_rf_with_instances.
  • #323 fixes #324 and #319, which both improve the functioning of the built-in validation tools.
  • #350 fixes random search, which could accidentaly use configurations found my a local acquisition function optimizer.
  • #336 makes validation more flexible.

0.7.2

  • Introduce version upper bound on ConfigSpace dependency (<0.4).

0.7.1

  • FIX #193, restoring the scenario now possible.
  • ADD #271 validation.
  • FIX #311 abort on first crash.
  • FIX #318, ExecuteTARunOld now always returns a StatusType.

0.6

Major changes

  • MAINT documentation (nearly every part was improved and extended, including installation, examples, API).
  • ADD EPILS as mode (modified version of ParamILS).
  • MAINT minimal required versions of configspace, pyrfr, sklearn increased (several issues fixed in new configspace version).
  • MAINT for quality scenarios, the user can specify the objective value for crashed runs (returned NaN and Inf are replaced by value for crashed runs).

Minor changes

  • FIX issue #220, do not store external data in runhistory.
  • MAINT TAEFunc without pynisher possible.
  • MAINT intensification: minimal number of required challengers parameterized.
  • FIX saving duplicated (capped) runs.
  • FIX handling of ordinal parameters.
  • MAINT runobj is now mandatory.
  • FIX arguments passed to pyrfr.

0.5

Major changes

  • MAINT #192: SMAC uses version 0.4 of the random forest library pyrfr. As a side-effect, the library swig is necessary to build the random forest.
  • MAINT: random samples which are interleaved in the list of challengers are now obtained from a generator. This reduces the overhead of sampling random configurations.
  • FIX #117: only round the cutoff when running a python function as the target algorithm.
  • MAINT #231: Rename the submodule smac.smbo to smac.optimizer.
  • MAINT #213: Use log(EI) as default acquisition function when optimizing running time of an algorithm.
  • MAINT #223: updated example of optimizing a random forest with SMAC.
  • MAINT #221: refactored the EPM module. The PCA on instance features is now part of fitting the EPM instead of reading a scenario. Because of this restructuring, the PCA can now take instance features which are external data into account.

Minor changes

  • SMAC now outputs scenario options if the log level is DEBUG (2f0ceee).
  • SMAC logs the command line call if invoked from the command line (3accfc2).
  • SMAC explicitly checks that it runs in python>=3.4.
  • MAINT #226: improve efficientcy when loading the runhistory from a json file.
  • FIX #217: adds milliseconds to the output directory names to avoid race. conditions when starting multiple runs on a cluster.
  • MAINT #209: adds the seed or a pseudo-seed to the output directory name for better identifiability of the output directories.
  • FIX #216: replace broken call to in EIPS acqusition function.
  • MAINT: use codecov.io instead of coveralls.io.
  • MAINT: increase minimal required version of the ConfigSpace package to 0.3.2.

0.4

  • ADD #204: SMAC now always saves runhistory files as runhistory.json.
  • MAINT #205: the SMAC repository now uses codecov.io instead of coveralls.io.
  • ADD #83: support of ACLIB 2.0 parameter configuration space file.
  • FIX #206: instances are now explicitly cast to str. In case no instance is given, a single None is used, which is not cast to str.
  • ADD #200: new convenience function to retrieve an X, y representation of the data to feed it to a new fANOVA implementation.
  • MAINT #198: improved pSMAC interface.
  • FIX #201: improved handling of boolean arguments to SMAC.
  • FIX #194: fixes adaptive capping with re-occurring configurations.
  • ADD #190: new argument intensification_percentage.
  • ADD #187: better dependency injection into main SMAC class to avoid ill-configured SMAC objects.
  • ADD #161: log scenario object as a file.
  • ADD #186: show the difference between old and new incumbent in case of an incumbent change.
  • MAINT #159: consistent naming of loggers.
  • ADD #128: new helper method to get the target algorithm evaluator.
  • FIX #165: default value for par = 1.
  • MAINT #153: entries in the trajectory logger are now named tuples.
  • FIX #155: better handling of SMAC shutdown and crashes if the first configuration crashes.

0.3

  • Major speed improvements when sampling new configurations:
    • Improved conditional hyperparameter imputation (PR #176).
    • Faster generation of the one exchange neighborhood (PR #174).
  • FIX #171 potential bug with pSMAC.
  • FIX #175 backwards compability for reading runhistory files.

0.2.4

  • CI only check code quality for python3.
  • Perform local search on configurations from previous runs as proposed in the original paper from 2011 instead of random configurations as implemented before.
  • CI run travis-ci unit tests with python3.6.
  • FIX #167, remove an endless loop which occured when using pSMAC.

0.2.3

  • MAINT refactor Intensifcation and adding unit tests.
  • CHANGE StatusType to Enum.
  • RM parameter importance package.
  • FIX ROAR facade bug for cli.
  • ADD easy access of runhistory within Python.
  • FIX imputation of censored data.
  • FIX conversion of runhistory to EPM training data (in particular running time data).
  • FIX initial run only added once in runhistory.
  • MV version number to a separate file.
  • MAINT more efficient computations in run_history (assumes average as aggregation function across instances).

0.2.2

  • FIX 124: SMAC could crash if the number of instances was less than seven.
  • FIX 126: Memory limit was not correctly passed to the target algorithm evaluator.
  • Local search is now started from the configurations with highest EI, drawn by random sampling.
  • Reduce the number of trees to 10 to allow faster predictions (as in SMAC2).
  • Do an adaptive number of stochastic local search iterations instead of a fixd number (a5914a1d97eed2267ae82f22bd53246c92fe1e2c).
  • FIX a bug which didn't make SMAC run at least two configurations per call to intensify.
  • ADD more efficient data structure to update the cost of a configuration.
  • FIX do only count a challenger as a run if it actually was run (and not only considered)(a993c29abdec98c114fc7d456ded1425a6902ce3).

0.2.1

  • CI: travis-ci continuous integration on OSX.
  • ADD: initial design for mulitple configurations, initial design for a random configuration.
  • MAINT: use sklearn PCA if more than 7 instance features are available (as in SMAC 1 and 2).
  • MAINT: use same minimum step size for the stochastic local search as in SMAC2.
  • MAINT: use same number of imputation iterations as in SMAC2.
  • FIX 98: automatically seed the configuration space object based on the SMAC seed.

0.2

  • ADD 55: Separate modules for the initial design and a more flexible constructor for the SMAC class.
  • ADD 41: Add ROAR (random online adaptive racing) class.
  • ADD 82: Add fmin_smac, a scipy.optimize.fmin_l_bfgs_b-like interface to the SMAC algorithm.
  • NEW documentation at https://automl.github.io/SMAC3/stable and https://automl.github.io/SMAC3/dev.
  • FIX 62: intensification previously used a random seed from np.random instead of from SMAC's own random number generator.
  • FIX 42: class RunHistory can now be pickled.
  • FIX 48: stats and runhistory objects are now injected into the target algorithm execution classes.
  • FIX 72: it is now mandatory to either specify a configuration space or to pass the path to a PCS file.
  • FIX 49: allow passing a callable directly to SMAC. SMAC will wrap the callable with the appropriate target algorithm runner.

0.1.3

  • FIX 63 using memory limit for function target algorithms (broken since 0.1.1).

0.1.2

  • FIX 58 output of the final statistics.
  • FIX 56 using the command line target algorithms (broken since 0.1.1).
  • FIX 50 as variance prediction, we use the average predicted variance across the instances.

0.1.1

  • NEW leading ones examples.
  • NEW raise exception if unknown parameters are given in the scenario file.
  • FIX 17/26/35/37/38/39/40/46.
  • CHANGE requirement of ConfigSpace package to 0.2.1.
  • CHANGE cutoff default is now None instead of 99999999999.

0.1.0

  • Moved to github instead of bitbucket.
  • ADD further unit tests.
  • CHANGE Stats object instead of static class.
  • CHANGE requirement of ConfigSpace package to 0.2.0.
  • FIX intensify runs at least two challengers.
  • FIX intensify skips incumbent as challenger.
  • FIX Function TAE runner passes random seed to target function.
  • FIX parsing of emtpy lines in scenario file.

0.0.1

  • initial release.