The Developer API is suitable when the user wants maximal customization of the optimization loop. This tutorial demonstrates optimization of a Hartmann6 function using the `SimpleExperiment`

construct, which we use for synchronous experiments, where trials can be evaluated right away.

For more details on the different Ax constructs, see the "Building Blocks of Ax" tutorial.

In [1]:

```
import numpy as np
from ax import (
ComparisonOp,
ParameterType,
RangeParameter,
SearchSpace,
SimpleExperiment,
OutcomeConstraint,
)
from ax.metrics.l2norm import L2NormMetric
from ax.modelbridge.factory import Models
from ax.plot.contour import plot_contour
from ax.plot.trace import optimization_trace_single_method
from ax.utils.measurement.synthetic_functions import hartmann6
from ax.utils.notebook.plotting import render, init_notebook_plotting
init_notebook_plotting()
```

First, we define an evaluation function that is able to compute all the metrics needed for this experiment. This function needs to accept a set of parameter values and a weight. It should produce a dictionary of metric names to tuples of mean and standard error for those metrics. Note that when using `Experiment`

(instead of `SimpleExperiment`

), it's possible to deploy trials and fetch their evaluation results asynchronously; more on that in the "Building Blocks of Ax" tutorial.

In [3]:

```
def hartmann_evaluation_function(
parameterization, # dict of parameter names to values of those parameters
weight=None, # evaluation function signature requires a weight argument
):
x = np.array([parameterization.get(f"x{i}") for i in range(6)])
# In our case, standard error is 0, since we are computing a synthetic function.
return {"hartmann6": (hartmann6(x), 0.0), "l2norm": (np.sqrt((x ** 2).sum()), 0.0)}
```

Second, we define a search space, which defines the type and allowed range for the parameters.

In [4]:

```
hartmann_search_space = SearchSpace(
parameters=[
RangeParameter(
name=f"x{i}", parameter_type=ParameterType.FLOAT, lower=0.0, upper=1.0
)
for i in range(6)
]
)
```

Third, we make a `SimpleExperiment`

. In addition to the search space and evaluation function, here we define the `objective_name`

and `outcome_constraints`

.

When doing the optimization, we will find points that minimize the objective while obeying the constraints (which in this case means `l2norm < 1.25`

).

In [5]:

```
exp = SimpleExperiment(
name="test_branin",
search_space=hartmann_search_space,
evaluation_function=hartmann_evaluation_function,
objective_name="hartmann6",
minimize=True,
outcome_constraints=[
OutcomeConstraint(
metric=L2NormMetric(
name="l2norm", param_names=[f"x{i}" for i in range(6)], noise_sd=0.2
),
op=ComparisonOp.LEQ,
bound=1.25,
relative=False,
)
],
)
```

Run the optimization using the settings defined on the experiment. We will create 5 random sobol points for exploration followed by 15 points generated using the GPEI optimizer.

In [6]:

```
print(f"Running Sobol initialization trials...")
sobol = Models.SOBOL(exp.search_space)
for i in range(5):
exp.new_trial(generator_run=sobol.gen(1))
for i in range(15):
print(f"Running GP+EI optimization trial {i+1}/15...")
# Reinitialize GP+EI model at each step with updated data.
gpei = Models.GPEI(experiment=exp, data=exp.eval())
batch = exp.new_trial(generator_run=gpei.gen(1))
print("Done!")
```

Now we can inspect the `SimpleExperiment`

's data by calling `eval()`

, which retrieves evaluation data for all batches of the experiment.

We can also use the `eval_trial`

function to get evaluation data for a specific trial in the experiment, like so:

In [7]:

```
trial_data = exp.eval_trial(exp.trials[1])
trial_data.df
```

Out[7]:

arm_name | mean | metric_name | sem | trial_index | |
---|---|---|---|---|---|

0 | 1_0 | -0.408912 | hartmann6 | 0.0 | 1 |

1 | 1_0 | 1.570726 | l2norm | 0.0 | 1 |

Now we can plot the results of our optimization:

In [8]:

```
# `plot_single_method` expects a 2-d array of means, because it expects to average means from multiple
# optimization runs, so we wrap out best objectives array in another array.
objective_means = np.array([[trial.objective_mean for trial in exp.trials.values()]])
best_objective_plot = optimization_trace_single_method(
y=np.minimum.accumulate(objective_means, axis=1),
optimum=-3.32237, # Known minimum objective for Hartmann6 function.
)
render(best_objective_plot)
```