#!/usr/bin/env python3
# Copyright (c) Facebook, Inc. and its affiliates. All Rights Reserved.
# pyre-strict
from itertools import product
from typing import List
from ax.benchmark.benchmark_problem import (
BenchmarkProblem,
branin_max,
hartmann6_constrained,
)
from ax.benchmark.benchmark_runner import (
BenchmarkResult,
BenchmarkSetup,
BOBenchmarkRunner,
)
from ax.modelbridge.factory import Models
from ax.modelbridge.generation_strategy import GenerationStep, GenerationStrategy
from ax.plot.base import AxPlotConfig
from ax.plot.render import plot_config_to_html
from ax.plot.trace import (
optimization_times,
optimization_trace_all_methods,
optimization_trace_single_method,
)
from ax.utils.report.render import h2_html, h3_html, p_html, render_report_elements
BOStrategies: List[GenerationStrategy] = [
GenerationStrategy(
name="Sobol", steps=[GenerationStep(model=Models.SOBOL, num_arms=50)]
),
# Generation strategy to use Sobol for first 5 arms and GP+EI for next 45:
GenerationStrategy(
name="Sobol+GPEI",
steps=[
GenerationStep(model=Models.SOBOL, num_arms=5, min_arms_observed=5),
GenerationStep(model=Models.GPEI, num_arms=-1),
],
),
]
BOProblems: List[BenchmarkProblem] = [hartmann6_constrained, branin_max]
[docs]class BOBenchmarkingSuite:
"""Suite that runs all standard Bayesian optimization benchmarks."""
def __init__(self) -> None:
self._runner: BOBenchmarkRunner = BOBenchmarkRunner()
[docs] def run(
self,
num_runs: int,
total_iterations: int,
bo_strategies: List[GenerationStrategy],
bo_problems: List[BenchmarkProblem],
batch_size: int = 1,
raise_all_errors: bool = False,
) -> BOBenchmarkRunner:
"""Run all standard BayesOpt benchmarks.
Args:
num_runs: How many time to run each test.
total_iterations: How many iterations to run each optimization for.
bo_strategies: GenerationStrategies representing each method to
benchmark.
bo_problems: Problems to benchmark the methods on.
batch_size: Number of arms to be generated and evaluated in optimization
at once.
raise_all_errors: Debugging setting; set to true if all encountered
errors should be raised right away (and interrupt the benchm arking)
rather than logged and recorded.
"""
setups = (
BenchmarkSetup(problem, total_iterations, batch_size)
for problem in bo_problems
)
for setup, gs in product(setups, bo_strategies):
self._runner.run_benchmark_test(
setup=setup,
generation_strategy=gs,
num_runs=num_runs,
raise_all_errors=raise_all_errors,
)
return self._runner
@classmethod
def _make_plots(
cls,
benchmark_result: BenchmarkResult,
problem_name: str,
include_individual: bool,
) -> List[AxPlotConfig]:
plots: List[AxPlotConfig] = []
# Plot objective at true best
plots.append(
optimization_trace_all_methods(
y_dict=benchmark_result.objective_at_true_best,
optimum=benchmark_result.optimum,
title=f"{problem_name}: cumulative best objective",
ylabel="Objective at best-feasible point observed so far",
)
)
if include_individual:
# Plot individual plots of a single method on a single problem.
for m, y in benchmark_result.objective_at_true_best.items():
plots.append(
optimization_trace_single_method(
y=y,
optimum=benchmark_result.optimum,
generator_changes=benchmark_result.generator_changes[m],
title=f"{problem_name}, {m}: cumulative best objective",
ylabel="Objective at best-feasible point observed so far",
)
)
# Plot time
plots.append(
optimization_times(
fit_times=benchmark_result.fit_times,
gen_times=benchmark_result.gen_times,
title=f"{problem_name}: optimization times",
)
)
return plots
[docs] def generate_report(self, include_individual: bool = False) -> str:
benchmark_result_dict = self._runner.aggregate_results()
html_elements = [h2_html("Bayesian Optimization benchmarking suite report")]
for p, benchmark_result in benchmark_result_dict.items():
html_elements.append(h3_html(f"{p}:"))
plots = self._make_plots(
benchmark_result, problem_name=p, include_individual=include_individual
)
html_elements.extend(plot_config_to_html(plt) for plt in plots)
if len(self._runner._error_messages) > 0:
html_elements.append(h3_html("Errors encountered"))
html_elements.extend(p_html(err) for err in self._runner._error_messages)
else:
html_elements.append(h3_html("No errors encountered"))
return render_report_elements("bo_benchmark_suite_test", html_elements)
