{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "# Service API Example on Hartmann6\n", "\n", "The Ax Service API is designed to allow the user to control scheduling of trials and data computation while having an easy to use interface with Ax.\n", "\n", "The user iteratively:\n", "- Queries Ax for candidates\n", "- Schedules / deploys them however they choose\n", "- Computes data and logs to Ax\n", "- Repeat" ] }, { "cell_type": "code", "execution_count": 1, "metadata": {}, "outputs": [ { "data": { "text/html": [ "" ] }, "metadata": {}, "output_type": "display_data" }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:36:42] ipy_plotting: Injecting Plotly library into cell. Do not overwrite or delete cell.\n" ] }, { "data": { "text/html": [ " \n", " " ] }, "metadata": {}, "output_type": "display_data" } ], "source": [ "from ax.service.ax_client import AxClient\n", "from ax.utils.measurement.synthetic_functions import hartmann6\n", "from ax.utils.notebook.plotting import render, init_notebook_plotting\n", "\n", "init_notebook_plotting()" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## 1. Initialize client\n", "\n", "Create a client object to interface with Ax APIs. By default this runs locally without storage." ] }, { "cell_type": "code", "execution_count": 2, "metadata": {}, "outputs": [ { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:36:42] ax.service.ax_client: Starting optimization with verbose logging. To disable logging, set the `verbose_logging` argument to `False`. Note that float values in the logs are rounded to 2 decimal points.\n" ] } ], "source": [ "ax_client = AxClient()" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## 2. Set up experiment\n", "An experiment consists of a **search space** (parameters and parameter constraints) and **optimization configuration** (objective name, minimization setting, and outcome constraints). Note that:\n", "- Only `name`, `parameters`, and `objective_name` arguments are required.\n", "- Dictionaries in `parameters` have the following required keys: \"name\" - parameter name, \"type\" - parameter type (\"range\", \"choice\" or \"fixed\"), \"bounds\" for range parameters, \"values\" for choice parameters, and \"value\" for fixed parameters.\n", "- Dictionaries in `parameters` can optionally include \"value_type\" (\"int\", \"float\", \"bool\" or \"str\"), \"log_scale\" flag for range parameters, and \"is_ordered\" flag for choice parameters.\n", "- `parameter_constraints` should be a list of strings of form \"p1 >= p2\" or \"p1 + p2 <= some_bound\".\n", "- `outcome_constraints` should be a list of strings of form \"constrained_metric <= some_bound\"." ] }, { "cell_type": "code", "execution_count": 3, "metadata": {}, "outputs": [ { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:36:42] ax.modelbridge.dispatch_utils: Using Bayesian Optimization generation strategy: GenerationStrategy(name='Sobol+GPEI', steps=[Sobol for 6 arms, GPEI for subsequent arms], generated 0 arm(s) so far). Iterations after 6 will take longer to generate due to model-fitting.\n" ] } ], "source": [ "ax_client.create_experiment(\n", " name=\"hartmann_test_experiment\",\n", " parameters=[\n", " {\n", " \"name\": \"x1\",\n", " \"type\": \"range\",\n", " \"bounds\": [0.0, 1.0],\n", " \"value_type\": \"float\", # Optional, defaults to inference from type of \"bounds\".\n", " \"log_scale\": False, # Optional, defaults to False.\n", " },\n", " {\n", " \"name\": \"x2\",\n", " \"type\": \"range\",\n", " \"bounds\": [0.0, 1.0],\n", " },\n", " {\n", " \"name\": \"x3\",\n", " \"type\": \"range\",\n", " \"bounds\": [0.0, 1.0],\n", " },\n", " {\n", " \"name\": \"x4\",\n", " \"type\": \"range\",\n", " \"bounds\": [0.0, 1.0],\n", " },\n", " {\n", " \"name\": \"x5\",\n", " \"type\": \"range\",\n", " \"bounds\": [0.0, 1.0],\n", " },\n", " {\n", " \"name\": \"x6\",\n", " \"type\": \"range\",\n", " \"bounds\": [0.0, 1.0],\n", " },\n", " ],\n", " objective_name=\"hartmann6\",\n", " minimize=True, # Optional, defaults to False.\n", " parameter_constraints=[\"x1 + x2 <= 2.0\"], # Optional.\n", " outcome_constraints=[\"l2norm <= 1.25\"], # Optional.\n", ")" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## 3. Define how to evaluate trials\n", "When using Ax a service, evaluation of parameterizations suggested by Ax is done either locally or, more commonly, using an external scheduler. Below is a dummy evaluation function that outputs data for two metrics \"hartmann6\" and \"l2norm\". Note that all returned metrics correspond to either the `objective_name` set on experiment creation or the metric names mentioned in `outcome_constraints`." ] }, { "cell_type": "code", "execution_count": 4, "metadata": { "collapsed": true }, "outputs": [], "source": [ "import numpy as np\n", "def evaluate(parameters):\n", " x = np.array([parameters.get(f\"x{i+1}\") for i in range(6)])\n", " # In our case, standard error is 0, since we are computing a synthetic function.\n", " return {\"hartmann6\": (hartmann6(x), 0.0), \"l2norm\": (np.sqrt((x ** 2).sum()), 0.0)}" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Result of the evaluation should generally be a mapping of the format: `{metric_name -> (mean, SEM)}`. If there is only one metric in the experiment – the objective – then evaluation function can return a single tuple of mean and SEM, in which case Ax will assume that evaluation corresponds to the objective. _It can also return only the mean as a float, in which case Ax will treat SEM as unknown and use a model that can infer it._ \n", "\n", "For more details on evaluation function, refer to the \"Trial Evaluation\" section in the Ax docs at [ax.dev](https://ax.dev/)" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## 4. Run optimization loop\n", "With the experiment set up, we can start the optimization loop.\n", "\n", "At each step, the user queries the client for a new trial then submits the evaluation of that trial back to the client.\n", "\n", "Note that Ax auto-selects an appropriate optimization algorithm based on the search space. For more advance use cases that require a specific optimization algorithm, pass a `generation_strategy` argument into the `AxClient` constructor. Note that when Bayesian Optimization is used, generating new trials may take a few minutes." ] }, { "cell_type": "code", "execution_count": 5, "metadata": {}, "outputs": [ { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:36:42] ax.service.ax_client: Generated new trial 0 with parameters {'x1': 0.42, 'x2': 0.97, 'x3': 0.95, 'x4': 0.84, 'x5': 0.38, 'x6': 0.92}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:36:42] ax.service.ax_client: Completed trial 0 with data: {'hartmann6': (-0.02, 0.0), 'l2norm': (1.93, 0.0)}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:36:42] ax.service.ax_client: Generated new trial 1 with parameters {'x1': 0.35, 'x2': 0.99, 'x3': 0.09, 'x4': 0.06, 'x5': 0.99, 'x6': 0.8}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:36:42] ax.service.ax_client: Completed trial 1 with data: {'hartmann6': (-0.0, 0.0), 'l2norm': (1.65, 0.0)}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:36:42] ax.service.ax_client: Generated new trial 2 with parameters {'x1': 0.32, 'x2': 0.94, 'x3': 0.72, 'x4': 0.58, 'x5': 0.02, 'x6': 0.35}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:36:42] ax.service.ax_client: Completed trial 2 with data: {'hartmann6': (-0.71, 0.0), 'l2norm': (1.4, 0.0)}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:36:42] ax.service.ax_client: Generated new trial 3 with parameters {'x1': 0.19, 'x2': 0.25, 'x3': 0.94, 'x4': 0.78, 'x5': 0.98, 'x6': 0.47}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:36:42] ax.service.ax_client: Completed trial 3 with data: {'hartmann6': (-0.01, 0.0), 'l2norm': (1.67, 0.0)}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:36:42] ax.service.ax_client: Generated new trial 4 with parameters {'x1': 0.22, 'x2': 0.08, 'x3': 0.32, 'x4': 0.87, 'x5': 0.88, 'x6': 0.17}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:36:42] ax.service.ax_client: Completed trial 4 with data: {'hartmann6': (-0.01, 0.0), 'l2norm': (1.31, 0.0)}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:36:42] ax.service.ax_client: Generated new trial 5 with parameters {'x1': 0.04, 'x2': 0.83, 'x3': 0.83, 'x4': 0.08, 'x5': 0.52, 'x6': 0.95}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:36:42] ax.service.ax_client: Completed trial 5 with data: {'hartmann6': (-0.12, 0.0), 'l2norm': (1.6, 0.0)}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:36:46] ax.service.ax_client: Generated new trial 6 with parameters {'x1': 0.31, 'x2': 0.97, 'x3': 0.56, 'x4': 0.51, 'x5': 0.0, 'x6': 0.21}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:36:46] ax.service.ax_client: Completed trial 6 with data: {'hartmann6': (-1.6, 0.0), 'l2norm': (1.28, 0.0)}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:36:50] ax.service.ax_client: Generated new trial 7 with parameters {'x1': 0.27, 'x2': 0.91, 'x3': 0.53, 'x4': 0.48, 'x5': 0.0, 'x6': 0.14}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:36:50] ax.service.ax_client: Completed trial 7 with data: {'hartmann6': (-1.85, 0.0), 'l2norm': (1.2, 0.0)}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:36:54] ax.service.ax_client: Generated new trial 8 with parameters {'x1': 0.27, 'x2': 0.92, 'x3': 0.45, 'x4': 0.45, 'x5': 0.0, 'x6': 0.09}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:36:54] ax.service.ax_client: Completed trial 8 with data: {'hartmann6': (-1.93, 0.0), 'l2norm': (1.15, 0.0)}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:36:58] ax.service.ax_client: Generated new trial 9 with parameters {'x1': 0.24, 'x2': 0.99, 'x3': 0.52, 'x4': 0.4, 'x5': 0.0, 'x6': 0.03}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:36:58] ax.service.ax_client: Completed trial 9 with data: {'hartmann6': (-1.37, 0.0), 'l2norm': (1.21, 0.0)}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:03] ax.service.ax_client: Generated new trial 10 with parameters {'x1': 0.3, 'x2': 0.86, 'x3': 0.4, 'x4': 0.49, 'x5': 0.01, 'x6': 0.13}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:03] ax.service.ax_client: Completed trial 10 with data: {'hartmann6': (-2.11, 0.0), 'l2norm': (1.11, 0.0)}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:07] ax.service.ax_client: Generated new trial 11 with parameters {'x1': 0.24, 'x2': 0.83, 'x3': 0.38, 'x4': 0.57, 'x5': 0.0, 'x6': 0.09}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:07] ax.service.ax_client: Completed trial 11 with data: {'hartmann6': (-1.87, 0.0), 'l2norm': (1.11, 0.0)}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:11] ax.service.ax_client: Generated new trial 12 with parameters {'x1': 0.39, 'x2': 0.82, 'x3': 0.41, 'x4': 0.47, 'x5': 0.0, 'x6': 0.11}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:11] ax.service.ax_client: Completed trial 12 with data: {'hartmann6': (-2.53, 0.0), 'l2norm': (1.11, 0.0)}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:15] ax.service.ax_client: Generated new trial 13 with parameters {'x1': 0.47, 'x2': 0.77, 'x3': 0.43, 'x4': 0.46, 'x5': 0.0, 'x6': 0.06}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:15] ax.service.ax_client: Completed trial 13 with data: {'hartmann6': (-2.35, 0.0), 'l2norm': (1.11, 0.0)}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:18] ax.service.ax_client: Generated new trial 14 with parameters {'x1': 0.39, 'x2': 0.75, 'x3': 0.42, 'x4': 0.39, 'x5': 0.0, 'x6': 0.1}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:18] ax.service.ax_client: Completed trial 14 with data: {'hartmann6': (-1.83, 0.0), 'l2norm': (1.03, 0.0)}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:22] ax.service.ax_client: Generated new trial 15 with parameters {'x1': 0.41, 'x2': 0.85, 'x3': 0.41, 'x4': 0.51, 'x5': 0.0, 'x6': 0.07}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:22] ax.service.ax_client: Completed trial 15 with data: {'hartmann6': (-2.97, 0.0), 'l2norm': (1.15, 0.0)}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:27] ax.service.ax_client: Generated new trial 16 with parameters {'x1': 0.44, 'x2': 0.89, 'x3': 0.4, 'x4': 0.57, 'x5': 0.0, 'x6': 0.03}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:27] ax.service.ax_client: Completed trial 16 with data: {'hartmann6': (-3.09, 0.0), 'l2norm': (1.21, 0.0)}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:30] ax.service.ax_client: Generated new trial 17 with parameters {'x1': 0.42, 'x2': 0.87, 'x3': 0.47, 'x4': 0.57, 'x5': 0.0, 'x6': 0.0}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:30] ax.service.ax_client: Completed trial 17 with data: {'hartmann6': (-3.1, 0.0), 'l2norm': (1.21, 0.0)}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:34] ax.service.ax_client: Generated new trial 18 with parameters {'x1': 0.43, 'x2': 0.87, 'x3': 0.42, 'x4': 0.55, 'x5': 0.06, 'x6': 0.0}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:34] ax.service.ax_client: Completed trial 18 with data: {'hartmann6': (-3.07, 0.0), 'l2norm': (1.19, 0.0)}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:35] ax.service.ax_client: Generated new trial 19 with parameters {'x1': 0.44, 'x2': 0.89, 'x3': 0.45, 'x4': 0.52, 'x5': 0.0, 'x6': 0.0}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:35] ax.service.ax_client: Completed trial 19 with data: {'hartmann6': (-2.95, 0.0), 'l2norm': (1.21, 0.0)}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:39] ax.service.ax_client: Generated new trial 20 with parameters {'x1': 0.41, 'x2': 0.86, 'x3': 0.41, 'x4': 0.6, 'x5': 0.02, 'x6': 0.03}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:39] ax.service.ax_client: Completed trial 20 with data: {'hartmann6': (-3.13, 0.0), 'l2norm': (1.2, 0.0)}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:39] ax.service.ax_client: Generated new trial 21 with parameters {'x1': 0.47, 'x2': 0.8, 'x3': 0.2, 'x4': 0.85, 'x5': 0.35, 'x6': 0.04}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:39] ax.service.ax_client: Completed trial 21 with data: {'hartmann6': (-1.29, 0.0), 'l2norm': (1.32, 0.0)}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:40] ax.service.ax_client: Generated new trial 22 with parameters {'x1': 0.41, 'x2': 0.85, 'x3': 0.36, 'x4': 0.57, 'x5': 0.0, 'x6': 0.0}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:40] ax.service.ax_client: Completed trial 22 with data: {'hartmann6': (-3.07, 0.0), 'l2norm': (1.17, 0.0)}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:41] ax.service.ax_client: Generated new trial 23 with parameters {'x1': 0.43, 'x2': 0.88, 'x3': 0.72, 'x4': 0.66, 'x5': 0.15, 'x6': 0.0}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:41] ax.service.ax_client: Completed trial 23 with data: {'hartmann6': (-2.89, 0.0), 'l2norm': (1.39, 0.0)}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:42] ax.service.ax_client: Generated new trial 24 with parameters {'x1': 0.04, 'x2': 0.84, 'x3': 0.05, 'x4': 0.32, 'x5': 0.86, 'x6': 0.8}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:42] ax.service.ax_client: Completed trial 24 with data: {'hartmann6': (-0.0, 0.0), 'l2norm': (1.48, 0.0)}.\n" ] } ], "source": [ "for i in range(25):\n", " parameters, trial_index = ax_client.get_next_trial()\n", " # Local evaluation here can be replaced with deployment to external system.\n", " ax_client.complete_trial(trial_index=trial_index, raw_data=evaluate(parameters))" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "To view all trials in a data frame at any point during optimization:" ] }, { "cell_type": "code", "execution_count": 6, "metadata": {}, "outputs": [ { "name": "stderr", "output_type": "stream", "text": [ "/home/travis/virtualenv/python3.6.7/lib/python3.6/site-packages/pandas/core/reshape/merge.py:617: UserWarning:\n", "\n", "merging between different levels can give an unintended result (2 levels on the left, 1 on the right)\n", "\n" ] }, { "data": { "text/html": [ "
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arm_namehartmann6l2normtrial_indexx1x2x3x4x5x6
00_0-0.02371761.9329100.4248800.9686820.9524290.8445713.827628e-019.221341e-01
31_0-0.001393861.6504810.3519400.9850430.0874870.0645169.872298e-018.021760e-01
152_0-0.7066551.3999120.3240770.9404710.7154660.5764762.418129e-023.541575e-01
183_0-0.01132391.6657130.1882910.2522100.9413110.7758719.815478e-014.733413e-01
194_0-0.00975721.3135940.2183210.0832730.3175310.8707718.839930e-011.743592e-01
205_0-0.1227681.5981150.0351680.8320640.8255240.0829915.226894e-019.480583e-01
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211_0-1.870241.10781110.2392730.8335270.3826390.5658685.627377e-179.271207e-02
412_0-2.528561.10513120.3873620.8175020.4127160.4689948.787075e-171.125173e-01
513_0-2.35461.10579130.4695980.7746060.4282280.4632874.524198e-176.491297e-02
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715_0-2.971191.14977150.4121750.8488410.4097010.5092004.069093e-136.645956e-02
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1018_0-3.07341.19469180.4267270.8717290.4196910.5525106.204681e-023.425596e-03
1119_0-2.954941.20795190.4393400.8893380.4522320.5202787.532006e-182.502241e-18
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\n", "
" ], "text/plain": [ " arm_name hartmann6 l2norm trial_index x1 x2 x3 \\\n", "0 0_0 -0.0237176 1.93291 0 0.424880 0.968682 0.952429 \n", "3 1_0 -0.00139386 1.65048 1 0.351940 0.985043 0.087487 \n", "15 2_0 -0.706655 1.39991 2 0.324077 0.940471 0.715466 \n", "18 3_0 -0.0113239 1.66571 3 0.188291 0.252210 0.941311 \n", "19 4_0 -0.0097572 1.31359 4 0.218321 0.083273 0.317531 \n", "20 5_0 -0.122768 1.59811 5 0.035168 0.832064 0.825524 \n", "21 6_0 -1.59697 1.28184 6 0.308396 0.967262 0.556293 \n", "22 7_0 -1.84699 1.19724 7 0.273695 0.911516 0.529915 \n", "23 8_0 -1.92844 1.1519 8 0.269509 0.915591 0.452171 \n", "24 9_0 -1.36789 1.21368 9 0.242275 0.989032 0.524883 \n", "1 10_0 -2.11288 1.11454 10 0.295624 0.857789 0.401107 \n", "2 11_0 -1.87024 1.10781 11 0.239273 0.833527 0.382639 \n", "4 12_0 -2.52856 1.10513 12 0.387362 0.817502 0.412716 \n", "5 13_0 -2.3546 1.10579 13 0.469598 0.774606 0.428228 \n", "6 14_0 -1.8329 1.02623 14 0.388343 0.753307 0.417754 \n", "7 15_0 -2.97119 1.14977 15 0.412175 0.848841 0.409701 \n", "8 16_0 -3.08879 1.21008 16 0.440641 0.887102 0.398171 \n", "9 17_0 -3.09757 1.21273 17 0.418652 0.866243 0.466978 \n", "10 18_0 -3.0734 1.19469 18 0.426727 0.871729 0.419691 \n", "11 19_0 -2.95494 1.20795 19 0.439340 0.889338 0.452232 \n", "12 20_0 -3.13087 1.20079 20 0.414879 0.862800 0.410556 \n", "13 21_0 -1.29293 1.32498 21 0.473875 0.803599 0.201302 \n", "14 22_0 -3.06919 1.16652 22 0.413430 0.854961 0.358489 \n", "16 23_0 -2.89349 1.38556 23 0.425087 0.875474 0.717182 \n", "17 24_0 -0.00343404 1.48192 24 0.036716 0.841991 0.046683 \n", "\n", " x4 x5 x6 \n", "0 0.844571 3.827628e-01 9.221341e-01 \n", "3 0.064516 9.872298e-01 8.021760e-01 \n", "15 0.576476 2.418129e-02 3.541575e-01 \n", "18 0.775871 9.815478e-01 4.733413e-01 \n", "19 0.870771 8.839930e-01 1.743592e-01 \n", "20 0.082991 5.226894e-01 9.480583e-01 \n", "21 0.506896 0.000000e+00 2.145123e-01 \n", "22 0.475865 1.063916e-08 1.426371e-01 \n", "23 0.451904 4.445262e-03 8.510050e-02 \n", "24 0.399264 1.799034e-17 3.495734e-02 \n", "1 0.489763 1.375390e-02 1.344188e-01 \n", "2 0.565868 5.627377e-17 9.271207e-02 \n", "4 0.468994 8.787075e-17 1.125173e-01 \n", "5 0.463287 4.524198e-17 6.491297e-02 \n", "6 0.386430 4.228920e-12 1.049372e-01 \n", "7 0.509200 4.069093e-13 6.645956e-02 \n", "8 0.569030 1.133831e-18 2.914861e-02 \n", "9 0.571835 5.376449e-19 2.141938e-03 \n", "10 0.552510 6.204681e-02 3.425596e-03 \n", "11 0.520278 7.532006e-18 2.502241e-18 \n", "12 0.596397 1.606970e-02 2.906198e-02 \n", "13 0.847604 3.531386e-01 3.980996e-02 \n", "14 0.574780 0.000000e+00 0.000000e+00 \n", "16 0.659251 1.538223e-01 0.000000e+00 \n", "17 0.320709 8.560150e-01 8.049785e-01 " ] }, "execution_count": 6, "metadata": {}, "output_type": "execute_result" } ], "source": [ "ax_client.get_trials_data_frame().sort_values('trial_index')" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## 5. Retrieve best parameters\n", "\n", "Once it's complete, we can access the best parameters found, as well as the corresponding metric values." ] }, { "cell_type": "code", "execution_count": 7, "metadata": {}, "outputs": [ { "data": { "text/plain": [ "{'x1': 0.41487931700070046,\n", " 'x2': 0.8627996265696116,\n", " 'x3': 0.4105563552715978,\n", " 'x4': 0.5963972686396043,\n", " 'x5': 0.016069695424268303,\n", " 'x6': 0.0290619818012548}" ] }, "execution_count": 7, "metadata": {}, "output_type": "execute_result" } ], "source": [ "best_parameters, values = ax_client.get_best_parameters()\n", "best_parameters" ] }, { "cell_type": "code", "execution_count": 8, "metadata": {}, "outputs": [ { "data": { "text/plain": [ "{'l2norm': 1.2007899506093045, 'hartmann6': -3.13087254787905}" ] }, "execution_count": 8, "metadata": {}, "output_type": "execute_result" } ], "source": [ "means, covariances = values\n", "means " ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "For comparison, Hartmann6 minimum:" ] }, { "cell_type": "code", "execution_count": 9, "metadata": {}, "outputs": [ { "data": { "text/plain": [ "-3.32237" ] }, "execution_count": 9, "metadata": {}, "output_type": "execute_result" } ], "source": [ "hartmann6.fmin" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## 6. Plot the response surface and optimization trace\n", "Here we arbitrarily select \"x1\" and \"x2\" as the two parameters to plot for both metrics, \"hartmann6\" and \"l2norm\"." ] }, { "cell_type": "code", "execution_count": 10, "metadata": {}, "outputs": [ { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:42] ax.service.ax_client: Retrieving contour plot with parameter 'x1' on X-axis and 'x2' on Y-axis, for metric 'hartmann6'. Ramaining parameters are affixed to the middle of their range.\n" ] }, { "data": { "application/vnd.plotly.v1+json": { "config": { "linkText": "Export to plot.ly", "plotlyServerURL": "https://plot.ly", "showLink": false }, "data": [ { "autocolorscale": false, "autocontour": true, "colorbar": { "tickfont": { "size": 8 }, "ticksuffix": "", "x": 0.45, "y": 0.5 }, "colorscale": [ [ 0.0, "rgb(247,252,253)" ], [ 0.125, "rgb(229,245,249)" ], [ 0.25, "rgb(204,236,230)" ], [ 0.375, "rgb(153,216,201)" ], [ 0.5, "rgb(102,194,164)" ], [ 0.625, "rgb(65,174,118)" ], [ 0.75, "rgb(35,139,69)" ], [ 0.875, "rgb(0,109,44)" ], [ 1.0, "rgb(0,68,27)" ] ], "contours": { "coloring": "heatmap" }, "hoverinfo": "x+y+z", "ncontours": 25, "type": "contour", "x": [ 0.0, 0.02040816326530612, 0.04081632653061224, 0.061224489795918366, 0.08163265306122448, 0.1020408163265306, 0.12244897959183673, 0.14285714285714285, 0.16326530612244897, 0.18367346938775508, 0.2040816326530612, 0.22448979591836732, 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" ] }, "metadata": {}, "output_type": "display_data" } ], "source": [ "render(ax_client.get_contour_plot())" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "We can also retrieve a contour plot for the other metric, \"l2norm\" –– say, we are interested in seeing the response surface for parameters \"x3\" and \"x4\" for this one." ] }, { "cell_type": "code", "execution_count": 11, "metadata": {}, "outputs": [ { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:44] ax.service.ax_client: Retrieving contour plot with parameter 'x3' on X-axis and 'x4' on Y-axis, for metric 'l2norm'. Ramaining parameters are affixed to the middle of their range.\n" ] }, { "data": { "application/vnd.plotly.v1+json": { "config": { "linkText": "Export to plot.ly", "plotlyServerURL": "https://plot.ly", "showLink": false }, "data": [ { "autocolorscale": false, "autocontour": true, "colorbar": { "tickfont": { "size": 8 }, "ticksuffix": "", "x": 0.45, "y": 0.5 }, "colorscale": [ [ 0.0, "rgb(247,252,253)" ], [ 0.125, "rgb(229,245,249)" ], [ 0.25, "rgb(204,236,230)" ], [ 0.375, "rgb(153,216,201)" ], [ 0.5, "rgb(102,194,164)" ], [ 0.625, "rgb(65,174,118)" ], [ 0.75, "rgb(35,139,69)" ], [ 0.875, "rgb(0,109,44)" ], [ 1.0, "rgb(0,68,27)" ] ], "contours": { "coloring": "heatmap" }, "hoverinfo": "x+y+z", "ncontours": 25, "type": "contour", "x": [ 0.0, 0.02040816326530612, 0.04081632653061224, 0.061224489795918366, 0.08163265306122448, 0.1020408163265306, 0.12244897959183673, 0.14285714285714285, 0.16326530612244897, 0.18367346938775508, 0.2040816326530612, 0.22448979591836732, 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\n", " \n", " \n", "
\n", " \n", "
" ] }, "metadata": {}, "output_type": "display_data" } ], "source": [ "render(ax_client.get_optimization_trace(objective_optimum=hartmann6.fmin)) # Objective_optimum is optional." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## 7. Save / reload optimization to JSON / SQL\n", "We can serialize the state of optimization to JSON and save it to a `.json` file or save it to the SQL backend. For the former:" ] }, { "cell_type": "code", "execution_count": 13, "metadata": {}, "outputs": [ { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:46] ax.service.ax_client: Saved JSON-serialized state of optimization to `ax_client_snapshot.json`.\n" ] } ], "source": [ "ax_client.save_to_json_file() # For custom filepath, pass `filepath` argument." ] }, { "cell_type": "code", "execution_count": 14, "metadata": {}, "outputs": [ { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:47] ax.service.ax_client: Starting optimization with verbose logging. To disable logging, set the `verbose_logging` argument to `False`. Note that float values in the logs are rounded to 2 decimal points.\n" ] } ], "source": [ "restored_ax_client = AxClient.load_from_json_file() # For custom filepath, pass `filepath` argument." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "To store state of optimization to an SQL backend, first follow [setup instructions](https://ax.dev/docs/storage.html#sql) on Ax website." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Having set up the SQL backend, pass `DBSettings` to `AxClient` on instantiation (note that `SQLAlchemy` dependency will have to be installed – for installation, refer to [optional dependencies](https://ax.dev/docs/installation.html#optional-dependencies) on Ax website):" ] }, { "cell_type": "code", "execution_count": 15, "metadata": {}, "outputs": [ { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:47] ax.service.ax_client: Starting optimization with verbose logging. To disable logging, set the `verbose_logging` argument to `False`. Note that float values in the logs are rounded to 2 decimal points.\n" ] } ], "source": [ "from ax.storage.sqa_store.structs import DBSettings\n", "\n", "# URL is of the form \"dialect+driver://username:password@host:port/database\".\n", "db_settings = DBSettings(url=\"postgresql+psycopg2://sarah:c82i94d@ocalhost:5432/foobar\")\n", "# Instead of URL, can provide a `creator function`; can specify custom encoders/decoders if necessary.\n", "new_ax = AxClient(db_settings=db_settings)" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "When valid `DBSettings` are passed into `AxClient`, a unique experiment name is a required argument (`name`) to `ax_client.create_experiment`. The **state of the optimization is auto-saved** any time it changes (i.e. a new trial is added or completed, etc). \n", "\n", "To reload an optimization state later, instantiate `AxClient` with the same `DBSettings` and use `ax_client.load_experiment_from_database(experiment_name=\"my_experiment\")`." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "# Special Cases" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "**Evaluation failure**: should any optimization iterations fail during evaluation, `log_trial_failure` will ensure that the same trial is not proposed again." ] }, { "cell_type": "code", "execution_count": 16, "metadata": {}, "outputs": [ { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:47] ax.service.ax_client: Generated new trial 25 with parameters {'x1': 0.99, 'x2': 0.12, 'x3': 0.9, 'x4': 0.1, 'x5': 0.37, 'x6': 0.14}.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:47] ax.service.ax_client: Registered failure of trial 25.\n" ] } ], "source": [ "_, trial_index = ax_client.get_next_trial()\n", "ax_client.log_trial_failure(trial_index=trial_index)" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "**Adding custom trials**: should there be need to evaluate a specific parameterization, `attach_trial` will add it to the experiment." ] }, { "cell_type": "code", "execution_count": 17, "metadata": {}, "outputs": [ { "name": "stderr", "output_type": "stream", "text": [ "[INFO 01-18 03:37:47] ax.service.ax_client: Attached custom parameterization {'x1': 0.9, 'x2': 0.9, 'x3': 0.9, 'x4': 0.9, 'x5': 0.9, 'x6': 0.9} as trial 26.\n" ] }, { "data": { "text/plain": [ "({'x1': 0.9, 'x2': 0.9, 'x3': 0.9, 'x4': 0.9, 'x5': 0.9, 'x6': 0.9}, 26)" ] }, "execution_count": 17, "metadata": {}, "output_type": "execute_result" } ], "source": [ "ax_client.attach_trial(parameters={\"x1\": 0.9, \"x2\": 0.9, \"x3\": 0.9, \"x4\": 0.9, \"x5\": 0.9, \"x6\": 0.9})" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "**Need to run many trials in parallel**: for optimal results and optimization efficiency, we strongly recommend sequential optimization (generating a few trials, then waiting for them to be completed with evaluation data). However, if your use case needs to dispatch many trials in parallel before they are updated with data and you are running into the *\"All trials for current model have been generated, but not enough data has been observed to fit next model\"* error, instantiate `AxClient` as `AxClient(enforce_sequential_optimization=False)`." ] } ], "metadata": { "kernelspec": { "display_name": "python3", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.6.7" } }, "nbformat": 4, "nbformat_minor": 2 }