[doc] #1038, #987 added warm starting using ask and tell

CHANGELOG.md

@@ -7,10 +7,14 @@
 ## Dependencies
 - Allow numpy >= 2.x (#1146)
 
+# Examples
+- Add warmstarting example (#1120)
+
 # 2.2.0
 
-## Features
+## Examples
 - Add example to specify total budget (fidelity units) instead of n_trials for multi-fidelity/Hyperband (#1121)
+- Add example for warmstarting (#1120)
 
 ## Dependencies
 - Update numpy NaN (#1122) and restrict numpy

docs/advanced_usage/5.1_warmstarting.rst

@@ -0,0 +1,120 @@
+Warmstarting SMAC
+======================================
+
+With the ask and tell interface, we can support warmstarting SMAC. We can communicate rich
+information about the previous trials to SMAC using `TrialInfo` and `TrialValue` instances.
+
+We can communicate using the following objects:
+
+.. code-block:: python
+
+    class TrialValue:
+        """Values of a trial.
+
+        Parameters
+        ----------
+        cost : float | list[float]
+        time : float, defaults to 0.0
+        status : StatusType, defaults to StatusType.SUCCESS
+        starttime : float, defaults to 0.0
+        endtime : float, defaults to 0.0
+        additional_info : dict[str, Any], defaults to {}
+        """
+
+    class TrialInfo:
+        """Information about a trial.
+
+        Parameters
+        ----------
+        config : Configuration
+        instance : str | None, defaults to None
+        seed : int | None, defaults to None
+        budget : float | None, defaults to None
+        """
+
+
+Usage Example
+~~~~~~~~~~~~~
+See `examples/1_basics/8_warmstart.py`.
+
+
+.. code-block:: python
+
+    from __future__ import annotations
+
+    from smac.scenario import Scenario
+    from smac.facade import HyperparameterOptimizationFacade
+    from ConfigSpace import Configuration, ConfigurationSpace, Float
+    from smac.runhistory.dataclasses import TrialValue, TrialInfo
+
+
+    class Rosenbrock2D:
+        @property
+        def configspace(self) -> ConfigurationSpace:
+            cs = ConfigurationSpace(seed=0)
+            x0 = Float("x0", (-5, 10), default=-3)
+            x1 = Float("x1", (-5, 10), default=-4)
+            cs.add([x0, x1])
+
+            return cs
+
+        def evaluate(self, config: Configuration, seed: int = 0) -> float:
+            """The 2-dimensional Rosenbrock function as a toy model.
+            The Rosenbrock function is well know in the optimization community and
+            often serves as a toy problem. It can be defined for arbitrary
+            dimensions. The minimium is always at x_i = 1 with a function value of
+            zero. All input parameters are continuous. The search domain for
+            all x's is the interval [-5, 10].
+            """
+            x1 = config["x0"]
+            x2 = config["x1"]
+
+            cost = 100.0 * (x2 - x1**2.0) ** 2.0 + (1 - x1) ** 2.0
+            return cost
+
+
+    if __name__ == "__main__":
+        SEED = 12345
+        task = Rosenbrock2D()
+
+        # Previous evaluations
+        # X vectors need to be connected to the configuration space
+        configurations = [
+            Configuration(task.configspace, {'x0':1, 'x1':2}),
+            Configuration(task.configspace, {'x0':-1, 'x1':3}),
+            Configuration(task.configspace, {'x0':5, 'x1':5}),
+        ]
+        costs = [task.evaluate(c, seed=SEED) for c in configurations]
+
+        # Define optimization problem and budget
+        scenario = Scenario(task.configspace, deterministic=False, n_trials=30)
+        intensifier = HyperparameterOptimizationFacade.get_intensifier(scenario, max_config_calls=1)
+        smac = HyperparameterOptimizationFacade(
+            scenario,
+            task.evaluate,
+            intensifier=intensifier,
+            overwrite=True,
+
+            # Modify the initial design to use our custom initial design
+            initial_design=HyperparameterOptimizationFacade.get_initial_design(
+                scenario, 
+                n_configs=0,  # Do not use the default initial design
+                additional_configs=configurations  # Use the configurations previously evaluated as initial design
+                                                # This only passes the configurations but not the cost!
+                                                # So in order to actually use the custom, pre-evaluated initial design
+                                                # we need to tell those trials, like below.
+            )
+        )
+
+        # Convert previously evaluated configurations into TrialInfo and TrialValue instances to pass to SMAC
+        trial_infos = [TrialInfo(config=c, seed=SEED) for c in configurations]
+        trial_values = [TrialValue(cost=c) for c in costs]
+
+        # Warmstart SMAC with the trial information and values
+        for info, value in zip(trial_infos, trial_values):
+            smac.tell(info, value)
+
+        # Optimize as usual
+        smac.optimize()
+
+For more details on ask and tell consult `advanced_usage/5_ask_and_tell`.

docs/advanced_usage/index.rst

@@ -18,6 +18,7 @@ Navigation
     3_multi_objective
     4_instances
     5_ask_and_tell
+    5.1_warmstarting
     6_commandline
     7_stopping_criteria
     8_logging

examples/1_basics/8_warmstart.py

@@ -0,0 +1,84 @@
+"""
+Warmstarting SMAC
+======================================
+
+With the ask and tell interface, we can support warmstarting SMAC. We can communicate rich
+information about the previous trials to SMAC using `TrialInfo` and `TrialValue` instances.
+For more details on ask and tell consult `advanced_usage/5_ask_and_tell`.
+"""
+from __future__ import annotations
+
+from smac.scenario import Scenario
+from smac.facade import HyperparameterOptimizationFacade
+from ConfigSpace import Configuration, ConfigurationSpace, Float
+from smac.runhistory.dataclasses import TrialValue, TrialInfo
+
+
+class Rosenbrock2D:
+    @property
+    def configspace(self) -> ConfigurationSpace:
+        cs = ConfigurationSpace(seed=0)
+        x0 = Float("x0", (-5, 10), default=-3)
+        x1 = Float("x1", (-5, 10), default=-4)
+        cs.add([x0, x1])
+
+        return cs
+
+    def evaluate(self, config: Configuration, seed: int = 0) -> float:
+        """The 2-dimensional Rosenbrock function as a toy model.
+        The Rosenbrock function is well know in the optimization community and
+        often serves as a toy problem. It can be defined for arbitrary
+        dimensions. The minimium is always at x_i = 1 with a function value of
+        zero. All input parameters are continuous. The search domain for
+        all x's is the interval [-5, 10].
+        """
+        x1 = config["x0"]
+        x2 = config["x1"]
+
+        cost = 100.0 * (x2 - x1**2.0) ** 2.0 + (1 - x1) ** 2.0
+        return cost
+
+
+if __name__ == "__main__":
+    SEED = 12345
+    task = Rosenbrock2D()
+
+    # Previous evaluations
+    # X vectors need to be connected to the configuration space
+    configurations = [
+        Configuration(task.configspace, {'x0':1, 'x1':2}),
+        Configuration(task.configspace, {'x0':-1, 'x1':3}),
+        Configuration(task.configspace, {'x0':5, 'x1':5}),
+    ]
+    costs = [task.evaluate(c, seed=SEED) for c in configurations]
+
+    # Define optimization problem and budget
+    scenario = Scenario(task.configspace, deterministic=False, n_trials=30)
+    intensifier = HyperparameterOptimizationFacade.get_intensifier(scenario, max_config_calls=1)
+    smac = HyperparameterOptimizationFacade(
+        scenario,
+        task.evaluate,
+        intensifier=intensifier,
+        overwrite=True,
+
+        # Modify the initial design to use our custom initial design
+        initial_design=HyperparameterOptimizationFacade.get_initial_design(
+            scenario, 
+            n_configs=0,  # Do not use the default initial design
+            additional_configs=configurations  # Use the configurations previously evaluated as initial design
+                                               # This only passes the configurations but not the cost!
+                                               # So in order to actually use the custom, pre-evaluated initial design
+                                               # we need to tell those trials, like below.
+        )
+    )
+
+    # Convert previously evaluated configurations into TrialInfo and TrialValue instances to pass to SMAC
+    trial_infos = [TrialInfo(config=c, seed=SEED) for c in configurations]
+    trial_values = [TrialValue(cost=c) for c in costs]
+
+    # Warmstart SMAC with the trial information and values
+    for info, value in zip(trial_infos, trial_values):
+        smac.tell(info, value)
+
+    # Optimize as usual
+    smac.optimize()

tests/test_runhistory/test_runhistory_encoder.py

@@ -104,7 +104,6 @@ def test_transform(runhistory, make_scenario, configspace_small, configs):
     assert Y.tolist() != Y1.tolist()
     assert ((X <= upper) & (X >= lower)).all()
 
-
 def test_transform_conditionals(runhistory, make_scenario, configspace_large):
     scenario = make_scenario(configspace_large)