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Speed up conditional hyperparameter imputation #170

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Feb 13, 2017
Merged

Speed up conditional hyperparameter imputation #170

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fdd55e0
Speed up conditional hyperparameter imputation
mfeurer Feb 11, 2017
0dcbcdc
MAINT improve readability
mfeurer Feb 13, 2017
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15 changes: 7 additions & 8 deletions smac/smbo/local_search.py
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Original file line number Diff line number Diff line change
Expand Up @@ -3,7 +3,7 @@
import random
import numpy as np

from smac.configspace import impute_inactive_values, get_one_exchange_neighbourhood, Configuration
from smac.configspace import get_one_exchange_neighbourhood

__author__ = "Aaron Klein, Marius Lindauer"
__copyright__ = "Copyright 2015, ML4AAD"
Expand Down Expand Up @@ -71,10 +71,9 @@ def maximize(self, start_point, *args):
"""
incumbent = start_point
# Compute the acquisition value of the incumbent
incumbent_ = impute_inactive_values(incumbent)
acq_val_incumbent = self.acquisition_function(
incumbent_.get_array(),
*args)
incumbent_ = incumbent.get_array()
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Distinguishing between two variables with only "_" can cause a lot of confusion or needs at least a comment in the code.

incumbent_[~np.isfinite(incumbent_)] = -1
acq_val_incumbent = self.acquisition_function(incumbent_, *args)

local_search_steps = 0
neighbors_looked_at = 0
Expand All @@ -96,10 +95,10 @@ def maximize(self, start_point, *args):

for neighbor in all_neighbors:
s_time = time.time()
neighbor_ = impute_inactive_values(neighbor)
n_array = neighbor_.get_array()
neighbor_ = neighbor.get_array()
neighbor_[~np.isfinite(neighbor_)] = -1

acq_val = self.acquisition_function(n_array, *args)
acq_val = self.acquisition_function(neighbor_, *args)

neighbors_looked_at += 1

Expand Down
18 changes: 5 additions & 13 deletions smac/smbo/smbo.py
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Original file line number Diff line number Diff line change
@@ -1,14 +1,11 @@
import itertools
import logging
import numpy as np
import os
import random
import sys
import time
import typing
import math

import ConfigSpace.util

from smac.smbo.acquisition import AbstractAcquisitionFunction
from smac.smbo.base_solver import BaseSolver
Expand All @@ -23,7 +20,6 @@
from smac.scenario.scenario import Scenario
from smac.configspace import Configuration

from smac.epm.rfr_imputator import RFRImputator

__author__ = "Aaron Klein, Marius Lindauer, Matthias Feurer"
__copyright__ = "Copyright 2015, ML4AAD"
Expand Down Expand Up @@ -307,13 +303,10 @@ def _sort_configs_by_acq_value(self, configs):

"""

imputed_configs = map(ConfigSpace.util.impute_inactive_values,
configs)
imputed_configs = [x.get_array()
for x in imputed_configs]
imputed_configs = np.array(imputed_configs,
dtype=np.float64)
acq_values = self.acquisition_func(imputed_configs)
config_array = np.array([x.get_array() for x in configs], dtype=np.float64)
# This imputes inactive values!
config_array[~np.isfinite(config_array)] = -1
acq_values = self.acquisition_func(config_array)

# From here
# http://stackoverflow.com/questions/20197990/how-to-make-argsort-result-to-be-random-between-equal-values
Expand All @@ -323,5 +316,4 @@ def _sort_configs_by_acq_value(self, configs):

# Cannot use zip here because the indices array cannot index the
# rand_configs list, because the second is a pure python list
return [(acq_values[ind][0], configs[ind])
for ind in indices[::-1]]
return [(acq_values[ind][0], configs[ind]) for ind in indices[::-1]]
4 changes: 2 additions & 2 deletions test/test_runhistory/test_rfr_imputor.py
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Expand Up @@ -132,7 +132,7 @@ def testRandomImputation(self):
cutoff=cutoff,
threshold=cutoff*10,
change_threshold=0.01,
max_iter=10,
max_iter=5,
model=self.model)

imp_y = imputor.impute(censored_X=cen_X, censored_y=cen_y,
Expand All @@ -159,4 +159,4 @@ def testRealImputation(self):
success_states=[StatusType.SUCCESS, ],
impute_censored_data=True, impute_state=[StatusType.TIMEOUT],
imputor=imputor, rs=rs)
print("%s" % str(r2e.transform(self.rh)[0]))
print("%s" % str(r2e.transform(self.rh)[0]))