How to use the emukit.core.loop.loop_state.create_loop_state function in emukit

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github amzn / emukit / tests / emukit / benchmarking / test_metrics.py View on Github external
def test_minimum_observed_value_metric():
    x_observations = np.random.rand(50, 2)
    y_observations = np.random.rand(50, 2)

    mock_model = mock.create_autospec(IModel)

    model_updater_mock = mock.create_autospec(ModelUpdater)
    model_updater_mock.model = mock_model
    mock_loop = mock.create_autospec(OuterLoop)
    mock_loop.model_updaters = [model_updater_mock]

    loop_state = create_loop_state(x_observations, y_observations)
    loop_state.metrics = dict()

    metric = MinimumObservedValueMetric()
    metric_value = metric.evaluate(mock_loop, loop_state)

    assert metric_value.shape == (2,)
github amzn / emukit / tests / emukit / core / test_outer_loop.py View on Github external
x_test = np.linspace(0, 1)[:, None]
    y_test = user_function(x_test)

    x_init = np.linspace(0, 1, 5)[:, None]
    y_init = user_function(x_init)

    gpy_model = GPy.models.GPRegression(x_init, y_init)
    model = GPyModelWrapper(gpy_model)

    mse = []

    def compute_mse(self, loop_state):
        mse.append(np.mean(np.square(model.predict(x_test)[0] - y_test)))

    loop_state = create_loop_state(x_init, y_init)

    acquisition = ModelVariance(model)
    acquisition_optimizer = AcquisitionOptimizer(space)
    candidate_point_calculator = SequentialPointCalculator(acquisition, acquisition_optimizer)
    model_updater = FixedIntervalUpdater(model)

    loop = OuterLoop(candidate_point_calculator, model_updater, loop_state)
    loop.iteration_end_event.append(compute_mse)
    loop.run_loop(user_function, 5)

    assert len(mse) == 5
github amzn / emukit / tests / emukit / core / test_loop_state.py View on Github external
def test_loop_state_update_error():
    x = np.array([[1], [2], [3], [4]])
    y = np.array([[4], [5], [6], [7]])

    loop_state = create_loop_state(x[:3, :], y[:3, :])
    with pytest.raises(ValueError):
        loop_state.update(None)

    with pytest.raises(ValueError):
        loop_state.update([])
github amzn / emukit / tests / emukit / core / test_loop_state.py View on Github external
def test_cost_returns_none():
    x = np.array([[1], [2], [3], [4]])
    y = np.array([[4], [5], [6], [7]])

    loop_state = create_loop_state(x[:3, :], y[:3, :])

    assert np.array_equiv(loop_state.cost, np.array([None, None, None]))
github amzn / emukit / tests / emukit / core / test_loop_state.py View on Github external
def test_create_loop_state_with_cost():
    x_init = np.array([[1], [2], [3]])
    y_init = np.array([[4], [5], [6]])
    cost = np.array([[5], [2], [0]])

    loop_state = create_loop_state(x_init, y_init, cost)

    assert_array_equal(loop_state.X, x_init)
    assert_array_equal(loop_state.Y, y_init)
    assert_array_equal(loop_state.cost, cost)
    assert loop_state.iteration == 0
github amzn / emukit / tests / emukit / benchmarking / test_metrics.py View on Github external
def test_time_metric():
    x_observations = np.random.rand(50, 2)
    y_observations = np.random.rand(50, 2)

    mock_model = mock.create_autospec(IModel)

    model_updater_mock = mock.create_autospec(ModelUpdater)
    model_updater_mock.model = mock_model
    mock_loop = mock.create_autospec(OuterLoop)
    mock_loop.model_updater = model_updater_mock

    loop_state = create_loop_state(x_observations, y_observations)
    loop_state.metrics = dict()

    name = 'time'
    metric = TimeMetric(name)
    metric.reset()
    metric_value = metric.evaluate(mock_loop, loop_state)

    assert metric_value.shape == (1,)
github amzn / emukit / emukit / quadrature / loop / quadrature_loop.py View on Github external
:param acquisition: The acquisition function that is be used to collect new points.
        default, IntegralVarianceReduction
        :param model_updater: Defines how and when the quadrature model is updated if new data arrives.
                              Defaults to updating hyper-parameters every iteration.
        """

        if acquisition is None:
            acquisition = IntegralVarianceReduction(model)

        if model_updater is None:
            model_updater = FixedIntervalUpdater(model, 1)

        space = ParameterSpace(model.integral_bounds.convert_to_list_of_continuous_parameters())
        acquisition_optimizer = AcquisitionOptimizer(space)
        candidate_point_calculator = SequentialPointCalculator(acquisition, acquisition_optimizer)
        loop_state = create_loop_state(model.X, model.Y)

        super().__init__(candidate_point_calculator, model_updater, loop_state)

        self.model = model
github amzn / emukit / emukit / experimental_design / model_based / experimental_design_loop.py View on Github external
acquisition = ModelVariance(model)

        # This AcquisitionOptimizer object deals with optimizing the acquisition to find the next point to collect
        acquisition_optimizer = AcquisitionOptimizer(space)

        # Construct emukit classes
        if batch_size == 1:
            candidate_point_calculator = SequentialPointCalculator(acquisition, acquisition_optimizer)
        elif batch_size > 1:
            candidate_point_calculator = \
                GreedyBatchPointCalculator(model, acquisition, acquisition_optimizer, batch_size)
        else:
            raise ValueError('Batch size value of ' + str(batch_size) + ' is invalid.')

        model_updater = FixedIntervalUpdater(model, update_interval)
        loop_state = create_loop_state(model.X, model.Y)

        super().__init__(candidate_point_calculator, model_updater, loop_state)

        self.model = model
github amzn / emukit / emukit / bayesian_optimization / loops / bayesian_optimization_loop.py View on Github external
acquisition = ExpectedImprovement(model)

        model_updaters = FixedIntervalUpdater(model, update_interval)

        acquisition_optimizer = AcquisitionOptimizer(space)
        if batch_size == 1:
            candidate_point_calculator = SequentialPointCalculator(acquisition, acquisition_optimizer)
        else:
            if not isinstance(model, IDifferentiable):
                raise ValueError('Model must implement ' + str(IDifferentiable) +
                                 ' for use with Local Penalization batch method.')
            log_acquisition = LogAcquisition(acquisition)
            candidate_point_calculator = LocalPenalizationPointCalculator(log_acquisition, acquisition_optimizer, model,
                                                                          space, batch_size)

        loop_state = create_loop_state(model.X, model.Y)

        super().__init__(candidate_point_calculator, model_updaters, loop_state)
github amzn / emukit / emukit / examples / fabolas / fabolas_loop.py View on Github external
target_fidelity_index=len(
                                                                                      extended_space.parameters) - 1)
            entropy_search = IntegratedHyperParameterAcquisition(model_objective, acquisition_generator)
        else:
            entropy_search = ContinuousFidelityEntropySearch(model_objective, space=extended_space,
                                                             target_fidelity_index=len(extended_space.parameters) - 1)

        acquisition = acquisition_per_expected_cost(entropy_search, model_cost)

        model_updater_objective = FixedIntervalUpdater(model_objective, update_interval)
        model_updater_cost = FixedIntervalUpdater(model_cost, update_interval, lambda state: state.cost)

        acquisition_optimizer = RandomSearchAcquisitionOptimizer(extended_space, num_eval_points=num_eval_points)
        candidate_point_calculator = SequentialPointCalculator(acquisition, acquisition_optimizer)

        loop_state = create_loop_state(model_objective.X, model_objective.Y, model_cost.Y)

        super(CostSensitiveBayesianOptimizationLoop, self).__init__(candidate_point_calculator,
                                                                    [model_updater_objective, model_updater_cost],
                                                                    loop_state)