"""Start a hyperoptimization from a single node""" import pickle as pkl import sys import hyperopt import numpy as np from hyperopt import Trials, fmin, hp, tpe from hyperopt.fmin import generate_trials_to_calculate from space import * from pysr import PySRRegressor # Change the following code to your file ################################################################################ TRIALS_FOLDER = "trials2" NUMBER_TRIALS_PER_RUN = 1 timeout_in_minutes = 10 start_from_init_vals = False # Test run to compile everything: julia_project = None procs = 4 model = PySRRegressor( binary_operators=binary_operators, unary_operators=unary_operators, timeout_in_seconds=30, julia_project=julia_project, procs=procs, update=False, temp_equation_file=True, ) model.fit(np.random.randn(100, 3), np.random.randn(100)) def run_trial(args): """Evaluate the model loss using the hyperparams in args :args: A dictionary containing all hyperparameters :returns: Dict with status and loss from cross-validation """ # The arguments which are integers: integer_args = [ "populations", "niterations", "ncyclesperiteration", "population_size", "topn", "maxsize", "optimizer_nrestarts", "optimizer_iterations", ] # Set these to int types: for k, v in args.items(): if k in integer_args: args[k] = int(v) # Duplicate this argument: args["tournament_selection_n"] = args["topn"] # Invalid hyperparams: invalid = args["population_size"] < args["topn"] if invalid: return dict(status="fail", loss=float("inf")) args["timeout_in_seconds"] = timeout_in_minutes * 60 args["julia_project"] = julia_project args["procs"] = procs args["update"] = False args["temp_equation_file"] = True print(f"Running trial with args: {args}") # Create the dataset: ntrials = 3 losses = [] # Old datasets: eval_str = [ "np.cos(2.3 * X[:, 0]) * np.sin(2.3 * X[:, 0] * X[:, 1] * X[:, 2]) - 10.0", "(np.exp(X[:, 3]*0.3) + 3)/(np.exp(X[:, 1]*0.2) + np.cos(X[:, 0]) + 1.1)", # "np.sign(X[:, 2])*np.abs(X[:, 2])**2.5 + 5*np.cos(X[:, 3]) - 5", # "np.exp(X[:, 0]/2) + 12.0 + np.log(np.abs(X[:, 0])*10 + 1)", # "X[:, 0] * np.sin(2*np.pi * (X[:, 1] * X[:, 2] - X[:, 3] / X[:, 4])) + 3.0", ] for expression in eval_str: expression_losses = [] for i in range(ntrials): rstate = np.random.RandomState(i) X = 3 * rstate.randn(200, 5) y = eval(expression) # Normalize y so that losses are fair: y = (y - np.average(y)) / np.std(y) # Create the model: model = PySRRegressor(**args) # Run the model: try: model.fit(X, y) except RuntimeError: return dict(status="fail", loss=float("inf")) # Compute loss: cur_loss = float(model.get_best()["loss"]) expression_losses.append(cur_loss) losses.append(np.median(expression_losses)) loss = np.average(losses) print(f"Finished with {loss}", str(args)) return dict(status="ok", loss=loss) rand_between = lambda lo, hi: (np.random.rand() * (hi - lo) + lo) init_vals = [ dict( model_selection=0, # 0 means first choice binary_operators=0, unary_operators=0, populations=100.0, niterations=0, ncyclesperiteration=rand_between(50, 150), alpha=rand_between(0.05, 0.2), annealing=0, # fraction_replaced=0.01, fraction_replaced=0.01, # fraction_replaced_hof=0.005, fraction_replaced_hof=0.005, # population_size=100, population_size=rand_between(50, 200), # parsimony=1e-4, parsimony=1e-4, # topn=10, topn=10.0, # weight_add_node=1, weight_add_node=1.0, # weight_insert_node=3, weight_insert_node=3.0, # weight_delete_node=3, weight_delete_node=3.0, # weight_do_nothing=1, weight_do_nothing=1.0, # weight_mutate_constant=10, weight_mutate_constant=10.0, # weight_mutate_operator=1, weight_mutate_operator=1.0, # weight_randomize=1, weight_randomize=1.0, # weight_simplify=0.002, weight_simplify=0, # One of these is fixed. # crossover_probability=0.01 crossover_probability=0.01, # perturbation_factor=1.0, perturbation_factor=1.0, # maxsize=20, maxsize=0, # warmup_maxsize_by=0.0, warmup_maxsize_by=0.0, # use_frequency=True, use_frequency=1, # optimizer_nrestarts=3, optimizer_nrestarts=3.0, # optimize_probability=1.0, optimize_probability=1.0, # optimizer_iterations=10, optimizer_iterations=10.0, # tournament_selection_p=1.0, tournament_selection_p=rand_between(0.9, 0.999), ) ] ################################################################################ def merge_trials(trials1, trials2_slice): """Merge two hyperopt trials objects :trials1: The primary trials object :trials2_slice: A slice of the trials object to be merged, obtained with, e.g., trials2.trials[:10] :returns: The merged trials object """ max_tid = 0 if len(trials1.trials) > 0: max_tid = max([trial["tid"] for trial in trials1.trials]) for trial in trials2_slice: tid = trial["tid"] + max_tid + 2 local_hyperopt_trial = Trials().new_trial_docs( tids=[None], specs=[None], results=[None], miscs=[None] ) local_hyperopt_trial[0] = trial local_hyperopt_trial[0]["tid"] = tid local_hyperopt_trial[0]["misc"]["tid"] = tid for key in local_hyperopt_trial[0]["misc"]["idxs"].keys(): local_hyperopt_trial[0]["misc"]["idxs"][key] = [tid] trials1.insert_trial_docs(local_hyperopt_trial) trials1.refresh() return trials1 import glob path = TRIALS_FOLDER + "/*.pkl" n_prior_trials = len(list(glob.glob(path))) loaded_fnames = [] if start_from_init_vals: trials = generate_trials_to_calculate(init_vals) i = 0 else: trials = Trials() i = 1 n = NUMBER_TRIALS_PER_RUN # Run new hyperparameter trials until killed while True: np.random.seed() # Load up all runs: if i > 0: for fname in glob.glob(path): if fname in loaded_fnames: continue trials_obj = pkl.load(open(fname, "rb")) n_trials = trials_obj["n"] trials_obj = trials_obj["trials"] if len(loaded_fnames) == 0: trials = trials_obj else: print("Merging trials") trials = merge_trials(trials, trials_obj.trials[-n_trials:]) loaded_fnames.append(fname) print("Loaded trials", len(loaded_fnames)) if len(loaded_fnames) == 0: trials = Trials() try: best = fmin( run_trial, space=space, algo=tpe.suggest, max_evals=n + len(trials.trials), trials=trials, verbose=1, rstate=np.random.RandomState(np.random.randint(1, 10**6)), ) except hyperopt.exceptions.AllTrialsFailed: continue else: best = fmin( run_trial, space=space, algo=tpe.suggest, max_evals=1, trials=trials, points_to_evaluate=init_vals, ) print("current best", best) hyperopt_trial = Trials() # Merge with empty trials dataset: if i == 0: save_trials = merge_trials(hyperopt_trial, trials.trials) else: save_trials = merge_trials(hyperopt_trial, trials.trials[-n:]) new_fname = TRIALS_FOLDER + "/" + str(np.random.randint(0, sys.maxsize)) + ".pkl" pkl.dump({"trials": save_trials, "n": n}, open(new_fname, "wb")) loaded_fnames.append(new_fname) i += 1