syne_tune.optimizer.schedulers.transfer_learning.bounding_box module

class syne_tune.optimizer.schedulers.transfer_learning.bounding_box.BoundingBox(scheduler_fun, config_space, metric, transfer_learning_evaluations, do_minimize=True, num_hyperparameters_per_task=1, random_seed=None)

Bases: TransferLearningMixin, SingleObjectiveScheduler

Simple baseline that computes a bounding-box of the best candidate found in previous tasks to restrict the search space to only good candidates. The bounding-box is obtained by restricting to the min-max of the best numerical hyperparameters and restricting to the set of the best candidates on categorical parameters. Reference:

Learning search spaces for Bayesian optimization: Another view of hyperparameter transfer learning.

Valerio Perrone, Huibin Shen, Matthias Seeger, Cédric Archambeau, Rodolphe Jenatton.

NeurIPS 2019.

scheduler_fun is used to create the scheduler to be used here, feeding it with the modified config space. Any additional scheduler arguments (such as points_to_evaluate) should be encoded inside this function. Example:

from syne_tune.optimizer.baselines import RandomSearch

def scheduler_fun(new_config_space: Dict[str, Any], mode: str, metric: str):
    return RandomSearch(new_config_space, metric, mode)

bb_scheduler = BoundingBox(scheduler_fun, ...)

Here, bb_scheduler represents random search, where the hyperparameter ranges are restricted to contain the best evaluations of previous tasks, as provided by transfer_learning_evaluations.

Parameters:

• scheduler_fun (Callable[[dict, str, bool, int], SingleObjectiveScheduler]) – Maps tuple of configuration space (dict), mode (str), metric (str) to a scheduler. This is required since the final configuration space is known only after computing a bounding-box.

• config_space (Dict[str, Any]) – Initial configuration space to consider, will be updated to the bounding of the best evaluations of previous tasks

• metric (str) – Objective name to optimize, must be present in transfer learning evaluations.

• do_minimize (Optional[bool]) – indicating if the optimization problem is minimized.

• transfer_learning_evaluations (Dict[str, TransferLearningTaskEvaluations]) – Dictionary from task name to offline evaluations.

• num_hyperparameters_per_task (int) – Number of the best configurations to use per task when computing the bounding box, defaults to 1.

suggest()

Returns a suggestion for a new trial, or one to be resumed

This method returns suggestion of type TrialSuggestion (unless there is no config left to explore, and None is returned).

If suggestion.spawn_new_trial_id is True, a new trial is to be started with config suggestion.config. Typically, this new trial is started from scratch. But if suggestion.checkpoint_trial_id is given, the trial is to be (warm)started from the checkpoint written for the trial with this ID. The new trial has ID trial_id.

If suggestion.spawn_new_trial_id is False, an existing and currently paused trial is to be resumed, whose ID is suggestion.checkpoint_trial_id. If this trial has a checkpoint, we start from there. In this case, suggestion.config is optional. If not given (default), the config of the resumed trial does not change. Otherwise, its config is overwritten by suggestion.config (see HyperbandScheduler with type="promotion" for an example why this can be useful).

Apart from the HP config, additional fields can be appended to the dict, these are passed to the trial function as well.

Return type:

Optional[TrialSuggestion]

Returns:

Suggestion for a trial to be started or to be resumed, see above. If no suggestion can be made, None is returned

on_trial_add(trial)

Called when a new trial is added to the trial runner.

Additions are normally triggered by suggest.

Parameters:

trial (Trial) – Trial to be added

on_trial_complete(trial, result)

Notification for the completion of trial.

Note that on_trial_result() is called with the same result before. However, if the scheduler only uses one final report from each trial, it may ignore on_trial_result() and just use result here.

Parameters:

• trial (Trial) – Trial which is completing

• result (Dict[str, Any]) – Result dictionary

on_trial_remove(trial)

Called to remove trial.

This is called when the trial is in PAUSED or PENDING state. Otherwise, call on_trial_complete().

Parameters:

trial (Trial) – Trial to be removed

on_trial_error(trial)

on_trial_result(trial, result)

Called on each intermediate result reported by a trial.

At this point, the trial scheduler can make a decision by returning one of SchedulerDecision.CONTINUE, SchedulerDecision.PAUSE, or SchedulerDecision.STOP. This will only be called when the trial is currently running.

Parameters:

• trial (Trial) – Trial for which results are reported

• result (Dict[str, Any]) – Result dictionary

Return type:

str

Returns:

Decision what to do with the trial

metric_mode()

Return type:

str