Tim Ruhkopf: [doc] #1038, #987 added warm starting using ask and tell (…

…#1120)

development/10_experimental.html

@@ -202,6 +202,11 @@
        User Priors over the Optimum
       </a>
      </li>
+     <li class="toctree-l3">
+      <a class="reference internal" href="examples/1_basics/8_warmstart.html">
+       Warmstarting SMAC
+      </a>
+     </li>
     </ul>
    </li>
    <li class="toctree-l2 has-children">
@@ -307,6 +312,11 @@
      Ask-and-Tell Interface
     </a>
    </li>
+   <li class="toctree-l2">
+    <a class="reference internal" href="advanced_usage/5.1_warmstarting.html">
+     Warmstarting SMAC
+    </a>
+   </li>
    <li class="toctree-l2">
     <a class="reference internal" href="advanced_usage/6_commandline.html">
      Command-Line Interface

development/1_installation.html

@@ -204,6 +204,11 @@
        User Priors over the Optimum
       </a>
      </li>
+     <li class="toctree-l3">
+      <a class="reference internal" href="examples/1_basics/8_warmstart.html">
+       Warmstarting SMAC
+      </a>
+     </li>
     </ul>
    </li>
    <li class="toctree-l2 has-children">
@@ -309,6 +314,11 @@
      Ask-and-Tell Interface
     </a>
    </li>
+   <li class="toctree-l2">
+    <a class="reference internal" href="advanced_usage/5.1_warmstarting.html">
+     Warmstarting SMAC
+    </a>
+   </li>
    <li class="toctree-l2">
     <a class="reference internal" href="advanced_usage/6_commandline.html">
      Command-Line Interface

development/2_package_overview.html

@@ -204,6 +204,11 @@
        User Priors over the Optimum
       </a>
      </li>
+     <li class="toctree-l3">
+      <a class="reference internal" href="examples/1_basics/8_warmstart.html">
+       Warmstarting SMAC
+      </a>
+     </li>
     </ul>
    </li>
    <li class="toctree-l2 has-children">
@@ -309,6 +314,11 @@
      Ask-and-Tell Interface
     </a>
    </li>
+   <li class="toctree-l2">
+    <a class="reference internal" href="advanced_usage/5.1_warmstarting.html">
+     Warmstarting SMAC
+    </a>
+   </li>
    <li class="toctree-l2">
     <a class="reference internal" href="advanced_usage/6_commandline.html">
      Command-Line Interface

development/3_getting_started.html

@@ -204,6 +204,11 @@
        User Priors over the Optimum
       </a>
      </li>
+     <li class="toctree-l3">
+      <a class="reference internal" href="examples/1_basics/8_warmstart.html">
+       Warmstarting SMAC
+      </a>
+     </li>
     </ul>
    </li>
    <li class="toctree-l2 has-children">
@@ -309,6 +314,11 @@
      Ask-and-Tell Interface
     </a>
    </li>
+   <li class="toctree-l2">
+    <a class="reference internal" href="advanced_usage/5.1_warmstarting.html">
+     Warmstarting SMAC
+    </a>
+   </li>
    <li class="toctree-l2">
     <a class="reference internal" href="advanced_usage/6_commandline.html">
      Command-Line Interface

development/4_minimal_example.html

@@ -204,6 +204,11 @@
        User Priors over the Optimum
       </a>
      </li>
+     <li class="toctree-l3">
+      <a class="reference internal" href="examples/1_basics/8_warmstart.html">
+       Warmstarting SMAC
+      </a>
+     </li>
     </ul>
    </li>
    <li class="toctree-l2 has-children">
@@ -309,6 +314,11 @@
      Ask-and-Tell Interface
     </a>
    </li>
+   <li class="toctree-l2">
+    <a class="reference internal" href="advanced_usage/5.1_warmstarting.html">
+     Warmstarting SMAC
+    </a>
+   </li>
    <li class="toctree-l2">
     <a class="reference internal" href="advanced_usage/6_commandline.html">
      Command-Line Interface

development/5_api.html

@@ -205,6 +205,11 @@
        User Priors over the Optimum
       </a>
      </li>
+     <li class="toctree-l3">
+      <a class="reference internal" href="examples/1_basics/8_warmstart.html">
+       Warmstarting SMAC
+      </a>
+     </li>
     </ul>
    </li>
    <li class="toctree-l2 has-children">
@@ -310,6 +315,11 @@
      Ask-and-Tell Interface
     </a>
    </li>
+   <li class="toctree-l2">
+    <a class="reference internal" href="advanced_usage/5.1_warmstarting.html">
+     Warmstarting SMAC
+    </a>
+   </li>
    <li class="toctree-l2">
     <a class="reference internal" href="advanced_usage/6_commandline.html">
      Command-Line Interface

development/6_references.html

@@ -204,6 +204,11 @@
        User Priors over the Optimum
       </a>
      </li>
+     <li class="toctree-l3">
+      <a class="reference internal" href="examples/1_basics/8_warmstart.html">
+       Warmstarting SMAC
+      </a>
+     </li>
     </ul>
    </li>
    <li class="toctree-l2 has-children">
@@ -309,6 +314,11 @@
      Ask-and-Tell Interface
     </a>
    </li>
+   <li class="toctree-l2">
+    <a class="reference internal" href="advanced_usage/5.1_warmstarting.html">
+     Warmstarting SMAC
+    </a>
+   </li>
    <li class="toctree-l2">
     <a class="reference internal" href="advanced_usage/6_commandline.html">
      Command-Line Interface

development/7_glossary.html

@@ -204,6 +204,11 @@
        User Priors over the Optimum
       </a>
      </li>
+     <li class="toctree-l3">
+      <a class="reference internal" href="examples/1_basics/8_warmstart.html">
+       Warmstarting SMAC
+      </a>
+     </li>
     </ul>
    </li>
    <li class="toctree-l2 has-children">
@@ -309,6 +314,11 @@
      Ask-and-Tell Interface
     </a>
    </li>
+   <li class="toctree-l2">
+    <a class="reference internal" href="advanced_usage/5.1_warmstarting.html">
+     Warmstarting SMAC
+    </a>
+   </li>
    <li class="toctree-l2">
     <a class="reference internal" href="advanced_usage/6_commandline.html">
      Command-Line Interface

development/8_faq.html

@@ -204,6 +204,11 @@
        User Priors over the Optimum
       </a>
      </li>
+     <li class="toctree-l3">
+      <a class="reference internal" href="examples/1_basics/8_warmstart.html">
+       Warmstarting SMAC
+      </a>
+     </li>
     </ul>
    </li>
    <li class="toctree-l2 has-children">
@@ -309,6 +314,11 @@
      Ask-and-Tell Interface
     </a>
    </li>
+   <li class="toctree-l2">
+    <a class="reference internal" href="advanced_usage/5.1_warmstarting.html">
+     Warmstarting SMAC
+    </a>
+   </li>
    <li class="toctree-l2">
     <a class="reference internal" href="advanced_usage/6_commandline.html">
      Command-Line Interface

development/9_license.html

@@ -203,6 +203,11 @@
        User Priors over the Optimum
       </a>
      </li>
+     <li class="toctree-l3">
+      <a class="reference internal" href="examples/1_basics/8_warmstart.html">
+       Warmstarting SMAC
+      </a>
+     </li>
     </ul>
    </li>
    <li class="toctree-l2 has-children">
@@ -308,6 +313,11 @@
      Ask-and-Tell Interface
     </a>
    </li>
+   <li class="toctree-l2">
+    <a class="reference internal" href="advanced_usage/5.1_warmstarting.html">
+     Warmstarting SMAC
+    </a>
+   </li>
    <li class="toctree-l2">
     <a class="reference internal" href="advanced_usage/6_commandline.html">
      Command-Line Interface

development/_downloads/18ed294c2c5b262fc9157601c6226331/8_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()

development/_downloads/fdb3c00a02e05344ce4cd89d981456af/8_warmstart.ipynb

@@ -0,0 +1,43 @@
+{
+  "cells": [
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "\n# Warmstarting SMAC\n\nWith the ask and tell interface, we can support warmstarting SMAC. We can communicate rich\ninformation about the previous trials to SMAC using `TrialInfo` and `TrialValue` instances.\nFor more details on ask and tell consult `advanced_usage/5_ask_and_tell`.\n"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "collapsed": false
+      },
+      "outputs": [],
+      "source": [
+        "from __future__ import annotations\n\nfrom smac.scenario import Scenario\nfrom smac.facade import HyperparameterOptimizationFacade\nfrom ConfigSpace import Configuration, ConfigurationSpace, Float\nfrom smac.runhistory.dataclasses import TrialValue, TrialInfo\n\n\nclass Rosenbrock2D:\n    @property\n    def configspace(self) -> ConfigurationSpace:\n        cs = ConfigurationSpace(seed=0)\n        x0 = Float(\"x0\", (-5, 10), default=-3)\n        x1 = Float(\"x1\", (-5, 10), default=-4)\n        cs.add([x0, x1])\n\n        return cs\n\n    def evaluate(self, config: Configuration, seed: int = 0) -> float:\n        \"\"\"The 2-dimensional Rosenbrock function as a toy model.\n        The Rosenbrock function is well know in the optimization community and\n        often serves as a toy problem. It can be defined for arbitrary\n        dimensions. The minimium is always at x_i = 1 with a function value of\n        zero. All input parameters are continuous. The search domain for\n        all x's is the interval [-5, 10].\n        \"\"\"\n        x1 = config[\"x0\"]\n        x2 = config[\"x1\"]\n\n        cost = 100.0 * (x2 - x1**2.0) ** 2.0 + (1 - x1) ** 2.0\n        return cost\n\n\nif __name__ == \"__main__\":\n    SEED = 12345\n    task = Rosenbrock2D()\n\n    # Previous evaluations\n    # X vectors need to be connected to the configuration space\n    configurations = [\n        Configuration(task.configspace, {'x0':1, 'x1':2}),\n        Configuration(task.configspace, {'x0':-1, 'x1':3}),\n        Configuration(task.configspace, {'x0':5, 'x1':5}),\n    ]\n    costs = [task.evaluate(c, seed=SEED) for c in configurations]\n\n    # Define optimization problem and budget\n    scenario = Scenario(task.configspace, deterministic=False, n_trials=30)\n    intensifier = HyperparameterOptimizationFacade.get_intensifier(scenario, max_config_calls=1)\n    smac = HyperparameterOptimizationFacade(\n        scenario,\n        task.evaluate,\n        intensifier=intensifier,\n        overwrite=True,\n\n        # Modify the initial design to use our custom initial design\n        initial_design=HyperparameterOptimizationFacade.get_initial_design(\n            scenario, \n            n_configs=0,  # Do not use the default initial design\n            additional_configs=configurations  # Use the configurations previously evaluated as initial design\n                                               # This only passes the configurations but not the cost!\n                                               # So in order to actually use the custom, pre-evaluated initial design\n                                               # we need to tell those trials, like below.\n        )\n    )\n\n    # Convert previously evaluated configurations into TrialInfo and TrialValue instances to pass to SMAC\n    trial_infos = [TrialInfo(config=c, seed=SEED) for c in configurations]\n    trial_values = [TrialValue(cost=c) for c in costs]\n\n    # Warmstart SMAC with the trial information and values\n    for info, value in zip(trial_infos, trial_values):\n        smac.tell(info, value)\n\n    # Optimize as usual\n    smac.optimize()"
+      ]
+    }
+  ],
+  "metadata": {
+    "kernelspec": {
+      "display_name": "Python 3",
+      "language": "python",
+      "name": "python3"
+    },
+    "language_info": {
+      "codemirror_mode": {
+        "name": "ipython",
+        "version": 3
+      },
+      "file_extension": ".py",
+      "mimetype": "text/x-python",
+      "name": "python",
+      "nbconvert_exporter": "python",
+      "pygments_lexer": "ipython3",
+      "version": "3.10.15"
+    }
+  },
+  "nbformat": 4,
+  "nbformat_minor": 0
+}

development/_modules/index.html

@@ -201,6 +201,11 @@
        User Priors over the Optimum
       </a>
      </li>
+     <li class="toctree-l3">
+      <a class="reference internal" href="../examples/1_basics/8_warmstart.html">
+       Warmstarting SMAC
+      </a>
+     </li>
     </ul>
    </li>
    <li class="toctree-l2 has-children">
@@ -306,6 +311,11 @@
      Ask-and-Tell Interface
     </a>
    </li>
+   <li class="toctree-l2">
+    <a class="reference internal" href="../advanced_usage/5.1_warmstarting.html">
+     Warmstarting SMAC
+    </a>
+   </li>
    <li class="toctree-l2">
     <a class="reference internal" href="../advanced_usage/6_commandline.html">
      Command-Line Interface