Source code for smac.facade.smac_mf_facade

from typing import Any

from smac.facade.smac_hpo_facade import SMAC4HPO
from smac.initial_design.random_configuration_design import RandomConfigurations
from smac.intensification.hyperband import Hyperband
from smac.runhistory.runhistory2epm import RunHistory2EPM4LogScaledCost

__author__ = "Marius Lindauer"
__copyright__ = "Copyright 2018, ML4AAD"
__license__ = "3-clause BSD"


class SMAC4MF(SMAC4HPO):
    """Facade to use SMAC with a Hyperband intensifier for hyperparameter optimization using
    multiple fidelities.

    see smac.facade.smac_Facade for API
    This facade overwrites options available via the SMAC facade

    See Also
    --------
    :class:`~smac.facade.smac_ac_facade.SMAC4AC` for documentation of parameters.

    Attributes
    ----------
    logger
    stats : Stats
    solver : SMBO
    runhistory : RunHistory
        List with information about previous runs
    trajectory : list
        List of all incumbents
    """

    def __init__(self, **kwargs: Any):
        scenario = kwargs["scenario"]

        kwargs["initial_design"] = kwargs.get("initial_design", RandomConfigurations)
        kwargs["runhistory2epm"] = kwargs.get("runhistory2epm", RunHistory2EPM4LogScaledCost)

        # Intensification parameters
        # select Hyperband as the intensifier ensure respective parameters are provided
        if kwargs.get("intensifier") is None:
            kwargs["intensifier"] = Hyperband

        # set Hyperband parameters if not given
        intensifier_kwargs = kwargs.get("intensifier_kwargs", dict())
        intensifier_kwargs["min_chall"] = 1
        if intensifier_kwargs.get("eta") is None:
            intensifier_kwargs["eta"] = 3
        if intensifier_kwargs.get("instance_order") is None:
            intensifier_kwargs["instance_order"] = "shuffle_once"
        kwargs["intensifier_kwargs"] = intensifier_kwargs

        super().__init__(**kwargs)
        self.logger.info(self.__class__)

        # better improve acquisition function optimization
        # 2. more randomly sampled configurations
        self.solver.scenario.acq_opt_challengers = 10000  # type: ignore[attr-defined] # noqa F821

        # activate predict incumbent
        self.solver.epm_chooser.predict_x_best = True

        # SMAC4MF requires at least D+1 no. of samples to build a model
        self.solver.epm_chooser.min_samples_model = len(scenario.cs.get_hyperparameters()) + 1