Source code for smac.acquisition.maximizer.differential_evolution

from __future__ import annotations

import numpy as np
from ConfigSpace import Configuration
from scipy.optimize._differentialevolution import DifferentialEvolutionSolver

from smac.acquisition.maximizer import AbstractAcquisitionMaximizer

__copyright__ = "Copyright 2022, automl.org"
__license__ = "3-clause BSD"


class DifferentialEvolution(AbstractAcquisitionMaximizer):
    """Get candidate solutions via `DifferentialEvolutionSolvers` from scipy."""

    def _maximize(
        self,
        previous_configs: list[Configuration],
        n_points: int,
    ) -> list[tuple[float, Configuration]]:

        configs: list[tuple[float, Configuration]] = []

        def func(x: np.ndarray) -> np.ndarray:
            assert self._acquisition_function is not None
            return -self._acquisition_function([Configuration(self._configspace, vector=x)])

        ds = DifferentialEvolutionSolver(
            func,
            bounds=[[0, 1] for _ in range(len(self._configspace))],
            args=(),
            strategy="best1bin",
            maxiter=1000,
            popsize=50,
            tol=0.01,
            mutation=(0.5, 1),
            recombination=0.7,
            seed=self._rng.randint(1000),
            polish=True,
            callback=None,
            disp=False,
            init="latinhypercube",
            atol=0,
        )

        _ = ds.solve()
        for pop, val in zip(ds.population, ds.population_energies):
            rc = Configuration(self._configspace, vector=pop)
            rc.origin = "Differential Evolution"
            configs.append((-val, rc))

        configs.sort(key=lambda t: t[0])
        configs.reverse()

        return configs