Source code for ribs.emitters._gradient_operator_emitter

"""Provides the GradientOperatorEmitter."""
import numbers

import numpy as np

from ribs._utils import check_batch_shape, check_shape, validate_batch
from ribs.emitters._emitter_base import EmitterBase


[docs]class GradientOperatorEmitter(EmitterBase): """Generates solutions by first applying a genetic operator, then applying a gradient arborescence with coefficients parameterized by a fixed Gaussian. This emitter is from `Fontaine 2021 <https://arxiv.org/abs/2106.03894>`_. It proceeds in two stages. The first stage samples a batch of intermediate solutions from the archive and (optionally) applies Gaussian perturbation with zero mean and fixed standard deviation ``sigma``. If the archive is empty and no initial solutions are provided, the sampled solutions will be from a Gaussian centered at ``x0``. Optionally, an additional operator, Iso+LineDD (`Vassiliades 2018 <https://arxiv.org/abs/1804.03906>`_), can be applied to the intermediate solutions in the first stage by setting ``operator_type='iso_line_dd'``. The operator samples an additional batch of archive solutions to form a line in parameter space starting from the intermediate solutions. A zero-mean Gaussian interpolation along the line is then applied to the intermediate solutions, with standard deviation ``line_sigma``. The second stage creates new solutions by branching from each of the intermediate solutions. It leverages the gradient information of the objective and measure functions, generating a new solution from each *solution point* :math:`\\boldsymbol{\\theta_i}` using *gradient arborescence*. The gradient coefficients :math:`\\boldsymbol{c_i}` are drawn from a zero-centered Gaussian distribution with standard deviation ``sigma_g``. Note that the objective gradient coefficient is forced to be non-negative by taking its absolute value :math:`|c_{i,0}|`. Essentially, this means that the emitter samples coefficients :math:`\\boldsymbol{c_i} \\sim \\mathcal{N}(\\boldsymbol{0}, \\boldsymbol{\\sigma_g}I)` and creates new solutions :math:`\\boldsymbol{\\theta'_i}` by updating the intermediate solutions :math:`\\boldsymbol{\\theta_i}` from the first stage according to: .. math:: \\boldsymbol{\\theta'_i} \\gets \\boldsymbol{\\theta_i} + |c_{i,0}| \\boldsymbol{\\nabla} f(\\boldsymbol{\\theta_i}) + \\sum_{j=1}^k c_{i,j}\\boldsymbol{\\nabla}m_j(\\boldsymbol{\\theta_i}) Where :math:`k` is the number of measures, and :math:`\\boldsymbol{\\nabla} f(\\boldsymbol{\\theta})` and :math:`\\boldsymbol{\\nabla} m_j(\\boldsymbol{\\theta})` are the objective and measure gradients of the solution point :math:`\\boldsymbol{\\theta}`, respectively. Args: archive (ribs.archives.ArchiveBase): An archive to use when creating and inserting solutions. For instance, this can be :class:`ribs.archives.GridArchive`. sigma (float or array-like): Standard deviation of the Gaussian perturbation used to generate new solutions in ask_dqd(). Note we assume the Gaussian is diagonal, so if this argument is an array, it must be 1D. sigma_g (float): Step size used for gradient arborescence in ask(), branching from the parents generated by ask_dqd(). If measure gradients are used, this acts as the standard deviation of the Gaussian from which to sample the step size. Otherwise, this acts as the step size itself. initial_solutions (array-like): An (n, solution_dim) array of solutions to be used when the archive is empty. If this argument is None, then solutions will be sampled from a Gaussian distribution centered at ``x0`` with standard deviation ``sigma``. x0 (array-like): Center of the Gaussian distribution from which to sample solutions when the archive is empty. line_sigma (float): the standard deviation of the line Gaussian for Iso+LineDD operator. measure_gradients (bool): Signals if measure gradients will be used. normalize_grad (bool): Whether gradients should be normalized before steps. epsilon (float): For numerical stability, we add a small epsilon when normalizing gradients in :meth:`tell_dqd` -- refer to the implementation `here <../_modules/ribs/emitters/_gradient_operator_emitter.html#GradientOperatorEmitter.tell_dqd>`_. Pass this parameter to configure that epsilon. operator_type (str): Either 'isotropic' or 'iso_line_dd' to mark the operator type for intermediate operations. Defaults to 'isotropic'. bounds (None or array-like): Bounds of the solution space. Solutions are clipped to these bounds. Pass None to indicate there are no bounds. Alternatively, pass an array-like to specify the bounds for each dim. Each element in this array-like can be None to indicate no bound, or a tuple of ``(lower_bound, upper_bound)``, where ``lower_bound`` or ``upper_bound`` may be None to indicate no bound. batch_size (int): Number of solutions to return in :meth:`ask`. seed (int): Value to seed the random number generator. Set to None to avoid a fixed seed. Raises: ValueError: There is an error in the bounds configuration. """ def __init__(self, archive, sigma, sigma_g, initial_solutions=None, x0=None, line_sigma=0.0, measure_gradients=False, normalize_grad=False, epsilon=1e-8, operator_type='isotropic', bounds=None, batch_size=64, seed=None): EmitterBase.__init__( self, archive=archive, solution_dim=archive.solution_dim, bounds=bounds, ) self._initial_solutions = None self._x0 = None if x0 is None and initial_solutions is None: raise ValueError("Either x0 or initial_solutions must be provided.") if x0 is not None and initial_solutions is not None: raise ValueError( "x0 and initial_solutions cannot both be provided.") if x0 is not None: self._x0 = np.array(x0, dtype=archive.dtype) check_shape(self._x0, "x0", archive.solution_dim, "archive.solution_dim") elif initial_solutions is not None: self._initial_solutions = np.asarray(initial_solutions, dtype=archive.dtype) check_batch_shape(self._initial_solutions, "initial_solutions", archive.solution_dim, "archive.solution_dim") self._rng = np.random.default_rng(seed) self._sigma = archive.dtype(sigma) if isinstance( sigma, numbers.Real) else np.array(sigma) self._sigma_g = archive.dtype(sigma_g) self._line_sigma = line_sigma self._use_isolinedd = operator_type != 'isotropic' self._measure_gradients = measure_gradients self._normalize_grad = normalize_grad self._epsilon = epsilon self._batch_size = batch_size self._jacobian_batch = None self._parents = None @property def initial_solutions(self): """numpy.ndarray: The initial solutions which are returned when the archive is empty (if x0 is not set).""" return self._initial_solutions @property def x0(self): """numpy.ndarray: Center of the Gaussian distribution from which to sample solutions when the archive is empty (if initial_solutions is not set).""" return self._x0 @property def sigma(self): """float or numpy.ndarray: Standard deviation of the (diagonal) Gaussian distribution.""" return self._sigma @property def batch_size(self): """int: Number of solutions to return in :meth:`ask`.""" return self._batch_size @property def batch_size_dqd(self): """int: Number of solutions to return in :meth:`ask_dqd`.""" return self._batch_size @property def epsilon(self): """int: The epsilon added for numerical stability when normalizing gradients in :meth:`tell_dqd`.""" return self._epsilon
[docs] def ask_dqd(self): """Create new solutions by sampling elites from the archive with (optional) Gaussian perturbation. If the archive is empty and initial_solutions is given, this method returns no solutions. Otherwise, this method will sample elites from the archive. **Call :meth:`ask_dqd` and :meth:`tell_dqd` (in this order) before calling :meth:`ask` and :meth:`tell`.** Returns: ``(batch_size, solution_dim)`` array -- contains ``batch_size`` new solutions to evaluate. """ if self.archive.empty and (self._initial_solutions is not None): return np.empty((0, self.archive.solution_dim)) if self.archive.empty: parents = np.expand_dims(self.x0, axis=0) else: parents = self.archive.sample_elites(self.batch_size)["solution"] if self._use_isolinedd: noise = self._rng.normal( loc=0.0, scale=self.sigma, size=(self.batch_size, self.solution_dim), ).astype(self.archive.dtype) directions = self.archive.sample_elites( self._batch_size)["solution"] - parents line_gaussian = self._rng.normal( loc=0.0, scale=self._line_sigma, size=(self._batch_size, 1), ).astype(self.archive.dtype) sol = parents + line_gaussian * directions + noise sol = np.clip(sol, self.lower_bounds, self.upper_bounds) else: noise = self._rng.normal( loc=0.0, scale=self.sigma, size=(self.batch_size, self.solution_dim), ).astype(self.archive.dtype) sol = parents + noise sol = np.clip(sol, self.lower_bounds, self.upper_bounds) self._parents = sol return self._parents
[docs] def ask(self): """Samples new solutions from a gradient arborescence parameterized by a multivariate Gaussian distribution. If measure_gradients is used, the multivariate Gaussian is parameterized by sigma_g, and the arboresecence coefficient is sampled from the multivariate Gaussian, with the objective coefficient being always non-negative. If measure_gradients is not used, the arboresecence coefficient is just sigma_g itself. This method returns ``batch_size`` solutions by branching with gradient arborescence based on the solutions returned by ask_dqd(). Returns: (:attr:`batch_size`, :attr:`solution_dim`) array -- a batch of new solutions to evaluate. Raises: RuntimeError: This method was called without first passing gradients with calls to ask_dqd() and tell_dqd(). """ if self.archive.empty and self._initial_solutions is not None: return self._initial_solutions if self._jacobian_batch is None: raise RuntimeError("Please call ask_dqd() and tell_dqd() " "before calling ask().") if self._measure_gradients: noise = self._rng.normal( loc=0.0, scale=self._sigma_g, size=self._jacobian_batch.shape[:2], ) noise[:, 0] = np.abs( noise[:, 0]) # obj coefficient forced to be non-negative noise = np.expand_dims(noise, axis=2) offsets = np.sum(self._jacobian_batch * noise, axis=1) sols = offsets + self._parents else: # Transform the Jacobian self._jacobian_batch = self._jacobian_batch[:, :1, :].squeeze(1) sols = self._parents + self._jacobian_batch * self._sigma_g return sols
[docs] def tell_dqd(self, solution, objective, measures, jacobian, add_info, **fields): """Gives the emitter results of evaluating solutions from ask_dqd(). Args: solution (array-like): (batch_size, :attr:`solution_dim`) array of solutions generated by this emitter's :meth:`ask()` method. objective (array-like): 1D array containing the objective function value of each solution. measures (array-like): (batch_size, measure space dimension) array with the measure space coordinates of each solution. jacobian (array-like): (batch_size, 1 + measure_dim, solution_dim) array consisting of Jacobian matrices of the solutions obtained from :meth:`ask_dqd`. Each matrix should consist of the objective gradient of the solution followed by the measure gradients. add_info (dict): Data returned from the archive :meth:`~ribs.archives.ArchiveBase.add` method. fields (keyword arguments): Additional data for each solution. Each argument should be an array with batch_size as the first dimension. """ data, add_info, jacobian = validate_batch( # pylint: disable = unused-variable self.archive, { "solution": solution, "objective": objective, "measures": measures, **fields, }, add_info, jacobian, ) # normalize gradients + set jacobian # jacobian is obtained from evaluating solutions of ask_dqd() if self._normalize_grad: norms = np.linalg.norm(jacobian, axis=2, keepdims=True) + self._epsilon jacobian /= norms self._jacobian_batch = jacobian