Source code for ribs.schedulers._bandit_scheduler

"""Provides the Bandit Scheduler."""
import warnings

import numpy as np

from ribs.schedulers._scheduler import Scheduler

[docs]class BanditScheduler: """Schedules emitters with a bandit algorithm. This implementation is based on `Cully 2021 <>`_. .. note:: This class follows the similar ask-tell framework as :class:`Scheduler`, and enforces similar constraints in the arguments and methods. Please refer to the documentation of :class:`Scheduler` for more details. .. note:: The main difference between :class:`BanditScheduler` and :class:`Scheduler` is that, unlike :class:`Scheduler`, DQD emitters are not supported by :class:`BanditScheduler`. To initialize this class, first create an archive and a list of emitters for the QD algorithm. The BanditScheduler will schedule the emitters using the Upper Confidence Bound - 1 algorithm (UCB1). Everytime :meth:`ask` is called, the emitters are sorted based on the potential reward function from UCB1. Then, the top `num_active` emitters are used for ask-tell. Args: archive (ribs.archives.ArchiveBase): An archive object, e.g. one selected from :mod:`ribs.archives`. emitter_pool (list of ribs.archives.EmitterBase): A pool of emitters to select from, e.g. :class:`ribs.emitters.GaussianEmitter`. On the first iteration, the first `num_active` emitters from the emitter_pool will be activated. num_active (int): The number of active emitters at a time. Active emitters are used when calling ask-tell. zeta (float): Hyperparamter of UCB1 that balances the trade-off between the accuracy and the uncertainty of the emitters. Increasing this parameter will emphasize the uncertainty of the emitters. Refer to the original paper for more information. reselect (str): Indicates how emitters are reselected from the pool. The default is "terminated", where only terminated/restarted emitters are deactivated and reselected (but they might be selected again). Alternatively, use "all" to reselect all active emitters every iteration. add_mode (str): Indicates how solutions should be added to the archive. The default is "batch", which adds all solutions with one call to :meth:`~ribs.archives.ArchiveBase.add`. Alternatively, use "single" to add the solutions one at a time with :meth:`~ribs.archives.ArchiveBase.add_single`. "single" mode is included for legacy reasons, as it was the only mode of operation in pyribs 0.4.0 and before. We highly recommend using "batch" mode since it is significantly faster. result_archive (ribs.archives.ArchiveBase): In some algorithms, such as CMA-MAE, the archive does not store all the best-performing solutions. The `result_archive` is a secondary archive where we can store all the best-performing solutions. Raises: ValueError: Number of active emitter is less than one. ValueError: Less emitters in the pool than the number of active emitters. ValueError: The emitters passed in do not have the same solution dimensions. ValueError: The same emitter instance was passed in multiple times. Each emitter should be a unique instance (see the warning above). ValueError: Invalid value for `add_mode`. """ def __init__(self, archive, emitter_pool, num_active, *, reselect="terminated", zeta=0.05, result_archive=None, add_mode="batch"): if num_active < 1: raise ValueError("num_active cannot be less than 1.") if len(emitter_pool) < num_active: raise ValueError(f"The emitter pool must contain at least" f"num_active emitters, but only" f"{len(emitter_pool)} are given.") emitter_ids = set(id(e) for e in emitter_pool) if len(emitter_ids) != len(emitter_pool): raise ValueError( "Not all emitters passed in were unique (i.e. some emitters " "had the same id). If emitters were created with something " "like [EmitterClass(...)] * n, instead use " "[EmitterClass(...) for _ in range(n)] so that all emitters " "are unique instances.") self._solution_dim = emitter_pool[0].solution_dim for idx, emitter in enumerate(emitter_pool[1:]): if emitter.solution_dim != self._solution_dim: raise ValueError( "All emitters must have the same solution dim, but " f"Emitter {idx} has dimension {emitter.solution_dim}, " f"while Emitter 0 has dimension {self._solution_dim}") if reselect not in ["terminated", "all"]: raise ValueError("add_mode must either be 'terminated' or 'all'," f"but it was '{reselect}'") if add_mode not in ["single", "batch"]: raise ValueError("add_mode must either be 'batch' or 'single', but " f"it was '{add_mode}'") if archive is result_archive: raise ValueError("`archive` has same id as `result_archive` -- " "Note that `Scheduler.result_archive` already " "defaults to be the same as `archive` if you pass " "`result_archive=None`") self._archive = archive self._emitter_pool = np.array(emitter_pool) self._num_active = num_active self._add_mode = add_mode self._result_archive = result_archive self._reselect = reselect # Boolean mask of the active emitters. Initializes to the first # num_active emitters in the emitter pool. self._active_arr = np.zeros_like(self._emitter_pool, dtype=bool) # Used by UCB1 to select emitters. self._success = np.zeros_like(self._emitter_pool, dtype=float) self._selection = np.zeros_like(self._emitter_pool, dtype=float) self._restarts = np.zeros_like(self._emitter_pool, dtype=int) self._zeta = zeta # Keeps track of whether the scheduler should be receiving a call to # ask() or tell(). self._last_called = None # The last set of solutions returned by ask(). self._solution_batch = [] # The number of solutions created by each emitter. self._num_emitted = np.array([None for _ in self._active_arr]) @property def archive(self): """ribs.archives.ArchiveBase: Archive for storing solutions found in this scheduler.""" return self._archive @property def emitters(self): """list of ribs.archives.EmitterBase: Emitters for generating solutions in this scheduler.""" return self._active_arr @property def result_archive(self): """ribs.archives.ArchiveBase: Another archive for storing solutions found in this optimizer. If `result_archive` was not passed to the constructor, this property is the same as :attr:`archive`. """ return (self._archive if self._result_archive is None else self._result_archive)
[docs] def ask_dqd(self): """Generates a batch of solutions by calling ask_dqd() on all DQD emitters. This method is not supported for this scheduler and throws an error if called. Raises: NotImplementedError: This method is not supported by this scheduler. """ raise NotImplementedError("ask_dqd() is not supported by" "BanditScheduler.")
[docs] def ask(self): """Generates a batch of solutions by calling ask() on all active emitters. The emitters used by ask are determined by the UCB1 algorithm. Briefly, emitters that have never been selected before are prioritized, then emitters are sorted in descending order based on the accurary of their past prediction. .. note:: The order of the solutions returned from this method is important, so do not rearrange them. Returns: (batch_size, dim) array: An array of n solutions to evaluate. Each row contains a single solution. Raises: RuntimeError: This method was called without first calling :meth:`tell`. """ if self._last_called == "ask": raise RuntimeError("ask cannot be called immediately after " + self._last_called) self._last_called = "ask" if self._reselect == "terminated": # Reselect terminated emitters. Emitters are terminated if their # restarts attribute have incremented. emitter_restarts = np.array([ emitter.restarts if hasattr(emitter, "restarts") else -1 for emitter in self._emitter_pool ]) reselect = emitter_restarts > self._restarts # If the emitter does not have "restarts" attribute, assume it # restarts every iteration. reselect[emitter_restarts < 0] = True self._restarts = emitter_restarts else: # Reselect all emitters. reselect = self._active_arr.copy() # If no emitters are active, activate the first num_active. if not self._active_arr.any(): reselect[:] = False self._active_arr[:self._num_active] = True # Deactivate emitters to be reselected. self._active_arr[reselect] = False # Select emitters based on the UCB1 formula. # The ranking of emitters also follows these rules: # - Emitters that have never been selected are prioritized. # - If reselect is "terminated", then only active emitters that have # terminated/restarted will be reselected. Otherwise, if reselect is # "all", then all emitters are reselected. if reselect.any(): ucb1 = np.full_like(self._emitter_pool, np.inf) update_ucb = (self._selection != 0) if update_ucb.any(): ucb1[update_ucb] = ( self._success[update_ucb] / self._selection[update_ucb] + self._zeta * np.sqrt( np.log(self._success.sum()) / self._selection[update_ucb])) # Activate top emitters based on UCB1. activate = np.argsort(ucb1)[-reselect.sum():] self._active_arr[activate] = True self._solution_batch = [] for i in np.where(self._active_arr)[0]: emitter = self._emitter_pool[i] emitter_sols = emitter.ask() self._solution_batch.append(emitter_sols) self._num_emitted[i] = len(emitter_sols) # In case the emitters didn't return any solutions. self._solution_batch = np.concatenate( self._solution_batch, axis=0) if self._solution_batch else np.empty( (0, self._solution_dim)) return self._solution_batch
def _check_length(self, name, array): """Raises a ValueError if array does not have the same length as the solutions.""" if len(array) != len(self._solution_batch): raise ValueError( f"{name} should have length {len(self._solution_batch)} " "(this is the number of solutions output by ask()) but " f"has length {len(array)}")
[docs] def tell_dqd(self, objective_batch, measures_batch, jacobian_batch, metadata_batch=None): """Returns info for solutions from :meth:`ask_dqd`. This method is not supported for this scheduler and throws an error if called. Raises: NotImplementedError: This method is not supported by this scheduler. """ raise NotImplementedError("tell_dqd() is not supported by" "BanditScheduler.")
[docs] def tell(self, objective_batch, measures_batch, metadata_batch=None): """Returns info for solutions from :meth:`ask`. The emitters are the same with those used in the last call to :meth:`ask`. .. note:: The objective batch, measures batch, and metadata batch must be in the same order as the solutions created by :meth:`ask`; i.e. ``objective_batch[i]``, ``measures_batch[i]``, and ``metadata_batch[i]`` should be the objective, measures, and metadata for ``solution_batch[i]``. Args: objective_batch ((batch_size,) array): Each entry of this array contains the objective function evaluation of a solution. measures_batch ((batch_size, measures_dm) array): Each row of this array contains a solution's coordinates in measure space. metadata_batch ((batch_size,) array): Each entry of this array contains an object holding metadata for a solution. Raises: RuntimeError: This method is called without first calling :meth:`ask`. ValueError: ``objective_batch``, ``measures_batch``, or ``metadata_batch`` has the wrong shape. """ if self._last_called != "ask": raise RuntimeError("tell() was called without calling ask().") self._last_called = "tell" objective_batch = np.asarray(objective_batch) measures_batch = np.asarray(measures_batch) metadata_batch = (np.empty(len(self._solution_batch), dtype=object) if metadata_batch is None else np.asarray(metadata_batch, dtype=object)) self._check_length("objective_batch", objective_batch) self._check_length("measures_batch", measures_batch) self._check_length("metadata_batch", metadata_batch) archive_empty_before = self.archive.empty if self._result_archive is not None: # Check self._result_archive here since self.result_archive is a # property that always provides a proper archive. result_archive_empty_before = self.result_archive.empty # Add solutions to the archive. if self._add_mode == "batch": status_batch, value_batch = self.archive.add( self._solution_batch, objective_batch, measures_batch, metadata_batch, ) # Add solutions to result_archive. if self._result_archive is not None: self._result_archive.add(self._solution_batch, objective_batch, measures_batch, metadata_batch) elif self._add_mode == "single": status_batch = [] value_batch = [] for solution, objective, measure, metadata in zip( self._solution_batch, objective_batch, measures_batch, metadata_batch): status, value = self.archive.add_single(solution, objective, measure, metadata) status_batch.append(status) value_batch.append(value) # Add solutions to result_archive. if self._result_archive is not None: self._result_archive.add_single(solution, objective, measure, metadata) status_batch = np.asarray(status_batch) value_batch = np.asarray(value_batch) # Warn the user if nothing was inserted into the archives. if archive_empty_before and self.archive.empty: warnings.warn(Scheduler.EMPTY_WARNING.format(name="archive")) if self._result_archive is not None: if result_archive_empty_before and self.result_archive.empty: warnings.warn( Scheduler.EMPTY_WARNING.format(name="result_archive")) # Keep track of pos because emitters may have different batch sizes. pos = 0 for i in np.where(self._active_arr)[0]: emitter = self._emitter_pool[i] n = self._num_emitted[i] end = pos + n self._selection[i] += n self._success[i] += np.count_nonzero(status_batch[pos:end]) emitter.tell(self._solution_batch[pos:end], objective_batch[pos:end], measures_batch[pos:end], status_batch[pos:end], value_batch[pos:end], metadata_batch[pos:end]) pos = end