{ "cells": [ { "cell_type": "markdown", "id": "109df1cd", "metadata": { "papermill": { "duration": 0.003274, "end_time": "2023-12-09T18:32:17.609429", "exception": false, "start_time": "2023-12-09T18:32:17.606155", "status": "completed" }, "tags": [] }, "source": [ "# Loop API Example on Hartmann6\n", "\n", "The loop API is the most lightweight way to do optimization in Ax. The user makes one call to `optimize`, which performs all of the optimization under the hood and returns the optimized parameters.\n", "\n", "For more customizability of the optimization procedure, consider the Service or Developer API." ] }, { "cell_type": "code", "execution_count": 1, "id": "36b26e72", "metadata": { "execution": { "iopub.execute_input": "2023-12-09T18:32:17.615802Z", "iopub.status.busy": "2023-12-09T18:32:17.615258Z", "iopub.status.idle": "2023-12-09T18:32:20.660487Z", "shell.execute_reply": "2023-12-09T18:32:20.659272Z" }, "papermill": { "duration": 3.093027, "end_time": "2023-12-09T18:32:20.704960", "exception": false, "start_time": "2023-12-09T18:32:17.611933", "status": "completed" }, "tags": [] }, "outputs": [ { "data": { "text/html": [ "" ] }, "metadata": {}, "output_type": "display_data" }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:20] ax.utils.notebook.plotting: Injecting Plotly library into cell. Do not overwrite or delete cell.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:20] ax.utils.notebook.plotting: Please see\n", " (https://ax.dev/tutorials/visualizations.html#Fix-for-plots-that-are-not-rendering)\n", " if visualizations are not rendering.\n" ] }, { "data": { "text/html": [ " \n", " " ] }, "metadata": {}, "output_type": "display_data" } ], "source": [ "import numpy as np\n", "from ax.metrics.branin import branin\n", "\n", "from ax.plot.contour import plot_contour\n", "from ax.plot.trace import optimization_trace_single_method\n", "from ax.service.managed_loop import optimize\n", "from ax.utils.measurement.synthetic_functions import hartmann6\n", "from ax.utils.notebook.plotting import init_notebook_plotting, render\n", "\n", "init_notebook_plotting()" ] }, { "cell_type": "markdown", "id": "6c41369b", "metadata": { "papermill": { "duration": 0.039499, "end_time": "2023-12-09T18:32:20.782360", "exception": false, "start_time": "2023-12-09T18:32:20.742861", "status": "completed" }, "tags": [] }, "source": [ "## 1. Define evaluation function\n", "\n", "First, we define an evaluation function that is able to compute all the metrics needed for this experiment. This function needs to accept a set of parameter values and can also accept a weight. It should produce a dictionary of metric names to tuples of mean and standard error for those metrics." ] }, { "cell_type": "code", "execution_count": 2, "id": "644edc48", "metadata": { "execution": { "iopub.execute_input": "2023-12-09T18:32:20.864817Z", "iopub.status.busy": "2023-12-09T18:32:20.864121Z", "iopub.status.idle": "2023-12-09T18:32:20.869290Z", "shell.execute_reply": "2023-12-09T18:32:20.868648Z" }, "papermill": { "duration": 0.048001, "end_time": "2023-12-09T18:32:20.870711", "exception": false, "start_time": "2023-12-09T18:32:20.822710", "status": "completed" }, "tags": [] }, "outputs": [], "source": [ "def hartmann_evaluation_function(parameterization):\n", " x = np.array([parameterization.get(f\"x{i+1}\") for i in range(6)])\n", " # In our case, standard error is 0, since we are computing a synthetic function.\n", " return {\"hartmann6\": (hartmann6(x), 0.0), \"l2norm\": (np.sqrt((x**2).sum()), 0.0)}" ] }, { "cell_type": "markdown", "id": "49178867", "metadata": { "papermill": { "duration": 0.042478, "end_time": "2023-12-09T18:32:20.953312", "exception": false, "start_time": "2023-12-09T18:32:20.910834", "status": "completed" }, "tags": [] }, "source": [ "If there is only one metric in the experiment – the objective – then evaluation function can return a single tuple of mean and SEM, in which case Ax will assume that evaluation corresponds to the objective. It can also return only the mean as a float, in which case Ax will treat SEM as unknown and use a model that can infer it. For more details on evaluation function, refer to the \"Trial Evaluation\" section in the docs." ] }, { "cell_type": "markdown", "id": "14f92022", "metadata": { "papermill": { "duration": 0.040003, "end_time": "2023-12-09T18:32:21.034386", "exception": false, "start_time": "2023-12-09T18:32:20.994383", "status": "completed" }, "tags": [] }, "source": [ "## 2. Run optimization\n", "The setup for the loop is fully compatible with JSON. The optimization algorithm is selected based on the properties of the problem search space." ] }, { "cell_type": "code", "execution_count": 3, "id": "245a366d", "metadata": { "execution": { "iopub.execute_input": "2023-12-09T18:32:21.116463Z", "iopub.status.busy": "2023-12-09T18:32:21.115648Z", "iopub.status.idle": "2023-12-09T18:34:05.755553Z", "shell.execute_reply": "2023-12-09T18:34:05.754802Z" }, "papermill": { "duration": 104.683554, "end_time": "2023-12-09T18:34:05.757727", "exception": false, "start_time": "2023-12-09T18:32:21.074173", "status": "completed" }, "tags": [] }, "outputs": [ { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:21] ax.service.utils.instantiation: Inferred value type of ParameterType.FLOAT for parameter x2. If that is not the expected value type, you can explicitly specify 'value_type' ('int', 'float', 'bool' or 'str') in parameter dict.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:21] ax.service.utils.instantiation: Inferred value type of ParameterType.FLOAT for parameter x3. If that is not the expected value type, you can explicitly specify 'value_type' ('int', 'float', 'bool' or 'str') in parameter dict.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:21] ax.service.utils.instantiation: Inferred value type of ParameterType.FLOAT for parameter x4. If that is not the expected value type, you can explicitly specify 'value_type' ('int', 'float', 'bool' or 'str') in parameter dict.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:21] ax.service.utils.instantiation: Inferred value type of ParameterType.FLOAT for parameter x5. If that is not the expected value type, you can explicitly specify 'value_type' ('int', 'float', 'bool' or 'str') in parameter dict.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:21] ax.service.utils.instantiation: Inferred value type of ParameterType.FLOAT for parameter x6. If that is not the expected value type, you can explicitly specify 'value_type' ('int', 'float', 'bool' or 'str') in parameter dict.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:21] ax.service.utils.instantiation: Created search space: SearchSpace(parameters=[RangeParameter(name='x1', parameter_type=FLOAT, range=[0.0, 1.0]), RangeParameter(name='x2', parameter_type=FLOAT, range=[0.0, 1.0]), RangeParameter(name='x3', parameter_type=FLOAT, range=[0.0, 1.0]), RangeParameter(name='x4', parameter_type=FLOAT, range=[0.0, 1.0]), RangeParameter(name='x5', parameter_type=FLOAT, range=[0.0, 1.0]), RangeParameter(name='x6', parameter_type=FLOAT, range=[0.0, 1.0])], parameter_constraints=[ParameterConstraint(1.0*x1 + 1.0*x2 <= 20.0)]).\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:21] ax.modelbridge.dispatch_utils: Using Models.BOTORCH_MODULAR since there are more ordered parameters than there are categories for the unordered categorical parameters.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:21] ax.modelbridge.dispatch_utils: Calculating the number of remaining initialization trials based on num_initialization_trials=None max_initialization_trials=None num_tunable_parameters=6 num_trials=None use_batch_trials=False\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:21] ax.modelbridge.dispatch_utils: calculated num_initialization_trials=12\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:21] ax.modelbridge.dispatch_utils: num_completed_initialization_trials=0 num_remaining_initialization_trials=12\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:21] ax.modelbridge.dispatch_utils: `verbose`, `disable_progbar`, and `jit_compile` are not yet supported when using `choose_generation_strategy` with ModularBoTorchModel, dropping these arguments.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:21] ax.modelbridge.dispatch_utils: Using Bayesian Optimization generation strategy: GenerationStrategy(name='Sobol+BoTorch', steps=[Sobol for 12 trials, BoTorch for subsequent trials]). Iterations after 12 will take longer to generate due to model-fitting.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:21] ax.service.managed_loop: Started full optimization with 30 steps.\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:21] ax.service.managed_loop: Running optimization trial 1...\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:21] ax.service.managed_loop: Running optimization trial 2...\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:21] ax.service.managed_loop: Running optimization trial 3...\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:21] ax.service.managed_loop: Running optimization trial 4...\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:21] ax.service.managed_loop: Running optimization trial 5...\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:21] ax.service.managed_loop: Running optimization trial 6...\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:21] ax.service.managed_loop: Running optimization trial 7...\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:21] ax.service.managed_loop: Running optimization trial 8...\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:21] ax.service.managed_loop: Running optimization trial 9...\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:21] ax.service.managed_loop: Running optimization trial 10...\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:21] ax.service.managed_loop: Running optimization trial 11...\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:21] ax.service.managed_loop: Running optimization trial 12...\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:21] ax.service.managed_loop: Running optimization trial 13...\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:26] ax.service.managed_loop: Running optimization trial 14...\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:31] ax.service.managed_loop: Running optimization trial 15...\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:37] ax.service.managed_loop: Running optimization trial 16...\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:44] ax.service.managed_loop: Running optimization trial 17...\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:49] ax.service.managed_loop: Running optimization trial 18...\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:32:55] ax.service.managed_loop: Running optimization trial 19...\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:33:00] ax.service.managed_loop: Running optimization trial 20...\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:33:08] ax.service.managed_loop: Running optimization trial 21...\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:33:14] ax.service.managed_loop: Running optimization trial 22...\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:33:20] ax.service.managed_loop: Running optimization trial 23...\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:33:26] ax.service.managed_loop: Running optimization trial 24...\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:33:31] ax.service.managed_loop: Running optimization trial 25...\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:33:37] ax.service.managed_loop: Running optimization trial 26...\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:33:42] ax.service.managed_loop: Running optimization trial 27...\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:33:48] ax.service.managed_loop: Running optimization trial 28...\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:33:53] ax.service.managed_loop: Running optimization trial 29...\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[INFO 12-09 18:33:59] ax.service.managed_loop: Running optimization trial 30...\n" ] } ], "source": [ "best_parameters, values, experiment, model = optimize(\n", " parameters=[\n", " {\n", " \"name\": \"x1\",\n", " \"type\": \"range\",\n", " \"bounds\": [0.0, 1.0],\n", " \"value_type\": \"float\", # Optional, defaults to inference from type of \"bounds\".\n", " \"log_scale\": False, # Optional, defaults to False.\n", " },\n", " {\n", " \"name\": \"x2\",\n", " \"type\": \"range\",\n", " \"bounds\": [0.0, 1.0],\n", " },\n", " {\n", " \"name\": \"x3\",\n", " \"type\": \"range\",\n", " \"bounds\": [0.0, 1.0],\n", " },\n", " {\n", " \"name\": \"x4\",\n", " \"type\": \"range\",\n", " \"bounds\": [0.0, 1.0],\n", " },\n", " {\n", " \"name\": \"x5\",\n", " \"type\": \"range\",\n", " \"bounds\": [0.0, 1.0],\n", " },\n", " {\n", " \"name\": \"x6\",\n", " \"type\": \"range\",\n", " \"bounds\": [0.0, 1.0],\n", " },\n", " ],\n", " experiment_name=\"test\",\n", " objective_name=\"hartmann6\",\n", " evaluation_function=hartmann_evaluation_function,\n", " minimize=True, # Optional, defaults to False.\n", " parameter_constraints=[\"x1 + x2 <= 20\"], # Optional.\n", " outcome_constraints=[\"l2norm <= 1.25\"], # Optional.\n", " total_trials=30, # Optional.\n", ")" ] }, { "cell_type": "markdown", "id": "d28247c5", "metadata": { "papermill": { "duration": 0.054655, "end_time": "2023-12-09T18:34:05.881485", "exception": false, "start_time": "2023-12-09T18:34:05.826830", "status": "completed" }, "tags": [] }, "source": [ "And we can introspect optimization results:" ] }, { "cell_type": "code", "execution_count": 4, "id": "2eca4073", "metadata": { "execution": { "iopub.execute_input": "2023-12-09T18:34:05.965021Z", "iopub.status.busy": "2023-12-09T18:34:05.964510Z", "iopub.status.idle": "2023-12-09T18:34:05.971146Z", "shell.execute_reply": "2023-12-09T18:34:05.970470Z" }, "papermill": { "duration": 0.05017, "end_time": "2023-12-09T18:34:05.972640", "exception": false, "start_time": "2023-12-09T18:34:05.922470", "status": "completed" }, "tags": [] }, "outputs": [ { "data": { "text/plain": [ "{'x1': 0.19001085607238735,\n", " 'x2': 0.21481854614411267,\n", " 'x3': 0.18557361962675936,\n", " 'x4': 0.3118151311029633,\n", " 'x5': 0.2988534285510756,\n", " 'x6': 0.6469589397743876}" ] }, "execution_count": 4, "metadata": {}, "output_type": "execute_result" } ], "source": [ "best_parameters" ] }, { "cell_type": "code", "execution_count": 5, "id": "8e4a17d9", "metadata": { "execution": { "iopub.execute_input": "2023-12-09T18:34:06.056354Z", "iopub.status.busy": "2023-12-09T18:34:06.056064Z", "iopub.status.idle": "2023-12-09T18:34:06.061150Z", "shell.execute_reply": "2023-12-09T18:34:06.060504Z" }, "papermill": { "duration": 0.048011, "end_time": "2023-12-09T18:34:06.062645", "exception": false, "start_time": "2023-12-09T18:34:06.014634", "status": "completed" }, "tags": [] }, "outputs": [ { "data": { "text/plain": [ "{'hartmann6': -2.813116796456373, 'l2norm': 0.8495858560976961}" ] }, "execution_count": 5, "metadata": {}, "output_type": "execute_result" } ], "source": [ "means, covariances = values\n", "means" ] }, { "cell_type": "markdown", "id": "beed610e", "metadata": { "papermill": { "duration": 0.041348, "end_time": "2023-12-09T18:34:06.145001", "exception": false, "start_time": "2023-12-09T18:34:06.103653", "status": "completed" }, "tags": [] }, "source": [ "For comparison, minimum of Hartmann6 is:" ] }, { "cell_type": "code", "execution_count": 6, "id": "726993db", "metadata": { "execution": { "iopub.execute_input": "2023-12-09T18:34:06.229044Z", "iopub.status.busy": "2023-12-09T18:34:06.228535Z", "iopub.status.idle": "2023-12-09T18:34:06.233221Z", "shell.execute_reply": "2023-12-09T18:34:06.232515Z" }, "papermill": { "duration": 0.048624, "end_time": "2023-12-09T18:34:06.234923", "exception": false, "start_time": "2023-12-09T18:34:06.186299", "status": "completed" }, "tags": [] }, "outputs": [ { "data": { "text/plain": [ "-3.32237" ] }, "execution_count": 6, "metadata": {}, "output_type": "execute_result" } ], "source": [ "hartmann6.fmin" ] }, { "cell_type": "markdown", "id": "cb905bb7", "metadata": { "papermill": { "duration": 0.041043, "end_time": "2023-12-09T18:34:06.318304", "exception": false, "start_time": "2023-12-09T18:34:06.277261", "status": "completed" }, "tags": [] }, "source": [ "## 3. Plot results\n", "Here we arbitrarily select \"x1\" and \"x2\" as the two parameters to plot for both metrics, \"hartmann6\" and \"l2norm\"." ] }, { "cell_type": "code", "execution_count": 7, "id": "11267eee", "metadata": { "execution": { "iopub.execute_input": "2023-12-09T18:34:06.402398Z", "iopub.status.busy": "2023-12-09T18:34:06.401884Z", "iopub.status.idle": "2023-12-09T18:34:07.083545Z", "shell.execute_reply": "2023-12-09T18:34:07.082839Z" }, "papermill": { "duration": 0.72935, "end_time": "2023-12-09T18:34:07.088903", "exception": false, "start_time": "2023-12-09T18:34:06.359553", "status": "completed" }, "tags": [] }, "outputs": [ { "data": { "application/vnd.plotly.v1+json": { "config": { "linkText": "Export to plot.ly", "plotlyServerURL": "https://plot.ly", "showLink": false }, "data": [ { "autocolorscale": false, "autocontour": true, "colorbar": { "tickfont": { "size": 8 }, "ticksuffix": "", "x": 0.45, "y": 0.5 }, "colorscale": [ [ 0.0, "rgb(247,252,253)" ], [ 0.125, 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" ] }, "metadata": {}, "output_type": "display_data" } ], "source": [ "render(plot_contour(model=model, param_x=\"x1\", param_y=\"x2\", metric_name=\"l2norm\"))" ] }, { "cell_type": "markdown", "id": "f2acc0c5", "metadata": { "papermill": { "duration": 0.067789, "end_time": "2023-12-09T18:34:07.973077", "exception": false, "start_time": "2023-12-09T18:34:07.905288", "status": "completed" }, "tags": [] }, "source": [ "We also plot optimization trace, which shows best hartmann6 objective value seen by each iteration of the optimization:" ] }, { "cell_type": "code", "execution_count": 9, "id": "4a688b18", "metadata": { "execution": { "iopub.execute_input": "2023-12-09T18:34:08.110310Z", "iopub.status.busy": "2023-12-09T18:34:08.109652Z", "iopub.status.idle": "2023-12-09T18:34:08.159865Z", "shell.execute_reply": "2023-12-09T18:34:08.159155Z" }, "papermill": { "duration": 0.120408, "end_time": "2023-12-09T18:34:08.161280", "exception": false, "start_time": "2023-12-09T18:34:08.040872", 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"standoff": 15 }, "zerolinecolor": "white", "zerolinewidth": 2 }, "yaxis": { "automargin": true, "gridcolor": "white", "linecolor": "white", "ticks": "", "title": { "standoff": 15 }, "zerolinecolor": "white", "zerolinewidth": 2 } } }, "title": { "text": "Model performance vs. # of iterations" }, "xaxis": { "title": { "text": "Iteration" } }, "yaxis": { "title": { "text": "Hartmann6" } } } }, "text/html": [ "
" ] }, "metadata": {}, "output_type": "display_data" } ], "source": [ "# `plot_single_method` expects a 2-d array of means, because it expects to average means from multiple\n", "# optimization runs, so we wrap out best objectives array in another array.\n", "best_objectives = np.array(\n", " [[trial.objective_mean for trial in experiment.trials.values()]]\n", ")\n", "best_objective_plot = optimization_trace_single_method(\n", " y=np.minimum.accumulate(best_objectives, axis=1),\n", " optimum=hartmann6.fmin,\n", " title=\"Model performance vs. # of iterations\",\n", " ylabel=\"Hartmann6\",\n", ")\n", "render(best_objective_plot)" ] } ], "metadata": { "kernelspec": { "display_name": "Python 3 (ipykernel)", "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": "3.9.18" }, "papermill": { "default_parameters": {}, "duration": 113.389536, "end_time": "2023-12-09T18:34:09.891126", "environment_variables": {}, "exception": null, "input_path": "/tmp/tmp.bwZKabbZig/Ax-main/tutorials/gpei_hartmann_loop.ipynb", "output_path": "/tmp/tmp.bwZKabbZig/Ax-main/tutorials/gpei_hartmann_loop.ipynb", "parameters": {}, "start_time": "2023-12-09T18:32:16.501590", "version": "2.5.0" } }, "nbformat": 4, "nbformat_minor": 5 }