public void CFO_e2e_test()
{
var searchSpace = new SearchSpace <LbfgsOption>();
var initValues = searchSpace.SampleFromFeatureSpace(searchSpace.Default);
var cfo = new CostFrugalTuner(searchSpace, Parameter.FromObject(initValues));
for (int i = 0; i != 1000; ++i)
{
var trialSettings = new TrialSettings()
{
TrialId = i,
};
var param = cfo.Propose(trialSettings);
var option = param.AsType <CodeGen.LbfgsOption>();
option.L1Regularization.Should().BeInRange(0.03125f, 32768.0f);
option.L2Regularization.Should().BeInRange(0.03125f, 32768.0f);
cfo.Update(new TrialResult()
{
DurationInMilliseconds = i * 1000,
Metric = i,
TrialSettings = trialSettings,
});
}
}
public void CFO_should_find_maximum_value_when_function_is_convex()
{
var searchSpace = new SearchSpace <LSE3DSearchSpace>();
var initValues = searchSpace.SampleFromFeatureSpace(searchSpace.Default);
var cfo = new CostFrugalTuner(searchSpace, Parameter.FromObject(initValues), false);
double bestMetric = 0;
for (int i = 0; i != 100; ++i)
{
var trialSettings = new TrialSettings()
{
TrialId = 0,
};
var param = cfo.Propose(trialSettings).AsType <LSE3DSearchSpace>();
var x = param.X;
var y = param.Y;
var z = param.Z;
var metric = LSE3D(x, y, z);
bestMetric = Math.Max(bestMetric, metric);
Output.WriteLine($"{i} x: {x} y: {y} z: {z}");
if (x == 10 && y == 10 && z == 10)
{
break;
}
cfo.Update(new TrialResult()
{
DurationInMilliseconds = 1 * 1000,
Metric = metric,
TrialSettings = trialSettings,
});
}
bestMetric.Should().BeGreaterThan(LSE3D(10, 10, 10) - 2);
}
public void CFO_should_find_minimum_value_when_function_is_convex()
{
var searchSpace = new SearchSpace <LSE3DSearchSpace>();
var initValues = searchSpace.SampleFromFeatureSpace(searchSpace.Default);
var cfo = new CostFrugalTuner(searchSpace, Parameter.FromObject(initValues), true);
double loss = 0;
for (int i = 0; i != 100; ++i)
{
var trialSettings = new TrialSettings()
{
TrialId = i,
};
var param = cfo.Propose(trialSettings).AsType <LSE3DSearchSpace>();
var x = param.X;
var y = param.Y;
var z = param.Z;
loss = LSE3D(x, y, z);
Output.WriteLine(loss.ToString());
Output.WriteLine($"{i} x: {x} y: {y} z: {z}");
if (x == -10 && y == -10 && z == -10)
{
break;
}
cfo.Update(new TrialResult()
{
DurationInMilliseconds = 1000,
Metric = loss,
TrialSettings = trialSettings,
});
}
loss.Should().BeLessThan(LSE3D(-10, -10, -10) + 2);
}
