public void TestNelderMeadSweeperWithDefaultFirstBatchSweeper()
{
var random = new Random(42);
var env = new MLContext(42);
var param = new IComponentFactory <INumericValueGenerator>[] {
ComponentFactoryUtils.CreateFromFunction(
environ => new FloatValueGenerator(new FloatParamOptions()
{
Name = "foo", Min = 1, Max = 5
})),
ComponentFactoryUtils.CreateFromFunction(
environ => new LongValueGenerator(new LongParamOptions()
{
Name = "bar", Min = 1, Max = 1000, LogBase = true
}))
};
var args = new NelderMeadSweeper.Options();
args.SweptParameters = param;
var sweeper = new NelderMeadSweeper(env, args);
var sweeps = sweeper.ProposeSweeps(5, new List <RunResult>());
Assert.Equal(3, sweeps.Length);
var results = new List <IRunResult>();
for (int i = 1; i < 10; i++)
{
foreach (var parameterSet in sweeps)
{
foreach (var parameterValue in parameterSet)
{
if (parameterValue.Name == "foo")
{
var val = float.Parse(parameterValue.ValueText, CultureInfo.InvariantCulture);
Assert.InRange(val, 1, 5);
}
else if (parameterValue.Name == "bar")
{
var val = long.Parse(parameterValue.ValueText);
Assert.InRange(val, 1, 1000);
}
else
{
Assert.True(false, "Wrong parameter");
}
}
results.Add(new RunResult(parameterSet, random.NextDouble(), true));
}
sweeps = sweeper.ProposeSweeps(5, results);
}
Assert.True(sweeps == null || sweeps.Length <= 5);
}
public async Task TestNelderMeadSweeperAsync()
{
var random = new Random(42);
var env = new MLContext(42);
const int batchSize = 5;
const int sweeps = 40;
var paramSets = new List <ParameterSet>();
var args = new DeterministicSweeperAsync.Options();
args.BatchSize = batchSize;
args.Relaxation = 0;
args.Sweeper = ComponentFactoryUtils.CreateFromFunction(
environ =>
{
var param = new IComponentFactory <INumericValueGenerator>[] {
ComponentFactoryUtils.CreateFromFunction(
innerEnviron => new FloatValueGenerator(new FloatParamOptions()
{
Name = "foo", Min = 1, Max = 5
})),
ComponentFactoryUtils.CreateFromFunction(
innerEnviron => new LongValueGenerator(new LongParamOptions()
{
Name = "bar", Min = 1, Max = 1000, LogBase = true
}))
};
var nelderMeadSweeperArgs = new NelderMeadSweeper.Options()
{
SweptParameters = param,
FirstBatchSweeper = ComponentFactoryUtils.CreateFromFunction <IValueGenerator[], ISweeper>(
(firstBatchSweeperEnviron, firstBatchSweeperArgs) =>
new RandomGridSweeper(environ, new RandomGridSweeper.Options()
{
SweptParameters = param
}))
};
return(new NelderMeadSweeper(environ, nelderMeadSweeperArgs));
}
);
var sweeper = new DeterministicSweeperAsync(env, args);
var mlock = new object();
double[] metrics = new double[sweeps];
for (int i = 0; i < metrics.Length; i++)
{
metrics[i] = random.NextDouble();
}
for (int i = 0; i < sweeps; i++)
{
var paramWithId = await sweeper.Propose();
if (paramWithId == null)
{
return;
}
var result = new RunResult(paramWithId.ParameterSet, metrics[i], true);
sweeper.Update(paramWithId.Id, result);
lock (mlock)
paramSets.Add(paramWithId.ParameterSet);
}
Assert.True(paramSets.Count <= sweeps);
CheckAsyncSweeperResult(paramSets);
}
