Merge pull request #105 from c-bata/blackhole-storage

Add BlackHoleStorage towards 100k+ evaluations

.github/workflows/run-examples.yml

@@ -26,6 +26,8 @@ jobs:
         GO111MODULE: on
       run: |
         make build
+        ./bin/cmaes
+        ./bin/cmaes_blackhole
         ./bin/simple_tpe
         ./bin/concurrency
         ./bin/trialnotify

_examples/build.sh

@@ -5,6 +5,11 @@ DIR=$(cd $(dirname $0); pwd)
 BIN_DIR=$(cd $(dirname $(dirname $0)); pwd)/bin
 
 mkdir -p ${BIN_DIR}
+
+set -ex
+
+go build -o ${BIN_DIR}/cmaes ${DIR}/cmaes/main.go
+go build -o ${BIN_DIR}/cmaes_blackhole ${DIR}/cmaes/blackhole/main.go
 go build -o ${BIN_DIR}/concurrency ${DIR}/concurrency/main.go
 go build -o ${BIN_DIR}/enqueue_trial ${DIR}/enqueue_trial/main.go
 go build -o ${BIN_DIR}/trialnotify ${DIR}/trialnotify/main.go

_examples/cmaes/blackhole/main.go

@@ -0,0 +1,59 @@
+package main
+
+import (
+	"log"
+	"math"
+
+	"github.com/c-bata/goptuna"
+	"github.com/c-bata/goptuna/cmaes"
+)
+
+func objective(trial goptuna.Trial) (float64, error) {
+	x1, err := trial.SuggestFloat("x1", -10, 10)
+	if err != nil {
+		return -1, err
+	}
+	x2, err := trial.SuggestFloat("x2", -10, 10)
+	if err != nil {
+		return -1, err
+	}
+	return math.Pow(x1-2, 2) + math.Pow(x2+5, 2), nil
+}
+
+func main() {
+	relativeSampler := cmaes.NewSampler(
+		cmaes.SamplerOptionNStartupTrials(0))
+	study, err := goptuna.CreateStudy(
+		"goptuna-example",
+		goptuna.StudyOptionStorage(goptuna.NewBlackHoleStorage(20)),
+		goptuna.StudyOptionRelativeSampler(relativeSampler),
+		goptuna.StudyOptionDefineSearchSpace(map[string]interface{}{
+			"x1": goptuna.UniformDistribution{
+				High: 10,
+				Low:  -10,
+			},
+			"x2": goptuna.UniformDistribution{
+				High: 10,
+				Low:  -10,
+			},
+		}),
+	)
+	if err != nil {
+		log.Fatal("failed to create study:", err)
+	}
+
+	if err = study.Optimize(objective, 10000); err != nil {
+		log.Fatal("failed to optimize:", err)
+	}
+
+	v, err := study.GetBestValue()
+	if err != nil {
+		log.Fatal("failed to get best value:", err)
+	}
+	params, err := study.GetBestParams()
+	if err != nil {
+		log.Fatal("failed to get best params:", err)
+	}
+	log.Printf("Best evaluation=%f (x1=%f, x2=%f)",
+		v, params["x1"].(float64), params["x2"].(float64))
+}

cmaes/sampler.go

@@ -47,7 +47,7 @@ func (s *Sampler) SampleRelative(
 	sort.Strings(orderedKeys)
 
 	trials, err := study.GetTrials()
-	if err != nil {
+	if err != nil && err != goptuna.ErrTrialsPartiallyDeleted {
 		return nil, err
 	}
 	completed := make([]goptuna.FrozenTrial, 0, len(trials))
@@ -57,8 +57,19 @@ func (s *Sampler) SampleRelative(
 		}
 	}
 	if len(completed) < s.nStartUpTrials {
-		return nil, nil
+		// If catch ErrTrialsPartiallyDeleted, nStartUpTrials should be smaller than len(completed).
+		study.GetLogger().Error("Your BlackHoleStorage buffer is too small.",
+			fmt.Sprintf("nStartUpTrials:%d", s.nStartUpTrials))
+		return nil, err
+	}
+	if err == goptuna.ErrTrialsPartiallyDeleted && s.optimizer != nil &&
+		len(completed) < s.optimizer.PopulationSize() {
+		// If catch ErrTrialsPartiallyDeleted, population size should be smaller than len(completed).
+		study.GetLogger().Error("Your BlackHoleStorage buffer is too small.",
+			fmt.Sprintf("popsize:%d", s.optimizer.PopulationSize()))
+		return nil, err
 	}
+	err = nil
 
 	if s.optimizer == nil {
 		s.optimizer, err = s.initOptimizer(searchSpace, orderedKeys)

sampler.go

@@ -43,7 +43,11 @@ func IntersectionSearchSpace(study *Study) (map[string]interface{}, error) {
 	var searchSpace map[string]interface{}
 
 	trials, err := study.GetTrials()
-	if err != nil {
+	if err == ErrTrialsPartiallyDeleted {
+		study.logger.Warn("Some trials are not used to calculate intersection of search spaces." +
+			" Please use `goptuna.StudyOptionDefineSearchSpace` option.")
+		err = nil
+	} else if err != nil {
 		return nil, err
 	}