image-match/python/py/Lib/site-packages/ray/tune/search/ax/ax_search.py

import copy
import logging
from typing import Dict, List, Optional, Union

import numpy as np

from ray import cloudpickle
from ray.tune.result import DEFAULT_METRIC
from ray.tune.search import (
    UNDEFINED_METRIC_MODE,
    UNDEFINED_SEARCH_SPACE,
    UNRESOLVED_SEARCH_SPACE,
    Searcher,
)
from ray.tune.search.sample import (
    Categorical,
    Float,
    Integer,
    LogUniform,
    Quantized,
    Uniform,
)
from ray.tune.search.variant_generator import parse_spec_vars
from ray.tune.utils.util import flatten_dict, unflatten_list_dict

try:
    import ax
    from ax.service.ax_client import AxClient
except ImportError:
    ax = AxClient = None

# This exception only exists in newer Ax releases for python 3.7
try:
    from ax.exceptions.core import DataRequiredError
    from ax.exceptions.generation_strategy import MaxParallelismReachedException
except ImportError:
    MaxParallelismReachedException = DataRequiredError = Exception


logger = logging.getLogger(__name__)


class AxSearch(Searcher):
    """Uses `Ax <https://ax.dev/>`_ to optimize hyperparameters.

    Ax is a platform for understanding, managing, deploying, and
    automating adaptive experiments. Ax provides an easy to use
    interface with BoTorch, a flexible, modern library for Bayesian
    optimization in PyTorch. More information can be found in https://ax.dev/.

    To use this search algorithm, you must install Ax:

    .. code-block:: bash

        $ pip install ax-platform

    Parameters:
        space: Parameters in the experiment search space.
            Required elements in the dictionaries are: "name" (name of
            this parameter, string), "type" (type of the parameter: "range",
            "fixed", or "choice", string), "bounds" for range parameters
            (list of two values, lower bound first), "values" for choice
            parameters (list of values), and "value" for fixed parameters
            (single value).
        metric: Name of the metric used as objective in this
            experiment. This metric must be present in `raw_data` argument
            to `log_data`. This metric must also be present in the dict
            reported/returned by the Trainable. If None but a mode was passed,
            the `ray.tune.result.DEFAULT_METRIC` will be used per default.
        mode: One of {min, max}. Determines whether objective is
            minimizing or maximizing the metric attribute. Defaults to "max".
        points_to_evaluate: Initial parameter suggestions to be run
            first. This is for when you already have some good parameters
            you want to run first to help the algorithm make better suggestions
            for future parameters. Needs to be a list of dicts containing the
            configurations.
        parameter_constraints: Parameter constraints, such as
            "x3 >= x4" or "x3 + x4 >= 2".
        outcome_constraints: Outcome constraints of form
            "metric_name >= bound", like "m1 <= 3."
        ax_client: Optional AxClient instance. If this is set, do
            not pass any values to these parameters: `space`, `metric`,
            `parameter_constraints`, `outcome_constraints`.
        **ax_kwargs: Passed to AxClient instance. Ignored if `AxClient` is not
            None.

    Tune automatically converts search spaces to Ax's format:

    .. code-block:: python

        from ray import tune
        from ray.tune.search.ax import AxSearch

        config = {
            "x1": tune.uniform(0.0, 1.0),
            "x2": tune.uniform(0.0, 1.0)
        }

        def easy_objective(config):
            for i in range(100):
                intermediate_result = config["x1"] + config["x2"] * i
                tune.report({"score": intermediate_result})

        ax_search = AxSearch()
        tuner = tune.Tuner(
            easy_objective,
            tune_config=tune.TuneConfig(
                search_alg=ax_search,
                metric="score",
                mode="max",
            ),
            param_space=config,
        )
        tuner.fit()

    If you would like to pass the search space manually, the code would
    look like this:

    .. code-block:: python

        from ray import tune
        from ray.tune.search.ax import AxSearch

        parameters = [
            {"name": "x1", "type": "range", "bounds": [0.0, 1.0]},
            {"name": "x2", "type": "range", "bounds": [0.0, 1.0]},
        ]

        def easy_objective(config):
            for i in range(100):
                intermediate_result = config["x1"] + config["x2"] * i
                tune.report({"score": intermediate_result})

        ax_search = AxSearch(space=parameters, metric="score", mode="max")
        tuner = tune.Tuner(
            easy_objective,
            tune_config=tune.TuneConfig(
                search_alg=ax_search,
            ),
        )
        tuner.fit()

    """

    def __init__(
        self,
        space: Optional[Union[Dict, List[Dict]]] = None,
        metric: Optional[str] = None,
        mode: Optional[str] = None,
        points_to_evaluate: Optional[List[Dict]] = None,
        parameter_constraints: Optional[List] = None,
        outcome_constraints: Optional[List] = None,
        ax_client: Optional[AxClient] = None,
        **ax_kwargs,
    ):
        assert (
            ax is not None
        ), """Ax must be installed!
            You can install AxSearch with the command:
            `pip install ax-platform`."""

        if mode:
            assert mode in ["min", "max"], "`mode` must be 'min' or 'max'."

        super(AxSearch, self).__init__(
            metric=metric,
            mode=mode,
        )

        self._ax = ax_client
        self._ax_kwargs = ax_kwargs or {}

        if isinstance(space, dict) and space:
            resolved_vars, domain_vars, grid_vars = parse_spec_vars(space)
            if domain_vars or grid_vars:
                logger.warning(
                    UNRESOLVED_SEARCH_SPACE.format(par="space", cls=type(self))
                )
                space = self.convert_search_space(space)

        self._space = space
        self._parameter_constraints = parameter_constraints
        self._outcome_constraints = outcome_constraints

        self._points_to_evaluate = copy.deepcopy(points_to_evaluate)

        self._parameters = []
        self._live_trial_mapping = {}

        if self._ax or self._space:
            self._setup_experiment()

    def _setup_experiment(self):
        if self._metric is None and self._mode:
            # If only a mode was passed, use anonymous metric
            self._metric = DEFAULT_METRIC

        if not self._ax:
            self._ax = AxClient(**self._ax_kwargs)

        try:
            exp = self._ax.experiment
            has_experiment = True
        except ValueError:
            has_experiment = False

        if not has_experiment:
            if not self._space:
                raise ValueError(
                    "You have to create an Ax experiment by calling "
                    "`AxClient.create_experiment()`, or you should pass an "
                    "Ax search space as the `space` parameter to `AxSearch`, "
                    "or pass a `param_space` dict to `tune.Tuner()`."
                )
            if self._mode not in ["min", "max"]:
                raise ValueError(
                    "Please specify the `mode` argument when initializing "
                    "the `AxSearch` object or pass it to `tune.TuneConfig()`."
                )
            self._ax.create_experiment(
                parameters=self._space,
                objective_name=self._metric,
                parameter_constraints=self._parameter_constraints,
                outcome_constraints=self._outcome_constraints,
                minimize=self._mode != "max",
            )
        else:
            if any(
                [
                    self._space,
                    self._parameter_constraints,
                    self._outcome_constraints,
                    self._mode,
                    self._metric,
                ]
            ):
                raise ValueError(
                    "If you create the Ax experiment yourself, do not pass "
                    "values for these parameters to `AxSearch`: {}.".format(
                        [
                            "space",
                            "parameter_constraints",
                            "outcome_constraints",
                            "mode",
                            "metric",
                        ]
                    )
                )

        exp = self._ax.experiment

        # Update mode and metric from experiment if it has been passed
        self._mode = "min" if exp.optimization_config.objective.minimize else "max"
        self._metric = exp.optimization_config.objective.metric.name

        self._parameters = list(exp.parameters)

        if self._ax._enforce_sequential_optimization:
            logger.warning(
                "Detected sequential enforcement. Be sure to use "
                "a ConcurrencyLimiter."
            )

    def set_search_properties(
        self, metric: Optional[str], mode: Optional[str], config: Dict, **spec
    ):
        if self._ax:
            return False
        space = self.convert_search_space(config)
        self._space = space
        if metric:
            self._metric = metric
        if mode:
            self._mode = mode

        self._setup_experiment()
        return True

    def suggest(self, trial_id: str) -> Optional[Dict]:
        if not self._ax:
            raise RuntimeError(
                UNDEFINED_SEARCH_SPACE.format(
                    cls=self.__class__.__name__, space="space"
                )
            )

        if not self._metric or not self._mode:
            raise RuntimeError(
                UNDEFINED_METRIC_MODE.format(
                    cls=self.__class__.__name__, metric=self._metric, mode=self._mode
                )
            )

        if self._points_to_evaluate:
            config = self._points_to_evaluate.pop(0)
            parameters, trial_index = self._ax.attach_trial(config)
        else:
            try:
                parameters, trial_index = self._ax.get_next_trial()
            except (MaxParallelismReachedException, DataRequiredError):
                return None

        self._live_trial_mapping[trial_id] = trial_index
        try:
            suggested_config = unflatten_list_dict(parameters)
        except AssertionError:
            # Fails to unflatten if keys are out of order, which only happens
            # if search space includes a list with both constants and
            # tunable hyperparameters:
            # Ex: "a": [1, tune.uniform(2, 3), 4]
            suggested_config = unflatten_list_dict(
                {k: parameters[k] for k in sorted(parameters.keys())}
            )
        return suggested_config

    def on_trial_complete(self, trial_id, result=None, error=False):
        """Notification for the completion of trial.

        Data of form key value dictionary of metric names and values.
        """
        if result:
            self._process_result(trial_id, result)
        self._live_trial_mapping.pop(trial_id)

    def _process_result(self, trial_id, result):
        ax_trial_index = self._live_trial_mapping[trial_id]
        metrics_to_include = [self._metric] + [
            oc.metric.name
            for oc in self._ax.experiment.optimization_config.outcome_constraints
        ]
        metric_dict = {}
        for key in metrics_to_include:
            val = result[key]
            if np.isnan(val) or np.isinf(val):
                # Don't report trials with NaN metrics to Ax
                self._ax.abandon_trial(
                    trial_index=ax_trial_index,
                    reason=f"nan/inf metrics reported by {trial_id}",
                )
                return
            metric_dict[key] = (val, None)
        self._ax.complete_trial(trial_index=ax_trial_index, raw_data=metric_dict)

    @staticmethod
    def convert_search_space(spec: Dict):
        resolved_vars, domain_vars, grid_vars = parse_spec_vars(spec)

        if grid_vars:
            raise ValueError(
                "Grid search parameters cannot be automatically converted "
                "to an Ax search space."
            )

        # Flatten and resolve again after checking for grid search.
        spec = flatten_dict(spec, prevent_delimiter=True)
        resolved_vars, domain_vars, grid_vars = parse_spec_vars(spec)

        def resolve_value(par, domain):
            sampler = domain.get_sampler()
            if isinstance(sampler, Quantized):
                logger.warning(
                    "AxSearch does not support quantization. Dropped quantization."
                )
                sampler = sampler.sampler

            if isinstance(domain, Float):
                if isinstance(sampler, LogUniform):
                    return {
                        "name": par,
                        "type": "range",
                        "bounds": [domain.lower, domain.upper],
                        "value_type": "float",
                        "log_scale": True,
                    }
                elif isinstance(sampler, Uniform):
                    return {
                        "name": par,
                        "type": "range",
                        "bounds": [domain.lower, domain.upper],
                        "value_type": "float",
                        "log_scale": False,
                    }
            elif isinstance(domain, Integer):
                if isinstance(sampler, LogUniform):
                    return {
                        "name": par,
                        "type": "range",
                        "bounds": [domain.lower, domain.upper - 1],
                        "value_type": "int",
                        "log_scale": True,
                    }
                elif isinstance(sampler, Uniform):
                    return {
                        "name": par,
                        "type": "range",
                        "bounds": [domain.lower, domain.upper - 1],
                        "value_type": "int",
                        "log_scale": False,
                    }
            elif isinstance(domain, Categorical):
                if isinstance(sampler, Uniform):
                    return {"name": par, "type": "choice", "values": domain.categories}

            raise ValueError(
                "AxSearch does not support parameters of type "
                "`{}` with samplers of type `{}`".format(
                    type(domain).__name__, type(domain.sampler).__name__
                )
            )

        # Parameter name is e.g. "a/b/c" for nested dicts,
        # "a/d/0", "a/d/1" for nested lists (using the index in the list)
        fixed_values = [
            {"name": "/".join(str(p) for p in path), "type": "fixed", "value": val}
            for path, val in resolved_vars
        ]
        resolved_values = [
            resolve_value("/".join(str(p) for p in path), domain)
            for path, domain in domain_vars
        ]

        return fixed_values + resolved_values

    def save(self, checkpoint_path: str):
        save_object = self.__dict__
        with open(checkpoint_path, "wb") as outputFile:
            cloudpickle.dump(save_object, outputFile)

    def restore(self, checkpoint_path: str):
        with open(checkpoint_path, "rb") as inputFile:
            save_object = cloudpickle.load(inputFile)
        self.__dict__.update(save_object)