Skip to main content
Help us improve Python packaging – donate today!

python interface to the hyperparameter optimization tool SMAC.

Project Description

Simple python wrapper to SMAC, a versatile tool for optimizing algorithm parameters.

fmin(objective, x0, xmin, xmax, x0_int, xmin_int, xmax_int, xcategorical, params)
   min_x f(x) s.t. xmin < x < xmax

 objective: The objective function that should be optimized.

Installation

Pip

pip install pysmac

Manual

python setup.py install

Example usage

Let’s take for example the Branin function. (Note that the branin function is not the ideal use case for SMAC, which is designed to be a global optimization tool for costly functions. That said, it’ll serve the purpose of checking that everything is working.)

import numpy as np

def branin(x):
    b = (5.1 / (4.*np.pi**2))
    c = (5. / np.pi)
    t = (1. / (8.*np.pi))
    return 1.*(x[1]-b*x[0]**2+c*x[0]-6.)**2+10.*(1-t)*np.cos(x[0])+10.

For x1 ∈ [-5, 10], x2 ∈ [0, 15] the function reaches a minimum value of: 0.397887.

Note: fmin accepts any function that has a parameter called x (the input array) and returns an objective value.

from pysmac.optimize import fmin

xmin, fval = fmin(branin, x0=(0,0),xmin=(-5, 0), xmax=(10, 15), max_evaluations=5000)

As soon as the evaluations are finished, we can check the output:

>>> xmin
{'x': array([ 3.14305644,  2.27827543])}

>>> fval
0.397917

Let’s run the objective function with the found parameters:

>>> branin(**xmin)
0.397917

License

SMAC is free for academic & non-commercial usage. Please contact Frank Hutter to discuss obtaining a license for commercial purposes.

Advanced

Custom arguments to the objective function:

Note: make sure there is no naming collission with the parameter names and the custom arguments.

def minfunc(x, custom_arg1, custom_arg2):
    print "custom_arg1:", custom_arg1
    print "custom_arg2:", custom_arg2
    return 1


xmin, fval = fmin(minfunc, x0=(0,0),xmin=(-5, 0), xmax=(10, 15),
                  max_evaluations=5000,
                  custom_args={"custom_arg1": "test",
                               "custom_arg2": 123})

Integer parameters

Integer parameters can be encoded as follows:

def minfunc(x, x_int):
    print "x: ", x
    print "x_int: ", x_int
    return 1.

xmin, fval = fmin(minfunc,
                  x0=(0,0), xmin=(-5, 0), xmax=(10, 15),
                  x0_int=(0,0), xmin_int=(-5, 0), xmax_int=(10, 15),
                  max_evaluations=5000)

Categorical parameters

Categorical parameters can be specified as a dictionary of lists of values they can take on, e.g.:

categorical_params = {"param1": [1,2,3,4,5,6,7],
                      "param2": ["string1", "string2", "string3"]}

def minfunc(x_categorical):
    print "param1: ", x_categorical["param1"]
    print "param2: ", x_categorical["param2"]
    return 1.

xmin, fval = fmin(minfunc,
                  x_categorical=categorical_params,
                  max_evaluations=5000)

Example

Let’s for example setup 20 categorical parameters that can either take 1 or 0 as well as the objective function being the number of parameters minus the sum of all the parameter values. This objective function will be minimized if all parameters are set to 1.

ndim = 10
categorical_params = {}
for i in range(ndim):
    categorical_params["%d" % i] = [0, 1]

def sum_binary_params(x_categorical):
    return len(x_categorical.values()) - sum(x_categorical.values())

Now we can go ahead and let SMAC minimize the objective function:

xmin, fval = fmin(minfunc,
                  x_categorical=categorical_params,
                  max_evaluations=500)

Let’s look at the result:

xmin = {'x_categorical': {'0': 1,
  '1': 1,
  '2': 1,
  '3': 1,
  '4': 1,
  '5': 1,
  '6': 1,
  '7': 1,
  '8': 1,
  '9': 1}}

Release history Release notifications

History Node

0.8

History Node

0.7

This version
History Node

0.6

History Node

0.5

History Node

0.4

History Node

0.3

History Node

0.2

History Node

0.1

Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Filename, size & hash SHA256 hash help File type Python version Upload date
pysmac-0.6.tar.gz (8.2 MB) Copy SHA256 hash SHA256 Source None Apr 21, 2014

Supported by

Elastic Elastic Search Pingdom Pingdom Monitoring Google Google BigQuery Sentry Sentry Error logging CloudAMQP CloudAMQP RabbitMQ AWS AWS Cloud computing Fastly Fastly CDN DigiCert DigiCert EV certificate StatusPage StatusPage Status page