scaleup-optimizer 1.0.1

This library is use to optimize hyperparameter of machine learning with scale up algorithm

scaleup-optimizer

scaleup-optimizer is a Python library for hyperparameter optimization using scalable algorithms. It integrates Bayesian optimization techniques to handle both small-scale (Experiment System) and large-scale (Production System) machine learning models.

Problem Statement

Training and optimizing large-scale machine learning models presents several challenges:

• Computational Cost: Direct hyperparameter optimization on large models is extremely expensive in terms of both time and computational resources.
• Limited Iterations: Due to resource constraints, we can only perform a small number of optimization iterations on large models.
• Inefficient Search: Traditional approaches may waste valuable compute exploring suboptimal regions of the hyperparameter space.

Description

This library is designed to help you efficiently optimize hyperparameters of machine learning models using Bayesian Optimization technique. It provides tools for working with both small-scale (e.g., experimental) and large-scale (e.g., production) systems, the large-scale leverages optimization history from small-scale.

Architecture

The library consists of two main components:

1. SmallScaleOptimizer

• Performs initial Bayesian optimization on a smaller version of the model (Experiment System)
• Minimizes the objective function through multiple iterations
• Collects optimization history (best_params, X_iters, Y_iters) to inform the second stage
• Uses Small Scale Gaussian Process with acquisition functions

2. LargeScaleOptimizer

• Leverages optimization history from SmallScaleOptimizer
• Incorporates transfer learning to warm-start the optimization process
• Efficiently explores promising regions of the hyperparameter space
• Uses Large Scale Gaussian Process with acquisition functions

Installation

scaleup-optimizer requires

• numpy>=1.21.0
• scipy>=1.10.0
• scikit-optimize>=0.8.1
• matplotlib>=3.4.0

Install via pip

You can install the library from PyPI or your local environment:

From PyPI

pip install scaleup-optimizer

Getting Started

Define the Experiment Model and decide on parameters to optimize then define objective function to minimize.

Load Dataset

import numpy as np
import torch
import torch.nn as nn
import torchvision.datasets as datasets
from torch.utils.data import Subset
from torch.utils.data import DataLoader,random_split
import torchvision.transforms as transforms

data_transform = transforms.ToTensor()

train_dataset = datasets.FashionMNIST(root="datasets", train=True, transform=data_transform, download=True)
test_dataset = datasets.FashionMNIST(root="datasets", train=False, transform=data_transform, download=True)

# Calculate 5% of the datasets
test_subset_size = int(0.05 * len(test_dataset))
test_subset, _ = random_split(test_dataset, [test_subset_size, len(test_dataset) - test_subset_size])

train_data_loader = DataLoader(train_dataset, batch_size=64, shuffle=True)
test_data_loader = DataLoader(test_subset, batch_size=64, shuffle=True)
test_data_loader_L = DataLoader(test_dataset, batch_size=64, shuffle=True)

Define Experiment Model

class ModelS(nn.Module):
    def __init__(self, dropout_rate=0.2, conv_kernel_size=3, pool_kernel_size=2):
        super(ModelS, self).__init__()
        self.features = nn.Sequential(
            nn.Conv2d(1, 64, kernel_size=conv_kernel_size, stride=1, padding=1),
            nn.ReLU(),
            nn.MaxPool2d(kernel_size=pool_kernel_size),
            self.merge_channels(64, 32),
        )

        self._compute_linear_input_size()

        self.classifier = nn.Sequential(
            nn.Dropout(dropout_rate),
            nn.Linear(self.linear_input_size, 10),
            nn.LogSoftmax(dim=1),
        )

    def merge_channels(self, in_channels, out_channels):
        assert in_channels == 2 * out_channels, "in_channels should be twice out_channels"
        return nn.Sequential(
            nn.Conv2d(in_channels, out_channels, kernel_size=1, stride=1),
        )

    def _compute_linear_input_size(self):
        with torch.no_grad():
            dummy_input = torch.zeros(1, 1, 28, 28)
            features_output = self.features(dummy_input)
            num_channels, height, width = features_output.size()[1:]
            self.linear_input_size = num_channels * height * width

    def forward(self, x):
        x = self.features(x)
        x = torch.flatten(x, 1)
        x = self.classifier(x)
        return x

nll_loss = nn.NLLLoss()

# Select the device on which to perform the calculation.
device = torch.device("cuda" if torch.cuda.is_available() else "cpu")

# Transfer the model to the device that will perform the calculation.
model = ModelS().to(device)
# Create an Optimizer.
optim = torch.optim.Adam(model.parameters())

def train(model, device, data_loader, optim):
    model.train()

    total_loss = 0
    total_correct = 0
    for data, target in data_loader:
        # Transfer the data and labels to the device performing the calculation.
        data, target = data.to(device), target.to(device)

        # Sequential propagation.
        output = model(data)

        loss = nll_loss(output, target)
        total_loss += float(loss)

        # Reverse propagation or backpropagation
        optim.zero_grad()
        loss.backward()

        # Update parameters.
        optim.step()

        # The class with the highest probability is the predictive label.
        pred_target = output.argmax(dim=1)

        total_correct += int((pred_target == target).sum())

    avg_loss = total_loss / len(data_loader.dataset)
    accuracy = total_correct / len(data_loader.dataset)

    return avg_loss, accuracy

def test(model, device, data_loader):
    model.eval()

    with torch.no_grad():
        total_loss = 0
        total_correct = 0
        for data, target in data_loader:
            data, target = data.to(device), target.to(device)

            output = model(data)

            loss = nll_loss(output, target)
            total_loss += float(loss)

            pred_target = output.argmax(dim=1)

            total_correct += int((pred_target == target).sum())

    avg_loss = total_loss / len(data_loader.dataset)
    accuracy = total_correct / len(data_loader.dataset)

    return avg_loss, accuracy

Define Objective Function

def objective_function_S(params):
    dropout_rate, learning_rate, conv_kernel_size, pool_kernel_size = params

    conv_kernel_size = int(conv_kernel_size)
    pool_kernel_size = int(pool_kernel_size)

    model = ModelS(dropout_rate=dropout_rate, conv_kernel_size=conv_kernel_size, pool_kernel_size=pool_kernel_size).to(device)
    optimizer = torch.optim.Adam(model.parameters(), lr=learning_rate)

    n_epochs = 20
    patience = 5
    min_val_loss = float('inf')
    epochs_no_improve = 0

    for epoch in range(n_epochs):
        train_loss, train_accuracy = train(model, device, train_data_loader, optimizer)
        val_loss, val_accuracy = test(model, device, test_data_loader)

        # Check if validation loss has improved
        if val_loss < min_val_loss:
            min_val_loss = val_loss
            epochs_no_improve = 0
        else:
            epochs_no_improve += 1

        if epochs_no_improve >= patience:
            print(f"Early stopping at epoch {epoch+1}")
            break

    return min_val_loss

Define bound of search space (Unified for both Experiment and Production System)

from skopt.space import Real, Integer, Categorical

search_space = [
    Real(0.1, 1, name='dropout_rate'),
    Real(0.0001, 10, name='learning_rate', prior='log-uniform'),

    Integer(1, 10, name='conv_kernel_size'),
    Integer(1, 3, name='pool_kernel_size'),
]

Optimize Experiment System

from scaleup_bo import SmallScaleBayesianOptimizer

small_optimizer = SmallScaleBayesianOptimizer(objective_function_S, search_space, n_steps=20, n_initial_points=1)

# Collect history from SmallScaleOptimizer
best_params_s = small_optimizer.best_params
best_hyperparameters = dict(zip(['dropout_rate', 'learning_rate', 'conv_kernel_size', 'pool_kernel_size'], best_params_s))
print("Best Hyperparameter of Small Model: ", best_hyperparameters)

X_iters_small = small_optimizer.X_iters
print('X_iters_small: ', X_iters_small)

Y_iters_small = small_optimizer.Y_iters
print('Y_iters_small: ', Y_iters_small)

Output

Best Hyperparameter of Small Model: {'dropout_rate': 0.46107083370527213, 'learning_rate': 0.0007872294922492846, 'conv_kernel_size': 3, 'pool_kernel_size': 1}

X_iters_small: array([[0.7212782130832402, 9.11909599279224, 8, 3],
       [0.1, 0.00010000000000000009, 1, 1],
       [0.17831151285271135, 0.0013001860006168898, 6, 2],
       [0.9567315586602373, 0.007821186315540811, 3, 1],
       [0.5977370337930041, 0.000179564534100882, 10, 3],
       [0.46107083370527213, 0.0007872294922492846, 3, 1],
       [0.26653819968237247, 4.922704457640138, 10, 3],
       [0.5625151004228182, 0.0027628620014393526, 1, 2],
       [0.6410323069524553, 0.007774471792101114, 6, 2],
       [0.45048454026714646, 0.003496367707371376, 3, 3],
       [0.36205892327355405, 0.03322512906660999, 5, 1]])

Y_iters_small: array([2.74909311e+00, 4.19949134e-03, 4.28927182e-03, 7.97836488e-03,
       5.17605326e-03, 3.61941135e-03, 5.52667749e+00, 5.05799869e-03,
       5.82460719e-03, 4.26776901e-03, 3.69501462e-02])

Define the Production Model to optimize and the parameters are the same as Experiment System then define objective function to minimize using history leverage from Experiment System

Define Production Model

class ModelL(nn.Module):
    def __init__(self, dropout_rate=0.2, conv_kernel_size=1, pool_kernel_size=2):
        super(ModelL, self).__init__()
        self.features = nn.Sequential(
            nn.Conv2d(1, 32, kernel_size=conv_kernel_size, padding=1),
            nn.ReLU(),
            nn.MaxPool2d(kernel_size=pool_kernel_size, stride=2),
            nn.Conv2d(32, 64, kernel_size=conv_kernel_size, padding=1),
            nn.ReLU(),
            nn.MaxPool2d(kernel_size=pool_kernel_size, stride=2),
        )

        self._compute_linear_input_size()

        self.classifier = nn.Sequential(
            nn.Dropout(dropout_rate),
            nn.Linear(self.linear_input_size, 128),
            nn.ReLU(),
            nn.Dropout(dropout_rate),
            nn.Linear(128, 10),
            nn.LogSoftmax(dim=1),
        )

    def _compute_linear_input_size(self):
        with torch.no_grad():
            dummy_input = torch.zeros(1, 1, 28, 28)
            features_output = self.features(dummy_input)
            num_channels, height, width = features_output.size()[1:]
            self.linear_input_size = num_channels * height * width

    def forward(self, x):
        x = self.features(x)
        x = torch.flatten(x, 1)
        x = self.classifier(x)
        return x

# Transfer the model to the device that will perform the calculation.
modelL = ModelL().to(device)

# Create an Optimizer for ModelL
optimL = torch.optim.Adam(modelL.parameters())

Define Objective Function

def objective_function_L(params):
    dropout_rate, learning_rate, conv_kernel_size, pool_kernel_size = params

    conv_kernel_size = int(conv_kernel_size)
    pool_kernel_size = int(pool_kernel_size)

    modelL = ModelL(dropout_rate=dropout_rate, conv_kernel_size=conv_kernel_size, pool_kernel_size=pool_kernel_size).to(device)
    optimizer = torch.optim.Adam(modelL.parameters(), lr=learning_rate)

    n_epochs = 30
    patience = 5
    min_val_loss = float('inf')
    epochs_no_improve = 0

    for epoch in range(n_epochs):
        train_loss, train_accuracy = train(modelL, device, train_data_loader, optimizer)
        val_loss, val_accuracy = test(modelL, device, test_data_loader_L)

        # Check if validation loss has improved
        if val_loss < min_val_loss:
            min_val_loss = val_loss
            epochs_no_improve = 0
        else:
            epochs_no_improve += 1

        if epochs_no_improve >= patience:
            print(f"Early stopping at epoch {epoch+1}")
            break

    return min_val_loss

Optimize Production System

from scaleup_bo import LargeScaleBayesianOptimizer

large_optimizer = LargeScaleBayesianOptimizer(objective_function_L, search_space, best_params=best_params_s, X_iters_small=X_iters_small, Y_iters_small=Y_iters_small,  n_steps=10)

best_params_l = large_optimizer.best_params
best_hyperparameters_l = dict(zip(['dropout_rate', 'learning_rate', 'conv_kernel_size', 'pool_kernel_size'], best_params_s))
print("Best Hyperparameter of Large Model: ", best_hyperparameters_l)

Output

Best Hyperparameter of Large Model: {'dropout_rate': 0.4585345500162007, 'learning_rate': 0.0004661314197784108, 'conv_kernel_size': 2, 'pool_kernel_size': 2}