smac 0.14.0

SMAC3, a Python implementation of 'Sequential Model-based Algorithm Configuration'.

SMAC v3 Project

Copyright (C) 2016-2021 AutoML Group

Attention: This package is a reimplementation of the original SMAC tool (see reference below). However, the reimplementation slightly differs from the original SMAC. For comparisons against the original SMAC, we refer to a stable release of SMAC (v2) in Java which can be found here.

The documentation can be found here.

Status for master branch:

Status for the development branch

Try SMAC directly in your Browser

OVERVIEW

SMAC is a tool for algorithm configuration to optimize the parameters of arbitrary algorithms across a set of instances. This also includes hyperparameter optimization of ML algorithms. The main core consists of Bayesian Optimization in combination with an aggressive racing mechanism to efficiently decide which of two configurations performs better.

For a detailed description of its main idea, we refer to

Hutter, F. and Hoos, H. H. and Leyton-Brown, K.
Sequential Model-Based Optimization for General Algorithm Configuration
In: Proceedings of the conference on Learning and Intelligent OptimizatioN (LION 5)

SMAC v3 is written in Python3 and continuously tested with Python 3.7, 3.8 and 3.9. Its Random Forest is written in C++.

Installation

Requirements

Besides the listed requirements (see requirements.txt), the random forest used in SMAC3 requires SWIG as a build dependency:

apt-get install swig

On Arch Linux (or any distribution with swig4 as default implementation):

pacman -Syu swig3
ln -s /usr/bin/swig-3 /usr/bin/swig

Installation via pip

SMAC3 is available on PyPI.

pip install smac

Manual Installation

git clone https://github.com/automl/SMAC3.git && cd SMAC3
cat requirements.txt | xargs -n 1 -L 1 pip install
pip install .

Installation in Anaconda

If you use Anaconda as your Python environment, you have to install three packages before you can install SMAC:

conda install gxx_linux-64 gcc_linux-64 swig

Optional dependencies

SMAC3 comes with a set of optional dependencies that can be installed using setuptools extras:

• lhd: Latin hypercube design
• gp: Gaussian process models

These can be installed from PyPI or manually:

# from PyPI
pip install smac[gp]

# manually
pip install .[gp,lhd]

For convenience, there is also an all meta-dependency that installs all optional dependencies:

pip install smac[all]

License

This program is free software: you can redistribute it and/or modify it under the terms of the 3-clause BSD license (please see the LICENSE file).

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.

You should have received a copy of the 3-clause BSD license along with this program (see LICENSE file). If not, see https://opensource.org/licenses/BSD-3-Clause.

USAGE

The usage of SMAC v3 is mainly the same as provided with SMAC v2.08. It supports the same parameter configuration space syntax (except for extended forbidden constraints) and interface to target algorithms.

Examples

We provide a bunch of examples in the examples folder, such as:

• Optimization of a Python function directly with SMAC
  • branin/branin_fmin.py
  • fmin_rosenbrock.py - Optimization of the 2D Rosenbrock function
  • fmin_rosenbrock_parallel.py - Example of parallel SMAC using dask
• Optimization of a black-box function with SMAC
  • SMAC4BO_rosenbrock.py
  • SMAC4BO_acq_rosenbrock.py - Example to select the acquisition function
• Hyperparameter Optimization with SMAC
  • SMAC4HPO_rosenbrock.py
  • SMAC4HPO_rf.py - Optimization of a random forest
  • SMAC4HPO_svm.py - Optimization of an SVM
• Optimization of a SAT solver across problem instances with SMAC
  • spear_qcp/run_SMAC.sh
• Optimization of an MLP
  • parallel_sh_mlp.py - Parallel Successive Halving
  • hyperband_mlp.py - Hyperband
  • SMAC4MF_mlp.py - SMAC4MF
  • SMAC4MF_sgd_instances.py - SMAC4MF across instances

An overview of all examples can be seen in our documentation.

Contact

SMAC3 is developed by the AutoML Groups of the Universities of Hannover and Freiburg.

If you found a bug, please report to https://github.com/automl/SMAC3/issues.

Our guidelines for contributing to this package can be found here

SMAC License

============

BSD 3-Clause License

Copyright (c) 2016-2018, Ml4AAD Group (http://www.ml4aad.org/) All rights reserved.

Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met:

• Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer.

• Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution.

• Neither the name of the copyright holder nor the names of its contributors may be used to endorse or promote products derived from this software without specific prior written permission.

THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

License of other files

======================

RoBO

Gaussian process files are built on code from RoBO and/or are copied from RoBO: https://github.com/automl/RoBO

smac/epm/gaussian_process.py smac/epm/gaussian_process_mcmc.py smac/epm/gp_base_prior.py smac/epm/gp_default_priors.py

License:

Copyright (c) 2015, automl All rights reserved.

Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met:

• Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer.

• Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution.

• Neither the name of RoBO nor the names of its contributors may be used to endorse or promote products derived from this software without specific prior written permission.

THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.