# -*- coding: utf-8 -*- # implementation of hyperband: # https://arxiv.org/pdf/1603.06560.pdf import logging import random from math import ceil, log from random import random as rng from time import ctime, time import joblib import numpy as np from keras.callbacks import EarlyStopping import models from main import create_model logger = logging.getLogger('logger') def sample_params(param_distribution: dict): p = {} for key, val in param_distribution.items(): p[key] = random.choice(val) return p class Hyperband: def __init__(self, param_distribution, X, y, max_iter=81, savefile=None): self.get_params = lambda: sample_params(param_distribution) self.max_iter = max_iter # maximum iterations per configuration self.eta = 3 # defines configuration downsampling rate (default = 3) self.logeta = lambda x: log(x) / log(self.eta) self.s_max = int(self.logeta(self.max_iter)) self.B = (self.s_max + 1) * self.max_iter self.results = [] # list of dicts self.counter = 0 self.best_loss = np.inf self.best_counter = -1 self.savefile = savefile self.X = X self.y = y def try_params(self, n_iterations, params): n_iterations = int(round(n_iterations)) embedding, model, new_model = models.get_models_by_params(params) model = create_model(model, params["model_output"]) new_model = create_model(new_model, params["model_output"]) if params["type"] in ("inter", "staggered"): model = new_model callbacks = [EarlyStopping(monitor='val_loss', patience=5, verbose=False)] model.compile(optimizer='adam', loss='binary_crossentropy', metrics=['accuracy']) history = model.fit(self.X, self.y, batch_size=params["batch_size"], epochs=n_iterations, callbacks=callbacks, shuffle=True, validation_split=0.4) return {"loss": history.history['val_loss'][-1], "early_stop": len(history.history["loss"]) < n_iterations} # can be called multiple times def run(self, skip_last=0, dry_run=False): for s in reversed(range(self.s_max + 1)): # initial number of configurations n = int(ceil(self.B / self.max_iter / (s + 1) * self.eta ** s)) # initial number of iterations per config r = self.max_iter * self.eta ** (-s) # n random configurations random_configs = [self.get_params() for _ in range(n)] for i in range((s + 1) - int(skip_last)): # changed from s + 1 # Run each of the n configs for # and keep best (n_configs / eta) configurations n_configs = n * self.eta ** (-i) n_iterations = r * self.eta ** (i) logger.info("\n*** {} configurations x {:.1f} iterations each".format( n_configs, n_iterations)) val_losses = [] early_stops = [] for t in random_configs: self.counter += 1 logger.info("\n{} | {} | lowest loss so far: {:.4f} (run {})\n".format( self.counter, ctime(), self.best_loss, self.best_counter)) start_time = time() if dry_run: result = {'loss': rng(), 'log_loss': rng(), 'auc': rng()} else: result = self.try_params(n_iterations, t) # <--- assert (type(result) == dict) assert ('loss' in result) seconds = int(round(time() - start_time)) logger.info("\n{} seconds.".format(seconds)) loss = result['loss'] val_losses.append(loss) early_stop = result.get('early_stop', False) early_stops.append(early_stop) # keeping track of the best result so far (for display only) # could do it be checking results each time, but hey if loss < self.best_loss: self.best_loss = loss self.best_counter = self.counter result['counter'] = self.counter result['seconds'] = seconds result['params'] = t result['iterations'] = n_iterations self.results.append(result) # select a number of best configurations for the next loop # filter out early stops, if any indices = np.argsort(val_losses) random_configs = [random_configs[i] for i in indices if not early_stops[i]] random_configs = random_configs[0:int(n_configs / self.eta)] if self.savefile: joblib.dump(self.results, self.savefile) return self.results