# -*- coding: utf-8 -*- # implementation of hyperband: # https://arxiv.org/pdf/1603.06560.pdf import logging import random from math import log, ceil from random import random as rng from time import time, ctime import numpy as np import models 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): self.get_params = lambda: sample_params(param_distribution) self.max_iter = 81 # 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.X = X self.y = y def try_params(self, n_iterations, params): n_iterations = int(round(n_iterations)) embedding, model = models.get_models_by_params(params) model.compile(optimizer='adam', loss='categorical_crossentropy', metrics=['accuracy']) history = model.fit(self.X, self.y, batch_size=params["batch_size"], epochs=n_iterations, shuffle=True, validation_split=0.2) return {"loss": history.history['loss'][-1]} # 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 T = [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 T: 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) T = [T[i] for i in indices if not early_stops[i]] T = T[0:int(n_configs / self.eta)] return self.results