Class Sofomore
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cma.interfaces.OOOptimizer --+
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Sofomore
Sofomore framework for multiobjective optimization, with the
ask-and-tell interface.
See: [Toure, Cheikh, et al. "Uncrowded Hypervolume Improvement:
COMO-CMA-ES and the Sofomore framework."
GECCO'19-Genetic and Evolutionary Computation Conference. 2019.].
Calling Sequences
=================
- ``moes = Sofomore(list_of_solvers_instances, reference_point, opts)``
- ``moes = Sofomore(list_of_solvers_instances, reference_point)``
- ``moes = Sofomore(list_of_solvers_instances,
reference_point).optimize(objective_fcts)``
Arguments
=========
`list_of_solvers_instances`
list of instances of single-objective solvers.
It's generally created via a factory function.
Let's take the example of a factory function that returns cma-es
instances, called `get_cmas`. Then:
``list_of_solvers_instances = get_cmas(11 * [x0], sigma0)``
creates a list of 11 cma-es instances of initial mean `x0` and initial
step-size `sigma0`.
A single-objective solver instance must have the following
attributes and methods:
- `incumbent`: an attribute that gives an estimate of
the single-objective solver.
- `objective_values`: an attribute that stores the objective
values of the incumbent.
- `stop`: a method returning a dictionary representing the
termination status.
- `ask`: generates new candidate solutions.
- `tell`: passes the objective values and updates the states of the
single-objective solvers.
`opts`
opts, a dictionary with optional settings related to the
Sofomore framework. It mainly contains the following keys:
- 'archive': default value is `True`.
If its value is `True`, tracks the non-dominated
points that dominate the reference point, among the points evaluated
so far during the optimization.
The archive will not interfere with the optimization
process.
- 'indicator_front': default value is `None`. Used via
`self.indicator_front = IndicatorFront(self.opts['indicator_front'])`
within the __init__ method of Sofomore. See the class IndicatorFront
for more details.
- 'restart': used to define in __init__ the attribute `restart` via
`self.restart = self.opts['restart']`.
- 'update_order': default value is a function that takes a natural
integer as input and returns a random number between 0 and 1.
It is used as a `key value` in: `sorted(..., key = ...)`, and guides the
order in which the kernels will be updated during the optimization.
`reference_point`
reference point of the multiobjective optimization.
Its default value is `None` but should be set by the user
beforehand to guarantee an optimal p-distribution convergence of
the Hypervolume indicator of `p` points towards the Pareto set/front.
It can be changed dynamically by the user if needed.
Main interface / usage
======================
The interface is inherited from the generic `OOOptimizer`
class, which is the same interface used by the `pycma` module. An object
instance is generated as following::
>>> import cma, comocma
>>> import numpy as np
>>> reference_point = [11, 11]
>>> num_kernels = 11 # the number of points we seek to have on the Pareto front
>>> dimension = 10 # the dimension of the search space
>>> x0 = dimension * [0] # an initial mean for cma
>>> sigma0 = 0.2 # initial step-size for cma
>>> list_of_solvers_instances = comocma.get_cmas(num_kernels * [x0], sigma0, {'verbose':-9})
>>> # `comocma.get_cmas` is a factory function that returns `num_kernels` cma-es instances
>>> moes = comocma.Sofomore(list_of_solvers_instances,
... reference_point) #instantiation of our MO optimizer
The least verbose interface is via the optimize method::
>>> fitness = comocma.FitFun(cma.ff.sphere, lambda x: cma.ff.sphere(x-1)) # a callable bi-objective function
>>> moes.optimize(fitness) # doctest:+ELLIPSIS
Iterat #Fevals Hypervolume axis ratios sigmas min&max stds***
More verbosely, the optimization of the callable multiobjective function
`fitness` is done via the `ask-and-tell` interface::
>>> moes = comocma.Sofomore(list_of_solvers_instances, reference_point)
>>> while not moes.stop() and moes.countiter < 30:
... solutions = moes.ask() # `ask` delivers new candidate solutions
... objective_values = [fitness(x) for x in solutions]
... moes.tell(solutions, objective_values)
... # `tell` updates the MO instance by passing the respective function values.
... moes.disp() # display data on the evolution of the optimization
One iteration of the `optimize` interface is equivalent to one step in the
loop of the `ask-and-tell` interface. But for the latter, the prototyper has
more controls to analyse and guide the optimization, due to the access of
the instance between the `ask` and the `tell` calls.
Attributes and Properties
=========================
- `archive`: list of non-dominated points among all points evaluated
so far, which dominate the reference point.
- `countevals`: the number of function evaluations.
- `countiter`: the number of iterations.
- `dimension`: is the dimension of the search space.
- `indicator_front`: the indicator used as a changing fitness inside an
iteration of Sofomore. By default it is the UHVI of all the objective values
of the kernels' incumbents, except the kernel being optimized.
See the class `IndicatorFront` for more details.
- `isarchive`: a boolean accessible via `self.opts['archive']`. If `True`,
we keep track of the archive, otherwise we don't.
- `kernels`: initialized with `list_of_solvers_instances`,
and is the list of single-objective solvers.
- `key_sort_indices`: default value is `self.opts['update_order']`.
It is a function used as a key to sort some kernels' indices, in order to
select the first indices during the call of the `ask` method.
- `logger`: an attribute that accounts for the way we log the Sofomore data
during an optimization. `self.logger` is an instance of the SofomoreDataLogger
class.
- `NDA`: it is the non-dominated archiving method used within Sofomore.
By default the class `BiobjectiveNondominatedSortedList` is used
in two objectives and the class (non tested yet) `NonDominatedList` is used
for three or more objectives.
- `opts`: passed options.
- `offspring`: list of tuples of the index of a kernel with its
corresponding candidate solutions, that we generally get with the cma's
`ask` method.
- `pareto_front_cut`: list of non-dominated points among the incumbents of
`self.kernels`, which dominate the reference point.
- `pareto_set_cut`: preimage of `pareto_front_cut`.
- `reference_point`: the current reference point.
- `restart`: accessible via `self.opts['restart']`. If not `None`, a callback
function that adds kernels after a kernel of the running Sofomore instance
stops. Its default value is `None`, meaning that we do not do any restart.
- `_active_indices`: the indices of the kernels that have not stopped yet.
- `_last_stopped_kernel_id`: the index of the last stopped kernel.
- `_told_indices`: the kernels' indices for which we will evaluate the
objective values of their incumbents, before the next call of the `tell`
method. And before the first call of `tell`, they are the indices of all the
initial kernels (i.e. `range(len(self))`). And before another call of
`tell`, they are the indices of the kernels from which we have sampled new
candidate solutions during the penultimate `ask` method.
Note that we should call the `ask` method before any call of the `tell`
method.
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__init__(self,
list_of_solvers_instances,
reference_point=None,
opts=None)
Initialization: |
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__getitem__(self,
i)
make `self` subscriptable. |
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sorted(self,
key=None,
reverse=True,
**kwargs)
return a reversed sorted list of kernels. |
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ask(self,
number_to_ask=1)
get the kernels' incumbents to be evaluated and sample new candidate solutions from
`number_to_ask` kernels. |
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tell(self,
solutions,
objective_values)
pass objective function values to update the state variables of some
kernels, `self._told_indices` and eventually `self.archive`. |
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stop(self)
return a nonempty dictionary when all kernels stop, containing all the
termination status. |
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add(self,
kernels)
add `kernels` of type `list` to `self.kernels`. |
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remove(self,
kernels)
remove elements of the `kernels` (type `list`) that belong to
`self.kernels`, and update the `_active_indices` attribute. |
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inactivate(self,
kernel)
inactivate `kernel`, assuming that it's an element of `self.kernels`,
or an index in `range(len(self))`. |
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disp(self,
modulo=None)
copy-pasted from `cma.evolution_strategy`. |
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Inherited from cma.interfaces.OOOptimizer:
initialize,
optimize
Inherited from cma.interfaces.OOOptimizer (private):
_force_final_logging,
_prepare_callback_list
Inherited from object:
__delattr__,
__format__,
__getattribute__,
__hash__,
__new__,
__reduce__,
__reduce_ex__,
__repr__,
__setattr__,
__sizeof__,
__str__,
__subclasshook__
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pareto_front_cut
return the non-dominated solutions dominating the reference point,
among the kernels' objective values.
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pareto_set_cut
return the non-dominated solutions whose images dominate the
reference point, among the kernels' incumbents.
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pareto_front_uncut
provisorial, return _all_ non-dominated objective values
irrespectively
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termination_status
return a dictionary of the current termination states of the kernels.
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median_stds
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max_max_stds
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Inherited from cma.interfaces.OOOptimizer:
result
Inherited from object:
__class__
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__init__(self,
list_of_solvers_instances,
reference_point=None,
opts=None)
(Constructor)
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Initialization:
-
`list_of_solvers_instances` is a list of single-objective solvers'
instances
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The reference_point is set by the user during the initialization.
-
`opts` is a dictionary updating the values of 'indicator_front',
'archive', 'restart', 'update_order'; that respond respectfully to
the changing fitness we will choose within an iteration of Sofomore,
whether or not keeping an archive, how to do the restart in case of
any restart, and the order of update of the kernels. It also has the
keys 'verb_filename', 'verb_log' and 'verb_disp'; that respectfully
indicate the name of the filename containing the Sofomore data, the
logging of the Sofomore data every 'verb_log' iterations and the
display of the data via `self.disp()` every 'verb_disp' iterations.
- Overrides:
object.__init__
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return length of the `Sofomore` instance by calling ``len(.)``.
The length is the number of (active and inactive) kernels and hence
consistent with subscription like ``[moes[i] for i in range(len(moes)) if
i in moes._active_indices]``.
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return archive for uncrowded hypervolume improvement indicator for
`kernel`.
`kernel` can also be the respective index in `self`.
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return indicator function(!) for uncrowded hypervolume improvement for
`kernel`.
>>> import comocma, cma
>>> list_of_solvers_instances = comocma.get_cmas(13 * [5 * [1]], 0.7, {'verbose':-9})
>>> fitness = comocma.FitFun(cma.ff.sphere, lambda x: cma.ff.sphere(x-1))
>>> moes = comocma.Sofomore(list_of_solvers_instances, [11, 11])
>>> moes.optimize(fitness, iterations=37)
Iterat #Fevals Hypervolume axis ratios sigmas min&max stds***
>>> moes._UHVI_indicator(moes[1])(moes[2].objective_values)
***
>>> moes._UHVI_indicator(1)(moes[2].objective_values)
***
both return the UHVI indicator function for kernel 1 and evaluate
kernel 2 on it:
>>> [[moes._UHVI_indicator(k)(k.objective_values)] for k in moes] # doctest:+ELLIPSIS
***
is the list of UHVI values for all kernels where kernels occupying the
very same objective value have indicator value zero.
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sorted(self,
key=None,
reverse=True,
**kwargs)
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return a reversed sorted list of kernels.
By default kernels are reversed sorted by HV contribution or UHVI
(which we aim to maximize) in the set of kernels. Exact copies have zero
or negative UHVI value.
>>> import comocma, cma
>>> list_of_solvers_instances = comocma.get_cmas(13 * [5 * [1]], 0.7, {'verbose':-9})
>>> fitness = comocma.FitFun(cma.ff.sphere, lambda x: cma.ff.sphere(x-1))
>>> moes = comocma.Sofomore(list_of_solvers_instances, [11, 11])
>>> moes.optimize(fitness, iterations=31)
Iterat #Fevals Hypervolume axis ratios sigmas min&max stds***
>>> moes.sorted(key = lambda k: moes.archive.contributing_hypervolume(
... k.objective_values))
[<comocma.como.CmaKernel object at***
sorts w.r.t. archive contribution (clones may get positive
contribution).
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get the kernels' incumbents to be evaluated and sample new candidate solutions from
`number_to_ask` kernels.
The sampling is done by calling the `ask` method of the
`cma.CMAEvolutionStrategy` class.
The indices of the considered kernels' incumbents are given by the
`_told_indices` attribute.
To get the `number_to_ask` kernels, we use the function `self.key_sort_indices` as
a key to sort `self._remaining_indices_to_ask` (which is the list of
kernels' indices wherein we choose the first `number_to_ask` elements.
And if `number_to_ask` is larger than `len(self._remaining_indices_to_ask)`,
we select the list `self._remaining_indices_to_ask` extended with the
first `number_to_ask - len(self._remaining_indices_to_ask)` elements
of `range(len(self))`, sorted with `self.key_sort_indices` as key.
Arguments
---------
- `number_to_ask`: the number of kernels for which we sample solutions
from, it is of TYPE int or str and is smaller or equal to `len(self)`.
The unique case where it is a str instance is when it is equal to
"all", meaning that all the kernels are asked. That case is mainly used
on parallel mode by distributing the evaluations of the kernels at the
same time before calling the `tell` method. The opposite is when
`number_to_ask` is equal to 1, which is the exact COMO-CMA-ES algorithm,
where the evaluations are done sequentially by updating the kernels one
by one.
Return
------
The list of the kernels' incumbents to be evaluated, extended with a
list of N-dimensional (N is the dimension of the search space)
candidate solutions generated from `number_to_ask` kernels
to be evaluated.
:See: the `ask` method from the class `cma.CMAEvolutionStrategy`,
in `evolution_strategy.py` from the `cma` module.
- Overrides:
cma.interfaces.OOOptimizer.ask
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pass objective function values to update the state variables of some
kernels, `self._told_indices` and eventually `self.archive`.
Arguments
---------
`solutions`
list or array of points (of type `numpy.ndarray`), most presumably
before delivered by the `ask()` method.
`objective_values`
list of multiobjective function values (of type `list`)
corresponding to the respective points in `solutions`.
`constraints_values`
list of list of constraint values: each element is a list containing
the values of one constraint function, that are obtained by evaluation
on `solutions`.
Details
-------
To update a kernel, `tell()` applies the kernel's `tell` method
to the kernel's corresponding candidate solutions (offspring) along
with the "changing" fitness `- self.indicator_front.hypervolume_improvement`.
:See:
- the `tell` method from the class `cma.CMAEvolutionStrategy`,
in `evolution_strategy.py` from the `cma` module.
- the `hypervolume_improvement` method from the class
`BiobjectiveNondominatedSortedList`, in the module `moarchiving.py`
- the `hypervolume_improvement` method from the class
`NonDominatedList`, in the module `nondominatedarchive.py`
- Overrides:
cma.interfaces.OOOptimizer.tell
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return a nonempty dictionary when all kernels stop, containing all the
termination status. Therefore it's solely ... on the kernels' `stop`
method, which also return dictionaries.
Return
------
For example with 5 kernels, stop should return either None, or a `dict`
of the form:
{0: dict0,
1: dict1,
2: dict2,
3: dict2,
4: dict4},
where each index `i` is a key which value is the `dict` instance
`self.kernels[i].stop()`
- Overrides:
cma.interfaces.OOOptimizer.stop
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add `kernels` of type `list` to `self.kernels`. Generally, `kernels`
are created from a factory function. If `kernels` is of length 1, the
brackets can be omitted.
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remove elements of the `kernels` (type `list`) that belong to
`self.kernels`, and update the `_active_indices` attribute. If `kernels`
is of length 1, the brackets can be omitted.
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inactivate `kernel`, assuming that it's an element of `self.kernels`,
or an index in `range(len(self))`. When inactivated, `kernel` is no
longer updated, it is ignored. However we do not remove it from
`self.kernels`, meaning that `kernel` might still play a role, due to its
eventual trace in `self.pareto_front_cut`.
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activate `kernel` when it was inactivated beforehand. Otherwise it
remains quiet.
We expect the kernel's `stop` method in interest to look like:
kernel.stop() = {'callback': ['kernel turned off']}
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copy-pasted from `cma.evolution_strategy`. print annotation line for
`disp` ()
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copy-pasted from `cma.evolution_strategy`. print current state
variables in a single-line. copy-pasted from `cma.evolution_strategy`
module
Prints only if ``iteration_counter % modulo == 0``.
:See also: `disp_annotation`.
- Overrides:
cma.interfaces.OOOptimizer.disp
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pareto_front_cut
return the non-dominated solutions dominating the reference point,
among the kernels' objective values. It's the image of
`self.pareto_set_cut`.
- Get Method:
- unreachable.pareto_front_cut(self)
- return the non-dominated solutions dominating the reference point, among
the kernels' objective values.
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pareto_set_cut
return the non-dominated solutions whose images dominate the reference
point, among the kernels' incumbents. It's the pre-image of
`self.pareto_front_cut`.
- Get Method:
- unreachable.pareto_set_cut(self)
- return the non-dominated solutions whose images dominate the reference
point, among the kernels' incumbents.
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pareto_front_uncut
provisorial, return _all_ non-dominated objective values
irrespectively
of the current reference point. Only points whose contributing HV does
not depend on the current reference point still have the same cHV in the
resulting `list`. HV improvements in general may change.
- Get Method:
- unreachable.pareto_front_uncut(self)
- provisorial, return _all_ non-dominated objective values irrespectively
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termination_status
return a dictionary of the current termination states of the
kernels.
- Get Method:
- unreachable.termination_status(self)
- return a dictionary of the current termination states of the kernels.
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median_stds
- Get Method:
- unreachable.median_stds(self)
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max_max_stds
- Get Method:
- unreachable.max_max_stds(self)
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