Upper Confidence Bound BO¶

In [1]:

from xopt import Xopt

# Ignore all warnings
import warnings

warnings.filterwarnings("ignore")

from xopt import Xopt # Ignore all warnings import warnings warnings.filterwarnings("ignore")

The Xopt object can be instantiated from a JSON or YAML file, or a dict, with the proper structure.

Here we will make one

In [2]:

# Make a proper input file.
YAML = """
generator:
  name: upper_confidence_bound
  beta: 0.1
  vocs:
    variables:
      x1: [0, 6.28]
    objectives:
      y1: 'MINIMIZE'
evaluator:
  function: xopt.resources.test_functions.sinusoid_1d.evaluate_sinusoid


"""

# Make a proper input file. YAML = """ generator: name: upper_confidence_bound beta: 0.1 vocs: variables: x1: [0, 6.28] objectives: y1: 'MINIMIZE' evaluator: function: xopt.resources.test_functions.sinusoid_1d.evaluate_sinusoid """

In [3]:

X = Xopt.from_yaml(YAML)
X

X = Xopt.from_yaml(YAML) X

Out[3]:

            Xopt
________________________________
Version: 0.1.dev1+g46cc86a6b
Data size: 0
Config as YAML:
dump_file: null
evaluator:
  function: xopt.resources.test_functions.sinusoid_1d.evaluate_sinusoid
  function_kwargs: {}
  max_workers: 1
  vectorized: false
generator:
  beta: 0.1
  computation_time: null
  custom_objective: null
  fixed_features: null
  gp_constructor:
    covar_modules: {}
    custom_noise_prior: null
    mean_modules: {}
    name: standard
    train_config: null
    train_kwargs: null
    train_method: lbfgs
    train_model: true
    trainable_mean_keys: []
    transform_inputs: true
    use_cached_hyperparameters: false
    use_low_noise_prior: false
  max_travel_distances: null
  model: null
  n_candidates: 1
  n_interpolate_points: null
  n_monte_carlo_samples: 128
  name: upper_confidence_bound
  numerical_optimizer:
    discrete_max_batch_size: 2048
    discrete_max_choices: 4096
    max_iter: 1000
    max_time: 5.0
    mixed_max_discrete_configurations: 512
    n_restarts: 20
    name: LBFGS
  returns_id: false
  shift: 0.0
  supports_batch_generation: true
  supports_constraints: true
  supports_contextual_variables: true
  supports_discrete_variables: true
  supports_no_objective: true
  supports_single_objective: true
  turbo_controller: null
  use_cuda: false
  vocs:
    constants: {}
    constraints: {}
    objectives:
      y1:
        dtype: null
        type: MinimizeObjective
    observables: {}
    variables:
      x1:
        default_value: null
        domain:
        - 0.0
        - 6.28
        dtype: null
        type: ContinuousVariable
serialize_inline: false
serialize_torch: false
stopping_condition: null
strict: true

Run Optimization¶

In [4]:

X.random_evaluate(3)
for i in range(5):
    print(i)
    X.step()

X.random_evaluate(3) for i in range(5): print(i) X.step()

0

1

2

3

4

View output data¶

In [5]:

X.data

X.data

Out[5]:

	x1	y1	c1	xopt_runtime	xopt_error
0	0.928647	0.800810	-1.276261	0.000013	False
1	0.560487	0.531599	-4.888582	0.000003	False
2	2.574835	0.536900	-4.866035	0.000002	False
3	2.998065	0.143035	-7.225649	0.000010	False
4	3.570867	-0.416211	-13.798357	0.000011	False
5	4.339567	-0.931303	-19.674908	0.000010	False
6	4.996519	-0.959906	-19.505095	0.000010	False
7	4.712797	-1.000000	-18.500003	0.000010	False

Visualize model¶

In [6]:

fig, ax = X.generator.visualize_model(n_grid=100)

fig, ax = X.generator.visualize_model(n_grid=100)