Merge pull request #82 from CyberAgent/feature-separable-cma

Separable CMA-ES
CyberAgentAILab · Oct 20, 2020 · f542c55 · f542c55
2 parents e7bb67a + 63390c7
commit f542c55
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Showing 5 changed files with 411 additions and 3 deletions.
diff --git a/benchmark/optuna_solver.py b/benchmark/optuna_solver.py
@@ -1,11 +1,14 @@
 import argparse
 import optuna
 
+from cmaes import SepCMA
 from kurobako import solver
 from kurobako.solver.optuna import OptunaSolverFactory
 
 parser = argparse.ArgumentParser()
-parser.add_argument("sampler", choices=["cmaes", "ipop-cmaes", "pycma"])
+parser.add_argument(
+    "sampler", choices=["cmaes", "sep-cmaes", "ipop-cmaes", "ipop-sep-cmaes", "pycma"]
+)
 parser.add_argument(
     "--loglevel", choices=["debug", "info", "warning", "error"], default="warning"
 )
@@ -26,6 +29,12 @@ def create_cmaes_study(seed):
     return optuna.create_study(sampler=sampler)
 
 
+def create_sep_cmaes_study(seed):
+    optuna.samplers._cmaes.CMA = SepCMA  # monkey patch
+    sampler = optuna.samplers.CmaEsSampler(seed=seed, warn_independent_sampling=True)
+    return optuna.create_study(sampler=sampler)
+
+
 def create_ipop_cmaes_study(seed):
     sampler = optuna.samplers.CmaEsSampler(
         seed=seed,
@@ -36,6 +45,17 @@ def create_ipop_cmaes_study(seed):
     return optuna.create_study(sampler=sampler)
 
 
+def create_ipop_sep_cmaes_study(seed):
+    optuna.samplers._cmaes.CMA = SepCMA  # monkey patch
+    sampler = optuna.samplers.CmaEsSampler(
+        seed=seed,
+        warn_independent_sampling=True,
+        restart_strategy="ipop",
+        inc_popsize=2,
+    )
+    return optuna.create_study(sampler=sampler)
+
+
 def create_pycma_study(seed):
     sampler = optuna.integration.PyCmaSampler(
         seed=seed,
@@ -47,8 +67,12 @@ def create_pycma_study(seed):
 if __name__ == "__main__":
     if args.sampler == "cmaes":
         factory = OptunaSolverFactory(create_cmaes_study)
+    elif args.sampler == "sep-cmaes":
+        factory = OptunaSolverFactory(create_sep_cmaes_study)
     elif args.sampler == "ipop-cmaes":
         factory = OptunaSolverFactory(create_ipop_cmaes_study)
+    elif args.sampler == "ipop-sep-cmaes":
+        factory = OptunaSolverFactory(create_ipop_sep_cmaes_study)
     elif args.sampler == "pycma":
         factory = OptunaSolverFactory(create_pycma_study)
     else:

diff --git a/benchmark/runner.sh b/benchmark/runner.sh
@@ -62,18 +62,20 @@ esac
 
 RANDOM_SOLVER=$($KUROBAKO solver random)
 CMAES_SOLVER=$($KUROBAKO solver --name 'cmaes' command python $DIR/optuna_solver.py cmaes)
+SEP_CMAES_SOLVER=$($KUROBAKO solver --name 'sep-cmaes' command python $DIR/optuna_solver.py sep-cmaes)
 IPOP_CMAES_SOLVER=$($KUROBAKO solver --name 'ipop-cmaes' command python $DIR/optuna_solver.py ipop-cmaes)
+IPOP_SEP_CMAES_SOLVER=$($KUROBAKO solver --name 'ipop-sep-cmaes' command python $DIR/optuna_solver.py ipop-sep-cmaes)
 PYCMA_SOLVER=$($KUROBAKO solver --name 'pycma' command python $DIR/optuna_solver.py pycma)
 
 if [ $BUDGET -le 500 ]; then
   $KUROBAKO studies \
-    --solvers $RANDOM_SOLVER $IPOP_CMAES_SOLVER $PYCMA_SOLVER $CMAES_SOLVER \
+    --solvers $RANDOM_SOLVER $PYCMA_SOLVER $CMAES_SOLVER $SEP_CMAES_SOLVER \
     --problems $PROBLEM \
     --seed $SEED --repeats $REPEATS --budget $BUDGET \
     | $KUROBAKO run --parallelism 4 > $2
 else
   $KUROBAKO studies \
-    --solvers $RANDOM_SOLVER $IPOP_CMAES_SOLVER $CMAES_SOLVER \
+    --solvers $RANDOM_SOLVER $CMAES_SOLVER $IPOP_SEP_CMAES_SOLVER $IPOP_CMAES_SOLVER $SEP_CMAES_SOLVER \
     --problems $PROBLEM \
     --seed $SEED --repeats $REPEATS --budget $BUDGET \
     | $KUROBAKO run --parallelism 6 > $2

diff --git a/cmaes/__init__.py b/cmaes/__init__.py
@@ -1,3 +1,4 @@
 from ._cma import CMA  # NOQA
+from ._sepcma import SepCMA  # NOQA
 
 __version__ = "0.6.1"