From ed422d7e57cdbab0c246e3660de01034bbbaad4d Mon Sep 17 00:00:00 2001 From: Li Hengyu <66453357+HengyuLi-Ozaki-lab@users.noreply.github.com> Date: Tue, 3 Oct 2023 11:27:57 +0900 Subject: [PATCH 1/5] Add GP_sfs class for satisfying scikit-learn --- physbo/gp/core/model.py | 76 +++++++++++++++++++++++++++++++++++++++-- 1 file changed, 73 insertions(+), 3 deletions(-) diff --git a/physbo/gp/core/model.py b/physbo/gp/core/model.py index 0bdd51a7..64b692ef 100644 --- a/physbo/gp/core/model.py +++ b/physbo/gp/core/model.py @@ -4,10 +4,10 @@ from physbo.gp import inf from physbo.gp.core import learning from physbo.gp.core.prior import prior - +from physbo.misc import set_config class model: - def __init__(self, lik, mean, cov, inf="exact"): + def __init__(self, lik, mean, cov, xtrain=None, ytrain=None, inf="exact"): """ Parameters @@ -20,6 +20,8 @@ def __init__(self, lik, mean, cov, inf="exact"): self.lik = lik self.prior = prior(mean=mean, cov=cov) self.inf = inf + self.xtrain = xtrain + self.ytrain = ytrain self.num_params = self.lik.num_params + self.prior.num_params self.params = self.cat_params(self.lik.params, self.prior.params) self.stats = () @@ -301,7 +303,7 @@ def post_sampling(self, X, Z, params=None, N=1, alpha=1): fmean = self.get_post_fmean(X, Z, params=None) fcov = self.get_post_fcov(X, Z, params=None, diag=False) - return np.random.multivariate_normal(fmean, fcov * alpha**2, N) + return np.random.multivariate_normal(fmean, fcov * alpha ** 2, N) def predict_sampling(self, X, Z, params=None, N=1): """ @@ -411,3 +413,71 @@ def fit(self, X, t, config): params = bfgs.run(X, t) self.set_params(params) + +class GP_sfs(model): + + def __init__(self, lik, mean, cov, xtrain=None, ytrain=None, inf="exact",config=None): + super().__init__(lik, mean, cov, xtrain, ytrain, inf) + + self.config = config + + def fit(self, X, t): + """ + Fitting function (update parameters) + + Parameters + ---------- + X: numpy.ndarray + N x d dimensional matrix. Each row of X denotes the d-dimensional feature vector of search candidate. + + t: numpy.ndarray + N dimensional array. + The negative energy of each search candidate (value of the objective function to be optimized). + config: physbo.misc.set_config object + + """ + #config = set_config() + method = self.config.learning.method + + if method == "adam": + adam = learning.adam(self, self.config) + params = adam.run(X, t) + + if method in ("bfgs", "batch"): + bfgs = learning.batch(self, self.config) + params = bfgs.run(X, t) + + self.set_params(params) + + self.prepare(X, t, params=None) + + def prepare(self, X, t, params=None): + return super().prepare(X, t, params) + + def get_post_fmean(self, X, Z, params=None): + return super().get_post_fmean(X, Z, params) + + def predict(self, Z, params=None): + """ + Calculating posterior mean of model (function) + + Parameters + ========== + X: numpy.ndarray + inputs + Z: numpy.ndarray + feature maps + params: numpy.ndarray + Parameters + See also + ======== + physbo.gp.inf.exact.get_post_fmean + """ + + if params is None: + params = np.copy(self.params) + + if self.inf == "exact": + post_fmu = inf.exact.get_post_fmean(self, Z, Z, params) + + return post_fmu \ No newline at end of file From 56c581ee9207fe31099263a133d2de60f2e1b796 Mon Sep 17 00:00:00 2001 From: Li Hengyu <66453357+HengyuLi-Ozaki-lab@users.noreply.github.com> Date: Mon, 9 Oct 2023 22:22:26 +0900 Subject: [PATCH 2/5] Add new function for cross validation get_params is created for clone when using cross validation. --- physbo/gp/core/model.py | 29 +++++++++++++++++++---------- 1 file changed, 19 insertions(+), 10 deletions(-) diff --git a/physbo/gp/core/model.py b/physbo/gp/core/model.py index 64b692ef..8de2a255 100644 --- a/physbo/gp/core/model.py +++ b/physbo/gp/core/model.py @@ -5,9 +5,10 @@ from physbo.gp.core import learning from physbo.gp.core.prior import prior from physbo.misc import set_config +from mlxtend.feature_selection import SequentialFeatureSelector as SFS class model: - def __init__(self, lik, mean, cov, xtrain=None, ytrain=None, inf="exact"): + def __init__(self, lik, mean, cov, inf="exact"): """ Parameters @@ -20,8 +21,6 @@ def __init__(self, lik, mean, cov, xtrain=None, ytrain=None, inf="exact"): self.lik = lik self.prior = prior(mean=mean, cov=cov) self.inf = inf - self.xtrain = xtrain - self.ytrain = ytrain self.num_params = self.lik.num_params + self.prior.num_params self.params = self.cat_params(self.lik.params, self.prior.params) self.stats = () @@ -414,13 +413,16 @@ def fit(self, X, t, config): self.set_params(params) -class GP_sfs(model): +class sfs(model): - def __init__(self, lik, mean, cov, xtrain=None, ytrain=None, inf="exact",config=None): - super().__init__(lik, mean, cov, xtrain, ytrain, inf) + def __init__(self, lik, mean, cov, inf="exact",config=None): + super().__init__(lik, mean, cov, inf) self.config = config + def prepare(self, X, t, params=None): + return super().prepare(X, t, params) + def fit(self, X, t): """ Fitting function (update parameters) @@ -451,8 +453,7 @@ def fit(self, X, t): self.prepare(X, t, params=None) - def prepare(self, X, t, params=None): - return super().prepare(X, t, params) + self.xtrain = X def get_post_fmean(self, X, Z, params=None): return super().get_post_fmean(X, Z, params) @@ -478,6 +479,14 @@ def predict(self, Z, params=None): params = np.copy(self.params) if self.inf == "exact": - post_fmu = inf.exact.get_post_fmean(self, Z, Z, params) + post_fmu = inf.exact.get_post_fmean(self, self.xtrain, Z, params) + + return post_fmu + + def get_params(self,deep=True): + + mean = self.prior.mean + cov = self.prior.cov + config = self.config - return post_fmu \ No newline at end of file + return {"lik":self.lik,"mean":mean,"cov":cov,"config":config} \ No newline at end of file From e0b9042ad326ebcf06d3cd1c643b4b05e27c18c3 Mon Sep 17 00:00:00 2001 From: Li Hengyu <66453357+HengyuLi-Ozaki-lab@users.noreply.github.com> Date: Mon, 9 Oct 2023 22:28:45 +0900 Subject: [PATCH 3/5] Update __init__.py --- physbo/gp/__init__.py | 1 + 1 file changed, 1 insertion(+) diff --git a/physbo/gp/__init__.py b/physbo/gp/__init__.py index ee1bd702..50ca44f1 100644 --- a/physbo/gp/__init__.py +++ b/physbo/gp/__init__.py @@ -4,5 +4,6 @@ from .core import prior from .core import model +from .core import sfs from .core import learning from .predictor import predictor From 144a26635b39437917c31e4eb232ea114553fc28 Mon Sep 17 00:00:00 2001 From: Li Hengyu <66453357+HengyuLi-Ozaki-lab@users.noreply.github.com> Date: Mon, 9 Oct 2023 22:29:44 +0900 Subject: [PATCH 4/5] Update __init__.py --- physbo/gp/core/__init__.py | 1 + 1 file changed, 1 insertion(+) diff --git a/physbo/gp/core/__init__.py b/physbo/gp/core/__init__.py index d2e597be..a00001bc 100644 --- a/physbo/gp/core/__init__.py +++ b/physbo/gp/core/__init__.py @@ -1,4 +1,5 @@ from .prior import prior from .model import model +from .model import sfs # from predictor import predictor From 8dbf2b41ec0d77b5485721bc0077d6b8d9a11ca8 Mon Sep 17 00:00:00 2001 From: Li Hengyu <66453357+HengyuLi-Ozaki-lab@users.noreply.github.com> Date: Mon, 9 Oct 2023 22:33:16 +0900 Subject: [PATCH 5/5] Test code for SFFS Sequential forward floating selection combined with PHYSBO, here is a test code. The input parameter for SequentialFeatureSelector in mlxtend library can be find in: https://rasbt.github.io/mlxtend/user_guide/feature_selection/SequentialFeatureSelector/ --- examples/SFFS.ipynb | 1010 +++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 1010 insertions(+) create mode 100644 examples/SFFS.ipynb diff --git a/examples/SFFS.ipynb b/examples/SFFS.ipynb new file mode 100644 index 00000000..d225c81a --- /dev/null +++ b/examples/SFFS.ipynb @@ -0,0 +1,1010 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": 1, + "metadata": {}, + "outputs": [], + "source": [ + "import physbo\n", + "\n", + "import numpy as np\n", + "\n", + "from mlxtend.feature_selection import SequentialFeatureSelector as SFS\n", + "\n", + "# define target function\n", + "\n", + "def target(x1,x2,x3,x4,x5):\n", + "\n", + " y = (100-x5)**2 + (2-x3)**2 + (10-x1)**2 + (1-x2)**2 + x4 + (1000-x1*x2) + np.random.normal(0,1)\n", + "\n", + " return y\n", + "\n", + "para_num=2000\n", + "\n", + "coefficient1 = np.random.uniform(-10,10,para_num)\n", + "coefficient2 = np.random.uniform(-10,10,para_num)\n", + "coefficient3 = np.random.uniform(-10,10,para_num)\n", + "coefficient4 = np.random.uniform(-10,10,para_num)\n", + "coefficient5 = np.random.uniform(-10,10,para_num)\n", + "coefficient = np.array([coefficient1,coefficient2,coefficient3,coefficient4,coefficient5]).T # coefficient = features X = [[coefficient1,coefficient3],[coefficient3,coefficient1]]\n", + "\n", + "y = np.array([target(coefficient[i][0],coefficient[i][1],coefficient[i][2],coefficient[i][3],coefficient[i][4]) for i in range(para_num)])" + ] + }, + { + "cell_type": "code", + "execution_count": 3, + "metadata": {}, + "outputs": [], + "source": [ + "cov = physbo.gp.cov.gauss(coefficient.shape[1],ard = False)\n", + "\n", + "mean = physbo.gp.mean.const()\n", + "\n", + "lik = physbo.gp.lik.gauss()\n", + "\n", + "config = physbo.misc.set_config()\n", + "\n", + "gp = physbo.gp.sfs(lik=lik,mean=mean,cov=cov,config=config)\n", + "\n", + "test = physbo.gp.model(lik=lik,mean=mean,cov=cov)" + ] + }, + { + "cell_type": "code", + "execution_count": 23, + "metadata": {}, + "outputs": [], + "source": [ + "sfs = SFS(estimator=gp,\n", + " k_features=3,\n", + " forward=True,\n", + " floating=True,\n", + " verbose=2,\n", + " scoring='r2', \n", + " cv=3,clone_estimator=False,n_jobs=-1)" + ] + }, + { + "cell_type": "code", + "execution_count": 24, + "metadata": {}, + "outputs": [ + { + "name": "stderr", + "output_type": "stream", + "text": [ + "[Parallel(n_jobs=-1)]: Using backend LokyBackend with 8 concurrent workers.\n" + ] + }, + { + "name": "stdout", + "output_type": "stream", + "text": [ + "Start the initial hyper parameter searching ...\n", + "Start the initial hyper parameter searching ...\n", + "Start the initial hyper parameter searching ...\n", + "Start the initial hyper parameter searching ...\n", + "Start the initial hyper parameter searching ...\n", + "Done\n", + "\n", + "Start the hyper parameter learning ...\n", + "Done\n", + "\n", + "Start the hyper parameter learning ...\n", + "0 -th epoch marginal likelihood 8394.692107640107\n", + "Done\n", + "\n", + "Start the hyper parameter learning ...\n", + "0 -th epoch marginal likelihood 24961.10534143752\n", + "0 -th epoch marginal likelihood 25027.237945442175\n", + "Done\n", + "\n", + "Start the hyper parameter learning ...\n", + "Done\n", + "\n", + "Start the hyper parameter learning ...\n", + "0 -th epoch marginal likelihood 24988.522313673915\n", + "0 -th epoch marginal likelihood 25058.811482450634\n", + "50 -th epoch marginal likelihood 8393.252454868598\n", + "50 -th epoch marginal likelihood 13615.070944271509\n", + "50 -th epoch marginal likelihood 13656.90991534373\n", + "50 -th epoch marginal likelihood 13641.503186631024\n", + "50 -th epoch marginal likelihood 13645.13132110246\n", + "100 -th epoch marginal likelihood 8392.291570455853\n", + "100 -th epoch marginal 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+ ] + }, + { + "name": "stderr", + "output_type": "stream", + "text": [ + "[Parallel(n_jobs=-1)]: Done 5 out of 5 | elapsed: 32.8s finished\n", + "\n", + "[2023-10-09 22:11:10] Features: 1/3 -- score: 0.9868212005393535[Parallel(n_jobs=-1)]: Using backend LokyBackend with 8 concurrent workers.\n" + ] + }, + { + "name": "stdout", + "output_type": "stream", + "text": [ + "Start the initial hyper parameter searching ...\n", + "Start the initial hyper parameter searching ...\n", + "Done\n", + "\n", + "Start the hyper parameter learning ...\n", + "Done\n", + "\n", + "Start the hyper parameter learning ...\n", + "0 -th epoch marginal likelihood 8348.661884201516\n", + "0 -th epoch marginal likelihood 8406.156516774883\n", + "50 -th epoch marginal likelihood 8343.172238132636\n", + "50 -th epoch marginal likelihood 8400.466800380731\n", + "Done\n", + "\n", + "Start the hyper parameter learning ...\n", + "Done\n", + "\n", + "Start the hyper parameter learning ...\n", + "0 -th epoch marginal 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marginal likelihood 8369.226746477078\n", + "50 -th epoch marginal likelihood 8432.650151554559\n", + "50 -th epoch marginal likelihood 8363.96339380385\n", + "Done\n", + "\n", + "Start the hyper parameter learning ...\n", + "Done\n", + "\n", + "Start the hyper parameter learning ...\n", + "0 -th epoch marginal likelihood 7416.292266847133\n", + "0 -th epoch marginal likelihood 8408.717425059125\n", + "100 -th epoch marginal likelihood 8430.733744732877\n", + "100 -th epoch marginal likelihood 8362.581191517354\n", + "50 -th epoch marginal likelihood 7409.126474914163\n", + "150 -th epoch marginal likelihood 8430.147362588723\n", + "50 -th epoch marginal likelihood 8403.244621571883\n", + "150 -th epoch marginal likelihood 8362.164145382032\n", + "100 -th epoch marginal likelihood 7407.4852564482035\n", + "200 -th epoch marginal likelihood 8429.886804422102\n", + "100 -th epoch marginal likelihood 8401.59009400104\n", + "200 -th epoch marginal likelihood 8362.006436794016\n", + "150 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elapsed: 30.1s finished\n", + "\n", + "[2023-10-09 22:11:41] Features: 2/3 -- score: 0.9972916731489968[Parallel(n_jobs=-1)]: Using backend LokyBackend with 8 concurrent workers.\n" + ] + }, + { + "name": "stdout", + "output_type": "stream", + "text": [ + "Done\n", + "\n", + "Start the hyper parameter learning ...\n", + "Done\n", + "\n", + "Start the hyper parameter learning ...\n", + "Done\n", + "\n", + "Start the hyper parameter learning ...\n", + "0 -th epoch marginal likelihood 7380.252052642909\n", + "0 -th epoch marginal likelihood 6853.388069440912\n", + "0 -th epoch marginal likelihood 7072.274491559429\n", + "50 -th epoch marginal likelihood 7366.320818436539\n", + "50 -th epoch marginal likelihood 6768.635202201106\n", + "50 -th epoch marginal likelihood 7042.191714856888\n", + "100 -th epoch marginal likelihood 7363.401371837834\n", + "100 -th epoch marginal likelihood 6765.818993157858\n", + "100 -th epoch marginal likelihood 7039.314956732355\n", + "150 -th epoch marginal 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"\n", + "Start the hyper parameter learning ...\n", + "0 -th epoch marginal likelihood 7425.236133784977\n", + "Done\n", + "\n", + "Start the hyper parameter learning ...\n", + "0 -th epoch marginal likelihood 6882.4801596008565\n", + "Done\n", + "\n", + "Start the hyper parameter learning ...\n", + "0 -th epoch marginal likelihood 7116.144131978775\n", + "50 -th epoch marginal likelihood 7412.079020766404\n", + "50 -th epoch marginal likelihood 6802.732401001239\n", + "50 -th epoch marginal likelihood 7088.515315448793\n", + "100 -th epoch marginal likelihood 7408.999897897296\n", + "100 -th epoch marginal likelihood 6799.809368505202\n", + "100 -th epoch marginal likelihood 7085.110118427161\n", + "150 -th epoch marginal likelihood 7408.140727804241\n", + "150 -th epoch marginal likelihood 6799.07291074185\n", + "150 -th epoch marginal likelihood 7083.84619195766\n", + "200 -th epoch marginal likelihood 7407.856791237282\n", + "200 -th epoch marginal likelihood 6798.790111335462\n", 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SequentialFeatureSelector(clone_estimator=False, cv=3,\n", + " estimator=<physbo.gp.core.model.GP_sfs object at 0x15b08c0a0>,\n", + " floating=True, k_features=(3, 3), n_jobs=-1,\n", + " scoring='r2', verbose=2)In a Jupyter environment, please rerun this cell to show the HTML representation or trust the notebook.
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