Release 0.1

.gitignore

@@ -1,3 +1,8 @@
+# IDE
+.vscode
+.idea
+scripts/
+
 # Byte-compiled / optimized / DLL files
 __pycache__/
 *.py[cod]

README.rst

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+maggy
+=====
+
+Maggy is a framework for efficient asynchronous optimization of expensive
+black-box functions. Compared to existing frameworks, maggy is not bound to
+stage based optimization algorithms and therefore it is able to make extensive
+use of early stopping in order to achieve efficient resource utilization.
+
+Right now, maggy supports asynchronous hyperparameter tuning of machine
+learning and deep learning models, but other use cases include ablation studies
+and asynchronous distributed training.
+
+Moreover, it provides a developer API that allows advanced usage by
+implementing custom optimization algorithms and early stopping criteria.
+
+In order to make decisions on early stopping, the Spark executors are sending
+heart beats with the current performance of the model they are training to the
+maggy experiment driver which is running on the Spark driver. We call the
+process of training a model with a certain hyperparameter combination a
+*trial*. The experiment driver then uses all information of finished trials and
+the currently running ones to check in a specified interval, which of the
+trials should be stopped early.
+Subsequently, the experiment driver provides a new trial to the Spark
+executor.
+
+Quick Start
+-----------
+
+To Install:
+
+>>> pip install maggy
+
+The programming model is that you wrap the code containing the model training
+inside a wrapper function. Inside that wrapper function provide all imports and
+parts that make up your experiment.
+
+There are three requirements for this wrapper function:
+
+1. The function should take the hyperparameters as arguments, plus one
+   additional parameter reporter which is needed for reporting the current
+   metric to the experiment driver.
+2. The function should return the metric that you want to optimize for. This
+   should coincide with the metric being reported in the Keras callback (see
+   next point).
+3. In order to leverage on the early stopping capabilities of maggy, you need
+   to make use of the maggy reporter API. By including the reporter in your
+   training loop, you are telling maggy which metric to report back to the
+   experiment driver for optimization and to check for global stopping. It is
+   as easy as adding reporter.broadcast(metric=YOUR_METRIC) for example at the
+   end of your epoch or batch training step and adding a reporter argument to
+   your function signature. If you are not writing your own training loop you
+   can use the pre-written Keras callbacks in the `maggy.callbacks` module.
+
+Sample usage:
+
+>>> # Define Searchspace
+>>> from maggy import Searchspace
+>>> # The searchspace can be instantiated with parameters
+>>> sp = Searchspace(kernel=('INTEGER', [2, 8]), pool=('INTEGER', [2, 8]))
+>>> # Or additional parameters can be added one by one
+>>> sp.add('dropout', ('DOUBLE', [0.01, 0.99]))
+
+>>> # Define training wrapper function:
+>>> def mnist(kernel, pool, dropout, reporter):
+>>>     # This is your training iteration loop
+>>>     for i in range(number_iterations):
+>>>         ...
+>>>         # add the maggy reporter to report the metric to be optimized
+>>>         reporter.broadcast(metric=accuracy)
+>>>         ...
+>>>     # Return the same final metric
+>>>     return accuracy
+
+>>> # Launch maggy experiment
+>>> from maggy import experiment
+>>> result = experiment.launch(map_fun=mnist,
+>>>                            searchspace=sp,
+>>>                            optimizer='randomsearch',
+>>>                            direction='max',
+>>>                            num_trials=15,
+>>>                            name='MNIST'
+>>>                           )
+
+MNIST Example
+-------------
+
+For a full MNIST example with random search using Keras,
+see the Jupyter Notebook in `examples/`.
+
+Documentation
+-------------
+
+API documentation is available here.

RELEASE.rst

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+Release 0.1
+===========

docs/Makefile

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+# Minimal makefile for Sphinx documentation
+#
+
+# You can set these variables from the command line.
+SPHINXOPTS    =
+SPHINXBUILD   = sphinx-build
+SOURCEDIR     = .
+BUILDDIR      = _build
+
+# Put it first so that "make" without argument is like "make help".
+help:
+	@$(SPHINXBUILD) -M help "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)
+
+.PHONY: help Makefile
+
+# Catch-all target: route all unknown targets to Sphinx using the new
+# "make mode" option.  $(O) is meant as a shortcut for $(SPHINXOPTS).
+%: Makefile
+	@$(SPHINXBUILD) -M $@ "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)

docs/conf.py

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+# -*- coding: utf-8 -*-
+#
+# Configuration file for the Sphinx documentation builder.
+#
+# This file does only contain a selection of the most common options. For a
+# full list see the documentation:
+# http://www.sphinx-doc.org/en/master/config
+
+# -- Path setup --------------------------------------------------------------
+
+# If extensions (or modules to document with autodoc) are in another directory,
+# add these directories to sys.path here. If the directory is relative to the
+# documentation root, use os.path.abspath to make it absolute, like shown here.
+#
+import os
+import sys
+sys.path.insert(0, os.path.abspath('../'))
+from maggy import version as maggy_version
+
+
+# -- Project information -----------------------------------------------------
+
+project = 'maggy'
+copyright = '2019, Logical Clocks AB'
+author = 'Logical Clocks AB'
+
+# The short X.Y version
+version = str(maggy_version.__version__)
+# The full version, including alpha/beta/rc tags
+release = str(maggy_version.__version__)
+
+
+# -- General configuration ---------------------------------------------------
+
+# If your documentation needs a minimal Sphinx version, state it here.
+#
+# needs_sphinx = '1.0'
+
+# Add any Sphinx extension module names here, as strings. They can be
+# extensions coming with Sphinx (named 'sphinx.ext.*') or your custom
+# ones.
+extensions = [
+    'sphinx.ext.autodoc',
+    'recommonmark'
+]
+
+# Add any paths that contain templates here, relative to this directory.
+templates_path = ['_templates']
+
+# The suffix(es) of source filenames.
+# You can specify multiple suffix as a list of string:
+#
+# source_suffix = ['.rst', '.md']
+source_suffix = ['.rst', '.md']
+
+# The master toctree document.
+master_doc = 'index'
+
+# The language for content autogenerated by Sphinx. Refer to documentation
+# for a list of supported languages.
+#
+# This is also used if you do content translation via gettext catalogs.
+# Usually you set "language" from the command line for these cases.
+language = None
+
+# List of patterns, relative to source directory, that match files and
+# directories to ignore when looking for source files.
+# This pattern also affects html_static_path and html_extra_path.
+exclude_patterns = ['_build', 'Thumbs.db', '.DS_Store']
+
+# The name of the Pygments (syntax highlighting) style to use.
+pygments_style = 'sphinx'
+
+
+# -- Options for HTML output -------------------------------------------------
+
+# The theme to use for HTML and HTML Help pages.  See the documentation for
+# a list of builtin themes.
+#
+# html_theme = 'alabaster'
+html_theme = "sphinx_rtd_theme"
+
+# Theme options are theme-specific and customize the look and feel of a theme
+# further.  For a list of options available for each theme, see the
+# documentation.
+#
+# html_theme_options = {}
+
+# Add any paths that contain custom static files (such as style sheets) here,
+# relative to this directory. They are copied after the builtin static files,
+# so a file named "default.css" will overwrite the builtin "default.css".
+html_static_path = ['_static']
+
+# Custom sidebar templates, must be a dictionary that maps document names
+# to template names.
+#
+# The default sidebars (for documents that don't match any pattern) are
+# defined by theme itself.  Builtin themes are using these templates by
+# default: ``['localtoc.html', 'relations.html', 'sourcelink.html',
+# 'searchbox.html']``.
+#
+# html_sidebars = {}
+
+
+# -- Options for HTMLHelp output ---------------------------------------------
+
+# Output file base name for HTML help builder.
+htmlhelp_basename = 'maggydoc'
+
+
+# -- Options for LaTeX output ------------------------------------------------
+
+latex_elements = {
+    # The paper size ('letterpaper' or 'a4paper').
+    #
+    # 'papersize': 'letterpaper',
+
+    # The font size ('10pt', '11pt' or '12pt').
+    #
+    # 'pointsize': '10pt',
+
+    # Additional stuff for the LaTeX preamble.
+    #
+    # 'preamble': '',
+
+    # Latex figure (float) alignment
+    #
+    # 'figure_align': 'htbp',
+}
+
+# Grouping the document tree into LaTeX files. List of tuples
+# (source start file, target name, title,
+#  author, documentclass [howto, manual, or own class]).
+latex_documents = [
+    (master_doc, 'maggy.tex', 'maggy Documentation',
+     'Logical Clocks AB', 'manual'),
+]
+
+
+# -- Options for manual page output ------------------------------------------
+
+# One entry per manual page. List of tuples
+# (source start file, name, description, authors, manual section).
+man_pages = [
+    (master_doc, 'maggy', 'maggy Documentation',
+     [author], 1)
+]
+
+
+# -- Options for Texinfo output ----------------------------------------------
+
+# Grouping the document tree into Texinfo files. List of tuples
+# (source start file, target name, title, author,
+#  dir menu entry, description, category)
+texinfo_documents = [
+    (master_doc, 'maggy', 'maggy Documentation',
+     author, 'maggy', 'One line description of project.',
+     'Miscellaneous'),
+]
+
+
+# -- Options for Epub output -------------------------------------------------
+
+# Bibliographic Dublin Core info.
+epub_title = project
+
+# The unique identifier of the text. This can be a ISBN number
+# or the project homepage.
+#
+# epub_identifier = ''
+
+# A unique identification for the text.
+#
+# epub_uid = ''
+
+# A list of files that should not be packed into the epub file.
+epub_exclude_files = ['search.html']
+
+
+# -- Extension configuration -------------------------------------------------

docs/developer.rst

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+Maggy Developer API
+===================

docs/index.rst

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+.. maggy documentation master file, created by
+   sphinx-quickstart on Tue Apr 16 12:13:32 2019.
+   You can adapt this file completely to your liking, but it should at least
+   contain the root `toctree` directive.
+
+.. include:: ../README.rst
+
+.. toctree::
+   :maxdepth: 2
+   :caption: Contents:
+
+   User API <user>
+   Developer API <developer>
+   Release notes <release>
+   LICENSE <license>
+
+
+Indices and tables
+==================
+
+* :ref:`genindex`
+* :ref:`modindex`
+* :ref:`search`

docs/license.rst

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+License
+-------
+
+GNU AFFERO GENERAL PUBLIC LICENSE
+Version 3, 19 November 2007. 
+See `LICENSE <https://github.com/logicalclocks/maggy/blob/master/LICENSE>`_.

docs/release.rst

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+.. include:: ../RELEASE.rst

docs/user.rst

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+Maggy User API
+==============
+
+maggy.experiment module
+-----------------------
+
+.. automodule:: maggy.experiment
+    :members:
+    :undoc-members:
+    :show-inheritance:
+
+maggy.searchspace module
+------------------------
+
+.. autoclass:: maggy.Searchspace
+    :members:
+
+maggy.callbacks module
+------------------------
+
+.. autoclass:: maggy.callbacks.KerasBatchEnd
+    :members:
+
+.. autoclass:: maggy.callbacks.KerasEpochEnd
+    :members: