Constrained Tree-structured Parzen Estimator (c-TPE)

This package was used for the experiments of the paper c-TPE: Tree-structured Parzen Estimator with Inequality Constraints for Expensive Hyperparameter Optimization. Note that the inference speed of c-TPE is not optimized to avoid bugs; however, when we optimize the speed, it will run as quick as NSGA-II.

Usage

A simple example of c-TPE is available in optimize_toy.py. After you run pip install -r requirements.txt, you can run the Python file with:

$ python optimize_toy.py

The example looks like this:

from typing import Dict, Any

import ConfigSpace as CS

from util.utils import get_logger

from optimizer import TPEOptimizer


def func(eval_config: Dict[str, Any]) -> Dict[str, float]:
    x, y = eval_config["x"], eval_config["y"]
    return dict(loss=x**2 + y**2, c1=x, c2=x)


if __name__ == '__main__':
    fn = "toy-example"
    logger = get_logger(file_name=fn, logger_name=fn)

    config_space = CS.ConfigurationSpace()
    config_space.add_hyperparameters([
        CS.UniformFloatHyperparameter(name="x", lower=-5.0, upper=5.0),
        CS.UniformFloatHyperparameter(name="y", lower=-5.0, upper=5.0),
    ])

    kwargs = dict(
        obj_func=func,
        config_space=config_space,
        resultfile=fn,
        max_evals=100,  # the number of configurations to evaluate
        constraints={"c1": 0.0, "c2": 0.0},  # c1 <= 0.0 and c2 <= 0.0 must hold
    )
    opt = TPEOptimizer(**kwargs)
    opt.optimize(logger)

Setup to Reproduce Our Results

This package requires python 3.8 or later version. You can install the dependency by:

$ conda create -n ctpe python==3.9
$ pip install -r requirements.txt

# NASBench101 setup
# Quicker version of NASBench101 (plus, tensorflow2+ works)
$ git clone https://github.com/nabenabe0928/nasbench
$ cd nasbench
$ pip install -e .
$ cd ..
$ pip install ./nasbench

# Create a directory for tabular datasets
$ mkdir ~/tabular_benchmarks
$ cd ~/tabular_benchmarks

# The download of HPOLib
$ cd ~/tabular_benchmarks
$ wget http://ml4aad.org/wp-content/uploads/2019/01/fcnet_tabular_benchmarks.tar.gz
$ tar xf fcnet_tabular_benchmarks.tar.gz
$ mv fcnet_tabular_benchmarks hpolib

# The download of NASBench101
$ cd ~/tabular_benchmarks
$ mkdir nasbench101
$ cd nasbench101
# Table data (0.5GB) with only 1 type of budget
$ wget https://storage.googleapis.com/nasbench/nasbench_only108.tfrecord

# The download of NASBench201
$ cd ~/tabular_benchmarks
$ wget https://drive.google.com/file/d/17_saCsj_krKjlCBLOJEpNtzPXArMCqxU/view
$ mv NATS-tss-v1_0-3ffb9-simple nasbench201

The constraint information used in the experiments is available in each constraints.json in the targets directory.

Running Command to Reproduce Our Results

The data obtained in the experiments are reproduced by the following command:

# from seed 0 to 19
./submit.sh -s 0 -d 19

Note that submit.sh will perform 81,000 of optimizations each with 200 evaluations of configurations.

The test run for each optimization method or benchmark is performed by the following:

# Optimize the hyperparameters defined in `targets/hpolib/hyperparameters.py` and `targets/hpolib/params.json`
$ python optimize_hpolib.py

# Optimize the hyperparameters defined in `targets/nasbench101/cifar10B/hyperparameters.py` and `targets/nasbench101/cifar10B/params.json`
# The choices of search_space are {cifar10A, cifar10B, cifar10C}
$ python optimize_nasbench101.py

# Optimize the hyperparameters defined in `targets/nasbench201/hyperparameters.py` and `targets/nasbench201/params.json`
$ python optimize_nasbench201.py

# Test of cTPE
$ python optimize_hpolib.py --opt_name tpe

# Test of cBO
$ python optimize_hpolib.py --opt_name cbo

# Test of CNSGA-II
$ python optimize_hpolib.py --opt_name nsga2

# Test of Random search
$ python optimize_hpolib.py --opt_name random_search

Citations

For the citation, use the following format:

@article{watanabe2023ctpe,
  title={{c-TPE}: Tree-structured {P}arzen Estimator with Inequality Constraints for Expensive Hyperparameter Optimization},
  author={S. Watanabe and F. Hutter},
  journal={International Joint Conference on Artificial Intelligence},
  year={2023}
}