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Adjust hyperband configuration distribution across brackets #980

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Apr 25, 2023
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1 change: 1 addition & 0 deletions CHANGELOG.md
Original file line number Diff line number Diff line change
@@ -1,6 +1,7 @@
# 2.0.1

## Bugfixes
- Adjust amount of configurations in different stages of hyperband brackets to conform to the original paper.
- Fix validation in smbo to use the seed in the scenario.

# 2.0.0
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42 changes: 13 additions & 29 deletions smac/intensifier/hyperband.py
Original file line number Diff line number Diff line change
Expand Up @@ -2,8 +2,6 @@

from typing import Any

import numpy as np

from smac.intensifier.successive_halving import SuccessiveHalving


Expand All @@ -22,36 +20,22 @@ def __post_init__(self) -> None:

min_budget = self._min_budget
max_budget = self._max_budget
assert min_budget is not None and max_budget is not None
eta = self._eta

# The only difference we have to do is change max_iterations, n_configs_in_stage, budgets_in_stage
s_max = int(np.floor(np.log(max_budget / min_budget) / np.log(eta))) # type: ignore[operator]

max_iterations: dict[int, int] = {}
n_configs_in_stage: dict[int, list] = {}
budgets_in_stage: dict[int, list] = {}

for i in range(s_max + 1):
max_iter = s_max - i
n_initial_challengers = int(eta**max_iter)

# How many configs in each stage
linspace = -np.linspace(0, max_iter, max_iter + 1)
n_configs_ = n_initial_challengers * np.power(eta, linspace)
n_configs = np.array(np.round(n_configs_), dtype=int).tolist()

# How many budgets in each stage
linspace = -np.linspace(max_iter, 0, max_iter + 1)
budgets = (max_budget * np.power(eta, linspace)).tolist()

max_iterations[i] = max_iter + 1
n_configs_in_stage[i] = n_configs
budgets_in_stage[i] = budgets

self._s_max = s_max
self._max_iterations = max_iterations
self._n_configs_in_stage = n_configs_in_stage
self._budgets_in_stage = budgets_in_stage
self._s_max = self._get_max_iterations(eta, max_budget, min_budget) # type: ignore[operator]
self._max_iterations: dict[int, int] = {}
self._n_configs_in_stage: dict[int, list] = {}
self._budgets_in_stage: dict[int, list] = {}

for i in range(self._s_max + 1):
max_iter = self._s_max - i

self._budgets_in_stage[i], self._n_configs_in_stage[i] = self._compute_configs_and_budgets_for_stages(
eta, max_budget, max_iter, self._s_max
)
self._max_iterations[i] = max_iter + 1

def get_state(self) -> dict[str, Any]: # noqa: D102
state = super().get_state()
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38 changes: 27 additions & 11 deletions smac/intensifier/successive_halving.py
Original file line number Diff line number Diff line change
Expand Up @@ -2,6 +2,7 @@

from typing import Any, Iterator

import math
from collections import defaultdict

import numpy as np
Expand Down Expand Up @@ -166,17 +167,8 @@ def __post_init__(self) -> None:
)

# Pre-computing Successive Halving variables
max_iter = int(np.floor(np.log(max_budget / min_budget) / np.log(eta)))
n_initial_challengers = int(eta**max_iter)

# How many configs in each stage
linspace = -np.linspace(0, max_iter, max_iter + 1)
n_configs_ = n_initial_challengers * np.power(eta, linspace)
n_configs = np.array(np.round(n_configs_), dtype=int).tolist()

# How many budgets in each stage
linspace = -np.linspace(max_iter, 0, max_iter + 1)
budgets = (max_budget * np.power(eta, linspace)).tolist()
max_iter = self._get_max_iterations(eta, max_budget, min_budget)
budgets, n_configs = self._compute_configs_and_budgets_for_stages(eta, max_budget, max_iter)

# Global variables
self._min_budget = min_budget
Expand All @@ -187,6 +179,30 @@ def __post_init__(self) -> None:
self._n_configs_in_stage: dict[int, list] = {0: n_configs}
self._budgets_in_stage: dict[int, list] = {0: budgets}

@staticmethod
def _get_max_iterations(eta: int, max_budget: float | int, min_budget: float | int) -> int:
return int(np.floor(np.log(max_budget / min_budget) / np.log(eta)))

@staticmethod
def _compute_configs_and_budgets_for_stages(
eta: int, max_budget: float | int, max_iter: int, s_max: int | None = None
) -> tuple[list[int], list[int]]:
if s_max is None:
s_max = max_iter

n_initial_challengers = math.ceil((eta**max_iter) * (s_max + 1) / (max_iter + 1))

# How many configs in each stage
lin_space = -np.linspace(0, max_iter, max_iter + 1)
n_configs_ = np.floor(n_initial_challengers * np.power(eta, lin_space))
n_configs = np.array(np.round(n_configs_), dtype=int).tolist()

# How many budgets in each stage
lin_space = -np.linspace(max_iter, 0, max_iter + 1)
budgets = (max_budget * np.power(eta, lin_space)).tolist()

return budgets, n_configs

def get_state(self) -> dict[str, Any]: # noqa: D102
# Replace config by dict
tracker: dict[str, list[tuple[int | None, list[dict]]]] = defaultdict(list)
Expand Down
10 changes: 5 additions & 5 deletions tests/test_intensifier/test_hyperband.py
Original file line number Diff line number Diff line change
Expand Up @@ -30,10 +30,10 @@ def test_initialization(make_scenario, configspace_small):
assert intensifier._max_iterations[4] == 1

assert intensifier._n_configs_in_stage[0] == [81, 27, 9, 3, 1]
assert intensifier._n_configs_in_stage[1] == [27, 9, 3, 1]
assert intensifier._n_configs_in_stage[2] == [9, 3, 1]
assert intensifier._n_configs_in_stage[3] == [3, 1] # in the paper it's 6 and 2 which is false
assert intensifier._n_configs_in_stage[4] == [1] # in the paper it's 5 which is false?
assert intensifier._n_configs_in_stage[1] == [34, 11, 3, 1]
assert intensifier._n_configs_in_stage[2] == [15, 5, 1]
assert intensifier._n_configs_in_stage[3] == [8, 2]
assert intensifier._n_configs_in_stage[4] == [5]

assert intensifier._budgets_in_stage[0] == [1, 3, 9, 27, 81]
assert intensifier._budgets_in_stage[1] == [3, 9, 27, 81]
Expand Down Expand Up @@ -75,7 +75,7 @@ def test_state(make_scenario, configspace_small, make_config_selector):
gen = iter(intensifier)

# Add some configs to the tracker
for _ in range(10):
for _ in range(12):
trial = next(gen)
runhistory.add_running_trial(trial) # We have to mark it as running manually
intensifier.update_incumbents(trial.config)
Expand Down