Kurobako multi-objective (MO) sample

binh_and_korn_problem.py

from kurobako import problem


class BinhAndKornProblemFactory(problem.ProblemFactory):
    def specification(self):
        params = [
            problem.Var("x", problem.ContinuousRange(0, 5)),
            problem.Var("y", problem.ContinuousRange(0, 3)),
        ]
        return problem.ProblemSpec(
            name="Binh and Korn",
            params=params,
            values=[
                problem.Var("4 * x ** 2 + 4 * y ** 2"),
                problem.Var("(x - 5) ** 2 + (y - 5) ** 2"),
            ],
            reference_point=[140, 50],  # Used at `kurobako plot curve --metric hypervolume`.
        )

    def create_problem(self, seed):
        return BinhAndKornProblem()


class BinhAndKornProblem(problem.Problem):
    def create_evaluator(self, params):
        return BinhAndKornEvaluator(params)


class BinhAndKornEvaluator(problem.Evaluator):
    def __init__(self, params):
        self._x, self._y = params
        self._current_step = 0

    def current_step(self):
        return self._current_step

    def evaluate(self, next_step):
        self._current_step = 1
        x, y = self._x, self._y
        v0 = 4 * x ** 2 + 4 * y ** 2
        v1 = (x - 5) ** 2 + (y - 5) ** 2
        return [v0, v1]


if __name__ == "__main__":
    runner = problem.ProblemRunner(BinhAndKornProblemFactory())
    runner.run()

random_solver.py

import numpy as np

from kurobako import problem
from kurobako import solver


class RandomSolverFactory(solver.SolverFactory):
    def specification(self):
        return solver.SolverSpec(name="Random Search")

    def create_solver(self, seed, problem):
        return RandomSolver(seed, problem)


class RandomSolver(solver.Solver):
    def __init__(self, seed, problem):
        self._rng = np.random.RandomState(seed)
        self._problem = problem

    def ask(self, idg):
        params = []
        for p in self._problem.params:
            if p.distribution == problem.Distribution.UNIFORM:
                params.append(self._rng.uniform(p.range.low, p.range.high))
            else:
                low = np.log(p.range.low)
                high = np.log(p.range.high)
                params.append(float(np.exp(self._rng.uniform(low, high))))

        trial_id = idg.generate()
        next_step = self._problem.last_step
        return solver.NextTrial(trial_id, params, next_step)

    def tell(self, trial):
        pass


if __name__ == "__main__":
    runner = solver.SolverRunner(RandomSolverFactory())
    runner.run()

run.sh

#!/bin/bash

SOLVER=$(kurobako solver command python3 random_solver.py)
PROBLEM=$(kurobako problem command python3 binh_and_korn_problem.py)

# Run the benchmark and save its output in a JSON file.
kurobako studies --solvers $SOLVER --problems $PROBLEM | kurobako run > result.json

# From the output, generate a hypervolume curve plot under `images/curve/`.
cat result.json | kurobako plot curve --metric hypervolume

# From the output, generate a Pareto front plot under `images/pareto_front/`.
cat result.json | kurobako plot pareto-front

About

Kurobako multi-objective benchmarking using its Python SDK.

How to run

Install the following.

• Kurobako, benchmarking tool: https://github.com/optuna/kurobako
• Kurobako Python SDK: https://github.com/optuna/kurobako-py

Then, save the above files in a working directory.

Finally, run run.sh to run the benchmark and generate visualizations.

$ bash run.sh
{"command":{"path":"python3","args":["binh_and_korn_problem.py"]}}
(ALL) [00:00:00] [STUDIES     10/10 100%] [ETA  0s] done

(PLOT) [00:00:00] [1/1 100%] [ETA  0s] done (dir="images/curve/")
(PLOT) [00:00:00] [1/1 100%] [ETA  0s] done (dir="images/pareto_front/")

kurobako plot curve --metric hypervolume

kurobako plot pareto-front