-
Notifications
You must be signed in to change notification settings - Fork 75
Expand file tree
/
Copy pathintegrations.py
More file actions
312 lines (244 loc) · 7.92 KB
/
integrations.py
File metadata and controls
312 lines (244 loc) · 7.92 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
"""Integrations page code snippets for documentation.
This snippet file contains examples from the integrations.rst page covering
sklearn, sktime, skpro, and PyTorch integrations.
"""
# [start:optcv_basic]
from sklearn.datasets import load_iris
from sklearn.model_selection import train_test_split
from sklearn.svm import SVC
from hyperactive.integrations.sklearn import OptCV
from hyperactive.opt.gfo import HillClimbing
# Load data
X, y = load_iris(return_X_y=True)
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2)
# Define search space and optimizer
search_space = {"kernel": ["linear", "rbf"], "C": [0.1, 1, 10, 100]}
optimizer = HillClimbing(search_space=search_space, n_iter=5)
# Create tuned estimator
tuned_svc = OptCV(SVC(), optimizer)
# Fit like any sklearn estimator
tuned_svc.fit(X_train, y_train)
# Predict
y_pred = tuned_svc.predict(X_test)
# Access results
print(f"Best parameters: {tuned_svc.best_params_}")
print(f"Best estimator: {tuned_svc.best_estimator_}")
# [end:optcv_basic]
# [start:different_optimizers]
from hyperactive.opt import GridSearchSk as GridSearch
from hyperactive.opt.gfo import BayesianOptimizer, GeneticAlgorithm
from hyperactive.opt.optuna import TPEOptimizer
# Grid Search (exhaustive)
optimizer = GridSearch(search_space)
tuned_model = OptCV(SVC(), optimizer)
# Bayesian Optimization (smart sampling)
optimizer = BayesianOptimizer(search_space=search_space, n_iter=5)
tuned_model = OptCV(SVC(), optimizer)
# Genetic Algorithm (population-based)
optimizer = GeneticAlgorithm(search_space=search_space, n_iter=5)
tuned_model = OptCV(SVC(), optimizer)
# Optuna TPE
optimizer = TPEOptimizer(search_space=search_space, n_iter=5)
tuned_model = OptCV(SVC(), optimizer)
# [end:different_optimizers]
# [start:pipeline_integration]
from sklearn.pipeline import Pipeline
from sklearn.preprocessing import StandardScaler
from sklearn.svm import SVC
# Create pipeline
pipe = Pipeline(
[
("scaler", StandardScaler()),
("svc", SVC()),
]
)
# Search space with pipeline parameter naming
search_space = {
"svc__kernel": ["linear", "rbf"],
"svc__C": [0.1, 1, 10],
}
optimizer = HillClimbing(search_space=search_space, n_iter=5)
tuned_pipe = OptCV(pipe, optimizer)
tuned_pipe.fit(X_train, y_train)
# [end:pipeline_integration]
# [start:forecasting_optcv]
from sktime.datasets import load_airline
from sktime.forecasting.naive import NaiveForecaster
from sktime.split import ExpandingWindowSplitter, temporal_train_test_split
from hyperactive.integrations.sktime import ForecastingOptCV
from hyperactive.opt import GridSearchSk as GridSearch
# Load time series data
y = load_airline()
y_train, y_test = temporal_train_test_split(y, test_size=12)
# Define search space
param_grid = {"strategy": ["mean", "last", "drift"]}
# Create tuned forecaster
tuned_forecaster = ForecastingOptCV(
NaiveForecaster(),
GridSearch(param_grid),
cv=ExpandingWindowSplitter(
initial_window=12,
step_length=3,
fh=range(1, 13),
),
)
# Fit and predict
tuned_forecaster.fit(y_train, fh=range(1, 13))
y_pred = tuned_forecaster.predict()
# Access results
print(f"Best parameters: {tuned_forecaster.best_params_}")
print(f"Best forecaster: {tuned_forecaster.best_forecaster_}")
# [end:forecasting_optcv]
# [start:tsc_optcv]
from sklearn.model_selection import KFold
from sktime.classification.dummy import DummyClassifier
from sktime.datasets import load_unit_test
from hyperactive.integrations.sktime import TSCOptCV
from hyperactive.opt import GridSearchSk as GridSearch
# Load time series classification data
X_train, y_train = load_unit_test(
return_X_y=True,
split="TRAIN",
return_type="pd-multiindex",
)
X_test, _ = load_unit_test(
return_X_y=True,
split="TEST",
return_type="pd-multiindex",
)
# Define search space
param_grid = {"strategy": ["most_frequent", "stratified"]}
# Create tuned classifier
tuned_classifier = TSCOptCV(
DummyClassifier(),
GridSearch(param_grid),
cv=KFold(n_splits=2, shuffle=False),
)
# Fit and predict
tuned_classifier.fit(X_train, y_train)
y_pred = tuned_classifier.predict(X_test)
# Access results
print(f"Best parameters: {tuned_classifier.best_params_}")
# [end:tsc_optcv]
# [start:skpro_experiment]
from hyperactive.experiment.integrations import SkproProbaRegExperiment
from hyperactive.opt.gfo import HillClimbing
experiment = SkproProbaRegExperiment(
estimator=YourSkproEstimator(), # noqa: F821
X=X,
y=y,
cv=5,
)
optimizer = HillClimbing(
search_space=search_space,
n_iter=5,
experiment=experiment,
)
best_params = optimizer.solve()
# [end:skpro_experiment]
# [start:pytorch_lightning]
import lightning as L
from hyperactive.experiment.integrations import TorchExperiment
from hyperactive.opt.gfo import BayesianOptimizer
# Define your Lightning module
class MyModel(L.LightningModule):
def __init__(self, learning_rate=0.001, hidden_size=64):
super().__init__()
self.learning_rate = learning_rate
self.hidden_size = hidden_size
# ... model definition
def training_step(self, batch, batch_idx):
# ... training logic
pass
def configure_optimizers(self):
return torch.optim.Adam(self.parameters(), lr=self.learning_rate) # noqa: F821
# Create experiment
experiment = TorchExperiment(
model_class=MyModel,
datamodule=my_datamodule, # noqa: F821
trainer_kwargs={
"max_epochs": 10,
"accelerator": "auto",
},
)
# Define search space
search_space = {
"learning_rate": [0.0001, 0.001, 0.01],
"hidden_size": [32, 64, 128, 256],
}
# Optimize
optimizer = BayesianOptimizer(
search_space=search_space,
n_iter=5,
experiment=experiment,
)
best_params = optimizer.solve()
# [end:pytorch_lightning]
# [start:lightgbm_experiment]
from lightgbm import LGBMClassifier
from sklearn.datasets import load_iris
from hyperactive.experiment.integrations import LightGBMExperiment
from hyperactive.opt.gfo import BayesianOptimizer
# Load data
X, y = load_iris(return_X_y=True)
# Create the experiment
experiment = LightGBMExperiment(
estimator=LGBMClassifier(),
X=X,
y=y,
cv=3,
)
# Define search space
search_space = {
"n_estimators": [50, 100, 200],
"max_depth": [3, 5, 7, -1],
"learning_rate": [0.01, 0.05, 0.1, 0.2],
}
# Optimize
optimizer = BayesianOptimizer(
search_space=search_space,
n_iter=10,
experiment=experiment,
)
best_params = optimizer.solve()
print(f"Best parameters: {best_params}")
# [end:lightgbm_experiment]
# --- Runnable test code below ---
if __name__ == "__main__":
from sklearn.datasets import load_iris
from sklearn.model_selection import train_test_split
from sklearn.pipeline import Pipeline
from sklearn.preprocessing import StandardScaler
from sklearn.svm import SVC
from hyperactive.integrations.sklearn import OptCV
from hyperactive.opt.gfo import HillClimbing
# Test OptCV basic usage
X, y = load_iris(return_X_y=True)
X_train, X_test, y_train, y_test = train_test_split(
X, y, test_size=0.2, random_state=42
)
search_space = {"kernel": ["linear", "rbf"], "C": [0.1, 1, 10]}
optimizer = HillClimbing(search_space=search_space, n_iter=5)
tuned_svc = OptCV(SVC(), optimizer)
tuned_svc.fit(X_train, y_train)
y_pred = tuned_svc.predict(X_test)
assert hasattr(tuned_svc, "best_params_")
assert hasattr(tuned_svc, "best_estimator_")
assert "kernel" in tuned_svc.best_params_
assert "C" in tuned_svc.best_params_
# Test pipeline integration
pipe = Pipeline(
[
("scaler", StandardScaler()),
("svc", SVC()),
]
)
search_space = {
"svc__kernel": ["linear", "rbf"],
"svc__C": [0.1, 1],
}
optimizer = HillClimbing(search_space=search_space, n_iter=5)
tuned_pipe = OptCV(pipe, optimizer)
tuned_pipe.fit(X_train, y_train)
assert hasattr(tuned_pipe, "best_params_")
print("Integrations snippets passed!")