diff --git a/README.md b/README.md index 17646f251..3a92e162f 100644 --- a/README.md +++ b/README.md @@ -185,7 +185,7 @@ The optimization behavior of the strategy is shown in the animated figure below. [comment]: <> (TODO: Update Figure with Dorofee and exchange link below with https://raw.githubusercontent.com/experimental-design/bofire/main/graphics/tutorials/himmelblau_optimization.gif)
- Optimization of Himmelblau's function + Optimization of Himmelblau's function
diff --git a/tutorials/getting_started.ipynb b/tutorials/getting_started.ipynb index 26d0b421e..2af146b2b 100644 --- a/tutorials/getting_started.ipynb +++ b/tutorials/getting_started.ipynb @@ -30,11438 +30,15 @@ "\n", "### Optimization problem\n", "\n", - "You will find a notebook covering the described example below in our [tutorials](https://github.com/experimental-design/bofire/tree/main/tutorials) section to run the code yourself.\n", + "Let us consider a test function for single-objective optimization - the [Himmelblau's function](https://en.wikipedia.org/wiki/Himmelblau%27s_function). The Himmelblau's function is a multi-modal function with four identical local minima used to test the performance of optimization algorithms. The optimization domain of the Himmelblau's function is illustrated below together with the four minima marked red.\n", "\n", - "Let us consider a test function for single-objective optimization - the [Himmelblau's function](https://en.wikipedia.org/wiki/Himmelblau%27s_function). The Himmelblau's function is a multi-modal function with four identical local minima used to test the performance of optimization algorithms. Let's define the Himmelblau's function to evaluate points in the domain space." - ] - }, - { - "cell_type": "code", - "execution_count": 2, - "metadata": {}, - "outputs": [], - "source": [ - "def himmelblau(x1, x2):\n", - " return (x1**2 + x2 - 11) ** 2 + (x1 + x2**2 - 7) ** 2" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "The optimization domain of the Himmelblau's function is illustrated below together with the four minima marked red." - ] - }, - { - "cell_type": "code", - "execution_count": 3, - "metadata": {}, - "outputs": [], - "source": [ - "import numpy as np\n", - "\n", - "\n", - "x1_vec = np.linspace(-5, 5, 100)\n", - "x2_vec = np.linspace(-5, 5, 100)\n", - "\n", - "x_1, x_2 = np.meshgrid(x1_vec, x2_vec)\n", - "results = himmelblau(x_1, x_2)\n", - "\n", - "x_minima = [\n", - " [3.0, 2.0],\n", - " [-2.805118, 3.131312],\n", - " [-3.779310, -3.283186],\n", - " [3.584428, -1.848126],\n", - "]" - ] - }, - { - "cell_type": "code", - "execution_count": 4, - 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}, - "hovermode": "closest", - "mapbox": { - "style": "light" - }, - "paper_bgcolor": "white", - "plot_bgcolor": "#E5ECF6", - "polar": { - "angularaxis": { - "gridcolor": "white", - "linecolor": "white", - "ticks": "" - }, - "bgcolor": "#E5ECF6", - "radialaxis": { - "gridcolor": "white", - "linecolor": "white", - "ticks": "" - } - }, - "scene": { - "xaxis": { - "backgroundcolor": "#E5ECF6", - "gridcolor": "white", - "gridwidth": 2, - "linecolor": "white", - "showbackground": true, - "ticks": "", - "zerolinecolor": "white" - }, - "yaxis": { - "backgroundcolor": "#E5ECF6", - "gridcolor": "white", - "gridwidth": 2, - "linecolor": "white", - "showbackground": true, - "ticks": "", - "zerolinecolor": "white" - }, - "zaxis": { - "backgroundcolor": "#E5ECF6", - "gridcolor": "white", - "gridwidth": 2, - "linecolor": "white", - "showbackground": true, - "ticks": "", - "zerolinecolor": "white" - } - }, - "shapedefaults": { - "line": { - "color": "#2a3f5f" - } - }, - "ternary": { - "aaxis": { - "gridcolor": "white", - "linecolor": "white", - "ticks": "" - }, - "baxis": { - "gridcolor": "white", - "linecolor": "white", - "ticks": "" - }, - "bgcolor": "#E5ECF6", - "caxis": { - "gridcolor": "white", - "linecolor": "white", - "ticks": "" - } - }, - "title": { - "x": 0.05 - }, - "xaxis": { - "automargin": true, - "gridcolor": "white", - "linecolor": "white", - "ticks": "", - "title": { - "standoff": 15 - }, - "zerolinecolor": "white", - "zerolinewidth": 2 - }, - "yaxis": { - "automargin": true, - "gridcolor": "white", - "linecolor": "white", - "ticks": "", - "title": { - "standoff": 15 - }, - "zerolinecolor": "white", - "zerolinewidth": 2 - } - } - }, - "title": { - "text": "Himmelblau's Function" - }, - "width": 400, - "xaxis": { - "title": { - "text": "x1" - } - }, - "yaxis": { - "title": { - "text": "x2" - } - } - } - } - }, - "metadata": {}, - "output_type": "display_data" - } - ], - "source": [ - "import plotly.graph_objects as go\n", + "[comment]: <> (TODO: Exchange link below with https://raw.githubusercontent.com/experimental-design/bofire/main/graphics/tutorials/himmelblau.png)\n", "\n", + "
\n", + " \"Himmelblau's\n", + "
\n", "\n", - "fig = go.Figure(\n", - " data=go.Contour(\n", - " z=results,\n", - " zmin=0,\n", - " zmax=600,\n", - " x=x1_vec,\n", - " y=x2_vec,\n", - " contours_coloring=\"heatmap\",\n", - " colorbar={\"title\": \"y\"},\n", - " )\n", - ")\n", "\n", - "fig.update_layout(\n", - " title=\"Himmelblau's Function\",\n", - " autosize=False,\n", - " width=400,\n", - " height=350,\n", - " margin={\"l\": 10, \"r\": 10, \"b\": 10, \"t\": 40},\n", - " xaxis_title=\"x1\",\n", - " yaxis_title=\"x2\",\n", - " legend_title=\"y\",\n", - ")\n", - "\n", - "for x1, x2 in x_minima:\n", - " fig.add_trace(\n", - " go.Scatter(\n", - " x=[x1],\n", - " y=[x2],\n", - " mode=\"markers\",\n", - " showlegend=False,\n", - " marker={\"size\": 10, \"color\": \"red\"},\n", - " )\n", - " )\n", - "fig.show()" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ "### Defining the optimization output\n", "\n", "Let's consider the single continuous output variable *y* of the Himmelblau's function with the objective to minimize it. In BoFire's terminology, we create a `MinimizeObjective` object to define the optimization objective of a `Continuous Output` feature." @@ -11469,7 +46,7 @@ }, { "cell_type": "code", - "execution_count": 5, + "execution_count": null, "metadata": {}, "outputs": [], "source": [ @@ -11495,7 +72,7 @@ }, { "cell_type": "code", - "execution_count": 6, + "execution_count": null, "metadata": {}, "outputs": [], "source": [ @@ -11520,7 +97,7 @@ }, { "cell_type": "code", - "execution_count": 7, + "execution_count": null, "metadata": {}, "outputs": [], "source": [ @@ -11538,33 +115,33 @@ "metadata": {}, "source": [ "### Draw candidates and execute experiments\n", + "\n", + "Let's define the Himmelblau's function to evaluate points in the domain space." + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [ + "def himmelblau(x1, x2):\n", + " return (x1**2 + x2 - 11) ** 2 + (x1 + x2**2 - 7) ** 2" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ "\n", "To initialize an iterative Bayesian optimization loop, let's first randomly draw 10 samples from the domain. In BoFire's terminology, those suggested samples are called `Candidates`." ] }, { "cell_type": "code", - "execution_count": 8, + "execution_count": null, "metadata": {}, - "outputs": [ - { - "name": "stdout", - "output_type": "stream", - "text": [ - " x1 x2\n", - "0 1.059211 1.374497\n", - "1 -4.176967 -1.589341\n", - "2 -3.784766 4.674178\n", - "3 -2.449681 1.128971\n", - "4 3.055689 -2.594837\n", - "5 -4.779897 3.157958\n", - "6 -0.040224 -2.291381\n", - "7 3.854749 3.860476\n", - "8 -0.896600 1.240756\n", - "9 0.536098 -0.041359\n" - ] - } - ], + "outputs": [], "source": [ "candidates = domain.inputs.sample(10, seed=13)\n", "\n", @@ -11580,27 +157,9 @@ }, { "cell_type": "code", - "execution_count": 9, + "execution_count": null, "metadata": {}, - "outputs": [ - { - "name": "stdout", - "output_type": "stream", - "text": [ - " x1 x2 y\n", - "0 1.059211 1.374497 88.725854\n", - "1 -4.176967 -1.589341 98.436483\n", - "2 -3.784766 4.674178 186.371901\n", - "3 -2.449681 1.128971 81.809936\n", - "4 3.055689 -2.594837 25.904959\n", - "5 -4.779897 3.157958 228.427101\n", - "6 -0.040224 -2.291381 179.821177\n", - "7 3.854749 3.860476 197.842843\n", - "8 -0.896600 1.240756 120.611344\n", - "9 0.536098 -0.041359 157.407519\n" - ] - } - ], + "outputs": [], "source": [ "experimental_output = candidates.apply(lambda row: himmelblau(row[\"x1\"], row[\"x2\"]), axis=1)\n", "\n", @@ -11624,7 +183,7 @@ }, { "cell_type": "code", - "execution_count": 10, + "execution_count": null, "metadata": {}, "outputs": [], "source": [ @@ -11652,7 +211,7 @@ }, { "cell_type": "code", - "execution_count": 11, + "execution_count": null, "metadata": {}, "outputs": [], "source": [ @@ -11693,12 +252,14 @@ ] }, { - "cell_type": "code", - "execution_count": 26, + "cell_type": "markdown", "metadata": {}, - "outputs": [], "source": [ - "# TODO: Add Dorofee's updated plotting function" + "[comment]: <> (TODO: Update Figure with Dorofee and exchange link below with https://raw.githubusercontent.com/experimental-design/bofire/main/graphics/tutorials/himmelblau_optimization.gif)\n", + "\n", + "
\n", + " \"Optimization\n", + "
" ] }, { @@ -11708,13 +269,6 @@ "outputs": [], "source": [] }, - { - "cell_type": "code", - "execution_count": null, - "metadata": {}, - "outputs": [], - "source": [] - }, { "cell_type": "code", "execution_count": null,