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Dedicate half constraint budget to a suboptimizer #1047

Merged

teytaud merged 55 commits into master from ctr_and_cstsolve

Mar 17, 2021

Contributor

teytaud commented Feb 15, 2021 •

edited by jrapin

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Types of changes

Docs change / refactoring / dependency upgrade
Bug fix (non-breaking change which fixes an issue)
New feature (non-breaking change which adds functionality)
Breaking change (fix or feature that would cause existing functionality to change)

Motivation and Context / Related issue

Camille posted a problem that was not solved by Nevergrad.
With the current PR the pb is solved.

How Has This Been Tested (if it applies)

Checklist

The documentation is up-to-date with the changes I made.
I have read the CONTRIBUTING document and completed the CLA (see CLA).
All tests passed, and additional code has been covered with new tests.

teytaud and others added 25 commits

December 7, 2020 11:27


          cst_solver

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          warning

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          warning

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          Merge branch 'master' of github.com:facebookresearch/nevergrad into c…

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…stsolve

fix

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          black

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          fix keras issue

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          Update test_mlfunctionlib.py

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          black

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          Merge branch 'master' into cstsolve

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          [PR on cstsolve PR] Try to extract constraint solving (#968)

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* returnpenalties

* fix

* removeprints

* extract

Co-authored-by: Jeremy Rapin <jrapin@fb.com>


          Merge branch 'master' of github.com:facebookresearch/nevergrad


          Update utils.py

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          Merge branch 'master' of github.com:facebookresearch/nevergrad into c…

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…stsolve


          Merge branch 'master' of github.com:facebookresearch/nevergrad

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          Fix a bug.

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The previous code was ok only if the optimization method is not limited by the budget.


          Update base.py

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          Merge branch 'master' of gthub.com:facebookresearch/nevergrad

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          Merge branch 'master' of github.com:facebookresearch/nevergrad into c…

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…stsolve

fix

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fix

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          Merge bt checZZranch 'master' of github.com:facebookresearch/nevergrad

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          Merge branch 'master' of github.com:facebookresearch/nevergrad

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          Merge branch 'master' of github.com:facebookresearch/nevergrad

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fix

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facebook-github-bot added the CLA Signed label

teytaud added 2 commits

February 15, 2021 09:10


          Merge branch 'master' into ctr_and_cstsolve

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          Update base.py

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teytaud changed the title ~~Constraint solver that solve's Camille's pb~~ [WIP] Constraint solver that solve's Camille's pb [DO NOT MERGE: might conflict with other work in progress]

jrapin added the Status: Do not merge label

teytaud added 2 commits

March 9, 2021 14:10


          black

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fix

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jrapin requested changes

View reviewed changes

nevergrad/optimization/base.py Outdated Show resolved Hide resolved

nevergrad/parametrization/core.py Outdated Show resolved Hide resolved

nevergrad/optimization/base.py Outdated

+                      # the original candidate under the constraints.
+                      penalty = cand._constraint_penalties()
+                      if not penalty > 0:  # constraints are satisfied
+                          return cand

Contributor

jrapin Mar 10, 2021

don't return this, since this candidate does not have any constraint anymore listed, it could create weird bugs.

Contributor Author

teytaud Mar 12, 2021

oh my god thx.

nevergrad/optimization/base.py Outdated Show resolved Hide resolved

teytaud and others added 3 commits

March 12, 2021 17:53

fix

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          fix_typo

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          Update nevergrad/optimization/base.py

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Co-authored-by: Jérémy Rapin <jrapin.github@gmail.com>

jrapin reviewed

View reviewed changes

nevergrad/optimization/base.py Outdated Show resolved Hide resolved

jrapin and others added 11 commits

March 15, 2021 09:37


          Update nevergrad/optimization/base.py

a790abf


          Clarify suggest arguments (#1072)

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          Skip rocket xp test for speed (#1075)

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          Update parametrization flatten function (#1074)

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          Add configuration for PSO + simplifications (#1073)

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          Remove deprecated stuff (#1041)

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* fix keras issue

* Update test_mlfunctionlib.py

* black

* remove_useless_stuff

* Update test_core.py

* fix

* Update core.py


          Morphing with Nevergrad (#1042)

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* fix keras issue

* Update test_mlfunctionlib.py

* black

* WIP morphing

* fix

* Update core.py

* black

* fix

* fix

* syntax_fix

* fix

* fix

* fix

* fix

* fix

* black

* Update core.py

* Update core.py


          Add MOO xp variants (#1004)

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* MOO variants

* Update experiments.py

* better_alignment

* better_doc

* fix


          minor

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fix

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          CHANGELOG

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jrapin approved these changes

View reviewed changes


          merge

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jrapin reviewed

View reviewed changes

nevergrad/optimization/base.py Outdated

Comment on lines 438 to 440

+                          self._constraints_manager.max_trials // 2
+                          if self.budget is None
+                          else (self.budget - self.num_ask),

Contributor

jrapin Mar 15, 2021

why self.budget - self.num_ask? right now this does not make sense to me, and this seems unexpected

Contributor Author

teytaud Mar 15, 2021

If the optimizer has a maximum budget, we want the budget we use to be smaller than the remaining budget before the optimizer crashes, hence self.budget - self.num_ask.

Contributor

jrapin Mar 15, 2021

so you probably want to do some kind of mean between self._constraints_manager.max_trials and self.budget - self.num_ask so that:
you don't go beyond max_trials, and you dont exhaust more than half the remaining budget of the optimizer

Contributor Author

teytaud Mar 15, 2021

min(self._constraints_manager.max_trials, self.budget - self.num_ask) could make sense.
Eventually all that stuff is going to be equipped with parameters for combining the auxiliary solver and the simple rejection of mutations.
Besides adding the famous constraint learning tool for expensive constraints that would be useful for some of our users... still a long way to go on the path to constraint management :-)

jrapin requested changes

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Contributor

jrapin left a comment

Actually, requesting changes again to make sure this is not merge before I understand the budget

teytaud and others added 3 commits

March 15, 2021 15:41


          black

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fix

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          [PR on PR] Fix constraints (#1079)

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jrapin approved these changes

View reviewed changes

jrapin changed the title ~~Constraint solver that solve's Camille's pb~~ Dedicate half constraint budget to a suboptimizer

Contributor Author

teytaud commented Mar 17, 2021

Thx @jrapin , you deserve more credit than me for this PR.

teytaud merged commit 7fadec0 into master

teytaud deleted the ctr_and_cstsolve branch

March 17, 2021 17:40

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