How to use the mlopt.optimization.ParticleSwarmOptimizer function in mlopt

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github pklauke / mlopt / tests / test_particle_swarm_optimizer.py View on Github external
def test_update_monotonic_best_scores_minimize():
    """Test if each particle of the particle swarm optimizer monotonically converges for minimization problems."""
    pso = ParticleSwarmOptimizer(func=opt_func, maximize=False, particles=20)

    params = {'x': (-1, 1), 'y': (-1, 1)}
    pso.init(params=params, random_state=1)

    scores = {p: [pso._score_all[p]] for p in range(20)}
    for i in range(100):
        pso.update(params)
        for particle in range(20):
            scores[particle] = scores[particle] + [pso._score_all[particle]]

    assert all(all(scores[particle][i+1] <= scores[particle][i] for i in range(len(scores[particle])-1))
               for particle in range(20))
github pklauke / mlopt / tests / test_particle_swarm_optimizer.py View on Github external
def test_init_correct_dimensions_best_coords():
    """Test if the initialized best coordinates of each particle have the correct dimensions."""
    pso = ParticleSwarmOptimizer(func=opt_func, maximize=False, particles=20)

    params = {'x': (-1, 1), 'y': (-1, 1)}
    pso.init(params=params, random_state=1)

    assert pso._best_coords_all.shape == (20, 2)
github pklauke / mlopt / tests / test_particle_swarm_optimizer.py View on Github external
def test_update_monotonic_best_score_glob_minimize():
    """Test if the particle swarm optimizer monotonically converges for minimization problems."""
    pso = ParticleSwarmOptimizer(func=opt_func, maximize=False, particles=20)

    params = {'x': (-1, 1), 'y': (-1, 1)}
    pso.init(params=params, random_state=1)

    scores = [pso.score]
    for i in range(100):
        pso.update(params)
        scores.append(pso.score)

    assert all(scores[i+1] <= scores[i] for i in range(len(scores)-1))
github pklauke / mlopt / tests / test_particle_swarm_optimizer.py View on Github external
def test_init_correct_dimensions_best_score_glob():
    """Test if the initialized best score of all particles have the correct dimension."""
    pso = ParticleSwarmOptimizer(func=opt_func, maximize=False, particles=20)

    params = {'x': (-1, 1), 'y': (-1, 1)}
    pso.init(params=params, random_state=1)
    print('best score', pso.score)
    assert np.shape(pso.score) == ()
github pklauke / mlopt / tests / test_particle_swarm_optimizer.py View on Github external
def test_init_different_random_state():
    """Test if the initialized coordinates are not deterministic if random state is not fixed."""
    pso = ParticleSwarmOptimizer(func=opt_func, maximize=False, particles=20)

    params = {'x': (-1, 1), 'y': (-1, 1)}
    pso.init(params=params, random_state=1)
    coords0 = pso._coords_all
    pso.init(params=params, random_state=2)
    coords1 = pso._coords_all

    assert any(val0 != val1 for row0, row1 in zip(coords0, coords1) for val0, val1 in zip(row0, row1))
github pklauke / mlopt / tests / test_particle_swarm_optimizer.py View on Github external
def test_init_correct_dimensions_best_scores():
    """Test if the initialized best scores of each particle have the correct dimensions."""
    pso = ParticleSwarmOptimizer(func=opt_func, maximize=False, particles=20)

    params = {'x': (-1, 1), 'y': (-1, 1)}
    pso.init(params=params, random_state=1)

    assert len(pso._score_all) == 20
github pklauke / mlopt / tests / test_particle_swarm_optimizer.py View on Github external
def test_init_correct_dimensions_best_coords_glob():
    """Test if the initialized best coordinates of all particles combined have the correct dimensions."""
    pso = ParticleSwarmOptimizer(func=opt_func, maximize=False, particles=20)

    params = {'x': (-1, 1), 'y': (-1, 1)}
    pso.init(params=params, random_state=1)

    assert pso.coords.shape == (2,)
github pklauke / mlopt / tests / test_particle_swarm_optimizer.py View on Github external
def test_init_correct_dimensions_velocities():
    """Test if the initialized velocities have the correct dimension."""
    pso = ParticleSwarmOptimizer(func=opt_func, maximize=False, particles=20)

    params = {'x': (-1, 1), 'y': (-1, 1)}
    pso.init(params=params, random_state=1)

    assert pso._velocities.shape == (20, 2)
github pklauke / mlopt / examples / hyperparameter_tuning / particle_swarm_optimizer_random_forest.py View on Github external
df = df.loc[(df.species == 'virginica') | (df.species == 'versicolor'), :]
    df['is_train'] = np.random.uniform(0, 1, len(df)) <= .75

    X_train, X_test = df[df['is_train'] == True], df[df['is_train'] == False]
    features = df.columns[:4]
    y_train, y_test = pd.factorize(X_train['species'])[0], pd.factorize(X_test['species'])[0]

    def get_score(max_depth, min_samples_leaf):
        clf = RandomForestClassifier(random_state=1, max_depth=int(max_depth), min_samples_leaf=int(min_samples_leaf))
        clf.fit(X_train[features], y_train)
        preds_test = clf.predict_proba(X_test[features])[:, 1]
        score = roc_auc_score(y_test, preds_test)
        print('AUC: {:0.4f}, max depth: {:0.0f}, min_samples_leaf: {:0.0f}'.format(score, max_depth, min_samples_leaf))
        return score

    bso = ParticleSwarmOptimizer(func=get_score, maximize=True, particles=10)
    params = {'max_depth': (1, 20), 'min_samples_leaf': (1, 20)}
    bso.optimize(params=params, random_state=1, iterations=10)

    print('Best AUC: {:0.4f}, max_depth: {}, min_samples_leaf: {}'.format(bso.score,
                                                                          int(bso.coords[0]),
                                                                          int(bso.coords[1])))