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from copy import deepcopy
from priors.utils import uniform_int_sampler_f
from priors.differentiable_prior import DifferentiableHyperparameter
from ConfigSpace import hyperparameters as CSH
import torch
from priors.differentiable_prior import replace_differentiable_distributions
import ConfigSpace as CS
def get_general_config(max_features, bptt, eval_positions=None):
""""
Returns the general PFN training hyperparameters.
"""
config_general = {
"lr": CSH.UniformFloatHyperparameter('lr', lower=0.00002, upper=0.0002, log=True),
"dropout": CSH.CategoricalHyperparameter('dropout', [0.0]),
"emsize": CSH.CategoricalHyperparameter('emsize', [2 ** i for i in range(8, 9)]), ## upper bound is -1
"batch_size": CSH.CategoricalHyperparameter('batch_size', [2 ** i for i in range(8, 9)]),
"nlayers": CSH.CategoricalHyperparameter('nlayers', [12]),
"num_features": max_features,
"nhead": CSH.CategoricalHyperparameter('nhead', [4]),
"nhid_factor": 2,
"bptt": bptt,
"eval_positions": None,
"seq_len_used": bptt,
"sampling": 'normal',#hp.choice('sampling', ['mixed', 'normal']), # uniform
"epochs": 80,
"num_steps": 100,
"verbose": False,
"pre_sample_causes": True, # This is MLP
"mix_activations": False,#hp.choice('mix_activations', [True, False]),
}
return config_general
def get_flexible_categorical_config(max_features):
""""
Returns the configuration parameters for the tabular multiclass wrapper.
"""
config_flexible_categorical = {
"nan_prob_unknown_reason_reason_prior": CSH.CategoricalHyperparameter('nan_prob_unknown_reason_reason_prior', [1.0]),
"categorical_feature_p": CSH.CategoricalHyperparameter('categorical_feature_p', [0.0]),
"nan_prob_no_reason": CSH.CategoricalHyperparameter('nan_prob_no_reason', [0.0, 0.1, 0.2]),
"nan_prob_unknown_reason": CSH.CategoricalHyperparameter('nan_prob_unknown_reason', [0.0]),
"nan_prob_a_reason": CSH.CategoricalHyperparameter('nan_prob_a_reason', [0.0]),
# "num_classes": lambda : random.randint(2, 10), "balanced": False,
"max_num_classes": 2,
"num_classes": 2,
"noise_type": CSH.CategoricalHyperparameter('noise_type', ["Gaussian"]), # NN
"balanced": True,
"normalize_to_ranking": CSH.CategoricalHyperparameter('normalize_to_ranking', [False]),
"set_value_to_nan": CSH.CategoricalHyperparameter('set_value_to_nan', [0.5, 0.2, 0.0]),
"normalize_by_used_features": True,
"num_features_used":
{'uniform_int_sampler_f(3,max_features)': uniform_int_sampler_f(1, max_features)}
# hp.choice('conv_activation', [{'distribution': 'uniform', 'min': 2.0, 'max': 8.0}, None]),
}
return config_flexible_categorical
def get_diff_flex():
""""
Returns the configuration parameters for a differentiable wrapper around the tabular multiclass wrapper.
"""
diff_flex = {
# "ordinal_pct": {'distribution': 'uniform', 'min': 0.0, 'max': 0.5},
# "num_categorical_features_sampler_a": hp.choice('num_categorical_features_sampler_a',
# [{'distribution': 'uniform', 'min': 0.3, 'max': 0.9}, None]),
# "num_categorical_features_sampler_b": {'distribution': 'uniform', 'min': 0.3, 'max': 0.9},
"output_multiclass_ordered_p": {'distribution': 'uniform', 'min': 0.0, 'max': 0.5}, #CSH.CategoricalHyperparameter('output_multiclass_ordered_p', [0.0, 0.1, 0.2]),
"multiclass_type": {'distribution': 'meta_choice', 'choice_values': ['value', 'rank']},
}
return diff_flex
def get_diff_gp():
""""
Returns the configuration parameters for a differentiable wrapper around GP.
"""
diff_gp = {
'outputscale': {'distribution': 'meta_trunc_norm_log_scaled', 'max_mean': 10., 'min_mean': 0.00001, 'round': False,
'lower_bound': 0},
'lengthscale': {'distribution': 'meta_trunc_norm_log_scaled', 'max_mean': 10., 'min_mean': 0.00001, 'round': False,
'lower_bound': 0},
'noise': {'distribution': 'meta_choice', 'choice_values': [0.00001, 0.0001, 0.01]}
}
return diff_gp
def get_diff_causal():
""""
Returns the configuration parameters for a differentiable wrapper around MLP / Causal mixture.
"""
diff_causal = {
"num_layers": {'distribution': 'meta_trunc_norm_log_scaled', 'max_mean': 6, 'min_mean': 1, 'round': True,
'lower_bound': 2},
# Better beta?
"prior_mlp_hidden_dim": {'distribution': 'meta_trunc_norm_log_scaled', 'max_mean': 130, 'min_mean': 5,
'round': True, 'lower_bound': 4},
"prior_mlp_dropout_prob": {'distribution': 'meta_beta', 'scale': 0.9, 'min': 0.1, 'max': 5.0},
# This mustn't be too high since activations get too large otherwise
"noise_std": {'distribution': 'meta_trunc_norm_log_scaled', 'max_mean': .3, 'min_mean': 0.0001, 'round': False,
'lower_bound': 0.0},
"init_std": {'distribution': 'meta_trunc_norm_log_scaled', 'max_mean': 10.0, 'min_mean': 0.01, 'round': False,
'lower_bound': 0.0},
"num_causes": {'distribution': 'meta_trunc_norm_log_scaled', 'max_mean': 12, 'min_mean': 1, 'round': True,
'lower_bound': 1},
"is_causal": {'distribution': 'meta_choice', 'choice_values': [True, False]},
"pre_sample_weights": {'distribution': 'meta_choice', 'choice_values': [True, False]},
"y_is_effect": {'distribution': 'meta_choice', 'choice_values': [True, False]},
"prior_mlp_activations": {'distribution': 'meta_choice_mixed', 'choice_values': [
torch.nn.Tanh
, torch.nn.ReLU
, torch.nn.Identity
, lambda : torch.nn.LeakyReLU(negative_slope=0.1)
, torch.nn.ELU
]},
"block_wise_dropout": {'distribution': 'meta_choice', 'choice_values': [True, False]},
"sort_features": {'distribution': 'meta_choice', 'choice_values': [True, False]},
"in_clique": {'distribution': 'meta_choice', 'choice_values': [True, False]},
}
return diff_causal
def get_diff_prior_bag():
""""
Returns the configuration parameters for a GP and MLP / Causal mixture.
"""
diff_prior_bag = {
'prior_bag_exp_weights_1': {'distribution': 'uniform', 'min': 100000., 'max': 100001.},
# MLP Weight (Biased, since MLP works better, 1.0 is weight for prior number 0)
}
return diff_prior_bag
def get_diff_config():
""""
Returns the configuration parameters for a differentiable wrapper around GP and MLP / Causal mixture priors.
"""
diff_prior_bag = get_diff_prior_bag()
diff_causal = get_diff_causal()
diff_gp = get_diff_gp()
diff_flex = get_diff_flex()
config_diff = {'differentiable_hyperparameters': {**diff_prior_bag, **diff_causal, **diff_gp, **diff_flex}}
return config_diff
def sample_differentiable(config):
""""
Returns sampled hyperparameters from a differentiable wrapper, that is it makes a non-differentiable out of
differentiable.
"""
# config is a dict of dicts, dicts that have a 'distribution' key are treated as distributions to be sampled
result = deepcopy(config)
del result['differentiable_hyperparameters']
for k, v in config['differentiable_hyperparameters'].items():
s_indicator, s_hp = DifferentiableHyperparameter(**v, embedding_dim=None,
device=None)() # both of these are actually not used to the best of my knowledge
result[k] = s_hp
return result
def list_all_hps_in_nested(config):
""""
Returns a list of hyperparameters from a neszed dict of hyperparameters.
"""
if isinstance(config, CSH.Hyperparameter):
return [config]
elif isinstance(config, dict):
result = []
for k, v in config.items():
result += list_all_hps_in_nested(v)
return result
else:
return []
def create_configspace_from_hierarchical(config):
cs = CS.ConfigurationSpace()
for hp in list_all_hps_in_nested(config):
cs.add_hyperparameter(hp)
return cs
def fill_in_configsample(config, configsample):
# config is our dict that defines config distribution
# configsample is a CS.Configuration
hierarchical_configsample = deepcopy(config)
for k, v in config.items():
if isinstance(v, CSH.Hyperparameter):
hierarchical_configsample[k] = configsample[v.name]
elif isinstance(v, dict):
hierarchical_configsample[k] = fill_in_configsample(v, configsample)
return hierarchical_configsample
def evaluate_hypers(config, sample_diff_hps=False):
""""
Samples a hyperparameter configuration from a sampleable configuration (can be used in HP search).
"""
if sample_diff_hps:
# I do a deepcopy here, such that the config stays the same and can still be used with diff. hps
config = deepcopy(config)
replace_differentiable_distributions(config)
cs = create_configspace_from_hierarchical(config)
cs_sample = cs.sample_configuration()
return fill_in_configsample(config, cs_sample)
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