Optuna Hyperband算法未按预期模型训练方案执行
我在使用Hyperband算法和Optuna时发现了一个问题。根据Hyperband算法,当min_resources设置为5,max_resources设置为20,reduction_factor设置为2时,搜索应该从1号组的4个模型开始,每个模型在第一轮中训练5个周期。接下来,每轮模型的数量会减少一半,也就是每个后续组的搜索空间也会减少一半。例如,2号组的初始搜索空间应该是2个模型,而剩下的模型在每轮中的训练周期会翻倍。因此,预计总模型数量应该是11个,但实际上却训练了很多模型。
文章链接:- https://arxiv.org/pdf/1603.06560.pdf
import optuna
import numpy as np
import pandas as pd
from tensorflow.keras.layers import Dense,Flatten,Dropout
import tensorflow as tf
from tensorflow.keras.models import Sequential
# Toy dataset generation
def generate_toy_dataset():
np.random.seed(0)
X_train = np.random.rand(100, 10)
y_train = np.random.randint(0, 2, size=(100,))
X_val = np.random.rand(20, 10)
y_val = np.random.randint(0, 2, size=(20,))
return X_train, y_train, X_val, y_val
X_train, y_train, X_val, y_val = generate_toy_dataset()
# Model building function
def build_model(trial):
model = Sequential()
model.add(Dense(units=trial.suggest_int('unit_input', 20, 30),
activation='selu',
input_shape=(X_train.shape[1],)))
num_layers = trial.suggest_int('num_layers', 2, 3)
for i in range(num_layers):
units = trial.suggest_int(f'num_layer_{i}', 20, 30)
activation = trial.suggest_categorical(f'activation_layer_{i}', ['relu', 'selu', 'tanh'])
model.add(Dense(units=units, activation=activation))
if trial.suggest_categorical(f'dropout_layer_{i}', [True, False]):
model.add(Dropout(rate=0.5))
model.add(Dense(1, activation='sigmoid'))
optimizer_name = trial.suggest_categorical('optimizer', ['adam', 'rmsprop'])
if optimizer_name == 'adam':
optimizer = tf.keras.optimizers.Adam()
else:
optimizer = tf.keras.optimizers.RMSprop()
model.compile(optimizer=optimizer, loss='binary_crossentropy', metrics=['accuracy', tf.keras.metrics.AUC(name='val_auc')])
return model
def objective(trial):
model = build_model(trial)
# Assuming you have your data prepared
# Modify the fit method to include AUC metric
history = model.fit(X_train, y_train, validation_data=(X_val, y_val), verbose=1)
# Check if 'val_auc' is recorded
auc_key = None
for key in history.history.keys():
if key.startswith('val_auc'):
auc_key = key
print(f"auc_key is {auc_key}")
break
if auc_key is None:
raise ValueError("AUC metric not found in history. Make sure it's being recorded during training.")
# Report validation AUC for each model
if auc_key =="val_auc":
step=0
else:
step = int(auc_key.split('_')[-1])
auc_value=history.history[auc_key][0]
trial.report(auc_value, step=step)
print(f"prune or not:-{trial.should_prune()}")
if trial.should_prune():
raise optuna.TrialPruned()
return history.history[auc_key]
# Optuna study creation
study = optuna.create_study(
direction='maximize',
pruner=optuna.pruners.HyperbandPruner(
min_resource=5,
max_resource=20,
reduction_factor=2
)
)
# Start optimization
study.optimize(objective)
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