SMAC源码分析

这次依然用官方的Example：examples/SMAC4HPO_svm.py

初始化与DOE

DOE: Design of Experiment

初始采样次数的确定

self.init_budget = 12

        self.init_budget = int(max(1, min(n_configs_x_params * n_params,
                          (max_config_fracs * scenario.ta_run_limit))))

---

n_configs_x_params
Out[2]: 10
n_params
Out[3]: 7
max_config_fracs
Out[4]: 0.25
scenario.ta_run_limit
Out[5]: 50.0
scenario.ta_run_limit*0.25
Out[6]: 12.5

        n_configs_x_params: int
            how many configurations will be used at most in the initial design (X*D)
        max_config_fracs: float
            use at most X*budget in the initial design. Not active if a time limit is given.

DOE

smac.initial_design.sobol_design.SobolDesign#_select_configurations

sobol = sobol_seq.i4_sobol_generate(len(params) - constants, self.init_budget)

看看算出来这个东西是什么

sobol
Out[6]: 
array([[0.5   , 0.5   , 0.5   , 0.5   , 0.5   , 0.5   , 0.5   ],
       [0.75  , 0.25  , 0.75  , 0.25  , 0.75  , 0.25  , 0.75  ],
       [0.25  , 0.75  , 0.25  , 0.75  , 0.25  , 0.75  , 0.25  ],
       [0.375 , 0.375 , 0.625 , 0.125 , 0.875 , 0.875 , 0.125 ],
       [0.875 , 0.875 , 0.125 , 0.625 , 0.375 , 0.375 , 0.625 ],
       [0.625 , 0.125 , 0.375 , 0.375 , 0.125 , 0.625 , 0.875 ],
       [0.125 , 0.625 , 0.875 , 0.875 , 0.625 , 0.125 , 0.375 ],
       [0.1875, 0.3125, 0.3125, 0.6875, 0.5625, 0.1875, 0.0625],
       [0.6875, 0.8125, 0.8125, 0.1875, 0.0625, 0.6875, 0.5625],
       [0.9375, 0.0625, 0.5625, 0.9375, 0.3125, 0.4375, 0.8125],
       [0.4375, 0.5625, 0.0625, 0.4375, 0.8125, 0.9375, 0.3125],
       [0.3125, 0.1875, 0.9375, 0.5625, 0.4375, 0.8125, 0.1875]])

第一个参数是维数，第二个参数是样本数。
不过需要注意的是，sobol_seq规定，维数不能大于40 。

self.init_budget = 12

---

将design向量封装为Configuration

sobol_seq.sobol_seq.i4_sobol_generate

cs
Out[11]: 
Configuration space object:
  Hyperparameters:
    C, Type: UniformFloat, Range: [0.001, 1000.0], Default: 1.0
    coef0, Type: UniformFloat, Range: [0.0, 10.0], Default: 0.0
    degree, Type: UniformInteger, Range: [1, 5], Default: