blackboxopt.optimization_loops.sequential

run_optimization_loop(optimizer, evaluation_function, timeout_s=inf, max_evaluations=None, logger=None)

Convenience wrapper for an optimization loop that sequentially fetches evaluation specifications until a given timeout or maximum number of evaluations is reached.

This already handles signals from the optimizer in case there is no evaluation specification available yet.

Parameters:

Name	Type	Description	Default
optimizer	Union[blackboxopt.base.SingleObjectiveOptimizer, blackboxopt.base.MultiObjectiveOptimizer]	The blackboxopt optimizer to run.	required
evaluation_function	Callable[[blackboxopt.evaluation.EvaluationSpecification], blackboxopt.evaluation.Evaluation]	The function that is called with configuration, settings and optimizer info dictionaries as arguments like provided by an evaluation specification. This is the function that encapsulates the actual execution of a parametrized experiment (e.g. ML model training) and should return a blackboxopt.Evaluation as a result.	required
timeout_s	float	If given, the optimization loop will terminate after the first optimization step that exceeded the timeout (in seconds). Defaults to inf.	inf
max_evaluations	int	If given, the optimization loop will terminate after the given number of steps.	None
logger	Logger	The logger to use for logging progress.	None

Returns:

Type	Description
List[blackboxopt.evaluation.Evaluation]	List of evluation specification and result for all evaluations.

Source code in blackboxopt/optimization_loops/sequential.py

def run_optimization_loop(
    optimizer: Union[SingleObjectiveOptimizer, MultiObjectiveOptimizer],
    evaluation_function: Callable[[EvaluationSpecification], Evaluation],
    timeout_s: float = float("inf"),
    max_evaluations: int = None,
    logger: logging.Logger = None,
) -> List[Evaluation]:
    """Convenience wrapper for an optimization loop that sequentially fetches evaluation
    specifications until a given timeout or maximum number of evaluations is reached.

    This already handles signals from the optimizer in case there is no evaluation
    specification available yet.

    Args:
        optimizer: The blackboxopt optimizer to run.
        evaluation_function: The function that is called with configuration, settings
            and optimizer info dictionaries as arguments like provided by an evaluation
            specification.
            This is the function that encapsulates the actual execution of
            a parametrized experiment (e.g. ML model training) and should return a
            `blackboxopt.Evaluation` as a result.
        timeout_s: If given, the optimization loop will terminate after the first
            optimization step that exceeded the timeout (in seconds). Defaults to inf.
        max_evaluations: If given, the optimization loop will terminate after the given
            number of steps.
        logger: The logger to use for logging progress.

    Returns:
        List of evluation specification and result for all evaluations.
    """
    logger = logging.getLogger("blackboxopt") if logger is None else logger

    objectives = (
        optimizer.objectives
        if isinstance(optimizer, MultiObjectiveOptimizer)
        else [optimizer.objective]
    )
    evaluations: List[Evaluation] = []

    _max_evaluations = init_max_evaluations_with_limit_logging(
        max_evaluations=max_evaluations, timeout_s=timeout_s, logger=logger
    )

    start = time.time()
    num_evaluations = 0
    while time.time() - start < timeout_s and num_evaluations < _max_evaluations:
        num_evaluations += 1

        try:
            evaluation_specification = optimizer.get_evaluation_specification()
            logger.debug(f"Evaluating: {evaluation_specification}")

            evaluation = evaluation_function_wrapper(
                evaluation_function=evaluation_function,
                evaluation_specification=evaluation_specification,
                logger=logger,
                objectives=objectives,
            )
            optimizer.report_evaluation(evaluation)
            evaluations.append(evaluation)
            logger.debug(f"Result: {evaluation}")

        except OptimizerNotReady:
            logger.info("Optimizer is not ready yet, retrying in two seconds")
            time.sleep(2)
            continue

        except OptimizationComplete:
            logger.info("Optimization is complete")
            return evaluations

    logger.info("Aborting optimization due to specified maximum evaluations or timeout")
    return evaluations