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sgbaird/existing-data-sobol.ipynb

Created May 8, 2025 23:35
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existing-data-sobol.ipynb
{
"nbformat": 4,
"nbformat_minor": 0,
"metadata": {
"colab": {
"provenance": [],
"authorship_tag": "ABX9TyNlTZtPaohr80OnJOhPqn/Q",
"include_colab_link": true
},
"kernelspec": {
"name": "python3",
"display_name": "Python 3"
},
"language_info": {
"name": "python"
}
},
"cells": [
{
"cell_type": "markdown",
"metadata": {
"id": "view-in-github",
"colab_type": "text"
},
"source": [
"<a href=\"https://colab.research.google.com/gist/sgbaird/833f9f99b67f6173fa885b7f9bfd25ae/existing-data-sobol.ipynb\" target=\"_parent\"><img src=\"https://colab.research.google.com/assets/colab-badge.svg\" alt=\"Open In Colab\"/></a>"
]
},
{
"cell_type": "code",
"execution_count": 1,
"metadata": {
"colab": {
"base_uri": "https://localhost:8080/"
},
"id": "-h6_OhbeMSTH",
"outputId": "262b1ac8-e85c-470b-a954-d839f67dd91b"
},
"outputs": [
{
"output_type": "stream",
"name": "stdout",
"text": [
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"Installing collected packages: pyro-api, wadler-lindig, nvidia-nvjitlink-cu12, nvidia-curand-cu12, nvidia-cufft-cu12, nvidia-cuda-runtime-cu12, nvidia-cuda-nvrtc-cu12, nvidia-cuda-cupti-cu12, nvidia-cublas-cu12, mypy-extensions, jedi, typing-inspect, nvidia-cusparse-cu12, nvidia-cudnn-cu12, jaxtyping, pyre-extensions, nvidia-cusolver-cu12, pyro-ppl, linear_operator, gpytorch, botorch, ax-platform\n",
" Attempting uninstall: nvidia-nvjitlink-cu12\n",
" Found existing installation: nvidia-nvjitlink-cu12 12.5.82\n",
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" Uninstalling nvidia-cufft-cu12-11.2.3.61:\n",
" Successfully uninstalled nvidia-cufft-cu12-11.2.3.61\n",
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" Found existing installation: nvidia-cuda-runtime-cu12 12.5.82\n",
" Uninstalling nvidia-cuda-runtime-cu12-12.5.82:\n",
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" Attempting uninstall: nvidia-cuda-nvrtc-cu12\n",
" Found existing installation: nvidia-cuda-nvrtc-cu12 12.5.82\n",
" Uninstalling nvidia-cuda-nvrtc-cu12-12.5.82:\n",
" Successfully uninstalled nvidia-cuda-nvrtc-cu12-12.5.82\n",
" Attempting uninstall: nvidia-cuda-cupti-cu12\n",
" Found existing installation: nvidia-cuda-cupti-cu12 12.5.82\n",
" Uninstalling nvidia-cuda-cupti-cu12-12.5.82:\n",
" Successfully uninstalled nvidia-cuda-cupti-cu12-12.5.82\n",
" Attempting uninstall: nvidia-cublas-cu12\n",
" Found existing installation: nvidia-cublas-cu12 12.5.3.2\n",
" Uninstalling nvidia-cublas-cu12-12.5.3.2:\n",
" Successfully uninstalled nvidia-cublas-cu12-12.5.3.2\n",
" Attempting uninstall: nvidia-cusparse-cu12\n",
" Found existing installation: nvidia-cusparse-cu12 12.5.1.3\n",
" Uninstalling nvidia-cusparse-cu12-12.5.1.3:\n",
" Successfully uninstalled nvidia-cusparse-cu12-12.5.1.3\n",
" Attempting uninstall: nvidia-cudnn-cu12\n",
" Found existing installation: nvidia-cudnn-cu12 9.3.0.75\n",
" Uninstalling nvidia-cudnn-cu12-9.3.0.75:\n",
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" Attempting uninstall: nvidia-cusolver-cu12\n",
" Found existing installation: nvidia-cusolver-cu12 11.6.3.83\n",
" Uninstalling nvidia-cusolver-cu12-11.6.3.83:\n",
" Successfully uninstalled nvidia-cusolver-cu12-11.6.3.83\n",
"Successfully installed ax-platform-1.0.0 botorch-0.14.0 gpytorch-1.14 jaxtyping-0.3.2 jedi-0.19.2 linear_operator-0.6 mypy-extensions-1.1.0 nvidia-cublas-cu12-12.4.5.8 nvidia-cuda-cupti-cu12-12.4.127 nvidia-cuda-nvrtc-cu12-12.4.127 nvidia-cuda-runtime-cu12-12.4.127 nvidia-cudnn-cu12-9.1.0.70 nvidia-cufft-cu12-11.2.1.3 nvidia-curand-cu12-10.3.5.147 nvidia-cusolver-cu12-11.6.1.9 nvidia-cusparse-cu12-12.3.1.170 nvidia-nvjitlink-cu12-12.4.127 pyre-extensions-0.0.32 pyro-api-0.1.2 pyro-ppl-1.9.1 typing-inspect-0.9.0 wadler-lindig-0.1.5\n"
]
}
],
"source": [
"%pip install ax-platform"
]
},
{
"cell_type": "code",
"source": [
"\n",
"# Generated by Honegumi (https://arxiv.org/abs/2502.06815)\n",
"# %pip install ax-platform\n",
"import numpy as np\n",
"import pandas as pd\n",
"from ax.service.ax_client import AxClient, ObjectiveProperties\n",
"\n",
"\n",
"obj1_name = \"branin\"\n",
"\n",
"\n",
"def branin(x1, x2):\n",
" y = float(\n",
" (x2 - 5.1 / (4 * np.pi**2) * x1**2 + 5.0 / np.pi * x1 - 6.0) ** 2\n",
" + 10 * (1 - 1.0 / (8 * np.pi)) * np.cos(x1)\n",
" + 10\n",
" )\n",
"\n",
" return y\n",
"\n",
"\n",
"# Define the training data\n",
"\n",
"\n",
"X_train = pd.DataFrame(\n",
" [\n",
" {\"x1\": -3.0, \"x2\": 5.0},\n",
" {\"x1\": 0.0, \"x2\": 6.2},\n",
" {\"x1\": 5.9, \"x2\": 2.0},\n",
" {\"x1\": 1.5, \"x2\": 2.0},\n",
" {\"x1\": 1.0, \"x2\": 9.0},\n",
" ]\n",
")\n",
"\n",
"# Define y_train (normally the values would be supplied directly instead of calculating here)\n",
"y_train = [branin(row[\"x1\"], row[\"x2\"]) for _, row in X_train.iterrows()]\n",
"\n",
"# See https://youtu.be/4tnaL9ts6CQ for simple human-in-the-loop BO instructions\n",
"\n",
"# Define the number of training examples\n",
"n_train = len(X_train)\n",
"\n",
"\n",
"ax_client = AxClient()\n",
"\n",
"ax_client.create_experiment(\n",
" parameters=[\n",
" {\"name\": \"x1\", \"type\": \"range\", \"bounds\": [-5.0, 10.0]},\n",
" {\"name\": \"x2\", \"type\": \"range\", \"bounds\": [0.0, 10.0]},\n",
" ],\n",
" objectives={\n",
" obj1_name: ObjectiveProperties(minimize=True),\n",
" },\n",
")\n",
"\n",
"# Add existing data to the AxClient\n",
"for i in range(n_train):\n",
" parameterization = X_train.iloc[i].to_dict()\n",
"\n",
" ax_client.attach_trial(parameterization)\n",
" ax_client.complete_trial(trial_index=i, raw_data=y_train[i])\n",
"\n",
"\n",
"for i in range(19):\n",
"\n",
" parameterization, trial_index = ax_client.get_next_trial()\n",
"\n",
" # extract parameters\n",
" x1 = parameterization[\"x1\"]\n",
" x2 = parameterization[\"x2\"]\n",
"\n",
" results = branin(x1, x2)\n",
" ax_client.complete_trial(trial_index=trial_index, raw_data=results)\n",
"\n",
"best_parameters, metrics = ax_client.get_best_parameters()"
],
"metadata": {
"colab": {
"base_uri": "https://localhost:8080/"
},
"id": "IApep46IMWup",
"outputId": "f0e76eaf-e0fc-4ca2-cd20-6c90bb467b0c"
},
"execution_count": 2,
"outputs": [
{
"output_type": "stream",
"name": "stderr",
"text": [
"[WARNING 05-08 23:20:46] ax.service.utils.with_db_settings_base: Ax currently requires a sqlalchemy version below 2.0. This will be addressed in a future release. Disabling SQL storage in Ax for now, if you would like to use SQL storage please install Ax with mysql extras via `pip install ax-platform[mysql]`.\n",
"[INFO 05-08 23:20:46] ax.service.utils.instantiation: Inferred value type of ParameterType.FLOAT for parameter x1. If that is not the expected value type, you can explicitly specify 'value_type' ('int', 'float', 'bool' or 'str') in parameter dict.\n",
"[INFO 05-08 23:20:46] ax.service.utils.instantiation: Inferred value type of ParameterType.FLOAT for parameter x2. If that is not the expected value type, you can explicitly specify 'value_type' ('int', 'float', 'bool' or 'str') in parameter dict.\n",
"[INFO 05-08 23:20:46] ax.generation_strategy.dispatch_utils: Using Generators.BOTORCH_MODULAR since there is at least one ordered parameter and there are no unordered categorical parameters.\n",
"[INFO 05-08 23:20:46] ax.generation_strategy.dispatch_utils: Using Bayesian Optimization generation strategy: GenerationStrategy(name='Sobol+BoTorch', steps=[Sobol for 5 trials, BoTorch for subsequent trials]). Iterations after 5 will take longer to generate due to model-fitting.\n",
"[INFO 05-08 23:20:47] ax.service.ax_client: Completed trial 0 with data: {'branin': (48.620235, None)}.\n",
"[INFO 05-08 23:20:47] ax.service.ax_client: Completed trial 1 with data: {'branin': (19.642113, None)}.\n",
"[INFO 05-08 23:20:47] ax.service.ax_client: Completed trial 2 with data: {'branin': (19.70361, None)}.\n",
"[INFO 05-08 23:20:47] ax.service.ax_client: Completed trial 3 with data: {'branin': (14.301934, None)}.\n",
"[INFO 05-08 23:20:47] ax.service.ax_client: Completed trial 4 with data: {'branin': (35.100744, None)}.\n",
"[INFO 05-08 23:20:47] ax.service.ax_client: Generated new trial 5 with parameters {'x1': 3.888705, 'x2': 7.171624} using model Sobol.\n",
"[INFO 05-08 23:20:47] ax.service.ax_client: Completed trial 5 with data: {'branin': (32.192729, None)}.\n",
"[INFO 05-08 23:20:47] ax.service.ax_client: Generated new trial 6 with parameters {'x1': -1.994289, 'x2': 4.652467} using model Sobol.\n",
"[INFO 05-08 23:20:47] ax.service.ax_client: Completed trial 6 with data: {'branin': (31.408629, None)}.\n",
"[INFO 05-08 23:20:47] ax.service.ax_client: Generated new trial 7 with parameters {'x1': -0.507592, 'x2': 9.200539} using model Sobol.\n",
"[INFO 05-08 23:20:47] ax.service.ax_client: Completed trial 7 with data: {'branin': (23.958201, None)}.\n",
"[INFO 05-08 23:20:47] ax.service.ax_client: Generated new trial 8 with parameters {'x1': 8.613175, 'x2': 1.680485} using model Sobol.\n",
"[INFO 05-08 23:20:47] ax.service.ax_client: Completed trial 8 with data: {'branin': (3.428542, None)}.\n",
"[INFO 05-08 23:20:47] ax.service.ax_client: Generated new trial 9 with parameters {'x1': 7.782444, 'x2': 7.828312} using model Sobol.\n",
"[INFO 05-08 23:20:47] ax.service.ax_client: Completed trial 9 with data: {'branin': (51.521129, None)}.\n",
"[INFO 05-08 23:20:49] ax.service.ax_client: Generated new trial 10 with parameters {'x1': 8.156099, 'x2': 0.319921} using model BoTorch.\n",
"[INFO 05-08 23:20:49] ax.service.ax_client: Completed trial 10 with data: {'branin': (8.814425, None)}.\n",
"[INFO 05-08 23:20:50] ax.service.ax_client: Generated new trial 11 with parameters {'x1': 9.642721, 'x2': 1.22758} using model BoTorch.\n",
"[INFO 05-08 23:20:50] ax.service.ax_client: Completed trial 11 with data: {'branin': (2.691137, None)}.\n",
"[INFO 05-08 23:20:52] ax.service.ax_client: Generated new trial 12 with parameters {'x1': 9.954728, 'x2': 2.769322} using model BoTorch.\n",
"[INFO 05-08 23:20:52] ax.service.ax_client: Completed trial 12 with data: {'branin': (1.750702, None)}.\n",
"[INFO 05-08 23:20:54] ax.service.ax_client: Generated new trial 13 with parameters {'x1': -0.412216, 'x2': 0.0} using model BoTorch.\n",
"[INFO 05-08 23:20:54] ax.service.ax_client: Completed trial 13 with data: {'branin': (63.393656, None)}.\n",
"[INFO 05-08 23:20:55] ax.service.ax_client: Generated new trial 14 with parameters {'x1': 1.420658, 'x2': 3.900445} using model BoTorch.\n",
"[INFO 05-08 23:20:55] ax.service.ax_client: Completed trial 14 with data: {'branin': (11.446082, None)}.\n",
"[INFO 05-08 23:20:56] ax.service.ax_client: Generated new trial 15 with parameters {'x1': 3.128827, 'x2': 2.395059} using model BoTorch.\n",
"[INFO 05-08 23:20:56] ax.service.ax_client: Completed trial 15 with data: {'branin': (0.410788, None)}.\n",
"[INFO 05-08 23:20:58] ax.service.ax_client: Generated new trial 16 with parameters {'x1': 3.58133, 'x2': 0.123523} using model BoTorch.\n",
"[INFO 05-08 23:20:58] ax.service.ax_client: Completed trial 16 with data: {'branin': (4.673209, None)}.\n",
"[INFO 05-08 23:20:59] ax.service.ax_client: Generated new trial 17 with parameters {'x1': 2.959417, 'x2': 1.797323} using model BoTorch.\n",
"[INFO 05-08 23:20:59] ax.service.ax_client: Completed trial 17 with data: {'branin': (0.946205, None)}.\n",
"[INFO 05-08 23:21:02] ax.service.ax_client: Generated new trial 18 with parameters {'x1': 9.371543, 'x2': 2.329222} using model BoTorch.\n",
"[INFO 05-08 23:21:02] ax.service.ax_client: Completed trial 18 with data: {'branin': (0.421739, None)}.\n",
"[INFO 05-08 23:21:04] ax.service.ax_client: Generated new trial 19 with parameters {'x1': 3.466897, 'x2': 1.796804} using model BoTorch.\n",
"[INFO 05-08 23:21:04] ax.service.ax_client: Completed trial 19 with data: {'branin': (0.958211, None)}.\n",
"[INFO 05-08 23:21:07] ax.service.ax_client: Generated new trial 20 with parameters {'x1': 9.526258, 'x2': 2.04125} using model BoTorch.\n",
"[INFO 05-08 23:21:07] ax.service.ax_client: Completed trial 20 with data: {'branin': (0.718396, None)}.\n",
"[INFO 05-08 23:21:09] ax.service.ax_client: Generated new trial 21 with parameters {'x1': 10.0, 'x2': 4.880839} using model BoTorch.\n",
"[INFO 05-08 23:21:09] ax.service.ax_client: Completed trial 21 with data: {'branin': (5.469582, None)}.\n",
"[INFO 05-08 23:21:12] ax.service.ax_client: Generated new trial 22 with parameters {'x1': 9.423411, 'x2': 2.84165} using model BoTorch.\n",
"[INFO 05-08 23:21:12] ax.service.ax_client: Completed trial 22 with data: {'branin': (0.533175, None)}.\n",
"[INFO 05-08 23:21:15] ax.service.ax_client: Generated new trial 23 with parameters {'x1': 2.913656, 'x2': 2.541543} using model BoTorch.\n",
"[INFO 05-08 23:21:15] ax.service.ax_client: Completed trial 23 with data: {'branin': (0.652984, None)}.\n"
]
}
]
}
]
}
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