Source code for evalml.tuners.skopt_tuner

import warnings

import pandas as pd
from skopt import Optimizer

from .tuner import Tuner
from .tuner_exceptions import ParameterError

from evalml.utils.logger import get_logger

logger = get_logger(__file__)


class SKOptTuner(Tuner):
    """Bayesian Optimizer."""

    def __init__(self, pipeline_hyperparameter_ranges, random_state=0):
        """ Init SkOptTuner

        Arguments:
            pipeline_hyperparameter_ranges (dict): a set of hyperparameter ranges corresponding to a pipeline's parameters
            random_state (int, np.random.RandomState): The random state
        """
        super().__init__(pipeline_hyperparameter_ranges, random_state=random_state)
        self.opt = Optimizer(self._search_space_ranges, "ET", acq_optimizer="sampling", random_state=random_state)

    def add(self, pipeline_parameters, score):
        """ Add score to sample

        Arguments:
            pipeline_parameters (dict): a dict of the parameters used to evaluate a pipeline
            score (float): the score obtained by evaluating the pipeline with the provided parameters

        Returns:
            None
        """
        # skip adding nan scores
        if pd.isnull(score):
            return
        flat_parameter_values = self._convert_to_flat_parameters(pipeline_parameters)
        try:
            self.opt.tell(flat_parameter_values, score)
        except Exception as e:
            logger.debug('SKOpt tuner received error during add. Score: {}\nParameters: {}\nFlat parameter values: {}\nError: {}'
                         .format(pipeline_parameters, score, flat_parameter_values, e))
            if str(e) == "'<=' not supported between instances of 'int' and 'NoneType'":
                msg = "Invalid parameters specified to SKOptTuner.add: parameters {} error {}" \
                    .format(pipeline_parameters, str(e))
                logger.error(msg)
                raise ParameterError(msg)
            raise(e)

    def propose(self):
        """Returns a suggested set of parameters to train and score a pipeline with, based off the search space dimensions and prior samples.

        Returns:
            dict: proposed pipeline parameters
        """
        with warnings.catch_warnings():
            warnings.simplefilter('ignore')
            flat_parameters = self.opt.ask()
            return self._convert_to_pipeline_parameters(flat_parameters)