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test_bayesian_optimization.py
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931 lines (697 loc) · 36 KB
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from __future__ import annotations
import pickle
import warnings
from pathlib import Path
import numpy as np
import pytest
from scipy.optimize import NonlinearConstraint
from bayes_opt import BayesianOptimization, acquisition
from bayes_opt.acquisition import AcquisitionFunction
from bayes_opt.domain_reduction import SequentialDomainReductionTransformer
from bayes_opt.exception import NotUniqueError
from bayes_opt.parameter import BayesParameter
from bayes_opt.target_space import TargetSpace
from bayes_opt.util import ensure_rng
class FixedPerimeterTriangleParameter(BayesParameter):
def __init__(self, name: str, bounds, perimeter) -> None:
super().__init__(name, bounds)
self.perimeter = perimeter
@property
def is_continuous(self):
return True
def random_sample(self, n_samples: int, random_state):
random_state = ensure_rng(random_state)
samples = []
while len(samples) < n_samples:
samples_ = random_state.dirichlet(np.ones(3), n_samples)
samples_ = samples_ * self.perimeter # scale samples by perimeter
samples_ = samples_[
np.all((self.bounds[:, 0] <= samples_) & (samples_ <= self.bounds[:, 1]), axis=-1)
]
samples.extend(np.atleast_2d(samples_))
return np.array(samples[:n_samples])
def to_float(self, value):
return value
def to_param(self, value):
return value * self.perimeter / sum(value)
def kernel_transform(self, value):
return value * self.perimeter / np.sum(value, axis=-1, keepdims=True)
def to_string(self, value, str_len: int) -> str:
len_each = (str_len - 2) // 3
str_ = "|".join([f"{float(np.round(value[i], 4))}"[:len_each] for i in range(3)])
return str_.ljust(str_len)
@property
def dim(self):
return 3 # as we have three float values, each representing the length of one side.
def area_of_triangle(sides):
a, b, c = sides
s = np.sum(sides, axis=-1) # perimeter
return np.sqrt(s * (s - a) * (s - b) * (s - c))
def target_func(**kwargs):
# arbitrary target func
return sum(kwargs.values())
PBOUNDS = {"p1": (0, 10), "p2": (0, 10)}
def test_properties():
optimizer = BayesianOptimization(target_func, PBOUNDS, random_state=1)
assert isinstance(optimizer.space, TargetSpace)
assert isinstance(optimizer.acquisition_function, AcquisitionFunction)
# constraint present tested in test_constraint.py
assert optimizer.constraint is None
def test_register():
optimizer = BayesianOptimization(target_func, PBOUNDS, random_state=1)
assert len(optimizer.space) == 0
optimizer.register(params={"p1": 1, "p2": 2}, target=3)
assert len(optimizer.res) == 1
assert len(optimizer.space) == 1
optimizer.space.register(params=np.array([5, 4]), target=9)
assert len(optimizer.res) == 2
assert len(optimizer.space) == 2
with pytest.raises(NotUniqueError):
optimizer.register(params={"p1": 1, "p2": 2}, target=3)
with pytest.raises(NotUniqueError):
optimizer.register(params={"p1": 5, "p2": 4}, target=9)
def test_register_array_uses_pbounds_order_without_warning():
optimizer = BayesianOptimization(target_func, {"p1": (0, 10), "p2": (0, 10)}, random_state=1)
with warnings.catch_warnings(record=True) as caught:
warnings.simplefilter("always")
optimizer.register(params=np.array([1, 2]), target=3)
assert caught == []
assert optimizer.space.array_to_params(optimizer.space.params[0]) == {"p1": 1.0, "p2": 2.0}
def test_probe_array_uses_pbounds_order_without_warning():
optimizer = BayesianOptimization(target_func, {"p1": (0, 10), "p2": (0, 10)}, random_state=1)
with warnings.catch_warnings(record=True) as caught:
warnings.simplefilter("always")
optimizer.probe(params=np.array([1, 2]), lazy=False)
assert caught == []
assert optimizer.space.array_to_params(optimizer.space.params[0]) == {"p1": 1.0, "p2": 2.0}
def test_probe_lazy():
optimizer = BayesianOptimization(target_func, PBOUNDS, random_state=1)
optimizer.probe(params={"p1": 1, "p2": 2}, lazy=True)
assert len(optimizer.space) == 0
assert len(optimizer._queue) == 1
optimizer.probe(params={"p1": 6, "p2": 2}, lazy=True)
assert len(optimizer.space) == 0
assert len(optimizer._queue) == 2
optimizer.probe(params={"p1": 6, "p2": 2}, lazy=True)
assert len(optimizer.space) == 0
assert len(optimizer._queue) == 3
def test_probe_eager():
optimizer = BayesianOptimization(target_func, PBOUNDS, random_state=1, allow_duplicate_points=True)
optimizer.probe(params={"p1": 1, "p2": 2}, lazy=False)
assert len(optimizer.space) == 1
assert len(optimizer._queue) == 0
assert optimizer.max["target"] == 3
assert optimizer.max["params"] == {"p1": 1, "p2": 2}
optimizer.probe(params={"p1": 3, "p2": 3}, lazy=False)
assert len(optimizer.space) == 2
assert len(optimizer._queue) == 0
assert optimizer.max["target"] == 6
assert optimizer.max["params"] == {"p1": 3, "p2": 3}
optimizer.probe(params={"p1": 3, "p2": 3}, lazy=False)
assert len(optimizer.space) == 3
assert len(optimizer._queue) == 0
assert optimizer.max["target"] == 6
assert optimizer.max["params"] == {"p1": 3, "p2": 3}
def test_suggest_at_random():
acq = acquisition.ProbabilityOfImprovement(xi=0)
optimizer = BayesianOptimization(target_func, PBOUNDS, acq, random_state=1)
for _ in range(50):
sample = optimizer.space.params_to_array(optimizer.suggest())
assert len(sample) == optimizer.space.dim
assert all(sample >= optimizer.space.bounds[:, 0])
assert all(sample <= optimizer.space.bounds[:, 1])
def test_suggest_with_one_observation():
acq = acquisition.UpperConfidenceBound(kappa=5)
optimizer = BayesianOptimization(target_func, PBOUNDS, acq, random_state=1)
optimizer.register(params={"p1": 1, "p2": 2}, target=3)
for _ in range(5):
sample = optimizer.space.params_to_array(optimizer.suggest())
assert len(sample) == optimizer.space.dim
assert all(sample >= optimizer.space.bounds[:, 0])
assert all(sample <= optimizer.space.bounds[:, 1])
# suggestion = optimizer.suggest(util)
# for _ in range(5):
# new_suggestion = optimizer.suggest(util)
# assert suggestion == new_suggestion
def test_prime_queue_all_empty():
optimizer = BayesianOptimization(target_func, PBOUNDS, random_state=1)
assert len(optimizer._queue) == 0
assert len(optimizer.space) == 0
optimizer._prime_queue(init_points=0)
assert len(optimizer._queue) == 1
assert len(optimizer.space) == 0
def test_prime_queue_empty_with_init():
optimizer = BayesianOptimization(target_func, PBOUNDS, random_state=1)
assert len(optimizer._queue) == 0
assert len(optimizer.space) == 0
optimizer._prime_queue(init_points=5)
assert len(optimizer._queue) == 5
assert len(optimizer.space) == 0
def test_prime_queue_with_register():
optimizer = BayesianOptimization(target_func, PBOUNDS, random_state=1)
assert len(optimizer._queue) == 0
assert len(optimizer.space) == 0
optimizer.register(params={"p1": 1, "p2": 2}, target=3)
optimizer._prime_queue(init_points=0)
assert len(optimizer._queue) == 0
assert len(optimizer.space) == 1
def test_prime_queue_with_register_and_init():
optimizer = BayesianOptimization(target_func, PBOUNDS, random_state=1)
assert len(optimizer._queue) == 0
assert len(optimizer.space) == 0
optimizer.register(params={"p1": 1, "p2": 2}, target=3)
optimizer._prime_queue(init_points=3)
assert len(optimizer._queue) == 3
assert len(optimizer.space) == 1
def test_set_bounds():
pbounds = {"p1": (0, 1), "p3": (0, 3), "p2": (0, 2), "p4": (0, 4)}
optimizer = BayesianOptimization(target_func, pbounds, random_state=1)
# Ignore unknown keys
optimizer.set_bounds({"other": (7, 8)})
assert all(optimizer.space.bounds[:, 0] == np.array([0, 0, 0, 0]))
assert all(optimizer.space.bounds[:, 1] == np.array([1, 3, 2, 4]))
# Update bounds accordingly
optimizer.set_bounds({"p2": (1, 8)})
assert all(optimizer.space.bounds[:, 0] == np.array([0, 0, 1, 0]))
assert all(optimizer.space.bounds[:, 1] == np.array([1, 3, 8, 4]))
def test_set_gp_params():
optimizer = BayesianOptimization(target_func, PBOUNDS, random_state=1)
assert optimizer._gp.alpha == 1e-6
assert optimizer._gp.n_restarts_optimizer == 5
optimizer.set_gp_params(alpha=1e-2)
assert optimizer._gp.alpha == 1e-2
assert optimizer._gp.n_restarts_optimizer == 5
optimizer.set_gp_params(n_restarts_optimizer=7)
assert optimizer._gp.alpha == 1e-2
assert optimizer._gp.n_restarts_optimizer == 7
def test_maximize():
acq = acquisition.UpperConfidenceBound()
optimizer = BayesianOptimization(
target_func, PBOUNDS, acq, random_state=np.random.RandomState(1), allow_duplicate_points=True
)
# Test initial maximize with no init_points and n_iter
optimizer.maximize(init_points=0, n_iter=0)
assert not optimizer._queue
assert len(optimizer.space) == 1 # Even with no init_points, we should have at least one point
# Test after setting GP parameters
optimizer.set_gp_params(alpha=1e-2)
optimizer.maximize(init_points=2, n_iter=0)
assert not optimizer._queue
assert len(optimizer.space) == 3 # Previously had 1, add 2 more from init_points
assert optimizer._gp.alpha == 1e-2
# Test with additional iterations
optimizer.maximize(init_points=0, n_iter=2)
assert not optimizer._queue
assert len(optimizer.space) == 5 # Previously had 3, add 2 more from n_iter
def test_define_wrong_transformer():
with pytest.raises(TypeError):
BayesianOptimization(
target_func, PBOUNDS, random_state=np.random.RandomState(1), bounds_transformer=3
)
def test_single_value_objective():
"""
As documented [here](https://github.com/scipy/scipy/issues/16898)
scipy is changing the way they handle 1D objectives inside minimize.
This is a simple test to make sure our tests fail if scipy updates this
in future
"""
pbounds = {"x": (-10, 10)}
optimizer = BayesianOptimization(f=lambda x: x * 3, pbounds=pbounds, verbose=2, random_state=1)
optimizer.maximize(init_points=2, n_iter=3)
def test_pickle():
"""
several users have asked that the BO object be 'pickalable'
This tests that this is the case
"""
optimizer = BayesianOptimization(f=None, pbounds={"x": (-10, 10)}, verbose=2, random_state=1)
test_dump = Path("test_dump.obj")
with test_dump.open("wb") as filehandler:
pickle.dump(optimizer, filehandler)
test_dump.unlink()
def test_duplicate_points():
"""
The default behavior of this code is to not enable duplicate points in the target space,
however there are situations in which you may want this, particularly optimization in high
noise situations. In that case one can set allow_duplicate_points to be True.
This tests the behavior of the code around duplicate points under several scenarios
"""
# test manual registration of duplicate points (should generate error)
acq = acquisition.UpperConfidenceBound(kappa=5.0) # kappa determines explore/Exploitation ratio
optimizer = BayesianOptimization(f=None, pbounds={"x": (-2, 2)}, acquisition_function=acq, random_state=1)
next_point_to_probe = optimizer.suggest()
target = 1
# register once (should work)
optimizer.register(params=next_point_to_probe, target=target)
# register twice (should throw error)
try:
optimizer.register(params=next_point_to_probe, target=target)
duplicate_point_error = None # should be overwritten below
except Exception as e:
duplicate_point_error = e
assert isinstance(duplicate_point_error, NotUniqueError)
# OK, now let's test that it DOESNT fail when allow_duplicate_points=True
optimizer = BayesianOptimization(
f=None, pbounds={"x": (-2, 2)}, random_state=1, allow_duplicate_points=True
)
optimizer.register(params=next_point_to_probe, target=target)
# and again (should throw warning)
optimizer.register(params=next_point_to_probe, target=target)
def test_save_load_state(tmp_path):
"""Test saving and loading optimizer state."""
# Initialize and run original optimizer
optimizer = BayesianOptimization(f=target_func, pbounds=PBOUNDS, random_state=1, verbose=0)
optimizer.maximize(init_points=2, n_iter=3)
# Save state
state_path = tmp_path / "optimizer_state.json"
optimizer.save_state(state_path)
# Create new optimizer and load state
new_optimizer = BayesianOptimization(f=target_func, pbounds=PBOUNDS, random_state=1, verbose=0)
new_optimizer.load_state(state_path)
# Test that key properties match
assert len(optimizer.space) == len(new_optimizer.space)
assert optimizer.max["target"] == new_optimizer.max["target"]
assert optimizer.max["params"] == new_optimizer.max["params"]
np.testing.assert_array_equal(optimizer.space.params, new_optimizer.space.params)
np.testing.assert_array_equal(optimizer.space.target, new_optimizer.space.target)
def test_save_load_w_categorical_params(tmp_path):
"""Test saving and loading optimizer state with categorical parameters."""
def str_target_func(param1: str, param2: str) -> float:
# Simple function that maps strings to numbers
value_map = {"low": 1.0, "medium": 2.0, "high": 3.0}
return value_map[param1] + value_map[param2]
str_pbounds = {"param1": ["low", "medium", "high"], "param2": ["low", "medium", "high"]}
optimizer = BayesianOptimization(f=str_target_func, pbounds=str_pbounds, random_state=1, verbose=0)
optimizer.maximize(init_points=2, n_iter=3)
state_path = tmp_path / "optimizer_state.json"
optimizer.save_state(state_path)
new_optimizer = BayesianOptimization(f=str_target_func, pbounds=str_pbounds, random_state=1, verbose=0)
new_optimizer.load_state(state_path)
assert len(optimizer.space) == len(new_optimizer.space)
assert optimizer.max["target"] == new_optimizer.max["target"]
assert optimizer.max["params"] == new_optimizer.max["params"]
for i in range(len(optimizer.space)):
assert isinstance(optimizer.res[i]["params"]["param1"], str)
assert isinstance(optimizer.res[i]["params"]["param2"], str)
assert isinstance(new_optimizer.res[i]["params"]["param1"], str)
assert isinstance(new_optimizer.res[i]["params"]["param2"], str)
assert optimizer.res[i]["params"] == new_optimizer.res[i]["params"]
def test_suggest_point_returns_same_point(tmp_path):
"""Check that suggest returns same point after save/load."""
optimizer = BayesianOptimization(f=target_func, pbounds=PBOUNDS, random_state=1, verbose=0)
optimizer.maximize(init_points=2, n_iter=3)
state_path = tmp_path / "optimizer_state.json"
optimizer.save_state(state_path)
new_optimizer = BayesianOptimization(f=target_func, pbounds=PBOUNDS, random_state=1, verbose=0)
new_optimizer.load_state(state_path)
# Both optimizers should suggest the same point
suggestion1 = optimizer.suggest()
suggestion2 = new_optimizer.suggest()
assert suggestion1 == suggestion2
def test_save_load_random_state(tmp_path):
"""Test that random state is properly preserved."""
# Initialize optimizer
optimizer = BayesianOptimization(f=target_func, pbounds=PBOUNDS, random_state=1, verbose=0)
# Register a point before saving
optimizer.probe(params={"p1": 1, "p2": 2}, lazy=False)
# Save state
state_path = tmp_path / "optimizer_state.json"
optimizer.save_state(state_path)
# Create new optimizer with same configuration
new_optimizer = BayesianOptimization(f=target_func, pbounds=PBOUNDS, random_state=1, verbose=0)
new_optimizer.load_state(state_path)
# Both optimizers should suggest the same point
suggestion1 = optimizer.suggest()
suggestion2 = new_optimizer.suggest()
assert suggestion1 == suggestion2
def test_save_load_unused_optimizer(tmp_path):
"""Test saving and loading optimizer state with unused optimizer."""
optimizer = BayesianOptimization(f=target_func, pbounds=PBOUNDS, random_state=1, verbose=0)
# Test that saving without samples does not raise an error
optimizer.save_state(tmp_path / "unprobed_optimizer_state.json")
# Check that we load the original state
first_suggestion = optimizer.suggest()
optimizer.load_state(tmp_path / "unprobed_optimizer_state.json")
assert optimizer.suggest() == first_suggestion
# Save an optimizer state with a probed point
optimizer.probe(params={"p1": 1, "p2": 2}, lazy=False)
optimizer.save_state(tmp_path / "optimizer_state.json")
new_optimizer = BayesianOptimization(f=target_func, pbounds=PBOUNDS, random_state=1, verbose=0)
new_optimizer.load_state(tmp_path / "optimizer_state.json")
assert len(optimizer.space) == len(new_optimizer.space)
assert optimizer.max["target"] == new_optimizer.max["target"]
assert optimizer.max["params"] == new_optimizer.max["params"]
np.testing.assert_array_equal(optimizer.space.params, new_optimizer.space.params)
np.testing.assert_array_equal(optimizer.space.target, new_optimizer.space.target)
"""Test saving and loading optimizer state with constraints."""
def constraint_func(x: float, y: float) -> float:
return x + y # Simple constraint: sum of parameters should be within bounds
constraint = NonlinearConstraint(fun=constraint_func, lb=0.0, ub=3.0)
# Initialize optimizer with constraint
optimizer = BayesianOptimization(
f=target_func, pbounds={"x": (-1, 3), "y": (0, 5)}, constraint=constraint, random_state=1, verbose=0
)
# Register some points, some that satisfy constraint and some that don't
optimizer.register(
params={"x": 1.0, "y": 1.0}, # Satisfies constraint: sum = 2.0
target=2.0,
constraint_value=2.0,
)
optimizer.register(
params={"x": 2.0, "y": 2.0}, # Violates constraint: sum = 4.0
target=4.0,
constraint_value=4.0,
)
optimizer.register(
params={"x": 0.5, "y": 0.5}, # Satisfies constraint: sum = 1.0
target=1.0,
constraint_value=1.0,
)
state_path = tmp_path / "optimizer_state.json"
optimizer.save_state(state_path)
new_optimizer = BayesianOptimization(
f=target_func, pbounds={"x": (-1, 3), "y": (0, 5)}, constraint=constraint, random_state=1, verbose=0
)
new_optimizer.load_state(state_path)
# Test that key properties match
assert len(optimizer.space) == len(new_optimizer.space)
assert optimizer.max["target"] == new_optimizer.max["target"]
assert optimizer.max["params"] == new_optimizer.max["params"]
np.testing.assert_array_equal(optimizer.space.params, new_optimizer.space.params)
np.testing.assert_array_equal(optimizer.space.target, new_optimizer.space.target)
# Test that constraint values were properly saved and loaded
np.testing.assert_array_equal(optimizer.space._constraint_values, new_optimizer.space._constraint_values)
# Test that both optimizers suggest the same point (should respect constraints)
suggestion1 = optimizer.suggest()
suggestion2 = new_optimizer.suggest()
assert suggestion1 == suggestion2
# Verify that suggested point satisfies constraint
constraint_value = constraint_func(**suggestion1)
assert 0.0 <= constraint_value <= 3.0, "Suggested point violates constraint"
def test_save_load_w_domain_reduction(tmp_path):
"""Test saving and loading optimizer state with domain reduction transformer."""
# Initialize optimizer with bounds transformer
bounds_transformer = SequentialDomainReductionTransformer()
optimizer = BayesianOptimization(
f=target_func, pbounds=PBOUNDS, random_state=1, verbose=0, bounds_transformer=bounds_transformer
)
# Run some iterations to trigger domain reduction
optimizer.maximize(init_points=2, n_iter=3)
# Save state
state_path = tmp_path / "optimizer_state.json"
optimizer.save_state(state_path)
# Create new optimizer with same configuration
new_bounds_transformer = SequentialDomainReductionTransformer()
new_optimizer = BayesianOptimization(
f=target_func, pbounds=PBOUNDS, random_state=1, verbose=0, bounds_transformer=new_bounds_transformer
)
new_optimizer.load_state(state_path)
# Both optimizers should probe the same point
point = {"p1": 1.5, "p2": 0.5}
probe1 = optimizer.probe(point)
probe2 = new_optimizer.probe(point)
assert probe1 == probe2
# Both optimizers should suggest the same point
suggestion1 = optimizer.suggest()
suggestion2 = new_optimizer.suggest()
assert suggestion1 == suggestion2
# Verify that the transformed bounds match
assert optimizer._space.bounds.tolist() == new_optimizer._space.bounds.tolist()
def test_save_load_w_custom_parameter(tmp_path):
"""Test saving and loading optimizer state with custom parameter types."""
# Create parameter and bounds
param = FixedPerimeterTriangleParameter(
name="sides", bounds=np.array([[0.0, 1.0], [0.0, 1.0], [0.0, 1.0]]), perimeter=1.0
)
pbounds = {"sides": param}
# Print initial pbounds
print("\nOriginal pbounds:")
print(pbounds)
# Initialize first optimizer
optimizer = BayesianOptimization(f=area_of_triangle, pbounds=pbounds, random_state=1, verbose=0)
# Run iterations and immediately save state
optimizer.maximize(init_points=2, n_iter=5)
# Force GP update before saving
optimizer._gp.fit(optimizer.space.params, optimizer.space.target)
# Save state
state_path = tmp_path / "optimizer_state.json"
optimizer.save_state(state_path)
# Create new optimizer and load state
new_optimizer = BayesianOptimization(f=area_of_triangle, pbounds=pbounds, random_state=1, verbose=0)
new_optimizer.load_state(state_path)
# Test that key properties match
assert len(optimizer.space) == len(new_optimizer.space)
assert optimizer.max["target"] == new_optimizer.max["target"]
np.testing.assert_array_almost_equal(
optimizer.max["params"]["sides"], new_optimizer.max["params"]["sides"], decimal=10
)
# Test that all historical data matches
for i in range(len(optimizer.space)):
np.testing.assert_array_almost_equal(
optimizer.space.params[i], new_optimizer.space.params[i], decimal=10
)
assert optimizer.space.target[i] == new_optimizer.space.target[i]
np.testing.assert_array_almost_equal(
optimizer.res[i]["params"]["sides"], new_optimizer.res[i]["params"]["sides"], decimal=10
)
assert optimizer.res[i]["target"] == new_optimizer.res[i]["target"]
# Test that multiple subsequent suggestions match
for _ in range(5):
suggestion1 = optimizer.suggest()
suggestion2 = new_optimizer.suggest()
np.testing.assert_array_almost_equal(suggestion1["sides"], suggestion2["sides"], decimal=7)
def test_predict():
"""Test the predict method of the optimizer."""
optimizer = BayesianOptimization(f=target_func, pbounds=PBOUNDS, random_state=1, verbose=0)
# Register some points
optimizer.register(params={"p1": 1, "p2": 2}, target=3)
optimizer.register(params={"p1": 4, "p2": 5}, target=9)
optimizer.register(params={"p1": 7, "p2": 8}, target=15)
# Points to predict
test_points = [{"p1": 2, "p2": 3}, {"p1": 5, "p2": 6}, {"p1": 8, "p2": 9}]
# Perform predictions
means = optimizer.predict(test_points)
# Check that means have correct length
assert len(means) == len(test_points)
# Also test with return_std=True to get std
means, stds = optimizer.predict(test_points, return_std=True)
assert len(means) == len(test_points)
assert len(stds) == len(test_points)
def test_predict_example():
"""Test the predict method with known outputs."""
optimizer = BayesianOptimization(f=target_func, pbounds=PBOUNDS, random_state=1, verbose=0)
# Register some points
optimizer.register(params={"p1": 0, "p2": 0}, target=0)
optimizer.register(params={"p1": 10, "p2": 10}, target=20)
# Point to predict
test_point = {"p1": 0, "p2": 0}
# Perform prediction
means = optimizer.predict([test_point])
assert np.isclose(means, 0, atol=1e-3)
# Test with return_std=True
means, stds = optimizer.predict([test_point], return_std=True)
assert np.isclose(means, 0, atol=1e-3)
assert stds < 0.02 # std should be small but not tiny due to GP uncertainty
test_point = {"p1": 10, "p2": 10}
means = optimizer.predict([test_point])
assert np.isclose(means, 20, atol=1e-3)
means, stds = optimizer.predict([test_point], return_std=True)
assert np.isclose(means, 20, atol=1e-3)
assert stds < 0.02
def test_predict_no_fit():
"""Test the predict method when GP has not been fitted."""
optimizer = BayesianOptimization(f=target_func, pbounds=PBOUNDS, random_state=1, verbose=0)
# Perform prediction with fit_gp=True should raise error when no data
with pytest.raises(RuntimeError):
optimizer.predict({"p1": 5, "p2": 5}, fit_gp=True)
# Predict without fitting GP using single dict - get scalar mean by default
mean = optimizer.predict({"p1": 5, "p2": 5}, fit_gp=False)
# Since GP is not fitted, mean should be close to 0
assert np.isclose(mean, 0, atol=1e-4)
# Get std when not fitting GP
mean, std = optimizer.predict({"p1": 5, "p2": 5}, fit_gp=False, return_std=True)
# Since GP is not fitted, std should be large
assert std > 1e-2
# Test with list - returns array
means = optimizer.predict([{"p1": 5, "p2": 5}], fit_gp=False)
# With a list, even single point returns array
assert len(means) == 1
assert np.isclose(means[0], 0, atol=1e-4)
def test_predict_return_cov():
"""Test the predict method with return_cov=True."""
optimizer = BayesianOptimization(f=target_func, pbounds=PBOUNDS, random_state=1, verbose=0)
optimizer.register(params={"p1": 1, "p2": 2}, target=3)
optimizer.register(params={"p1": 4, "p2": 5}, target=9)
test_points = [{"p1": 2, "p2": 3}, {"p1": 5, "p2": 6}]
means, cov = optimizer.predict(test_points, return_cov=True)
assert len(means) == len(test_points)
assert cov.shape == (len(test_points), len(test_points))
def test_predict_integer_params():
"""Test the predict method with integer parameters."""
int_pbounds = {"p1": (0, 10, int), "p2": (0, 10, int)}
optimizer = BayesianOptimization(f=target_func, pbounds=int_pbounds, random_state=1, verbose=0)
optimizer.register(params={"p1": 1, "p2": 2}, target=3)
optimizer.register(params={"p1": 4, "p2": 5}, target=9)
test_points = [{"p1": 2, "p2": 3}, {"p1": 5, "p2": 6}]
means = optimizer.predict(test_points)
assert len(means) == len(test_points)
# Test with return_std
means, stds = optimizer.predict(test_points, return_std=True)
assert len(means) == len(test_points)
assert len(stds) == len(test_points)
float_points = [{"p1": 2.7, "p2": 3.3}, {"p1": 5.9, "p2": 6.1}]
means_float = optimizer.predict(float_points)
assert len(means_float) == len(float_points)
means_float, stds_float = optimizer.predict(float_points, return_std=True)
assert len(means_float) == len(float_points)
assert len(stds_float) == len(float_points)
# Check that rounding float inputs gives similar predictions as integer inputs
for i in range(len(test_points)):
rounded_point = {k: round(v) for k, v in float_points[i].items()}
mean_rounded = optimizer.predict([rounded_point])
assert np.isclose(means_float[i], mean_rounded, atol=1e-1)
# Also check with std
for i in range(len(test_points)):
rounded_point = {k: round(v) for k, v in float_points[i].items()}
mean_rounded, std_rounded = optimizer.predict([rounded_point], return_std=True)
assert np.isclose(means_float[i], mean_rounded, atol=1e-1)
assert np.isclose(stds_float[i], std_rounded, atol=1e-1)
def test_predict_categorical_params():
"""Test the predict method with categorical parameters."""
def cat_target_func(param1: str, param2: str) -> float:
value_map = {"low": 1.0, "medium": 2.0, "high": 3.0}
return value_map[param1] + value_map[param2]
cat_pbounds = {"param1": ["low", "medium", "high"], "param2": ["low", "medium", "high"]}
optimizer = BayesianOptimization(f=cat_target_func, pbounds=cat_pbounds, random_state=1, verbose=0)
optimizer.register(params={"param1": "low", "param2": "low"}, target=2.0)
optimizer.register(params={"param1": "high", "param2": "high"}, target=6.0)
test_points = [{"param1": "medium", "param2": "medium"}, {"param1": "low", "param2": "high"}]
means = optimizer.predict(test_points)
assert len(means) == len(test_points)
assert np.isclose(means[0], 4.0, atol=1.0)
assert np.isclose(means[1], 4.0, atol=1.0)
# Test with return_std
means, stds = optimizer.predict(test_points, return_std=True)
assert len(means) == len(test_points)
assert len(stds) == len(test_points)
assert stds[0] > 0.0
assert stds[1] > 0.0
def test_predict_no_points_registered():
"""Test the predict method when no points have been registered."""
optimizer = BayesianOptimization(f=target_func, pbounds=PBOUNDS, random_state=1, verbose=0)
test_points = [{"p1": 2, "p2": 3}, {"p1": 5, "p2": 6}]
means = optimizer.predict(test_points, fit_gp=False)
assert len(means) == len(test_points)
for mean in means:
assert np.isclose(mean, 0, atol=1e-4)
# Test with return_std to get uncertainty
means, stds = optimizer.predict(test_points, fit_gp=False, return_std=True)
assert len(means) == len(test_points)
assert len(stds) == len(test_points)
for std in stds:
assert std > 1e-2
def test_predict_custom_parameter():
"""Test the predict method with a custom parameter type."""
param = FixedPerimeterTriangleParameter(
name="sides", bounds=np.array([[0.0, 1.0], [0.0, 1.0], [0.0, 1.0]]), perimeter=1.0
)
pbounds = {"sides": param}
optimizer = BayesianOptimization(f=area_of_triangle, pbounds=pbounds, random_state=1, verbose=0)
optimizer.register(
params={"sides": np.array([0.3, 0.4, 0.3])}, target=area_of_triangle(np.array([0.3, 0.4, 0.3]))
)
optimizer.register(
params={"sides": np.array([0.2, 0.5, 0.3])}, target=area_of_triangle(np.array([0.2, 0.5, 0.3]))
)
test_points = [{"sides": np.array([0.25, 0.5, 0.25])}, {"sides": np.array([0.4, 0.4, 0.2])}]
means = optimizer.predict(test_points)
assert len(means) == len(test_points)
for i, point in enumerate(test_points):
expected_area = area_of_triangle(point["sides"])
assert np.isclose(means[i], expected_area, atol=0.1)
# Test with return_std
means, stds = optimizer.predict(test_points, return_std=True)
assert len(means) == len(test_points)
assert len(stds) == len(test_points)
for i in range(len(test_points)):
assert stds[i] > 0.0
def test_predict_invalid_params_type():
"""Test that predict raises TypeError for invalid params type."""
optimizer = BayesianOptimization(f=target_func, pbounds=PBOUNDS, random_state=1, verbose=0)
optimizer.register(params={"p1": 1, "p2": 2}, target=3)
# Test with invalid type (string)
with pytest.raises(TypeError, match="params must be a dict or iterable of dicts"):
optimizer.predict("invalid", fit_gp=False)
def test_predict_with_tuple():
"""Test that predict works with tuple of dicts."""
optimizer = BayesianOptimization(f=target_func, pbounds=PBOUNDS, random_state=1, verbose=0)
optimizer.register(params={"p1": 1, "p2": 2}, target=3)
# Tuple of dicts should work as a valid iterable
result = optimizer.predict(({"p1": 1, "p2": 2},), fit_gp=False)
assert isinstance(result, np.ndarray)
def test_predict_return_std_and_cov_mutually_exclusive():
"""Test that predict raises ValueError when both return_std and return_cov are True."""
optimizer = BayesianOptimization(f=target_func, pbounds=PBOUNDS, random_state=1, verbose=0)
optimizer.register(params={"p1": 1, "p2": 2}, target=3)
optimizer.register(params={"p1": 4, "p2": 5}, target=9)
# Test with both return_std and return_cov as True
with pytest.raises(ValueError, match="return_std and return_cov cannot both be True"):
optimizer.predict({"p1": 2, "p2": 3}, return_std=True, return_cov=True, fit_gp=False)
# Test with list
with pytest.raises(ValueError, match="return_std and return_cov cannot both be True"):
optimizer.predict([{"p1": 2, "p2": 3}], return_std=True, return_cov=True, fit_gp=False)
def test_predict_shape_semantics_dict_vs_list():
"""Test that dict input returns scalars and list input returns arrays."""
optimizer = BayesianOptimization(f=target_func, pbounds=PBOUNDS, random_state=1, verbose=0)
optimizer.register(params={"p1": 1, "p2": 2}, target=3)
optimizer.register(params={"p1": 4, "p2": 5}, target=9)
# Test dict input returns scalar
mean_dict = optimizer.predict({"p1": 2, "p2": 3}, fit_gp=False)
assert mean_dict.ndim == 0, "dict input should return scalar (0-d array)"
# Test list with single dict returns 1D array
mean_list_single = optimizer.predict([{"p1": 2, "p2": 3}], fit_gp=False)
assert mean_list_single.ndim == 1, "list with single dict should return 1D array"
assert len(mean_list_single) == 1, "list with single dict should have length 1"
# Test list with multiple dicts returns 1D array
mean_list_multi = optimizer.predict([{"p1": 2, "p2": 3}, {"p1": 5, "p2": 6}], fit_gp=False)
assert mean_list_multi.ndim == 1, "list with multiple dicts should return 1D array"
assert len(mean_list_multi) == 2, "list with two dicts should have length 2"
def test_predict_shape_semantics_with_std():
"""Test shape semantics with return_std=True."""
optimizer = BayesianOptimization(f=target_func, pbounds=PBOUNDS, random_state=1, verbose=0)
optimizer.register(params={"p1": 1, "p2": 2}, target=3)
optimizer.register(params={"p1": 4, "p2": 5}, target=9)
# Test dict input returns tuple of scalars
mean_dict, std_dict = optimizer.predict({"p1": 2, "p2": 3}, return_std=True, fit_gp=False)
assert mean_dict.ndim == 0, "dict mean should be scalar"
assert std_dict.ndim == 0, "dict std should be scalar"
# Test list with single dict returns tuple of 1D arrays
mean_list, std_list = optimizer.predict([{"p1": 2, "p2": 3}], return_std=True, fit_gp=False)
assert mean_list.ndim == 1, "list mean should be 1D array"
assert std_list.ndim == 1, "list std should be 1D array"
assert len(mean_list) == 1, "list mean should have length 1"
assert len(std_list) == 1, "list std should have length 1"
# Test list with multiple dicts returns tuple of 1D arrays
mean_list, std_list = optimizer.predict(
[{"p1": 2, "p2": 3}, {"p1": 5, "p2": 6}], return_std=True, fit_gp=False
)
assert mean_list.ndim == 1, "list mean should be 1D array"
assert std_list.ndim == 1, "list std should be 1D array"
assert len(mean_list) == 2, "list mean should have length 2"
assert len(std_list) == 2, "list std should have length 2"
def test_predict_shape_semantics_with_cov():
"""Test shape semantics with return_cov=True."""
optimizer = BayesianOptimization(f=target_func, pbounds=PBOUNDS, random_state=1, verbose=0)
optimizer.register(params={"p1": 1, "p2": 2}, target=3)
optimizer.register(params={"p1": 4, "p2": 5}, target=9)
# Test dict input returns tuple of scalar and 2D covariance
mean_dict, cov_dict = optimizer.predict({"p1": 2, "p2": 3}, return_cov=True, fit_gp=False)
assert mean_dict.ndim == 0, "dict mean should be scalar"
assert cov_dict.ndim == 2, "dict cov should be 2D"
# Test list input returns tuple of 1D array and 2D covariance
mean_list, cov_list = optimizer.predict(
[{"p1": 2, "p2": 3}, {"p1": 5, "p2": 6}], return_cov=True, fit_gp=False
)
assert mean_list.ndim == 1, "list mean should be 1D array"
assert cov_list.ndim == 2, "list cov should be 2D"
assert len(mean_list) == 2, "list mean should have length 2"
assert cov_list.shape == (2, 2), "cov shape should match number of points"