pyfemtet 0.9.5__py3-none-any.whl → 1.0.0__py3-none-any.whl

pyfemtet/opt/optimizer/optuna_optimizer/_pof_botorch/__init__.py

@@ -0,0 +1,7 @@
+from .pof_botorch_sampler import PoFBoTorchSampler, PoFConfig, PartialOptimizeACQFConfig
+
+__all__ = [
+    'PoFBoTorchSampler',
+    'PoFConfig',
+    'PartialOptimizeACQFConfig',
+]

pyfemtet/opt/optimizer/optuna_optimizer/_pof_botorch/debug-pof-botorch.reccsv

@@ -0,0 +1,18 @@
+,prm,prm_lower_bound,prm_upper_bound,prm,prm_choices,obj,obj_direction,,,,,,
+,,,,,,,,,,,,,
+trial,x1,x1_lower_bound,x1_upper_bound,x2,x2_choices,obj,obj_direction,state,datetime_start,datetime_end,message,feasibility,optimality
+0,85.63019613,50,100,A,"['A', 'B', 'C']",,minimize,Success,48:10.2,48:10.2,,TRUE,FALSE
+1,76.66824027,50,100,B,"['A', 'B', 'C']",,minimize,Hidden constraint violation,48:11.7,48:11.7,,FALSE,FALSE
+2,62.68444915,50,100,C,"['A', 'B', 'C']",,minimize,Hidden constraint violation,48:16.6,48:16.6,,FALSE,FALSE
+3,63.08476439,50,100,A,"['A', 'B', 'C']",,minimize,Success,48:20.2,48:20.2,,TRUE,FALSE
+4,78.95677052,50,100,B,"['A', 'B', 'C']",,minimize,Hidden constraint violation,48:23.5,48:23.5,,FALSE,FALSE
+5,79.90834979,50,100,C,"['A', 'B', 'C']",,minimize,Hidden constraint violation,48:27.2,48:27.2,,FALSE,FALSE
+6,97.4442698,50,100,A,"['A', 'B', 'C']",,minimize,Success,48:29.8,48:29.8,,TRUE,FALSE
+7,87.12500776,50,100,B,"['A', 'B', 'C']",,minimize,Hidden constraint violation,03:52.7,03:52.7,,FALSE,FALSE
+8,69.56378151,50,100,C,"['A', 'B', 'C']",,minimize,Hidden constraint violation,04:00.1,04:00.1,,FALSE,FALSE
+9,80.49012367,50,100,A,"['A', 'B', 'C']",,minimize,Success,04:06.2,04:06.2,,TRUE,FALSE
+10,87.55804836,50,100,B,"['A', 'B', 'C']",,minimize,Hidden constraint violation,04:13.1,04:13.1,,FALSE,FALSE
+11,59.55103039,50,100,C,"['A', 'B', 'C']",,minimize,Hidden constraint violation,04:19.3,04:19.3,,FALSE,FALSE
+12,97.91995423,50,100,A,"['A', 'B', 'C']",,minimize,Success,04:24.6,04:24.6,,TRUE,FALSE
+13,91.01111473,50,100,B,"['A', 'B', 'C']",,minimize,Hidden constraint violation,04:31.3,04:31.3,,FALSE,FALSE
+14,53.36556413,50,100,C,"['A', 'B', 'C']",,minimize,Hidden constraint violation,04:36.6,04:36.6,,FALSE,FALSE

pyfemtet/opt/optimizer/optuna_optimizer/_pof_botorch/enable_nonlinear_constraint.py

@@ -0,0 +1,244 @@
+import numpy as np
+
+import torch
+from torch import Tensor
+
+from optuna._transform import _SearchSpaceTransform
+
+from botorch.optim.initializers import gen_batch_initial_conditions
+
+from pyfemtet._i18n import _
+from pyfemtet.logger import get_module_logger
+from pyfemtet.opt.problem.problem import *
+from pyfemtet.opt.optimizer import AbstractOptimizer
+
+logger = get_module_logger('opt.optimizer')
+
+
+__all__ = ['NonlinearInequalityConstraints']
+
+
+# 拘束関数に pytorch の自動微分機能を適用するためのクラス
+class _GeneralFunctionWithForwardDifference(torch.autograd.Function):
+    """自作関数を pytorch で自動微分するためのクラスです。
+
+    ユーザー定義関数を botorch 形式に変換する過程で微分の計算ができなくなるのでこれが必要です。
+    """
+
+    @staticmethod
+    def forward(ctx, f, xs):
+        ys = f(xs)
+        ctx.save_for_backward(xs, ys)
+        ctx.f = f
+        return ys
+
+    # noinspection PyMethodOverriding
+    @staticmethod
+    def backward(ctx, grad_output):
+        xs, ys = ctx.saved_tensors
+        f = ctx.f
+        dx = 0.001  # 入力は normalized なので決め打ちでよい
+        diff = []
+        xs_ = xs.detach()  # xs に余計な計算履歴を残さないために、detachする。
+        for i in range(len(xs_)):
+            xs_[i] += dx
+            diff.append(torch.sum(grad_output * (f(xs) - ys)))
+            xs_[i] -= dx
+        diff = torch.tensor(diff).to(xs) / dx
+        return None, diff
+
+
+# 入力 x を受けて pyfemtet.opt.Constraint を評価する関数
+def _evaluate_pyfemtet_cns(
+        cns: Constraint,
+        opt: AbstractOptimizer,
+        trans: _SearchSpaceTransform,
+        x: np.ndarray,
+) -> float:
+
+    # un-transform continuous to original
+    new_params: dict[str, ...] = trans.untransform(x)
+    params: TrialInput = opt.variable_manager.get_variables()
+
+    # update
+    for prm_name, prm in params.items():
+        if prm_name in new_params:
+            prm.value = new_params[prm_name]
+    opt.variable_manager.eval_expressions()
+
+    # update fem (very slow!)
+    if cns.using_fem:
+        logger.warning(_(
+            en_message='Accessing FEM API inside hard constraint '
+                       'function may be very slow.',
+            jp_message='hard constraint 関数の評価中の FEM への'
+                       'アクセスは著しく時間がかかりますので'
+                       'ご注意ください。'
+        ))
+        pass_to_fem = opt.variable_manager.get_variables(filter='pass_to_fem')
+        opt.fem.update_parameter(pass_to_fem)
+
+    # eval
+    return cns.eval(opt.fem)
+
+
+# ユーザー定義関数 (pyfemtet.opt.Constraint) を受け取り、
+# botorch で処理できる callable オブジェクトを作成するクラス
+class _ConvertedConstraint:
+
+    def __init__(
+            self,
+            cns: Constraint,
+            opt: AbstractOptimizer,
+            trans: _SearchSpaceTransform,
+            ub_or_lb: str,
+            constraint_enhancement: float = None,
+    ):
+        self.cns: Constraint = cns
+        self.ub_or_lb = ub_or_lb
+        self.opt = opt
+        self.trans = trans
+        self.ce = constraint_enhancement or 0.
+
+    def __call__(self, X: Tensor) -> Tensor:  # BotorchConstraint
+        """optimize_acqf() に渡される非線形拘束関数の処理です。
+
+        Args:
+            X (Tensor): Normalized parameters. Its length is d (== len(prm)).
+
+        Returns:
+            float Tensor. >= 0 is feasible.
+
+        """
+
+        x = X.detach().numpy()
+        cns_value = _evaluate_pyfemtet_cns(
+            self.cns,
+            self.opt,
+            self.trans,
+            x,
+        )
+        if self.ub_or_lb == 'lb':
+            return Tensor([cns_value - self.cns.lower_bound - self.ce])
+        elif self.ub_or_lb == 'ub':
+            return Tensor([self.cns.upper_bound - cns_value - self.ce])
+
+
+# list[pyfemtet.opt.Constraint] について、正規化された入力に対し、 feasible or not を返す関数
+def _is_feasible(
+        constraints: list[Constraint],
+        opt: AbstractOptimizer,
+        trans: _SearchSpaceTransform,
+        x: np.ndarray,
+        constraint_enhancement: float = None,
+        constraint_scaling: float = None,
+) -> bool:
+    for cns in constraints:
+        cns_value = _evaluate_pyfemtet_cns(cns, opt, trans, x)
+        cns_result = ConstraintResult(cns, opt.fem, cns_value, constraint_enhancement, constraint_scaling)
+        if cns_result.check_violation() is not None:
+            return False
+    return True
+
+
+# botorch の optimize_acqf で非線形拘束を使えるようにするクラス。以下を備える。
+#   - 渡すパラメータ nonlinear_constraints を作成する
+#   - gen_initial_conditions で feasible なものを返すラッパー関数
+class NonlinearInequalityConstraints:
+    """botorch の optimize_acqf に parameter constraints を設定するための引数を作成します。"""
+
+    def __init__(
+            self,
+            constraints: list[Constraint],
+            opt: AbstractOptimizer,
+            trans: _SearchSpaceTransform,
+            constraint_enhancement: float = None,
+            constraint_scaling: float = None,
+    ):
+        self.trans = trans
+        self.constraints = constraints
+        self.opt = opt
+        self.ce = constraint_enhancement or 0.
+        self.cs = constraint_scaling or 1.
+
+        self.nonlinear_inequality_constraints = []
+        cns: Constraint
+        for cns in self.constraints:
+
+            if cns.lower_bound is not None:
+                cns_botorch = _ConvertedConstraint(cns, self.opt, self.trans, 'lb', self.ce)
+                item = (lambda x: _GeneralFunctionWithForwardDifference.apply(cns_botorch, x), True)
+                self.nonlinear_inequality_constraints.append(item)
+
+            if cns.upper_bound is not None:
+                cns_botorch = _ConvertedConstraint(cns, self.opt, self.trans, 'ub', self.ce)
+                item = (lambda x: _GeneralFunctionWithForwardDifference.apply(cns_botorch, x), True)
+                self.nonlinear_inequality_constraints.append(item)
+
+    def _filter_feasible_conditions(self, ic_batch):
+        # List to store feasible initial conditions
+        feasible_ic_list = []
+
+        for each_num_restarts in ic_batch:
+            feasible_q_list = []
+            for each_q in each_num_restarts:
+                x: np.ndarray = each_q.detach().numpy()  # normalized parameters
+                if _is_feasible(self.constraints, self.opt, self.trans, x, self.ce, self.cs):
+                    feasible_q_list.append(each_q)  # Keep only feasible rows
+
+            if feasible_q_list:  # Only add if there are feasible rows
+                feasible_ic_list.append(torch.stack(feasible_q_list))
+
+        # Stack feasible conditions back into tensor format
+        if feasible_ic_list:
+            return torch.stack(feasible_ic_list).to(ic_batch)
+        else:
+            return None  # Return None if none are feasible
+
+    @staticmethod
+    def _generate_random_initial_conditions(ic_batch):
+        # Generates random initial conditions with the same shape as ic_batch
+        return torch.rand(ic_batch.shape).to(ic_batch)
+
+    def _generate_feasible_initial_conditions(self, *args, **kwargs):
+        # A `num_restarts x q x d` tensor of initial conditions.
+        ic_batch = gen_batch_initial_conditions(*args, **kwargs)
+        feasible_ic_batch = self._filter_feasible_conditions(ic_batch)
+
+        while feasible_ic_batch is None:
+            # Generate new random ic_batch with the same shape
+            logger.warning(_(
+                en_message='gen_batch_initial_conditions() failed to generate '
+                           'feasible initial conditions for acquisition '
+                           'function optimization sub-problem, '
+                           'so trying to use random feasible parameters '
+                           'as initial conditions.'
+                           'The constraint functions or solutions spaces '
+                           'may be too complicated.',
+                jp_message='gen_batch_initial_conditions() は獲得関数を最適化する'
+                           'サブ最適化問題で実行可能な初期値を生成できませんでした。'
+                           'サブ最適化問題の初期値としてランダムなパラメータを設定します。'
+                           '拘束が厳しすぎるか、目的関数が複雑すぎるかもしれません。'
+            ))
+            random_ic_batch = self._generate_random_initial_conditions(ic_batch)
+            feasible_ic_batch = self._filter_feasible_conditions(random_ic_batch)
+
+        return feasible_ic_batch
+
+    def create_kwargs(self) -> dict:
+        """
+        nonlinear_inequality_constraints:
+            非線形不等式制約を表すタプルのリスト。
+            タプルの最初の要素は、`callable(x) >= 0` という形式の制約を表す呼び出し可能オブジェクトです。
+            2 番目の要素はブール値で、点内制約の場合は `True`
+            制約は後で scipy ソルバーに渡されます。
+            この場合、`batch_initial_conditions` を渡す必要があります。
+            非線形不等式制約を使用するには、`batch_limit` を 1 に設定する必要もあります。
+                これは、`options` で指定されていない場合は自動的に行われます。
+        """
+        return dict(
+            q=1,
+            options_batch_limit=1,
+            nonlinear_inequality_constraints=self.nonlinear_inequality_constraints,
+            ic_generator=self._generate_feasible_initial_conditions,
+        )