"""
Inspired by https://github.com/jonathf/chaospy/blob/master/chaospy/
distributions/sampler/sequences/grid.py
"""
import numpy as np
from .base import InitialPointGenerator
from ..space import Space
from sklearn.utils import check_random_state
def _quadrature_combine(args):
args = [np.asarray(arg).reshape(len(arg), -1) for arg in args]
shapes = [arg.shape for arg in args]
size = np.prod(shapes, 0)[0] * np.sum(shapes, 0)[1]
if size > 10**9:
raise MemoryError("Too large sets")
out = args[0]
for arg in args[1:]:
out = np.hstack(
[
np.tile(out, len(arg)).reshape(-1, out.shape[1]),
np.tile(arg.T, len(out)).reshape(arg.shape[1], -1).T,
]
)
return out
def _create_uniform_grid_exclude_border(n_dim, order):
assert order > 0
assert n_dim > 0
x_data = np.arange(1, order + 1) / (order + 1.0)
x_data = _quadrature_combine([x_data] * n_dim)
return x_data
def _create_uniform_grid_include_border(n_dim, order):
assert order > 1
assert n_dim > 0
x_data = np.arange(0, order) / (order - 1.0)
x_data = _quadrature_combine([x_data] * n_dim)
return x_data
def _create_uniform_grid_only_border(n_dim, order):
assert n_dim > 0
assert order > 1
x = [[0.0, 1.0]] * (n_dim - 1)
x.append(list(np.arange(0, order) / (order - 1.0)))
x_data = _quadrature_combine(x)
return x_data
[docs]class Grid(InitialPointGenerator):
"""Generate samples from a regular grid.
Parameters
----------
border : str, default='exclude'
defines how the samples are generated:
- 'include' : Includes the border into the grid layout
- 'exclude' : Excludes the border from the grid layout
- 'only' : Selects only points at the border of the dimension
use_full_layout : boolean, default=True
When True, a full factorial design is generated and
missing points are taken from the next larger full factorial
design, depending on `append_border`
When False, the next larger full factorial design is
generated and points are randomly selected from it.
append_border : str, default="only"
When use_full_layout is True, this parameter defines how the missing
points will be generated from the next larger grid layout:
- 'include' : Includes the border into the grid layout
- 'exclude' : Excludes the border from the grid layout
- 'only' : Selects only points at the border of the dimension
"""
def __init__(self, border="exclude", use_full_layout=True, append_border="only"):
self.border = border
self.use_full_layout = use_full_layout
self.append_border = append_border
[docs] def generate(self, dimensions, n_samples, random_state=None):
"""Creates samples from a regular grid.
Parameters
----------
dimensions : list, shape (n_dims,)
List of search space dimensions.
Each search dimension can be defined either as
- a `(lower_bound, upper_bound)` tuple (for `Real` or `Integer`
dimensions),
- a `(lower_bound, upper_bound, "prior")` tuple (for `Real`
dimensions),
- as a list of categories (for `Categorical` dimensions), or
- an instance of a `Dimension` object (`Real`, `Integer` or
`Categorical`).
n_samples : int
The order of the Halton sequence. Defines the number of samples.
random_state : int, RandomState instance, or None (default)
Set random state to something other than None for reproducible
results.
Returns
-------
np.array, shape=(n_dim, n_samples)
grid set
"""
rng = check_random_state(random_state)
space = Space(dimensions)
n_dim = space.n_dims
transformer = space.get_transformer()
space.set_transformer("normalize")
if self.border == "include":
if self.use_full_layout:
order = int(np.floor(np.sqrt(n_samples)))
else:
order = int(np.ceil(np.sqrt(n_samples)))
if order < 2:
order = 2
h = _create_uniform_grid_include_border(n_dim, order)
elif self.border == "exclude":
if self.use_full_layout:
order = int(np.floor(np.sqrt(n_samples)))
else:
order = int(np.ceil(np.sqrt(n_samples)))
if order < 1:
order = 1
h = _create_uniform_grid_exclude_border(n_dim, order)
elif self.border == "only":
if self.use_full_layout:
order = int(np.floor(n_samples / 2.0))
else:
order = int(np.ceil(n_samples / 2.0))
if order < 2:
order = 2
h = _create_uniform_grid_exclude_border(n_dim, order)
else:
raise ValueError("Wrong value for border")
if np.size(h, 0) > n_samples:
rng.shuffle(h)
h = h[:n_samples, :]
elif np.size(h, 0) < n_samples:
if self.append_border == "only":
order = int(np.ceil((n_samples - np.size(h, 0)) / 2.0))
if order < 2:
order = 2
h2 = _create_uniform_grid_only_border(n_dim, order)
elif self.append_border == "include":
order = int(np.ceil(np.sqrt(n_samples - np.size(h, 0))))
if order < 2:
order = 2
h2 = _create_uniform_grid_include_border(n_dim, order)
elif self.append_border == "exclude":
order = int(np.ceil(np.sqrt(n_samples - np.size(h, 0))))
if order < 1:
order = 1
h2 = _create_uniform_grid_exclude_border(n_dim, order)
else:
raise ValueError("Wrong value for append_border")
h = np.vstack((h, h2[: (n_samples - np.size(h, 0))]))
rng.shuffle(h)
else:
rng.shuffle(h)
h = space.inverse_transform(h)
space.set_transformer(transformer)
return h
