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https://github.com/hyperopt/hyperopt

Distributed Asynchronous Hyperparameter Optimization in Python
https://github.com/hyperopt/hyperopt

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Distributed Asynchronous Hyperparameter Optimization in Python

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# Hyperopt: Distributed Hyperparameter Optimization










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[Hyperopt](https://github.com/hyperopt/hyperopt) is a Python library for serial and parallel optimization over awkward

search spaces, which may include real-valued, discrete, and conditional

dimensions.



## Getting started



Install hyperopt from PyPI



```bash

pip install hyperopt

```



to run your first example



```python

# define an objective function

def objective(args):

    case, val = args

    if case == 'case 1':

        return val

    else:

        return val ** 2



# define a search space

from hyperopt import hp

space = hp.choice('a',

    [

        ('case 1', 1 + hp.lognormal('c1', 0, 1)),

        ('case 2', hp.uniform('c2', -10, 10))

    ])



# minimize the objective over the space

from hyperopt import fmin, tpe, space_eval

best = fmin(objective, space, algo=tpe.suggest, max_evals=100)



print(best)

# -> {'a': 1, 'c2': 0.01420615366247227}

print(space_eval(space, best))

# -> ('case 2', 0.01420615366247227}

```



## Contributing



If you're a developer and wish to contribute, please follow these steps.



### Setup (based on [this](https://scikit-learn.org/stable/developers/contributing.html#contributing-code))



1. Create an account on GitHub if you do not already have one.



2. Fork the project repository: click on the ‘Fork’ button near the top of the page. This creates a copy of the code under your account on the GitHub user account. For more details on how to fork a repository see [this guide](https://help.github.com/articles/fork-a-repo/).



3. Clone your fork of the hyperopt repo from your GitHub account to your local disk:



   ```bash

   git clone https://github.com//hyperopt.git

   cd hyperopt

   ```



4. Create environment with:  

   `$ python3 -m venv my_env` or `$ python -m venv my_env`

   or with conda:  

   `$ conda create -n my_env python=3`



5. Activate the environment:  

   `$ source my_env/bin/activate`  

   or with conda:  

   `$ conda activate my_env`



6. Install dependencies for extras (you'll need these to run pytest):

   Linux/UNIX:

   `$ pip install -e '.[MongoTrials, SparkTrials, ATPE, dev]'`



   or Windows:



   ```cmd

   pip install -e .[MongoTrials]

   pip install -e .[SparkTrials]

   pip install -e .[ATPE]

   pip install -e .[dev]

   ```



7. Add the upstream remote. This saves a reference to the main hyperopt repository, which you can use to keep your repository synchronized with the latest changes:



    `$ git remote add upstream https://github.com/hyperopt/hyperopt.git`



    You should now have a working installation of hyperopt, and your git repository properly configured. The next steps now describe the process of modifying code and submitting a PR:



8. Synchronize your master branch with the upstream master branch:



    ```bash

    git checkout master

    git pull upstream master

    ```



9. Create a feature branch to hold your development changes:



    `$ git checkout -b my_feature`



    and start making changes. Always use a feature branch. It’s good practice to never work on the master branch!



10. We recommend to use [Black](https://github.com/psf/black) to format your code before submitting a PR which is installed automatically in step 6.



11. Then, once you commit ensure that git hooks are activated (Pycharm for example has the option to omit them). This can be done using [pre-commit](https://pre-commit.com/), which is installed automatically in step 6, as follows:



    ```bash

    pre-commit install

    ```



    This will run black automatically when you commit on all files you modified, failing if there are any files requiring to be blacked. In case black does not run execute the following:



    ```bash

    black {source_file_or_directory}

    ```



12. Develop the feature on your feature branch on your computer, using Git to do the version control. When you’re done editing, add changed files using git add and then git commit:



    ```bash

    git add modified_files

    git commit -m "my first hyperopt commit"

    ```



13. The tests for this project use [PyTest](https://docs.pytest.org/en/latest/) and can be run by calling `pytest`.



14. Record your changes in Git, then push the changes to your GitHub account with:



    ```bash

    git push -u origin my_feature

    ```



Note that dev dependencies require python 3.6+.



## Algorithms



Currently three algorithms are implemented in hyperopt:



- [Random Search](http://www.jmlr.org/papers/v13/bergstra12a.html?source=post_page---------------------------)

- [Tree of Parzen Estimators (TPE)](https://papers.nips.cc/paper/4443-algorithms-for-hyper-parameter-optimization.pdf)

- [Adaptive TPE](https://www.electricbrain.io/blog/learning-to-optimize)



Hyperopt has been designed to accommodate Bayesian optimization algorithms based on Gaussian processes and regression trees, but these are not currently implemented.



All algorithms can be parallelized in two ways, using:



- [Apache Spark](https://spark.apache.org/)

- [MongoDB](https://mongodb.com)



## Documentation



[Hyperopt documentation can be found here](http://hyperopt.github.io/hyperopt), but is partly still hosted on the wiki. Here are some quick links to the most relevant pages:



- [Basic tutorial](https://github.com/hyperopt/hyperopt/wiki/FMin)

- [Installation notes](https://github.com/hyperopt/hyperopt/wiki/Installation-Notes)

- [Using mongodb](https://github.com/hyperopt/hyperopt/wiki/Parallelizing-Evaluations-During-Search-via-MongoDB)



## Related Projects



- [hyperopt-sklearn](https://github.com/hyperopt/hyperopt-sklearn)

- [hyperopt-nnet](https://github.com/hyperopt/hyperopt-nnet)

- [hyperas](https://github.com/maxpumperla/hyperas)

- [hyperopt-convent](https://github.com/hyperopt/hyperopt-convnet)

- [hyperopt-gpsmbo](https://github.com/hyperopt/hyperopt-gpsmbo/blob/master/hp_gpsmbo/hpsuggest.py)



## Examples



See [projects using hyperopt](https://github.com/hyperopt/hyperopt/wiki/Hyperopt-in-Other-Projects) on the wiki.



## Announcements mailing list



[Announcements](https://groups.google.com/forum/#!forum/hyperopt-announce)



## Discussion mailing list



[Discussion](https://groups.google.com/forum/#!forum/hyperopt-discuss)



## Cite



If you use this software for research, please cite the paper (http://proceedings.mlr.press/v28/bergstra13.pdf) as follows:



Bergstra, J., Yamins, D., Cox, D. D. (2013) Making a Science of Model Search: Hyperparameter Optimization in Hundreds of Dimensions for Vision Architectures. TProc. of the 30th International Conference on Machine Learning (ICML 2013), June 2013, pp. I-115 to I-23.



## Thanks



This project has received support from



- National Science Foundation (IIS-0963668),

- Banting Postdoctoral Fellowship program,

- National Science and Engineering Research Council of Canada (NSERC),

- D-Wave Systems, Inc.