mlr_terminators_genstag: Terminator That Stops When a Generation-Wise Aggregated Value...

In miesmuschel: Mixed Integer Evolution Strategies

Terminator That Stops When a Generation-Wise Aggregated Value Stagnates

Description

Terminator that terminates when a value, aggregated over generations, stagnates.

The user-supplied fitness_aggregator function is called whenever the archive of evaluated configurations contains a new generation. The function is supplied with the fitness values, and optionally other data, of all individuals that are alive at that point (include_previous_generations = FALSE) or at any point (include_previous_generations = TRUE). Its result is saved inside the ⁠$data_extra⁠ field of the Archive object. Termination is then signaled when the aggregated value has stagnated, or not improved enough, for a given number of generations.

The mies_aggregate_single_generation() function is used, see the documentation there for the functioning of fitness_aggregator. The fitness_aggregator functions used for termination must return a scalar value or NULL, if a generation should be ignored. The value returned by fitness_aggregator should be increasing for better performance, even if the underlying objective is being minimized.

Termination is triggered in generation i when the aggregated value, returned by fitness_aggregator, of generation i - patience is not greater than the maximum of all later generations (i - patience + 1 .. i) by at least min_delta.

If the aggregated value for generation i - patience is not known, for example because fewer than patience + 1 generations have been evaluated so far, because fitness_aggregator returned NULL, or because previous generations were evaluated when TerminatorGenerationStagnation was not used, then termination is not triggered, regardless of whether values are known for generations before generation i - patience.

Multi-Fidelity Optimization

Multi-fidelity optimization can introduce a few edge-cases, for one because the individuals inside the generation(s) being aggregated may have been evaluated with different fidelity values, which can give biased results. Besides that, it may also be problematic that increase of fidelity could lead to "worse" aggregated results (e.g. because of reduced noise making max-aggregation worse), triggering an undesired termination.

Termination from fidelity changes

Higher fidelity values can sometimes lead to worse aggregated fitness values, which can trigger undesired termination. However, in many multi-fidelity-setups, terminating before the last fidelity increase, controlled e.g. by the fidelity configuration parameter of OptimizerMies, may be undesirable to begin with.

If the fidelity increase follows a fixed schedule based on evaluations or generations, one solution may be to use a TerminatorCombo together with a TerminatorEvals or TerminatorGenerations that prevents premature termination. Termination should happen at least patience generations after the last switch to the highest fidelity if termination from biased values because of fidelity changes should be avoided.

Otherwise it may be necessary to check whether the budget value given to fitness_aggregator reached the desired level, and to prevent comparisons by letting fitness_aggregator return NULL if not.

In both cases one may still have a problem with biased aggregations within an aggregated set of individuals if include_previous_generations is TRUE.

Biases within aggregated generation(s)

When OptimizerMies is constructed with multi_fidelity set to TRUE, it typically evaluates some configurations multiple times, at first with a lower fidelity, followed by an evaluation at "full" fidelity. fitness_aggregator will only be called for generations containing entirely full-fidelity-evaluations will be aggregated.

This is achieved by caching aggregated fitness values in the ⁠$data_extra⁠ field of the Archive and only ever calling fitness_aggregator for a generation that does not have a cached value. Since mies_step_fidelity() will count low-fidelity evaluations as part of the "previous" generation, fitness_aggregator will not see them. Note, however that if fitness_aggregator returns NULL, it will be called again should a second evaluation occur in the same generation, since NULL is not cached and instead treated as absent.

It is possible for fitness_aggregator to see fitness values that were evaluated with different fidelities when using OptimizerMies, and

1. fidelity_monotonic is set to TRUE and fidelity decreases (unlikely setup), or

2. if fidelity_current_gen_only is set to FALSE (advanced usage), or

3. The value returned by the fidelity configuration parameter (not fidelity_offspring) changes over the course of optimization and include_previous_generations of TerminatorGenerationStagnation is set to TRUE.

(1) and (2) only need consideration in advanced scenarios, but (3) may be a common, e.g. when doing multi-fidelity optimization and stopping on overall dominated hypervolume stagnation. In this case, it may be necessary to inspect the budget value given to fitness_aggregator and to remove all individuals evaluated with a different than the current fidelity.

When using a custom-written optimization loop, case (1) relates to fidelity_monotonic argument of mies_step_fidelity() and mies_init_population(), and case (2) relates to the current_gen_only argument of mies_step_fidelity() and the fidelity_new_individuals_only argument of mies_init_population(). Case (3) relates to changing the fidelity given to mies_step_fidelity() if that function is used, or to changing the fidelity given to mies_evaluate_offspring() if mies_step_fidelity() is not used.

Dictionary

This Terminator can be created with the short access form trm() (trms() to get a list), or through the dictionary mlr_terminators in the following way:

# preferred
trm("genstag")
trms("genstag")  # takes vector IDs, returns list of Terminators

# long form
mlr_terminators$get("genstag")

Configuration Parameters

• fitness_aggregator :: function
  Aggregation function, called with information about alive individuals of each generation. This argument is passed to mies_aggregate_single_generation(), see there for more details. The aggregated values returned by fitness_aggregator should be maximized, so a larger value must be returned to indicate improvement in a generation, even if an underlying objective is being minimized. The return value must be a scalar numeric(1).

• include_previous_generations :: logical(1)
  Whether to aggregate over all individuals that were evaluated (TRUE), or only the individuals alive in the current generation (FALSE). If multi-fidelity optimization is being performed and individuals were re-evaluated with a different fidelity, their x_id will be the same and only the last fidelity-reevaluation will be given to fitness_aggregator. However, individuals from different generations may still have been evaluated with different fidelity and it may be necessary to inspect the budget value given to fitness_aggregator if include_previous_generations is TRUE in a multi-fidelity-setting. See the "Multi-Fidelity Optimization" section for more.

• min_delta :: numeric(1)
  Minimum positive change of aggregated value to count as improvement. This value may also be negative, resulting in termination only when aggregated value decreases by at least the given amount. However, depending on the survival setup, or on include_previous_generations, it is possible that aggregate values never decrease; in this case, setting min_delta to a negative value may never trigger termination. Initialized to 0.

• patience :: integer(1)
  Number of generations with no improvement better than min_delta after which to terminate. Initialized to 1.

Super class

bbotk::Terminator -> TerminatorGenerationStagnation

Methods

Public methods

• TerminatorGenerationStagnation$new()

• TerminatorGenerationStagnation$is_terminated()

• TerminatorGenerationStagnation$clone()

Inherited methods

• bbotk::Terminator$format()
• bbotk::Terminator$print()
• bbotk::Terminator$remaining_time()
• bbotk::Terminator$status()

---

Method new()

Initialize the TerminatorGenerationStagnation object.

Usage

TerminatorGenerationStagnation$new()

---

Method is_terminated()

Is TRUE if when the termination criterion is matched, FALSE otherwise.

Usage

TerminatorGenerationStagnation$is_terminated(archive)

Arguments

archive

Archive Archive to check.

Returns

logical(1): Whether to terminate.

---

Method clone()

The objects of this class are cloneable with this method.

Usage

TerminatorGenerationStagnation$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Examples

set.seed(1)
library("bbotk")
lgr::threshold("warn")

# Terminate when hypervolume with nadir `c(0, 0, ...)`
# does not improve for 3 generations by at least 0.1:
tg <- trm("genstag",
  fitness_aggregator = function(fitnesses) domhv(fitnesses),
  include_previous_generations = TRUE,
  min_delta = 0.1,
  patience = 3
)

set.seed(1)
objective <- ObjectiveRFun$new(
  fun = function(xs) {
    list(y1 = xs$x1, y2 = xs$x2)
  },
  domain = ps(x1 = p_dbl(0, 1), x2 = p_dbl(-1, 0)),
  codomain = ps(y1 = p_dbl(0, 1, tags = "maximize"),
    y2 = p_dbl(-1, 0, tags = "minimize"))
)

oi <- OptimInstanceMultiCrit$new(objective, terminator = tg)

op <- opt("mies",
  lambda = 4, mu = 4,
  mutator = mut("gauss", sdev = 0.1),
  recombinator = rec("xounif"),
  parent_selector = sel("random"),
  survival_selector = sel("best", scl("hypervolume"))
)

op$optimize(oi)

# the observed aggregated values:
oi$archive$data_extra$TerminatorGenerationStagnation

# ... or as calculated by mies_generation_apply
mies_generation_apply(oi$archive, function(fitnesses) {
  domhv(fitnesses)
}, include_previous_generations = TRUE)
#' @export

miesmuschel documentation built on Sept. 11, 2024, 8:23 p.m.