Overview

This repository is an effort to standardize the interface of the generators in optimization libraries such as:

• Xopt
• optimas
• libEnsemble
• rsopt

The objective of this effort is for these different libraries to be able to use each other's generators with little effort.

Example: using Xopt generators in optimas

Definitions

• Generator:

  A generator is an object that recommends points to be evaluated in an optimization. It can also receive data (evaluations from past or ongoing optimization), which helps it make more informed recommendations.

  Note: The generator does not orchestrate the overall optimization (e.g. dispatch evaluations, etc.). As such, it is distinct from libEnsemble's gen_f function, and is not itself "workflow" software.

  *Examples:

  • Xopt: here is the generator for the Nelder-Mead method. All Xopt generators implement the methods generate (i.e. make recommendations) and add_data (i.e. receive data).
  • optimas: here is the base class for all generators. It implements the methods suggest (i.e. make recommendations) and ingest (i.e. receive data).

• Variables, Objectives, Constraints (VOCS):

  A VOCS is an object that specifies the names and types of components of the optimization problem that will be used by the generator. Each generator will validate that it can handle the specified set of variables, objectives, constraints, etc.

Standardization

VOCS

VOCs objects specify the following fields:

Inputs:

• variables: defines the names and types of input parameters that will be passed to an objective function in order to solve the optimization problem.
• constants (optional): defines the names and values of constant values that will be passed alongside variables to the objective function.

Outputs:

• objectives: defines the names and types of function outputs that will be optimized or explored.
• constraints (optional): defines the names and types of function outputs that will used as constraints that need to be satisfied for a valid solution to the optimization problem.
• observables (optional): defines the names of any other function outputs that should be passed to the generator (alongside the objectives and constraints).

Example:

from gest_api.vocs import VOCS

>>> VOCS(
  variables = {"x1":[0, 1], "x2":[0, 5]},
  objectives = {"f1":"MAXIMIZE"},
  constants = {"alpha": 0.55},
  constraints = {"c1":["LESS_THAN", 0]},
  observables = {"o1"}
)

TODO: See the docs for the complete API and more examples.

Generators

Each generator will be a Python class that defines the following methods:

• Constructor: __init__(self, vocs: VOCS, *args, **kwargs):

  The mandatory VOCS defines the input and output names used inside the generator.

  The constructor also accomodates variable positional and keyword arguments so each generator can be customized.

  Examples:

  >>> generator = NelderMead(VOCS(variables={"x": [-5.0, 5.0], "y": [-3.0, 2.0]}, objectives={"f": "MAXIMIZE"}), adaptive=False)

• _validate_vocs(self, vocs) -> None:

  Validates the VOCS passed to the generator. Raises ValueError if the VOCS passed to the generator duing construction is invalid.

  Examples:

  >>> generator = NelderMead(
    VOCS(variables={"x": [-5.0, 5.0], "y": [-3.0, 2.0]}, objectives={"f": "MAXIMIZE"}, constraints={"c":["LESS_THAN", 0.0]})
  )
  ValueError("NelderMead generator cannot accept constraints")

• suggest(num_points: int | None = None) -> list[dict]:

  Returns a list of points in the input space, to be evaluated next. Each element of the list is a separate point. Keys of the dictionary include the name of each input variable specified in VOCS (variables+constants). Values of the dictionaries are scalars unless the variable was declared with an array dtype attribute.

  When num_points is passed, the generator should return exactly that number of points or raise a ValueError.

  When num_points is not passed, the generator decides how many points to return. In this case, different generators will return different number of points. For instance, the simplex would return 1 or 3 points. A genetic algorithm could return the whole population. Batched Bayesian optimization would return the batch size (i.e., number of points that can be processed in parallel), which would be specified in the constructor.

  In addition, some generators can assign a unique identifier to each generated point (indicated by the returns_id class attribute). If implemented, this identifier should appear in the dictionary under the key "_id". When a generator produces an identifier, it must be included in the corresponding dictionary passed back to that generator in ingest (under the same key: "_id").

  Examples:

  >>> generator.suggest(2)
  [{"x": 1.2, "y": 0.8}, {"x": -0.2, "y": 0.4}]
  
  >>> generator.suggest(100)  # too many points
  ValueError
  
  >>> generator.suggest()
  [{"x": 1.2, "y": 0.8}, {"x": -0.2, "y": 0.4}, {"x": 4.3, "y": -0.1}]

• ingest(points: list[dict]):

  Feeds data (past evaluations) to the generator. Each element of the list is a separate point. Keys of the dictionary must include each named field specified in the VOCS provided to the generator on instantiation.

  Example:

  >>> point = generator.suggest(1)
  >>> point
  [{"x": 1, "y": 1}]
  >>> point["f"] = objective(point)
  >>> point
  [{"x": 1, "y": 1, "f": 2}]
  >>> generator.ingest(point)

  Any points provided to the generator via ingest that were not created by the current generator instance should omit the _id field. If points are given to ingest with an _id value that is not known internally, a ValueError error should be raised.

• finalize():

  Optional. Performs any work required to close down the generator. Some generators may need to close down background processes, files, databases, or asynchronous components. After finalize is called, the generator’s data is guaranteed to be up to date, including results from any outstanding processes, threads, or asynchronous tasks.

  Example:

  >>> generator.finalize()

Each generator has a boolean class attribtue returns_id, defined in the base class as:

• returns_id: bool = False

  Indicates whether this is an _id producing generator.