Examples #15, used Logging interface

eHarmony · Aug 8, 2016 · 5e69df4 · 5e69df4
1 parent 5ea4eb9
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Showing 9 changed files with 78 additions and 40 deletions.
diff --git a/core/src/main/scala/com/eharmony/spotz/optimizer/StopStrategy.scala b/core/src/main/scala/com/eharmony/spotz/optimizer/StopStrategy.scala
@@ -14,7 +14,7 @@ sealed trait StopStrategy extends Serializable {
   def shouldStop(trialsSoFar: Long, timeSinceFirstTrial: Duration): Boolean
 }
 
-// TODO
+// TODO: Finish this.
 case class StopContext[P, L](foo: Any)
 
 class MaxTrialsStop(maxTrials: Long) extends StopStrategy {
@@ -45,6 +45,7 @@ object OptimizerFinishes extends StopStrategy {
   override def shouldStop(trialsSoFar: Long, durationSinceFirstTrial: Duration): Boolean = false
 }
 
+// TODO: Finish this.
 class StopStrategyPredicate[P, L](f: (StopContext[P, L]) => Boolean) {
   def shouldStop(stopContext: StopContext[P, L]) = f(stopContext)
 }

diff --git a/core/src/main/scala/com/eharmony/spotz/optimizer/grid/GridSearch.scala b/core/src/main/scala/com/eharmony/spotz/optimizer/grid/GridSearch.scala
@@ -3,7 +3,7 @@ package com.eharmony.spotz.optimizer.grid
 import com.eharmony.spotz.backend.{BackendFunctions, ParallelFunctions, SparkFunctions}
 import com.eharmony.spotz.objective.Objective
 import com.eharmony.spotz.optimizer.AbstractOptimizer
-import com.eharmony.spotz.util.{DurationUtils, Logger}
+import com.eharmony.spotz.util.{DurationUtils, Logging}
 import org.apache.spark.SparkContext
 import org.joda.time.{DateTime, Duration}
 
@@ -18,9 +18,8 @@ abstract class GridSearch[P, L]
     (paramSpace: Map[String, Iterable[_]], trialBatchSize: Int)
     (implicit ord: Ordering[(P, L)], factory: Map[String, _] => P)
 extends AbstractOptimizer[P, L, GridSearchResult[P, L]]
-    with BackendFunctions {
-
-  val LOG = Logger[this.type]()
+    with BackendFunctions
+    with Logging {
 
   def minimize(objective: Objective[P, L], space: Map[String, Iterable[_]])
               (implicit c: ClassTag[P], p: ClassTag[L]): GridSearchResult[P, L] = {
@@ -52,7 +51,7 @@ extends AbstractOptimizer[P, L, GridSearchResult[P, L]]
     val endTime = DateTime.now()
     val elapsedTime = new Duration(startTime, endTime)
 
-    LOG.info(s"Best point and loss after $trialsSoFar trials and ${DurationUtils.format(elapsedTime)} : $bestPointSoFar loss: $bestLossSoFar")
+    info(s"Best point and loss after $trialsSoFar trials and ${DurationUtils.format(elapsedTime)} : $bestPointSoFar loss: $bestLossSoFar")
 
     trialsSoFar >= space.length match {
       case true =>

diff --git a/core/src/main/scala/com/eharmony/spotz/optimizer/random/RandomSearch.scala b/core/src/main/scala/com/eharmony/spotz/optimizer/random/RandomSearch.scala
@@ -3,7 +3,7 @@ package com.eharmony.spotz.optimizer.random
 import com.eharmony.spotz.backend.{BackendFunctions, ParallelFunctions, SparkFunctions}
 import com.eharmony.spotz.objective.Objective
 import com.eharmony.spotz.optimizer._
-import com.eharmony.spotz.util.{DurationUtils, Logger}
+import com.eharmony.spotz.util.{DurationUtils, Logging}
 import org.apache.spark.SparkContext
 import org.joda.time.{DateTime, Duration}
 
@@ -18,9 +18,8 @@ abstract class RandomSearch[P, L]
     (paramSpace: Map[String, RandomSampler[_]], stopStrategy: StopStrategy, trialBatchSize: Int, seed: Int = 0)
     (implicit val ord: Ordering[(P, L)], factory: Map[String, _] => P)
   extends AbstractOptimizer[P, L,  RandomSearchResult[P, L]]
-    with BackendFunctions {
-
-  val LOG = Logger[this.type]()
+    with BackendFunctions
+    with Logging {
 
   override def optimize(objective: Objective[P, L],
                         reducer: Reducer[(P, L)])
@@ -31,7 +30,8 @@ abstract class RandomSearch[P, L]
     val firstLoss = objective(firstPoint)
 
     // Last three arguments maintain the best point and loss and the trial count
-    randomSearch(objective, space, reducer, startTime, firstPoint, firstLoss, 1)
+    randomSearch(objective = objective, space = space, reducer = reducer, startTime = startTime,
+      bestPointSoFar = firstPoint, bestLossSoFar = firstLoss, trialsSoFar = 1)
   }
 
   @tailrec
@@ -46,15 +46,18 @@ abstract class RandomSearch[P, L]
     val endTime = DateTime.now()
     val elapsedTime = new Duration(startTime, endTime)
 
-    LOG.info(s"Best point and loss after $trialsSoFar trials and ${DurationUtils.format(elapsedTime)} : $bestPointSoFar loss: $bestLossSoFar")
+    info(s"Best point and loss after $trialsSoFar trials and ${DurationUtils.format(elapsedTime)} : $bestPointSoFar loss: $bestLossSoFar")
 
     stopStrategy.shouldStop(trialsSoFar, elapsedTime) match {
       case true  =>
         // Base case, End recursion
         new RandomSearchResult[P, L](bestPointSoFar, bestLossSoFar, startTime, endTime, trialsSoFar, elapsedTime)
 
       case false =>
-        val batchSize = scala.math.min(stopStrategy.getMaxTrials - trialsSoFar, trialBatchSize).toInt
+        val batchSize = scala.math.min(stopStrategy.getMaxTrials - trialsSoFar, trialBatchSize)
+        // TODO: Adaptive batch sizing
+        //val batchSize = nextBatchSize(None, elapsedTime, currentBatchSize, trialsSoFar, null, stopStrategy.getMaxTrials)
+
         val (bestPoint, bestLoss) = reducer((bestPointSoFar, bestLossSoFar),
           bestRandomPoint(trialsSoFar, batchSize, objective, space, reducer))
 

diff --git a/examples/pom.xml b/examples/pom.xml
@@ -75,6 +75,10 @@
             <artifactId>junit</artifactId>
             <scope>test</scope>
         </dependency>
+        <dependency>
+            <groupId>org.hamcrest</groupId>
+            <artifactId>hamcrest-all</artifactId>
+        </dependency>
     </dependencies>
 
     <build>

diff --git a/examples/src/main/scala/com/eharmony/spotz/examples/AckleyExample.scala b/examples/src/main/scala/com/eharmony/spotz/examples/AckleyExample.scala
@@ -3,7 +3,6 @@ package com.eharmony.spotz.examples
 import com.eharmony.spotz.Preamble.Point
 import com.eharmony.spotz.objective.Objective
 import com.eharmony.spotz.optimizer.{OptimizerResult, StopStrategy, UniformDouble}
-import org.joda.time.Duration
 
 import scala.math._
 
@@ -22,7 +21,7 @@ class AckleyObjective extends Objective[Point, Double] {
 
 trait AckleyExample {
   val objective = new AckleyObjective
-  val stop = StopStrategy.stopAfterMaxDuration(Duration.standardSeconds(5))
+  val stop = StopStrategy.stopAfterMaxTrials(5000000)
   val numBatchTrials = 500000
 
   def apply(): OptimizerResult[Point, Double]

diff --git a/examples/src/main/scala/com/eharmony/spotz/examples/BraninExample.scala b/examples/src/main/scala/com/eharmony/spotz/examples/BraninExample.scala
@@ -36,7 +36,7 @@ class BraninObjective extends Objective[Point, Double] {
 
 trait BraninExample {
   val objective = new BraninObjective
-  val stop = StopStrategy.stopAfterMaxDuration(Duration.standardSeconds(5))
+  val stop = StopStrategy.stopAfterMaxTrials(5000000)
   val numBatchTrials = 500000
 
   def apply(): OptimizerResult[Point, Double]

diff --git a/examples/src/test/scala/com/eharmony/spotz/examples/AckleyTest.scala b/examples/src/test/scala/com/eharmony/spotz/examples/AckleyTest.scala
@@ -1,7 +1,8 @@
 package com.eharmony.spotz.examples
 
+import com.eharmony.spotz.Preamble.Point
 import org.junit.Assert._
-import org.junit.{Ignore, Test}
+import org.junit.Test
 
 /**
   * @author vsuthichai
@@ -10,41 +11,31 @@ class AckleyTest {
   @Test
   def testAckleyParRandomSearch() {
     val result = AckleyParRandomSearch()
-    val point = result.bestPoint
-
-    assertEquals(result.bestLoss, 0.0, 0.003)
-    assertEquals(point.get[Double]("x"), 0.0, 0.001)
-    assertEquals(point.get[Double]("y"), 0.0, 0.001)
+    checkAssertions(result.bestPoint, result.bestLoss)
   }
 
   @Test
   def testAckleyParGridSearch() {
     val result = AckleyParGridSearch()
-    val point = result.bestPoint
-
-    assertEquals(result.bestLoss, 0.0, 0.003)
-    assertEquals(point.get[Double]("x"), 0.0, 0.001)
-    assertEquals(point.get[Double]("y"), 0.0, 0.001)
+    checkAssertions(result.bestPoint, result.bestLoss)
   }
 
   @Test
   def testAckleySparkRandomSearch() {
     val result = AckleySparkRandomSearch()
-    val point = result.bestPoint
-
-    assertEquals(result.bestLoss, 0.0, 0.003)
-    assertEquals(point.get[Double]("x"), 0.0, 0.001)
-    assertEquals(point.get[Double]("y"), 0.0, 0.001)
+    checkAssertions(result.bestPoint, result.bestLoss)
   }
 
   @Test
   def testAckleySparkGridSearch() {
     val result = AckleySparkGridSearch()
-    val point = result.bestPoint
+    checkAssertions(result.bestPoint, result.bestLoss)
+  }
 
-    assertEquals(result.bestLoss, 0.0, 0.003)
-    assertEquals(point.get[Double]("x"), 0.0, 0.001)
-    assertEquals(point.get[Double]("y"), 0.0, 0.001)
+  def checkAssertions(p: Point, l: Double) {
+    assertEquals(l, 0.0, 0.01)
+    assertEquals(0.0, p.get[Double]("x"), 0.01)
+    assertEquals(0.0, p.get[Double]("y"), 0.01)
   }
 }
 
diff --git a/examples/src/test/scala/com/eharmony/spotz/examples/BraninTest.scala b/examples/src/test/scala/com/eharmony/spotz/examples/BraninTest.scala
@@ -1,33 +1,66 @@
 package com.eharmony.spotz.examples
 
+import com.eharmony.spotz.Preamble.Point
 import org.junit.Assert._
 import org.junit.Test
 
+import scala.math.Pi
+
 /**
   * @author vsuthichai
   */
 class BraninTest {
   @Test
   def testBraninParRandomSearch() {
     val result = BraninParRandomSearch()
-    assertEquals(result.bestLoss, 0.397887, 0.001)
+    checkAssertions(result.bestPoint, result.bestLoss)
   }
 
   @Test
   def testBraninParGridSearch() {
     val result = BraninParGridSearch()
-    assertEquals(result.bestLoss, 0.397887, 0.001)
+    checkAssertions(result.bestPoint, result.bestLoss)
   }
 
   @Test
   def testBraninSparkRandomSearch() {
     val result = BraninSparkRandomSearch()
-    assertEquals(result.bestLoss, 0.397887, 0.001)
+    checkAssertions(result.bestPoint, result.bestLoss)
   }
 
   @Test
   def testBraninSparkGridSearch() {
     val result = BraninSparkGridSearch()
-    assertEquals(result.bestLoss, 0.397887, 0.001)
+    checkAssertions(result.bestPoint, result.bestLoss)
+  }
+
+  def checkAssertions(p: Point, l: Double) {
+    assertEquals(0.397887, l, 0.001)
+
+    try {
+      checkSolution1(p)
+    } catch {
+      case _: AssertionError =>
+        try {
+          checkSolution2(p)
+        } catch {
+          case _: AssertionError => checkSolution3(p)
+        }
+    }
+  }
+
+  def checkSolution1(p: Point) {
+    assertEquals(-Pi, p.get[Double]("x1"), 0.01)
+    assertEquals(12.275, p.get[Double]("x2"), 0.01)
+  }
+
+  def checkSolution2(p: Point) {
+    assertEquals(Pi, p.get[Double]("x1"), 0.01)
+    assertEquals(2.275, p.get[Double]("x2"), 0.01)
+  }
+
+  def checkSolution3(p: Point) {
+    assertEquals(9.42478, p.get[Double]("x1"), 0.01)
+    assertEquals(2.475, p.get[Double]("x2"), 0.01)
   }
 }
diff --git a/pom.xml b/pom.xml
@@ -74,6 +74,7 @@
         <slf4j.version>1.7.21</slf4j.version>
         <logback.classic.version>1.1.7</logback.classic.version>
         <junit.version>4.11</junit.version>
+        <hamcrest.version>1.3</hamcrest.version>
         <scalatest.version>3.0.0</scalatest.version>
         <scala.compat.version>${scala.major.version}</scala.compat.version>
     </properties>
@@ -170,6 +171,13 @@
                 <groupId>junit</groupId>
                 <artifactId>junit</artifactId>
                 <version>${junit.version}</version>
+                <scope>test</scope>
+            </dependency>
+            <dependency>
+                <groupId>org.hamcrest</groupId>
+                <artifactId>hamcrest-all</artifactId>
+                <version>${hamcrest.version}</version>
+                <scope>test</scope>
             </dependency>
         </dependencies>
     </dependencyManagement>