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Fix the coercion of scores to floats in the optimizer #789

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599211b
fix the coercion of scrores to floats in the optimizer
motus Jul 10, 2024
2bf7ced
Merge branch 'main' of https://github.com/microsoft/MLOS into sergiym…
motus Jul 10, 2024
20fa3fa
add unit tests for _adjust_signs_df() method
motus Jul 11, 2024
a0baffd
Merge branch 'main' into sergiym/opt/score_sign
motus Jul 12, 2024
973a2d4
add more unit tests for _adjust_signs_df() method
motus Jul 12, 2024
ee3d975
Merge branch 'sergiym/opt/score_sign' of https://github.com/motus/MLO…
motus Jul 12, 2024
e2e901f
Merge branch 'main' of https://github.com/microsoft/MLOS into sergiym…
motus Jul 12, 2024
571e39d
black formatting
motus Jul 12, 2024
d172d1c
Merge branch 'main' into sergiym/opt/score_sign
motus Jul 15, 2024
d08639a
Merge branch 'main' of https://github.com/microsoft/MLOS into sergiym…
motus Jul 15, 2024
9a4863c
Merge branch 'sergiym/opt/score_sign' of https://github.com/motus/MLO…
motus Jul 15, 2024
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Merge branch 'main' into sergiym/opt/score_sign
motus Jul 16, 2024
cad4c56
Merge branch 'main' of https://github.com/microsoft/MLOS into sergiym…
motus Jul 18, 2024
1a34faa
Merge branch 'sergiym/opt/score_sign' of https://github.com/motus/MLO…
motus Jul 18, 2024
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docformatter fixes
motus Jul 19, 2024
602b493
Merge branch 'main' of https://github.com/microsoft/MLOS into sergiym…
motus Jul 19, 2024
9061c7e
Merge branch 'main' into sergiym/opt/score_sign
bpkroth Jul 22, 2024
49d6b19
Merge branch 'main' of https://github.com/microsoft/MLOS into sergiym…
motus Jul 22, 2024
4a1fb25
Merge branch 'sergiym/opt/score_sign' of https://github.com/motus/MLO…
motus Jul 22, 2024
4c70c4a
Better logging/error messages when converting scores to floats
motus Jul 22, 2024
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14 changes: 7 additions & 7 deletions mlos_bench/mlos_bench/optimizers/mlos_core_optimizer.py
Original file line number Diff line number Diff line change
Expand Up @@ -104,20 +104,19 @@ def bulk_register(self,
df_scores = self._adjust_signs_df(
pd.DataFrame([{} if score is None else score for score in scores]))

opt_targets = list(self._opt_targets)
if status is not None:
# Select only the completed trials, set scores for failed trials to +inf.
df_status = pd.Series(status)
# TODO: Be more flexible with values used for failed trials (not just +inf).
# Issue: https://github.com/microsoft/MLOS/issues/523
df_scores.loc[df_status != Status.SUCCEEDED, opt_targets] = float("inf")
df_scores[df_status != Status.SUCCEEDED] = float("inf")
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df_status_completed = df_status.apply(Status.is_completed)
df_configs = df_configs[df_status_completed]
df_scores = df_scores[df_status_completed]

# TODO: Specify (in the config) which metrics to pass to the optimizer.
# Issue: https://github.com/microsoft/MLOS/issues/745
self._opt.register(configs=df_configs, scores=df_scores[opt_targets].astype(float))
self._opt.register(configs=df_configs, scores=df_scores)

if _LOG.isEnabledFor(logging.DEBUG):
(score, _) = self.get_best_observation()
Expand All @@ -127,11 +126,12 @@ def bulk_register(self,

def _adjust_signs_df(self, df_scores: pd.DataFrame) -> pd.DataFrame:
"""
In-place adjust the signs of the scores for MINIMIZATION problem.
Coerce optimization target scores to floats
and adjust the signs for MINIMIZATION problem.
"""
for (opt_target, opt_dir) in self._opt_targets.items():
df_scores[opt_target] *= opt_dir
return df_scores
# NOTE: We use `.astype()` instead of `.apply(pd.to_numeric)`
# to catch incorrect values early.
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return df_scores[list(self._opt_targets)].astype(float) * self._opt_targets.values()

def _to_df(self, configs: Sequence[Dict[str, TunableValue]]) -> pd.DataFrame:
"""
Expand Down
39 changes: 39 additions & 0 deletions mlos_bench/mlos_bench/tests/optimizers/mlos_core_opt_df_test.py
Original file line number Diff line number Diff line change
Expand Up @@ -28,6 +28,10 @@ def mlos_core_optimizer(tunable_groups: TunableGroups) -> MlosCoreOptimizer:
'optimizer_type': 'FLAML',
'max_suggestions': 10,
'seed': SEED,
'optimization_targets': {
'latency': 'min',
'throughput': 'max',
},
}
return MlosCoreOptimizer(tunable_groups, test_opt_config)

Expand Down Expand Up @@ -81,3 +85,38 @@ def test_df(mlos_core_optimizer: MlosCoreOptimizer, mock_configs: List[dict]) ->
'vmSize': 'Standard_B2s',
},
]


def test_df_str(mlos_core_optimizer: MlosCoreOptimizer, mock_configs: List[dict]) -> None:
"""
Test `MlosCoreOptimizer._to_df()` type coercion on tunables with string values.
"""
df_config_orig = mlos_core_optimizer._to_df(mock_configs)
df_config_str = mlos_core_optimizer._to_df([
{key: str(val) for (key, val) in config.items()}
for config in mock_configs
])
assert df_config_orig.equals(df_config_str)


def test_adjust_signs_df(mlos_core_optimizer: MlosCoreOptimizer) -> None:
"""
Test `MlosCoreOptimizer._adjust_signs_df()` on different types of inputs.
"""
df_scores_input = pandas.DataFrame({
'latency': [88.88, 66.66, 99.99, None],
'throughput': [111, 222, 333, None],
})

df_scores_output = pandas.DataFrame({
'latency': [88.88, 66.66, 99.99, float("NaN")],
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'throughput': [-111, -222, -333, float("NaN")],
})

# Make sure we adjust the signs for minimization.
df_scores = mlos_core_optimizer._adjust_signs_df(df_scores_input)
assert df_scores.equals(df_scores_output)

# Check that the same operation works for string inputs.
df_scores = mlos_core_optimizer._adjust_signs_df(df_scores_input.astype(str))
assert df_scores.equals(df_scores_output)
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