Merged PR 507: add log space support to integer parameters in emukit

add log space support to integer parameters in emukit

README.md

@@ -44,10 +44,10 @@ For both design requires intend to reuse as much OSS libraries as possible.
 
     ```sh
     # this will install it with emukit support:
-    pip install dist/mlos_core-0.0.2-py3-none-any.whl[emukit]
+    pip install dist/mlos_core-0.0.3-py3-none-any.whl[emukit]
 
     # this will install it with skopt support:
-    pip install dist/mlos_core-0.0.2-py3-none-any.whl[skopt]
+    pip install dist/mlos_core-0.0.3-py3-none-any.whl[skopt]
     ```
 
 ## See Also

doc/source/conf.py

@@ -26,7 +26,7 @@ copyright = '2022, GSL'
 author = 'GSL'
 
 # The full version, including alpha/beta/rc tags
-release = '0.0.2'
+release = '0.0.3'
 
 
 # -- General configuration ---------------------------------------------------
@@ -80,4 +80,4 @@ html_static_path = ['_static']
 # nbsphinx_execute = 'never'   # enable to stop nbsphinx from executing notebooks
 nbsphinx_kernel_name = 'python3'
 # Exclude build directory and Jupyter backup files:
-exclude_patterns = ['_build', '**.ipynb_checkpoints']
+exclude_patterns = ['_build', '**.ipynb_checkpoints']

doc/source/installation.rst

@@ -40,7 +40,7 @@ Distributing
 .. code-block:: shell
 
     # this will install it with emukit support:
-    pip install dist/mlos_core-0.0.2-py3-none-any.whl[emukit]
+    pip install dist/mlos_core-0.0.3-py3-none-any.whl[emukit]
 
     # this will install it with skopt support:
-    pip install dist/mlos_core-0.0.2-py3-none-any.whl[skopt]
+    pip install dist/mlos_core-0.0.3-py3-none-any.whl[skopt]

mlos_core/spaces/__init__.py

@@ -55,12 +55,15 @@ def configspace_to_emukit_space(config_space: ConfigSpace.ConfigurationSpace):
     import emukit.core  # pylint: disable=import-outside-toplevel
 
     def _one_parameter_convert(parameter):
-        if getattr(parameter, 'log', False):
+        log = getattr(parameter, 'log', False)
+        if log and not isinstance(parameter, ConfigSpace.UniformIntegerHyperparameter):
             raise ValueError("Emukit doesn't support log parameters.")
         if isinstance(parameter, ConfigSpace.UniformFloatHyperparameter):
             return emukit.core.ContinuousParameter(name=parameter.name, min_value=parameter.lower, max_value=parameter.upper)
         elif isinstance(parameter, ConfigSpace.UniformIntegerHyperparameter):
-            return emukit.core.DiscreteParameter(name=parameter.name, domain=np.arange(parameter.lower, parameter.upper+1))
+            if log:
+                return emukit.core.DiscreteParameter(name=parameter.name, domain=np.exp(np.arange(np.ceil(np.log(parameter.lower)), np.floor(np.log(parameter.upper+1)))))
+            return emukit.core.DiscreteParameter(name=parameter.name, domain=np.arange(parameter.lower, parameter.upper + 1))
         elif isinstance(parameter, ConfigSpace.CategoricalHyperparameter):
             if len(np.unique(parameter.probabilities)) > 1:
                 raise ValueError("Emukit doesn't support categorical parameters with non-uniform probabilities.")

mlos_core/spaces/tests/spaces_test.py

@@ -136,7 +136,21 @@ class TestEmukitConversion(BaseConversion):
             configspace_to_emukit_space(input_space)
 
     def test_log_spaces(self):
+        # continuous not supported
         input_space = CS.ConfigurationSpace()
         input_space.add_hyperparameter(CS.UniformFloatHyperparameter("b", lower=1, upper=5, log=True))
         with pytest.raises(ValueError, match="log"):
-            configspace_to_emukit_space(input_space)
+            configspace_to_emukit_space(input_space)
+        # integer is supported
+        input_space = CS.ConfigurationSpace()
+        input_space.add_hyperparameter(CS.UniformIntegerHyperparameter("d", lower=1, upper=20, log=True))
+        converted_space = configspace_to_skopt_space(input_space)
+
+        random_state = np.random.RandomState(42)
+        integer_log_uniform = converted_space.rvs(n_samples=1000, random_state=random_state)
+
+        # log integer
+        integer_log_uniform = np.array(integer_log_uniform).ravel()
+        integer_log_uniform = integer_log_uniform - integer_log_uniform.min()
+        # TODO double check the math on this
+        assert_uniform_counts(np.log(np.bincount(integer_log_uniform)))

setup.py

@@ -6,7 +6,7 @@ from setuptools import setup, find_packages
 
 setup(
     name="mlos-core",
-    version="0.0.2",
+    version="0.0.3",
     packages=find_packages(),
     install_requires=[
         'scikit-learn>=0.22.1',