Himmelblau Benchmark

Imports

import os

import pandas as pd

import bofire.strategies.api as strategies
from bofire.benchmarks.single import Himmelblau
from bofire.data_models.acquisition_functions.api import qLogEI
from bofire.data_models.api import Domain
from bofire.data_models.strategies.api import RandomStrategy, SoboStrategy
from bofire.runners.api import run


SMOKE_TEST = os.environ.get("SMOKE_TEST")

Random Optimization

def sample(domain):
    datamodel = RandomStrategy(domain=domain)
    sampler = strategies.map(data_model=datamodel)
    sampled = sampler.ask(10)
    return sampled


def best(domain: Domain, experiments: pd.DataFrame) -> float:
    return experiments.y.min()


random_results = run(
    Himmelblau(),
    strategy_factory=lambda domain: strategies.map(RandomStrategy(domain=domain)),
    n_iterations=50 if not SMOKE_TEST else 1,
    metric=best,
    initial_sampler=sample,
    n_runs=1,
    n_procs=1,
)

  0%|          | 0/1 [00:00<?, ?it/s]Run 0:   0%|          | 0/1 [00:00<?, ?it/s]Run 0:   0%|          | 0/1 [00:00<?, ?it/s, Current Best:=7.555]Run 0: 100%|██████████| 1/1 [00:00<00:00, 84.78it/s, Current Best:=7.555]

SOBO (GPEI) Optimization

def strategy_factory(domain: Domain):
    data_model = SoboStrategy(domain=domain, acquisition_function=qLogEI())
    return strategies.map(data_model)


bo_results = run(
    Himmelblau(),
    strategy_factory=strategy_factory,
    n_iterations=50 if not SMOKE_TEST else 1,
    metric=best,
    initial_sampler=sample,
    n_runs=1,
    n_procs=1,
)

/opt/hostedtoolcache/Python/3.12.12/x64/lib/python3.12/site-packages/bofire/surrogates/botorch.py:181: UserWarning:

The given NumPy array is not writable, and PyTorch does not support non-writable tensors. This means writing to this tensor will result in undefined behavior. You may want to copy the array to protect its data or make it writable before converting it to a tensor. This type of warning will be suppressed for the rest of this program. (Triggered internally at /pytorch/torch/csrc/utils/tensor_numpy.cpp:213.)

  0%|          | 0/1 [00:00<?, ?it/s]Run 0:   0%|          | 0/1 [00:00<?, ?it/s]Run 0:   0%|          | 0/1 [00:00<?, ?it/s, Current Best:=32.172]Run 0: 100%|██████████| 1/1 [00:00<00:00,  2.37it/s, Current Best:=32.172]Run 0: 100%|██████████| 1/1 [00:00<00:00,  2.36it/s, Current Best:=32.172]