grid search almost complete

examples/model_selection.py

@@ -3,7 +3,7 @@ from quapy.method.non_aggregative import DMx
 from quapy.protocol import APP
 from quapy.method.aggregative import DMy
 from sklearn.linear_model import LogisticRegression
-from examples.comparing_gridsearch import OLD_GridSearchQ
+#from examples.comparing_gridsearch import OLD_GridSearchQ
 import numpy as np
 from time import time
 
@@ -37,14 +37,13 @@ with qp.util.temp_seed(0):
     # in order to let the quantifier know this hyper-parameter belongs to its underlying
     # classifier.
     param_grid = {
-        'classifier__C': np.logspace(-3,3,7),
+        'classifier__C': np.logspace(-2, 2, 5),
-        'classifier__class_weight': ['balanced', None],
+        'classifier__class_weight': ['balanced', None, 'ch'],
-        'nbins': [8, 16, 32, 64, 'poooo'],
+        'nbins': [8, 16, 32, 64, 'po'],
     }
 
     tinit = time()
 
-
     # model = OLD_GridSearchQ(
     model = qp.model_selection.GridSearchQ(
         model=model,
@@ -52,6 +51,7 @@ with qp.util.temp_seed(0):
         protocol=protocol,
         error='mae',  # the error to optimize is the MAE (a quantification-oriented loss)
         refit=False,   # retrain on the whole labelled set once done
+        raise_errors=False,
         verbose=True  # show information as the process goes on
     ).fit(training)
 
@@ -65,5 +65,5 @@ model = model.best_model_
 mae_score = qp.evaluation.evaluate(model, protocol=APP(test), error_metric='mae')
 
 print(f'MAE={mae_score:.5f}')
-print(f'model selection took {tend-tinit}s')
+print(f'model selection took {tend-tinit:.1f}s')
 

quapy/model_selection.py

@@ -23,54 +23,24 @@ class Status(Enum):
     INVALID = 3
     ERROR = 4
 
-def check_status(func):
-    @wraps(func)
-    def wrapper(*args, **kwargs):
-        obj = args[0]
-        tinit = time()
 
-        job_descriptor = dict(args[1])
+class ConfigStatus:
-        params = {**job_descriptor.get('cls-params', {}), **job_descriptor.get('q-params', {})}
+    def __init__(self, params, status, msg=''):
+        self.params = params
+        self.status = status
+        self.msg = msg
 
-        if obj.timeout > 0:
+    def __str__(self):
-            def handler(signum, frame):
+        return f':params:{self.params} :status:{self.status} ' + self.msg
-                raise TimeoutError()
 
-            signal.signal(signal.SIGALRM, handler)
+    def __repr__(self):
-            signal.alarm(obj.timeout)
+        return str(self)
 
-        try:
+    def success(self):
-            job_descriptor = func(*args, **kwargs)
+        return self.status == Status.SUCCESS
 
-            ttime = time() - tinit
+    def failed(self):
-
+        return self.status != Status.SUCCESS
-            score = job_descriptor.get('score', None)
-            if score is not None:
-                obj._sout(f'hyperparams=[{params}]\t got {obj.error.__name__} = {score:.5f} [took {ttime:.4f}s]')
-
-            if obj.timeout > 0:
-                signal.alarm(0)
-
-            exit_status = Status.SUCCESS
-
-        except TimeoutError:
-            obj._sout(f'timeout ({obj.timeout}s) reached for config {params}')
-            exit_status = Status.TIMEOUT
-
-        except ValueError as e:
-            obj._sout(f'the combination of hyperparameters {params} is invalid')
-            obj._sout(f'\tException: {e}')
-            exit_status = Status.INVALID
-
-        except Exception as e:
-            obj._sout(f'something went wrong for config {params}; skipping:')
-            obj._sout(f'\tException: {e}')
-            exit_status = Status.ERROR
-
-        job_descriptor['status'] = exit_status
-        job_descriptor['params'] = params
-        return job_descriptor
-    return wrapper
 
 
 class GridSearchQ(BaseQuantifier):
@@ -85,11 +55,14 @@ class GridSearchQ(BaseQuantifier):
     :param protocol: a sample generation protocol, an instance of :class:`quapy.protocol.AbstractProtocol`
     :param error: an error function (callable) or a string indicating the name of an error function (valid ones
         are those in :class:`quapy.error.QUANTIFICATION_ERROR`
-    :param refit: whether or not to refit the model on the whole labelled collection (training+validation) with
+    :param refit: whether to refit the model on the whole labelled collection (training+validation) with
         the best chosen hyperparameter combination. Ignored if protocol='gen'
     :param timeout: establishes a timer (in seconds) for each of the hyperparameters configurations being tested.
         Whenever a run takes longer than this timer, that configuration will be ignored. If all configurations end up
         being ignored, a TimeoutError exception is raised. If -1 (default) then no time bound is set.
+    :param raise_errors: boolean, if True then raises an exception when a param combination yields any error, if
+        otherwise is False (default), then the combination is marked with an error status, but the process goes on.
+        However, if no configuration yields a valid model, then a ValueError exception will be raised.
     :param verbose: set to True to get information through the stdout
     """
 
@@ -101,6 +74,7 @@ class GridSearchQ(BaseQuantifier):
                  refit=True,
                  timeout=-1,
                  n_jobs=None,
+                 raise_errors=False,
                  verbose=False):
 
         self.model = model
@@ -109,6 +83,7 @@ class GridSearchQ(BaseQuantifier):
         self.refit = refit
         self.timeout = timeout
         self.n_jobs = qp._get_njobs(n_jobs)
+        self.raise_errors = raise_errors
         self.verbose = verbose
         self.__check_error(error)
         assert isinstance(protocol, AbstractProtocol), 'unknown protocol'
@@ -128,112 +103,97 @@ class GridSearchQ(BaseQuantifier):
             raise ValueError(f'unexpected error type; must either be a callable function or a str representing\n'
                              f'the name of an error function in {qp.error.QUANTIFICATION_ERROR_NAMES}')
 
-    def _prepare_classifier(self, args):
+    def _prepare_classifier(self, cls_params):
-        cls_params = args['cls-params']
-        training = args['training']
         model = deepcopy(self.model)
-        model.set_params(**cls_params)
+
-        predictions = model.classifier_fit_predict(training)
+        def job(cls_params):
-        return {'model': model, 'predictions': predictions, 'cls-params': cls_params}
+            model.set_params(**cls_params)
+            predictions = model.classifier_fit_predict(self._training)
+            return predictions
+
+        predictions, status, took = self._error_handler(job, cls_params)
+        self._sout(f'[classifier fit] hyperparams={cls_params} status={status} [took {took:.3f}s]')
+        return model, predictions, status, took
 
     def _prepare_aggregation(self, args):
-
+        model, predictions, cls_took, cls_params, q_params = args
-        model = args['model']
+        model = deepcopy(model)
-        predictions = args['predictions']
-        cls_params = args['cls-params']
-        q_params = args['q-params']
-        training = args['training']
-
         params = {**cls_params, **q_params}
 
-        def job(model):
+        def job(q_params):
-            tinit = time()
-            model = deepcopy(model)
-            # overrides default parameters with the parameters being explored at this iteration
             model.set_params(**q_params)
-            model.aggregation_fit(predictions, training)
+            model.aggregation_fit(predictions, self._training)
             score = evaluation.evaluate(model, protocol=self.protocol, error_metric=self.error)
-            ttime = time()-tinit
+            return score
 
-            return {
+        score, status, aggr_took = self._error_handler(job, q_params)
-                'model': model,
+        self._print_status(params, score, status, aggr_took)
-                'cls-params':cls_params,
+        return model, params, score, status, (cls_took+aggr_took)
-                'q-params': q_params,
-                'params': params,
-                'score': score,
-                'ttime':ttime
-            }
 
-        out, status = self._error_handler(job, args)
+    def _prepare_nonaggr_model(self, params):
-        if status == Status.SUCCESS:
-            self._sout(f'hyperparams=[{params}]\t got {self.error.__name__} = {out["score"]:.5f} [took {out["time"]:.4f}s]')
-        elif status == Status.INVALID:
-            self._sout(f'the combination of hyperparameters {params} is invalid')
-        elif status == Status.
-
-
-    def _prepare_model(self, args):
-        params, training = args
         model = deepcopy(self.model)
-        # overrides default parameters with the parameters being explored at this iteration
-        model.set_params(**params)
-        model.fit(training)
-        score = evaluation.evaluate(model, protocol=self.protocol, error_metric=self.error)
-        return {'model': model, 'params': params, 'score': score}
 
+        def job(params):
+            model.set_params(**params)
+            model.fit(self._training)
+            score = evaluation.evaluate(model, protocol=self.protocol, error_metric=self.error)
+            return score
+
+        score, status, took = self._error_handler(job, params)
+        self._print_status(params, score, status, took)
+        return model, params, score, status, took
 
     def _compute_scores_aggregative(self, training):
-
         # break down the set of hyperparameters into two: classifier-specific, quantifier-specific
         cls_configs, q_configs = group_params(self.param_grid)
 
         # train all classifiers and get the predictions
-        partial_setups = qp.util.parallel(
+        self._training = training
+        cls_outs = qp.util.parallel(
             self._prepare_classifier,
-            ({'cls-params':params, 'training':training} for params in cls_configs),
+            cls_configs,
-            seed=qp.environ.get('_R_SEED', None),
-            n_jobs=self.n_jobs,
-            asarray=False,
-        )
-
-        # filter out classifier configurations that yield any error
-        for setup in partial_setups:
-            if setup['status'] != Status.SUCCESS:
-                self._sout(f'-> classifier hyperparemters {setup["params"]} caused '
-                           f'error {setup["status"]} and will be ignored')
-
-        partial_setups = [setup for setup in partial_setups if setup['status']==Status.SUCCESS]
-
-        if len(partial_setups) == 0:
-            raise ValueError('No valid configuration found for the classifier.')
-
-        # explore the quantifier-specific hyperparameters for each training configuration
-        scores = qp.util.parallel(
-            self._prepare_aggregation,
-            ({'q-params': setup[1], 'training': training, **setup[0]} for setup in itertools.product(partial_setups, q_configs)),
             seed=qp.environ.get('_R_SEED', None),
             n_jobs=self.n_jobs
         )
 
-        return scores
+        # filter out classifier configurations that yielded any error
+        success_outs = []
+        for (model, predictions, status, took), cls_config in zip(cls_outs, cls_configs):
+            if status.success():
+                success_outs.append((model, predictions, took, cls_config))
+            else:
+                self.error_collector.append(status)
+
+        if len(success_outs) == 0:
+            raise ValueError('No valid configuration found for the classifier!')
+
+        # explore the quantifier-specific hyperparameters for each valid training configuration
+        aggr_configs = [(*out, q_config) for out, q_config in itertools.product(success_outs, q_configs)]
+        aggr_outs = qp.util.parallel(
+            self._prepare_aggregation,
+            aggr_configs,
+            seed=qp.environ.get('_R_SEED', None),
+            n_jobs=self.n_jobs
+        )
+
+        return aggr_outs
 
     def _compute_scores_nonaggregative(self, training):
         configs = expand_grid(self.param_grid)
-
+        self._training = training
-        # pass a seed to parallel, so it is set in child processes
         scores = qp.util.parallel(
-            self._prepare_model,
+            self._prepare_nonaggr_model,
-            ((params, training) for params in configs),
+            configs,
             seed=qp.environ.get('_R_SEED', None),
             n_jobs=self.n_jobs
         )
         return scores
 
-    def _compute_scores(self, training):
+    def _print_status(self, params, score, status, took):
-        if isinstance(self.model, AggregativeQuantifier):
+        if status.success():
-            return self._compute_scores_aggregative(training)
+            self._sout(f'hyperparams=[{params}]\t got {self.error.__name__} = {score:.5f} [took {took:.3f}s]')
         else:
-            return self._compute_scores_nonaggregative(training)
+            self._sout(f'error={status}')
 
     def fit(self, training: LabelledCollection):
         """ Learning routine. Fits methods with all combinations of hyperparameters and selects the one minimizing
@@ -251,31 +211,41 @@ class GridSearchQ(BaseQuantifier):
 
         tinit = time()
 
+        self.error_collector = []
+
         self._sout(f'starting model selection with n_jobs={self.n_jobs}')
-        results = self._compute_scores(training)
+        if isinstance(self.model, AggregativeQuantifier):
+            results = self._compute_scores_aggregative(training)
+        else:
+            results = self._compute_scores_nonaggregative(training)
 
         self.param_scores_ = {}
         self.best_score_ = None
-        for job_result in results:
+        for model, params, score, status, took in results:
-            score = job_result.get('score', None)
+            if status.success():
-            params = job_result['params']
-            if score is not None:
                 if self.best_score_ is None or score < self.best_score_:
                     self.best_score_ = score
                     self.best_params_ = params
-                    self.best_model_ = job_result['model']
+                    self.best_model_ = model
                 self.param_scores_[str(params)] = score
             else:
-                self.param_scores_[str(params)] = job_result['status']
+                self.param_scores_[str(params)] = status.status
+                self.error_collector.append(status)
 
         tend = time()-tinit
 
         if self.best_score_ is None:
-            raise TimeoutError('no combination of hyperparameters seem to work')
+            raise ValueError('no combination of hyperparameters seemed to work')
 
         self._sout(f'optimization finished: best params {self.best_params_} (score={self.best_score_:.5f}) '
                    f'[took {tend:.4f}s]')
 
+        no_errors = len(self.error_collector)
+        if no_errors>0:
+            self._sout(f'warning: {no_errors} errors found')
+            for err in self.error_collector:
+                self._sout(f'\t{str(err)}')
+
         if self.refit:
             if isinstance(self.protocol, OnLabelledCollectionProtocol):
                 tinit = time()
@@ -284,6 +254,7 @@ class GridSearchQ(BaseQuantifier):
                 tend = time() - tinit
                 self.refit_time_ = tend
             else:
+                # already checked
                 raise RuntimeWarning(f'the model cannot be refit on the whole dataset')
 
         return self
@@ -324,23 +295,42 @@ class GridSearchQ(BaseQuantifier):
             return self.best_model_
         raise ValueError('best_model called before fit')
 
+    def _error_handler(self, func, params):
+        """
+        Endorses one job with two returned values: the status, and the time of execution
 
-    def _error_handler(self, func, *args, **kwargs):
+        :param func: the function to be called
+        :param params: parameters of the function
+        :return: `tuple(out, status, time)` where `out` is the function output,
+            `status` is an enum value from `Status`, and `time` is the time it
+            took to complete the call
+        """
+
+        output = None
+
+        def _handle(status, exception):
+            if self.raise_errors:
+                raise exception
+            else:
+                return ConfigStatus(params, status, str(e))
 
         try:
             with timeout(self.timeout):
-                output = func(*args, **kwargs)
+                tinit = time()
-                return output, Status.SUCCESS
+                output = func(params)
+                status = ConfigStatus(params, Status.SUCCESS)
 
-        except TimeoutError:
+        except TimeoutError as e:
-            return None, Status.TIMEOUT
+            status = _handle(Status.TIMEOUT, str(e))
 
-        except ValueError:
+        except ValueError as e:
-            return None, Status.INVALID
+            status = _handle(Status.INVALID, str(e))
 
-        except Exception:
+        except Exception as e:
-            return None, Status.ERROR
+            status = _handle(Status.ERROR, str(e))
 
+        took = time() - tinit
+        return output, status, took
 
 
 def cross_val_predict(quantifier: BaseQuantifier, data: LabelledCollection, nfolds=3, random_state=0):