Files
Atomizer/optimization_engine/surrogate_tuner.py

801 lines
27 KiB
Python
Raw Normal View History

"""
Hyperparameter Tuning for Neural Network Surrogates
This module provides automatic hyperparameter optimization for MLP surrogates
using Optuna, with proper train/validation splits and early stopping.
Key Features:
1. Optuna-based hyperparameter search
2. K-fold cross-validation
3. Early stopping to prevent overfitting
4. Ensemble model support
5. Proper uncertainty quantification
Usage:
from optimization_engine.surrogate_tuner import SurrogateHyperparameterTuner
tuner = SurrogateHyperparameterTuner(
input_dim=11,
output_dim=3,
n_trials=50
)
best_config = tuner.tune(X_train, Y_train)
model = tuner.create_tuned_model(best_config)
"""
import logging
import numpy as np
from typing import Dict, List, Tuple, Optional, Any
from dataclasses import dataclass, field
from pathlib import Path
logger = logging.getLogger(__name__)
try:
import torch
import torch.nn as nn
from torch.utils.data import DataLoader, TensorDataset
TORCH_AVAILABLE = True
except ImportError:
TORCH_AVAILABLE = False
logger.warning("PyTorch not installed")
try:
import optuna
from optuna.samplers import TPESampler
from optuna.pruners import MedianPruner
OPTUNA_AVAILABLE = True
except ImportError:
OPTUNA_AVAILABLE = False
logger.warning("Optuna not installed")
@dataclass
class SurrogateConfig:
"""Configuration for a tuned surrogate model."""
hidden_dims: List[int] = field(default_factory=lambda: [128, 256, 128])
dropout: float = 0.1
activation: str = 'relu'
use_batch_norm: bool = True
learning_rate: float = 1e-3
weight_decay: float = 1e-4
batch_size: int = 16
max_epochs: int = 500
early_stopping_patience: int = 30
# Normalization stats (filled during training)
input_mean: Optional[np.ndarray] = None
input_std: Optional[np.ndarray] = None
output_mean: Optional[np.ndarray] = None
output_std: Optional[np.ndarray] = None
# Validation metrics
val_loss: float = float('inf')
val_r2: Dict[str, float] = field(default_factory=dict)
class TunableMLP(nn.Module):
"""Flexible MLP with configurable architecture."""
def __init__(
self,
input_dim: int,
output_dim: int,
hidden_dims: List[int],
dropout: float = 0.1,
activation: str = 'relu',
use_batch_norm: bool = True
):
super().__init__()
self.input_dim = input_dim
self.output_dim = output_dim
# Activation function
activations = {
'relu': nn.ReLU(),
'leaky_relu': nn.LeakyReLU(0.1),
'elu': nn.ELU(),
'selu': nn.SELU(),
'gelu': nn.GELU(),
'swish': nn.SiLU()
}
act_fn = activations.get(activation, nn.ReLU())
# Build layers
layers = []
prev_dim = input_dim
for hidden_dim in hidden_dims:
layers.append(nn.Linear(prev_dim, hidden_dim))
if use_batch_norm:
layers.append(nn.BatchNorm1d(hidden_dim))
layers.append(act_fn)
if dropout > 0:
layers.append(nn.Dropout(dropout))
prev_dim = hidden_dim
layers.append(nn.Linear(prev_dim, output_dim))
self.network = nn.Sequential(*layers)
self._init_weights()
def _init_weights(self):
"""Initialize weights using Kaiming initialization."""
for m in self.modules():
if isinstance(m, nn.Linear):
nn.init.kaiming_normal_(m.weight, mode='fan_in', nonlinearity='relu')
if m.bias is not None:
nn.init.constant_(m.bias, 0)
def forward(self, x):
return self.network(x)
class EarlyStopping:
"""Early stopping to prevent overfitting."""
def __init__(self, patience: int = 20, min_delta: float = 1e-5):
self.patience = patience
self.min_delta = min_delta
self.counter = 0
self.best_loss = float('inf')
self.best_model_state = None
self.should_stop = False
def __call__(self, val_loss: float, model: nn.Module) -> bool:
if val_loss < self.best_loss - self.min_delta:
self.best_loss = val_loss
self.best_model_state = {k: v.cpu().clone() for k, v in model.state_dict().items()}
self.counter = 0
else:
self.counter += 1
if self.counter >= self.patience:
self.should_stop = True
return self.should_stop
def restore_best(self, model: nn.Module):
"""Restore model to best state."""
if self.best_model_state is not None:
model.load_state_dict(self.best_model_state)
class SurrogateHyperparameterTuner:
"""
Automatic hyperparameter tuning for neural network surrogates.
Uses Optuna for Bayesian optimization of:
- Network architecture (layers, widths)
- Regularization (dropout, weight decay)
- Learning rate and batch size
- Activation functions
"""
def __init__(
self,
input_dim: int,
output_dim: int,
n_trials: int = 50,
n_cv_folds: int = 5,
device: str = 'auto',
seed: int = 42,
timeout_seconds: Optional[int] = None
):
"""
Initialize hyperparameter tuner.
Args:
input_dim: Number of input features (design variables)
output_dim: Number of outputs (objectives)
n_trials: Number of Optuna trials for hyperparameter search
n_cv_folds: Number of cross-validation folds
device: Computing device ('cuda', 'cpu', or 'auto')
seed: Random seed for reproducibility
timeout_seconds: Optional timeout for tuning
"""
if not TORCH_AVAILABLE:
raise ImportError("PyTorch required for surrogate tuning")
if not OPTUNA_AVAILABLE:
raise ImportError("Optuna required for hyperparameter tuning")
self.input_dim = input_dim
self.output_dim = output_dim
self.n_trials = n_trials
self.n_cv_folds = n_cv_folds
self.seed = seed
self.timeout = timeout_seconds
if device == 'auto':
self.device = torch.device('cuda' if torch.cuda.is_available() else 'cpu')
else:
self.device = torch.device(device)
self.best_config: Optional[SurrogateConfig] = None
self.study: Optional[optuna.Study] = None
# Set seeds
np.random.seed(seed)
torch.manual_seed(seed)
if torch.cuda.is_available():
torch.cuda.manual_seed(seed)
def _suggest_hyperparameters(self, trial: optuna.Trial) -> SurrogateConfig:
"""Suggest hyperparameters for a trial."""
# Architecture
n_layers = trial.suggest_int('n_layers', 2, 5)
hidden_dims = []
for i in range(n_layers):
dim = trial.suggest_int(f'hidden_dim_{i}', 32, 512, step=32)
hidden_dims.append(dim)
# Regularization
dropout = trial.suggest_float('dropout', 0.0, 0.5)
weight_decay = trial.suggest_float('weight_decay', 1e-6, 1e-2, log=True)
# Training
learning_rate = trial.suggest_float('learning_rate', 1e-5, 1e-2, log=True)
batch_size = trial.suggest_categorical('batch_size', [8, 16, 32, 64])
# Activation
activation = trial.suggest_categorical('activation',
['relu', 'leaky_relu', 'elu', 'gelu', 'swish'])
# Batch norm
use_batch_norm = trial.suggest_categorical('use_batch_norm', [True, False])
return SurrogateConfig(
hidden_dims=hidden_dims,
dropout=dropout,
activation=activation,
use_batch_norm=use_batch_norm,
learning_rate=learning_rate,
weight_decay=weight_decay,
batch_size=batch_size
)
def _train_fold(
self,
config: SurrogateConfig,
X_train: np.ndarray,
Y_train: np.ndarray,
X_val: np.ndarray,
Y_val: np.ndarray,
trial: Optional[optuna.Trial] = None
) -> Tuple[float, Dict[str, float]]:
"""Train model on one fold and return validation metrics."""
# Create model
model = TunableMLP(
input_dim=self.input_dim,
output_dim=self.output_dim,
hidden_dims=config.hidden_dims,
dropout=config.dropout,
activation=config.activation,
use_batch_norm=config.use_batch_norm
).to(self.device)
# Prepare data
X_train_t = torch.tensor(X_train, dtype=torch.float32, device=self.device)
Y_train_t = torch.tensor(Y_train, dtype=torch.float32, device=self.device)
X_val_t = torch.tensor(X_val, dtype=torch.float32, device=self.device)
Y_val_t = torch.tensor(Y_val, dtype=torch.float32, device=self.device)
train_dataset = TensorDataset(X_train_t, Y_train_t)
train_loader = DataLoader(train_dataset, batch_size=config.batch_size, shuffle=True)
# Optimizer and scheduler
optimizer = torch.optim.AdamW(
model.parameters(),
lr=config.learning_rate,
weight_decay=config.weight_decay
)
scheduler = torch.optim.lr_scheduler.CosineAnnealingLR(
optimizer, T_max=config.max_epochs
)
early_stopping = EarlyStopping(patience=config.early_stopping_patience)
# Training loop
for epoch in range(config.max_epochs):
model.train()
for X_batch, Y_batch in train_loader:
optimizer.zero_grad()
pred = model(X_batch)
loss = nn.functional.mse_loss(pred, Y_batch)
loss.backward()
torch.nn.utils.clip_grad_norm_(model.parameters(), 1.0)
optimizer.step()
scheduler.step()
# Validation
model.eval()
with torch.no_grad():
val_pred = model(X_val_t)
val_loss = nn.functional.mse_loss(val_pred, Y_val_t).item()
# Early stopping
if early_stopping(val_loss, model):
break
# Optuna pruning (only report once per epoch across all folds)
if trial is not None and epoch % 10 == 0:
trial.report(val_loss, epoch // 10)
if trial.should_prune():
raise optuna.TrialPruned()
# Restore best model
early_stopping.restore_best(model)
# Final validation metrics
model.eval()
with torch.no_grad():
val_pred = model(X_val_t).cpu().numpy()
Y_val_np = Y_val_t.cpu().numpy()
val_loss = float(np.mean((val_pred - Y_val_np) ** 2))
# R² per output
r2_scores = {}
for i in range(self.output_dim):
ss_res = np.sum((Y_val_np[:, i] - val_pred[:, i]) ** 2)
ss_tot = np.sum((Y_val_np[:, i] - Y_val_np[:, i].mean()) ** 2)
r2 = 1 - ss_res / ss_tot if ss_tot > 0 else 0
r2_scores[f'output_{i}'] = r2
return val_loss, r2_scores
def _cross_validate(
self,
config: SurrogateConfig,
X: np.ndarray,
Y: np.ndarray,
trial: Optional[optuna.Trial] = None
) -> Tuple[float, Dict[str, float]]:
"""Perform k-fold cross-validation."""
n_samples = len(X)
indices = np.random.permutation(n_samples)
fold_size = n_samples // self.n_cv_folds
fold_losses = []
fold_r2s = {f'output_{i}': [] for i in range(self.output_dim)}
for fold in range(self.n_cv_folds):
# Split indices
val_start = fold * fold_size
val_end = val_start + fold_size if fold < self.n_cv_folds - 1 else n_samples
val_indices = indices[val_start:val_end]
train_indices = np.concatenate([indices[:val_start], indices[val_end:]])
X_train, Y_train = X[train_indices], Y[train_indices]
X_val, Y_val = X[val_indices], Y[val_indices]
# Skip fold if too few samples
if len(X_train) < 10 or len(X_val) < 2:
continue
val_loss, r2_scores = self._train_fold(
config, X_train, Y_train, X_val, Y_val, trial
)
fold_losses.append(val_loss)
for key, val in r2_scores.items():
fold_r2s[key].append(val)
mean_loss = np.mean(fold_losses)
mean_r2 = {k: np.mean(v) for k, v in fold_r2s.items()}
return mean_loss, mean_r2
def tune(
self,
X: np.ndarray,
Y: np.ndarray,
output_names: Optional[List[str]] = None
) -> SurrogateConfig:
"""
Tune hyperparameters using Optuna.
Args:
X: Input features [n_samples, input_dim]
Y: Outputs [n_samples, output_dim]
output_names: Optional names for outputs (for logging)
Returns:
Best SurrogateConfig found
"""
logger.info(f"Starting hyperparameter tuning with {self.n_trials} trials...")
logger.info(f"Data: {len(X)} samples, {self.n_cv_folds}-fold CV")
# Normalize data
self.input_mean = X.mean(axis=0)
self.input_std = X.std(axis=0) + 1e-8
self.output_mean = Y.mean(axis=0)
self.output_std = Y.std(axis=0) + 1e-8
X_norm = (X - self.input_mean) / self.input_std
Y_norm = (Y - self.output_mean) / self.output_std
def objective(trial: optuna.Trial) -> float:
config = self._suggest_hyperparameters(trial)
val_loss, r2_scores = self._cross_validate(config, X_norm, Y_norm, trial)
# Log R² scores
for key, val in r2_scores.items():
trial.set_user_attr(f'r2_{key}', val)
return val_loss
# Create study
self.study = optuna.create_study(
direction='minimize',
sampler=TPESampler(seed=self.seed, n_startup_trials=10),
pruner=MedianPruner(n_startup_trials=5, n_warmup_steps=20)
)
self.study.optimize(
objective,
n_trials=self.n_trials,
timeout=self.timeout,
show_progress_bar=True,
catch=(RuntimeError,) # Catch GPU OOM errors
)
# Build best config
best_trial = self.study.best_trial
self.best_config = self._suggest_hyperparameters_from_params(best_trial.params)
self.best_config.val_loss = best_trial.value
self.best_config.val_r2 = {
k.replace('r2_', ''): v
for k, v in best_trial.user_attrs.items()
if k.startswith('r2_')
}
# Store normalization
self.best_config.input_mean = self.input_mean
self.best_config.input_std = self.input_std
self.best_config.output_mean = self.output_mean
self.best_config.output_std = self.output_std
# Log results
logger.info(f"\nBest hyperparameters found:")
logger.info(f" Hidden dims: {self.best_config.hidden_dims}")
logger.info(f" Dropout: {self.best_config.dropout:.3f}")
logger.info(f" Activation: {self.best_config.activation}")
logger.info(f" Batch norm: {self.best_config.use_batch_norm}")
logger.info(f" Learning rate: {self.best_config.learning_rate:.2e}")
logger.info(f" Weight decay: {self.best_config.weight_decay:.2e}")
logger.info(f" Batch size: {self.best_config.batch_size}")
logger.info(f" Validation loss: {self.best_config.val_loss:.6f}")
if output_names:
for i, name in enumerate(output_names):
r2 = self.best_config.val_r2.get(f'output_{i}', 0)
logger.info(f" {name} R² (CV): {r2:.4f}")
return self.best_config
def _suggest_hyperparameters_from_params(self, params: Dict[str, Any]) -> SurrogateConfig:
"""Reconstruct config from Optuna params dict."""
n_layers = params['n_layers']
hidden_dims = [params[f'hidden_dim_{i}'] for i in range(n_layers)]
return SurrogateConfig(
hidden_dims=hidden_dims,
dropout=params['dropout'],
activation=params['activation'],
use_batch_norm=params['use_batch_norm'],
learning_rate=params['learning_rate'],
weight_decay=params['weight_decay'],
batch_size=params['batch_size']
)
def create_tuned_model(
self,
config: Optional[SurrogateConfig] = None
) -> TunableMLP:
"""Create a model with tuned hyperparameters."""
if config is None:
config = self.best_config
if config is None:
raise ValueError("No config available. Run tune() first.")
return TunableMLP(
input_dim=self.input_dim,
output_dim=self.output_dim,
hidden_dims=config.hidden_dims,
dropout=config.dropout,
activation=config.activation,
use_batch_norm=config.use_batch_norm
)
class TunedEnsembleSurrogate:
"""
Ensemble of tuned surrogate models for better uncertainty quantification.
Trains multiple models with different random seeds and aggregates predictions.
"""
def __init__(
self,
config: SurrogateConfig,
input_dim: int,
output_dim: int,
n_models: int = 5,
device: str = 'auto'
):
"""
Initialize ensemble surrogate.
Args:
config: Tuned configuration to use for all models
input_dim: Number of input features
output_dim: Number of outputs
n_models: Number of models in ensemble
device: Computing device
"""
self.config = config
self.input_dim = input_dim
self.output_dim = output_dim
self.n_models = n_models
if device == 'auto':
self.device = torch.device('cuda' if torch.cuda.is_available() else 'cpu')
else:
self.device = torch.device(device)
self.models: List[TunableMLP] = []
self.trained = False
def train(self, X: np.ndarray, Y: np.ndarray, val_split: float = 0.2):
"""Train all models in the ensemble."""
logger.info(f"Training ensemble of {self.n_models} models...")
# Normalize using config stats
X_norm = (X - self.config.input_mean) / self.config.input_std
Y_norm = (Y - self.config.output_mean) / self.config.output_std
# Split data
n_val = int(len(X) * val_split)
indices = np.random.permutation(len(X))
train_idx, val_idx = indices[n_val:], indices[:n_val]
X_train, Y_train = X_norm[train_idx], Y_norm[train_idx]
X_val, Y_val = X_norm[val_idx], Y_norm[val_idx]
X_train_t = torch.tensor(X_train, dtype=torch.float32, device=self.device)
Y_train_t = torch.tensor(Y_train, dtype=torch.float32, device=self.device)
X_val_t = torch.tensor(X_val, dtype=torch.float32, device=self.device)
Y_val_t = torch.tensor(Y_val, dtype=torch.float32, device=self.device)
train_dataset = TensorDataset(X_train_t, Y_train_t)
self.models = []
for i in range(self.n_models):
torch.manual_seed(42 + i)
model = TunableMLP(
input_dim=self.input_dim,
output_dim=self.output_dim,
hidden_dims=self.config.hidden_dims,
dropout=self.config.dropout,
activation=self.config.activation,
use_batch_norm=self.config.use_batch_norm
).to(self.device)
optimizer = torch.optim.AdamW(
model.parameters(),
lr=self.config.learning_rate,
weight_decay=self.config.weight_decay
)
scheduler = torch.optim.lr_scheduler.CosineAnnealingLR(
optimizer, T_max=self.config.max_epochs
)
train_loader = DataLoader(
train_dataset,
batch_size=self.config.batch_size,
shuffle=True
)
early_stopping = EarlyStopping(patience=self.config.early_stopping_patience)
for epoch in range(self.config.max_epochs):
model.train()
for X_batch, Y_batch in train_loader:
optimizer.zero_grad()
pred = model(X_batch)
loss = nn.functional.mse_loss(pred, Y_batch)
loss.backward()
torch.nn.utils.clip_grad_norm_(model.parameters(), 1.0)
optimizer.step()
scheduler.step()
model.eval()
with torch.no_grad():
val_pred = model(X_val_t)
val_loss = nn.functional.mse_loss(val_pred, Y_val_t).item()
if early_stopping(val_loss, model):
break
early_stopping.restore_best(model)
model.eval()
self.models.append(model)
logger.info(f" Model {i+1}/{self.n_models}: val_loss = {early_stopping.best_loss:.6f}")
self.trained = True
logger.info("Ensemble training complete")
def predict(self, X: np.ndarray) -> Tuple[np.ndarray, np.ndarray]:
"""
Predict with uncertainty estimation.
Args:
X: Input features [n_samples, input_dim]
Returns:
Tuple of (mean_predictions, std_predictions)
"""
if not self.trained:
raise RuntimeError("Ensemble not trained. Call train() first.")
# Normalize input
X_norm = (X - self.config.input_mean) / self.config.input_std
X_t = torch.tensor(X_norm, dtype=torch.float32, device=self.device)
# Collect predictions from all models
predictions = []
for model in self.models:
model.eval()
with torch.no_grad():
pred = model(X_t).cpu().numpy()
# Denormalize
pred = pred * self.config.output_std + self.config.output_mean
predictions.append(pred)
predictions = np.array(predictions) # [n_models, n_samples, output_dim]
mean_pred = predictions.mean(axis=0)
std_pred = predictions.std(axis=0)
return mean_pred, std_pred
def predict_single(self, params: Dict[str, float], var_names: List[str]) -> Tuple[Dict[str, float], float]:
"""
Predict for a single point with uncertainty.
Args:
params: Dictionary of input parameters
var_names: List of variable names in order
Returns:
Tuple of (predictions dict, total uncertainty)
"""
X = np.array([[params[name] for name in var_names]])
mean, std = self.predict(X)
pred_dict = {f'output_{i}': mean[0, i] for i in range(self.output_dim)}
uncertainty = float(np.sum(std[0]))
return pred_dict, uncertainty
def save(self, path: Path):
"""Save ensemble to disk."""
state = {
'config': {
'hidden_dims': self.config.hidden_dims,
'dropout': self.config.dropout,
'activation': self.config.activation,
'use_batch_norm': self.config.use_batch_norm,
'learning_rate': self.config.learning_rate,
'weight_decay': self.config.weight_decay,
'batch_size': self.config.batch_size,
'input_mean': self.config.input_mean.tolist(),
'input_std': self.config.input_std.tolist(),
'output_mean': self.config.output_mean.tolist(),
'output_std': self.config.output_std.tolist(),
},
'n_models': self.n_models,
'model_states': [m.state_dict() for m in self.models]
}
torch.save(state, path)
logger.info(f"Saved ensemble to {path}")
def load(self, path: Path):
"""Load ensemble from disk."""
state = torch.load(path, map_location=self.device)
# Restore config
cfg = state['config']
self.config = SurrogateConfig(
hidden_dims=cfg['hidden_dims'],
dropout=cfg['dropout'],
activation=cfg['activation'],
use_batch_norm=cfg['use_batch_norm'],
learning_rate=cfg['learning_rate'],
weight_decay=cfg['weight_decay'],
batch_size=cfg['batch_size'],
input_mean=np.array(cfg['input_mean']),
input_std=np.array(cfg['input_std']),
output_mean=np.array(cfg['output_mean']),
output_std=np.array(cfg['output_std'])
)
self.n_models = state['n_models']
self.models = []
for model_state in state['model_states']:
model = TunableMLP(
input_dim=self.input_dim,
output_dim=self.output_dim,
hidden_dims=self.config.hidden_dims,
dropout=self.config.dropout,
activation=self.config.activation,
use_batch_norm=self.config.use_batch_norm
).to(self.device)
model.load_state_dict(model_state)
model.eval()
self.models.append(model)
self.trained = True
logger.info(f"Loaded ensemble with {self.n_models} models from {path}")
def tune_surrogate_for_study(
fea_data: List[Dict],
design_var_names: List[str],
objective_names: List[str],
n_tuning_trials: int = 50,
n_ensemble_models: int = 5
) -> TunedEnsembleSurrogate:
"""
Convenience function to tune and create ensemble surrogate.
Args:
fea_data: List of FEA results with 'params' and 'objectives' keys
design_var_names: List of design variable names
objective_names: List of objective names
n_tuning_trials: Number of Optuna trials
n_ensemble_models: Number of models in ensemble
Returns:
Trained TunedEnsembleSurrogate
"""
# Prepare data
X = np.array([[d['params'][name] for name in design_var_names] for d in fea_data])
Y = np.array([[d['objectives'][name] for name in objective_names] for d in fea_data])
logger.info(f"Tuning surrogate on {len(X)} samples...")
logger.info(f"Input: {len(design_var_names)} design variables")
logger.info(f"Output: {len(objective_names)} objectives")
# Tune hyperparameters
tuner = SurrogateHyperparameterTuner(
input_dim=len(design_var_names),
output_dim=len(objective_names),
n_trials=n_tuning_trials,
n_cv_folds=5
)
best_config = tuner.tune(X, Y, output_names=objective_names)
# Create and train ensemble
ensemble = TunedEnsembleSurrogate(
config=best_config,
input_dim=len(design_var_names),
output_dim=len(objective_names),
n_models=n_ensemble_models
)
ensemble.train(X, Y)
return ensemble