Machine learning algorithm selection example#

In this example we use the MLAlgoSelection class to perform a grid search over different algorithms and hyperparameter values.

from __future__ import annotations

import matplotlib.pyplot as plt
from numpy import linspace
from numpy import sort
from numpy.random import default_rng

from gemseo.algos.design_space import DesignSpace
from gemseo.datasets.io_dataset import IODataset
from gemseo.mlearning.core.selection import MLAlgoSelection
from gemseo.mlearning.regression.quality.mse_measure import MSEMeasure

rng = default_rng(54321)

Build dataset#

The data are generated from the function \(f(x)=x^2\). The input data \(\{x_i\}_{i=1,\cdots,20}\) are chosen at random over the interval \([0,1]\). The output value \(y_i = f(x_i) + \varepsilon_i\) corresponds to the evaluation of \(f\) at \(x_i\) corrupted by a Gaussian noise \(\varepsilon_i\) with zero mean and standard deviation \(\sigma=0.05\).

n = 20
x = sort(rng.random(n))
y = x**2 + rng.normal(0, 0.05, n)

dataset = IODataset()
dataset.add_variable("x", x[:, None], dataset.INPUT_GROUP)
dataset.add_variable("y", y[:, None], dataset.OUTPUT_GROUP)

Build selector#

We consider three regression models, with different possible hyperparameters. A mean squared error quality measure is used with a k-folds cross validation scheme (5 folds).

selector = MLAlgoSelection(
    dataset, MSEMeasure, measure_evaluation_method_name="KFOLDS", n_folds=5
)
selector.add_candidate(
    "LinearRegressor",
    penalty_level=[0, 0.1, 1, 10, 20],
    l2_penalty_ratio=[0, 0.5, 1],
    fit_intercept=[True],
)
selector.add_candidate(
    "PolynomialRegressor",
    degree=[2, 3, 4, 10],
    penalty_level=[0, 0.1, 1, 10],
    l2_penalty_ratio=[1],
    fit_intercept=[True, False],
)
rbf_space = DesignSpace()
rbf_space.add_variable("epsilon", 1, "float", 0.01, 0.1, 0.05)
selector.add_candidate(
    "RBFRegressor",
    calib_space=rbf_space,
    calib_algo={"algo_name": "PYDOE_FULLFACT", "n_samples": 16},
    smooth=[0, 0.01, 0.1, 1, 10, 100],
)
INFO - 16:18:43: *** Start DOEScenario execution ***
INFO - 16:18:43: DOEScenario
INFO - 16:18:43:    Disciplines: MLAlgoAssessor
INFO - 16:18:43:    MDO formulation: DisciplinaryOpt
INFO - 16:18:43: Optimization problem:
INFO - 16:18:43:    minimize criterion(epsilon)
INFO - 16:18:43:    with respect to epsilon
INFO - 16:18:43:    over the design space:
INFO - 16:18:43:       +---------+-------------+-------+-------------+-------+
INFO - 16:18:43:       | Name    | Lower bound | Value | Upper bound | Type  |
INFO - 16:18:43:       +---------+-------------+-------+-------------+-------+
INFO - 16:18:43:       | epsilon |     0.01    |  0.05 |     0.1     | float |
INFO - 16:18:43:       +---------+-------------+-------+-------------+-------+
INFO - 16:18:43: Solving optimization problem with algorithm PYDOE_FULLFACT:
INFO - 16:18:43:      6%|▋         | 1/16 [00:00<00:00, 44.70 it/sec, feas=True, obj=0.00433]
INFO - 16:18:43:     12%|█▎        | 2/16 [00:00<00:00, 47.40 it/sec, feas=True, obj=0.00767]
INFO - 16:18:43:     19%|█▉        | 3/16 [00:00<00:00, 48.20 it/sec, feas=True, obj=0.0154]
INFO - 16:18:43:     25%|██▌       | 4/16 [00:00<00:00, 48.63 it/sec, feas=True, obj=0.032]
INFO - 16:18:43:     31%|███▏      | 5/16 [00:00<00:00, 49.17 it/sec, feas=True, obj=0.0645]
INFO - 16:18:43:     38%|███▊      | 6/16 [00:00<00:00, 49.39 it/sec, feas=True, obj=0.123]
INFO - 16:18:43:     44%|████▍     | 7/16 [00:00<00:00, 49.97 it/sec, feas=True, obj=0.223]
INFO - 16:18:43:     50%|█████     | 8/16 [00:00<00:00, 50.33 it/sec, feas=True, obj=0.382]
INFO - 16:18:43:     56%|█████▋    | 9/16 [00:00<00:00, 50.45 it/sec, feas=True, obj=0.62]
INFO - 16:18:43:     62%|██████▎   | 10/16 [00:00<00:00, 50.61 it/sec, feas=True, obj=0.962]
INFO - 16:18:43:     69%|██████▉   | 11/16 [00:00<00:00, 50.27 it/sec, feas=True, obj=1.43]
INFO - 16:18:43:     75%|███████▌  | 12/16 [00:00<00:00, 50.46 it/sec, feas=True, obj=2.05]
INFO - 16:18:43:     81%|████████▏ | 13/16 [00:00<00:00, 50.63 it/sec, feas=True, obj=2.85]
INFO - 16:18:43:     88%|████████▊ | 14/16 [00:00<00:00, 50.78 it/sec, feas=True, obj=3.84]
INFO - 16:18:43:     94%|█████████▍| 15/16 [00:00<00:00, 50.74 it/sec, feas=True, obj=5.05]
INFO - 16:18:43:    100%|██████████| 16/16 [00:00<00:00, 50.86 it/sec, feas=True, obj=6.51]
INFO - 16:18:43: Optimization result:
INFO - 16:18:43:    Optimizer info:
INFO - 16:18:43:       Status: None
INFO - 16:18:43:       Message: None
INFO - 16:18:43:    Solution:
INFO - 16:18:43:       Objective: 0.004329869274089771
INFO - 16:18:43:       Design space:
INFO - 16:18:43:          +---------+-------------+-------+-------------+-------+
INFO - 16:18:43:          | Name    | Lower bound | Value | Upper bound | Type  |
INFO - 16:18:43:          +---------+-------------+-------+-------------+-------+
INFO - 16:18:43:          | epsilon |     0.01    |  0.01 |     0.1     | float |
INFO - 16:18:43:          +---------+-------------+-------+-------------+-------+
INFO - 16:18:43: *** End DOEScenario execution ***
INFO - 16:18:43: *** Start DOEScenario execution ***
INFO - 16:18:43: DOEScenario
INFO - 16:18:43:    Disciplines: MLAlgoAssessor
INFO - 16:18:43:    MDO formulation: DisciplinaryOpt
INFO - 16:18:43: Optimization problem:
INFO - 16:18:43:    minimize criterion(epsilon)
INFO - 16:18:43:    with respect to epsilon
INFO - 16:18:43:    over the design space:
INFO - 16:18:43:       +---------+-------------+-------+-------------+-------+
INFO - 16:18:43:       | Name    | Lower bound | Value | Upper bound | Type  |
INFO - 16:18:43:       +---------+-------------+-------+-------------+-------+
INFO - 16:18:43:       | epsilon |     0.01    |  0.01 |     0.1     | float |
INFO - 16:18:43:       +---------+-------------+-------+-------------+-------+
INFO - 16:18:43: Solving optimization problem with algorithm PYDOE_FULLFACT:
INFO - 16:18:43:      6%|▋         | 1/16 [00:00<00:00, 45.93 it/sec, feas=True, obj=0.00392]
INFO - 16:18:43:     12%|█▎        | 2/16 [00:00<00:00, 48.76 it/sec, feas=True, obj=0.00489]
INFO - 16:18:43:     19%|█▉        | 3/16 [00:00<00:00, 49.34 it/sec, feas=True, obj=0.0056]
INFO - 16:18:43:     25%|██▌       | 4/16 [00:00<00:00, 50.20 it/sec, feas=True, obj=0.00582]
INFO - 16:18:43:     31%|███▏      | 5/16 [00:00<00:00, 50.61 it/sec, feas=True, obj=0.00558]
INFO - 16:18:43:     38%|███▊      | 6/16 [00:00<00:00, 50.95 it/sec, feas=True, obj=0.00512]
INFO - 16:18:43:     44%|████▍     | 7/16 [00:00<00:00, 50.52 it/sec, feas=True, obj=0.00454]
INFO - 16:18:43:     50%|█████     | 8/16 [00:00<00:00, 50.53 it/sec, feas=True, obj=0.00395]
INFO - 16:18:43:     56%|█████▋    | 9/16 [00:00<00:00, 50.72 it/sec, feas=True, obj=0.00343]
INFO - 16:18:43:     62%|██████▎   | 10/16 [00:00<00:00, 50.81 it/sec, feas=True, obj=0.00304]
INFO - 16:18:43:     69%|██████▉   | 11/16 [00:00<00:00, 50.64 it/sec, feas=True, obj=0.00277]
INFO - 16:18:43:     75%|███████▌  | 12/16 [00:00<00:00, 50.68 it/sec, feas=True, obj=0.00258]
INFO - 16:18:43:     81%|████████▏ | 13/16 [00:00<00:00, 50.78 it/sec, feas=True, obj=0.00246]
INFO - 16:18:43:     88%|████████▊ | 14/16 [00:00<00:00, 50.88 it/sec, feas=True, obj=0.00237]
INFO - 16:18:43:     94%|█████████▍| 15/16 [00:00<00:00, 50.98 it/sec, feas=True, obj=0.00231]
INFO - 16:18:43:    100%|██████████| 16/16 [00:00<00:00, 50.92 it/sec, feas=True, obj=0.00226]
INFO - 16:18:43: Optimization result:
INFO - 16:18:43:    Optimizer info:
INFO - 16:18:43:       Status: None
INFO - 16:18:43:       Message: None
INFO - 16:18:43:    Solution:
INFO - 16:18:43:       Objective: 0.0022624675787192077
INFO - 16:18:43:       Design space:
INFO - 16:18:43:          +---------+-------------+-------+-------------+-------+
INFO - 16:18:43:          | Name    | Lower bound | Value | Upper bound | Type  |
INFO - 16:18:43:          +---------+-------------+-------+-------------+-------+
INFO - 16:18:43:          | epsilon |     0.01    |  0.1  |     0.1     | float |
INFO - 16:18:43:          +---------+-------------+-------+-------------+-------+
INFO - 16:18:43: *** End DOEScenario execution ***
INFO - 16:18:43: *** Start DOEScenario execution ***
INFO - 16:18:43: DOEScenario
INFO - 16:18:43:    Disciplines: MLAlgoAssessor
INFO - 16:18:43:    MDO formulation: DisciplinaryOpt
INFO - 16:18:43: Optimization problem:
INFO - 16:18:43:    minimize criterion(epsilon)
INFO - 16:18:43:    with respect to epsilon
INFO - 16:18:43:    over the design space:
INFO - 16:18:43:       +---------+-------------+-------+-------------+-------+
INFO - 16:18:43:       | Name    | Lower bound | Value | Upper bound | Type  |
INFO - 16:18:43:       +---------+-------------+-------+-------------+-------+
INFO - 16:18:43:       | epsilon |     0.01    |  0.1  |     0.1     | float |
INFO - 16:18:43:       +---------+-------------+-------+-------------+-------+
INFO - 16:18:43: Solving optimization problem with algorithm PYDOE_FULLFACT:
INFO - 16:18:43:      6%|▋         | 1/16 [00:00<00:00, 46.03 it/sec, feas=True, obj=0.00305]
INFO - 16:18:44:     12%|█▎        | 2/16 [00:00<00:00, 49.18 it/sec, feas=True, obj=0.00307]
INFO - 16:18:44:     19%|█▉        | 3/16 [00:00<00:00, 49.40 it/sec, feas=True, obj=0.00297]
INFO - 16:18:44:     25%|██▌       | 4/16 [00:00<00:00, 49.94 it/sec, feas=True, obj=0.0028]
INFO - 16:18:44:     31%|███▏      | 5/16 [00:00<00:00, 50.14 it/sec, feas=True, obj=0.00263]
INFO - 16:18:44:     38%|███▊      | 6/16 [00:00<00:00, 50.57 it/sec, feas=True, obj=0.00251]
INFO - 16:18:44:     44%|████▍     | 7/16 [00:00<00:00, 50.70 it/sec, feas=True, obj=0.00242]
INFO - 16:18:44:     50%|█████     | 8/16 [00:00<00:00, 50.89 it/sec, feas=True, obj=0.00237]
INFO - 16:18:44:     56%|█████▋    | 9/16 [00:00<00:00, 50.87 it/sec, feas=True, obj=0.00233]
INFO - 16:18:44:     62%|██████▎   | 10/16 [00:00<00:00, 50.87 it/sec, feas=True, obj=0.0023]
INFO - 16:18:44:     69%|██████▉   | 11/16 [00:00<00:00, 50.94 it/sec, feas=True, obj=0.00228]
INFO - 16:18:44:     75%|███████▌  | 12/16 [00:00<00:00, 50.97 it/sec, feas=True, obj=0.00226]
INFO - 16:18:44:     81%|████████▏ | 13/16 [00:00<00:00, 51.07 it/sec, feas=True, obj=0.00224]
INFO - 16:18:44:     88%|████████▊ | 14/16 [00:00<00:00, 50.28 it/sec, feas=True, obj=0.00223]
INFO - 16:18:44:     94%|█████████▍| 15/16 [00:00<00:00, 50.26 it/sec, feas=True, obj=0.00222]
INFO - 16:18:44:    100%|██████████| 16/16 [00:00<00:00, 50.33 it/sec, feas=True, obj=0.00221]
INFO - 16:18:44: Optimization result:
INFO - 16:18:44:    Optimizer info:
INFO - 16:18:44:       Status: None
INFO - 16:18:44:       Message: None
INFO - 16:18:44:    Solution:
INFO - 16:18:44:       Objective: 0.002207251533907026
INFO - 16:18:44:       Design space:
INFO - 16:18:44:          +---------+-------------+-------+-------------+-------+
INFO - 16:18:44:          | Name    | Lower bound | Value | Upper bound | Type  |
INFO - 16:18:44:          +---------+-------------+-------+-------------+-------+
INFO - 16:18:44:          | epsilon |     0.01    |  0.1  |     0.1     | float |
INFO - 16:18:44:          +---------+-------------+-------+-------------+-------+
INFO - 16:18:44: *** End DOEScenario execution ***
INFO - 16:18:44: *** Start DOEScenario execution ***
INFO - 16:18:44: DOEScenario
INFO - 16:18:44:    Disciplines: MLAlgoAssessor
INFO - 16:18:44:    MDO formulation: DisciplinaryOpt
INFO - 16:18:44: Optimization problem:
INFO - 16:18:44:    minimize criterion(epsilon)
INFO - 16:18:44:    with respect to epsilon
INFO - 16:18:44:    over the design space:
INFO - 16:18:44:       +---------+-------------+-------+-------------+-------+
INFO - 16:18:44:       | Name    | Lower bound | Value | Upper bound | Type  |
INFO - 16:18:44:       +---------+-------------+-------+-------------+-------+
INFO - 16:18:44:       | epsilon |     0.01    |  0.1  |     0.1     | float |
INFO - 16:18:44:       +---------+-------------+-------+-------------+-------+
INFO - 16:18:44: Solving optimization problem with algorithm PYDOE_FULLFACT:
INFO - 16:18:44:      6%|▋         | 1/16 [00:00<00:00, 46.38 it/sec, feas=True, obj=0.00254]
INFO - 16:18:44:     12%|█▎        | 2/16 [00:00<00:00, 49.01 it/sec, feas=True, obj=0.0025]
INFO - 16:18:44:     19%|█▉        | 3/16 [00:00<00:00, 50.11 it/sec, feas=True, obj=0.00248]
INFO - 16:18:44:     25%|██▌       | 4/16 [00:00<00:00, 50.76 it/sec, feas=True, obj=0.00248]
INFO - 16:18:44:     31%|███▏      | 5/16 [00:00<00:00, 50.80 it/sec, feas=True, obj=0.00248]
INFO - 16:18:44:     38%|███▊      | 6/16 [00:00<00:00, 50.99 it/sec, feas=True, obj=0.0025]
INFO - 16:18:44:     44%|████▍     | 7/16 [00:00<00:00, 51.21 it/sec, feas=True, obj=0.00253]
INFO - 16:18:44:     50%|█████     | 8/16 [00:00<00:00, 51.26 it/sec, feas=True, obj=0.00256]
INFO - 16:18:44:     56%|█████▋    | 9/16 [00:00<00:00, 51.27 it/sec, feas=True, obj=0.00259]
INFO - 16:18:44:     62%|██████▎   | 10/16 [00:00<00:00, 51.35 it/sec, feas=True, obj=0.00263]
INFO - 16:18:44:     69%|██████▉   | 11/16 [00:00<00:00, 51.44 it/sec, feas=True, obj=0.00267]
INFO - 16:18:44:     75%|███████▌  | 12/16 [00:00<00:00, 51.52 it/sec, feas=True, obj=0.00272]
INFO - 16:18:44:     81%|████████▏ | 13/16 [00:00<00:00, 51.64 it/sec, feas=True, obj=0.00276]
INFO - 16:18:44:     88%|████████▊ | 14/16 [00:00<00:00, 51.71 it/sec, feas=True, obj=0.00281]
INFO - 16:18:44:     94%|█████████▍| 15/16 [00:00<00:00, 51.81 it/sec, feas=True, obj=0.00286]
INFO - 16:18:44:    100%|██████████| 16/16 [00:00<00:00, 51.91 it/sec, feas=True, obj=0.00291]
INFO - 16:18:44: Optimization result:
INFO - 16:18:44:    Optimizer info:
INFO - 16:18:44:       Status: None
INFO - 16:18:44:       Message: None
INFO - 16:18:44:    Solution:
INFO - 16:18:44:       Objective: 0.002476990894836163
INFO - 16:18:44:       Design space:
INFO - 16:18:44:          +---------+-------------+-------+-------------+-------+
INFO - 16:18:44:          | Name    | Lower bound | Value | Upper bound | Type  |
INFO - 16:18:44:          +---------+-------------+-------+-------------+-------+
INFO - 16:18:44:          | epsilon |     0.01    | 0.028 |     0.1     | float |
INFO - 16:18:44:          +---------+-------------+-------+-------------+-------+
INFO - 16:18:44: *** End DOEScenario execution ***
INFO - 16:18:44: *** Start DOEScenario execution ***
INFO - 16:18:44: DOEScenario
INFO - 16:18:44:    Disciplines: MLAlgoAssessor
INFO - 16:18:44:    MDO formulation: DisciplinaryOpt
INFO - 16:18:44: Optimization problem:
INFO - 16:18:44:    minimize criterion(epsilon)
INFO - 16:18:44:    with respect to epsilon
INFO - 16:18:44:    over the design space:
INFO - 16:18:44:       +---------+-------------+-------+-------------+-------+
INFO - 16:18:44:       | Name    | Lower bound | Value | Upper bound | Type  |
INFO - 16:18:44:       +---------+-------------+-------+-------------+-------+
INFO - 16:18:44:       | epsilon |     0.01    | 0.028 |     0.1     | float |
INFO - 16:18:44:       +---------+-------------+-------+-------------+-------+
INFO - 16:18:44: Solving optimization problem with algorithm PYDOE_FULLFACT:
INFO - 16:18:44:      6%|▋         | 1/16 [00:00<00:00, 47.27 it/sec, feas=True, obj=0.00292]
INFO - 16:18:44:     12%|█▎        | 2/16 [00:00<00:00, 50.00 it/sec, feas=True, obj=0.00326]
INFO - 16:18:44:     19%|█▉        | 3/16 [00:00<00:00, 50.61 it/sec, feas=True, obj=0.00361]
INFO - 16:18:44:     25%|██▌       | 4/16 [00:00<00:00, 51.27 it/sec, feas=True, obj=0.00398]
INFO - 16:18:44:     31%|███▏      | 5/16 [00:00<00:00, 51.66 it/sec, feas=True, obj=0.00435]
INFO - 16:18:44:     38%|███▊      | 6/16 [00:00<00:00, 51.86 it/sec, feas=True, obj=0.00474]
INFO - 16:18:44:     44%|████▍     | 7/16 [00:00<00:00, 52.08 it/sec, feas=True, obj=0.00513]
INFO - 16:18:44:     50%|█████     | 8/16 [00:00<00:00, 52.27 it/sec, feas=True, obj=0.00553]
INFO - 16:18:44:     56%|█████▋    | 9/16 [00:00<00:00, 52.32 it/sec, feas=True, obj=0.00594]
INFO - 16:18:44:     62%|██████▎   | 10/16 [00:00<00:00, 52.45 it/sec, feas=True, obj=0.00636]
INFO - 16:18:44:     69%|██████▉   | 11/16 [00:00<00:00, 52.50 it/sec, feas=True, obj=0.00679]
INFO - 16:18:44:     75%|███████▌  | 12/16 [00:00<00:00, 52.52 it/sec, feas=True, obj=0.00723]
INFO - 16:18:44:     81%|████████▏ | 13/16 [00:00<00:00, 52.58 it/sec, feas=True, obj=0.00767]
INFO - 16:18:44:     88%|████████▊ | 14/16 [00:00<00:00, 52.63 it/sec, feas=True, obj=0.00813]
INFO - 16:18:44:     94%|█████████▍| 15/16 [00:00<00:00, 52.65 it/sec, feas=True, obj=0.00859]
INFO - 16:18:44:    100%|██████████| 16/16 [00:00<00:00, 52.64 it/sec, feas=True, obj=0.00906]
INFO - 16:18:44: Optimization result:
INFO - 16:18:44:    Optimizer info:
INFO - 16:18:44:       Status: None
INFO - 16:18:44:       Message: None
INFO - 16:18:44:    Solution:
INFO - 16:18:44:       Objective: 0.002919064447634629
INFO - 16:18:44:       Design space:
INFO - 16:18:44:          +---------+-------------+-------+-------------+-------+
INFO - 16:18:44:          | Name    | Lower bound | Value | Upper bound | Type  |
INFO - 16:18:44:          +---------+-------------+-------+-------------+-------+
INFO - 16:18:44:          | epsilon |     0.01    |  0.01 |     0.1     | float |
INFO - 16:18:44:          +---------+-------------+-------+-------------+-------+
INFO - 16:18:44: *** End DOEScenario execution ***
INFO - 16:18:44: *** Start DOEScenario execution ***
INFO - 16:18:44: DOEScenario
INFO - 16:18:44:    Disciplines: MLAlgoAssessor
INFO - 16:18:44:    MDO formulation: DisciplinaryOpt
INFO - 16:18:44: Optimization problem:
INFO - 16:18:44:    minimize criterion(epsilon)
INFO - 16:18:44:    with respect to epsilon
INFO - 16:18:44:    over the design space:
INFO - 16:18:44:       +---------+-------------+-------+-------------+-------+
INFO - 16:18:44:       | Name    | Lower bound | Value | Upper bound | Type  |
INFO - 16:18:44:       +---------+-------------+-------+-------------+-------+
INFO - 16:18:44:       | epsilon |     0.01    |  0.01 |     0.1     | float |
INFO - 16:18:44:       +---------+-------------+-------+-------------+-------+
INFO - 16:18:44: Solving optimization problem with algorithm PYDOE_FULLFACT:
INFO - 16:18:44:      6%|▋         | 1/16 [00:00<00:00, 48.10 it/sec, feas=True, obj=0.00846]
INFO - 16:18:44:     12%|█▎        | 2/16 [00:00<00:00, 49.81 it/sec, feas=True, obj=0.0119]
INFO - 16:18:44:     19%|█▉        | 3/16 [00:00<00:00, 50.74 it/sec, feas=True, obj=0.0148]
INFO - 16:18:45:     25%|██▌       | 4/16 [00:00<00:00, 50.43 it/sec, feas=True, obj=0.0172]
INFO - 16:18:45:     31%|███▏      | 5/16 [00:00<00:00, 50.42 it/sec, feas=True, obj=0.019]
INFO - 16:18:45:     38%|███▊      | 6/16 [00:00<00:00, 50.68 it/sec, feas=True, obj=0.0213]
INFO - 16:18:45:     44%|████▍     | 7/16 [00:00<00:00, 50.75 it/sec, feas=True, obj=0.0921]
INFO - 16:18:45:     50%|█████     | 8/16 [00:00<00:00, 50.90 it/sec, feas=True, obj=11.9]
INFO - 16:18:45:     56%|█████▋    | 9/16 [00:00<00:00, 51.02 it/sec, feas=True, obj=0.0761]
INFO - 16:18:45:     62%|██████▎   | 10/16 [00:00<00:00, 50.77 it/sec, feas=True, obj=0.0533]
INFO - 16:18:45:     69%|██████▉   | 11/16 [00:00<00:00, 50.90 it/sec, feas=True, obj=0.0483]
INFO - 16:18:45:     75%|███████▌  | 12/16 [00:00<00:00, 50.82 it/sec, feas=True, obj=0.0466]
INFO - 16:18:45:     81%|████████▏ | 13/16 [00:00<00:00, 50.87 it/sec, feas=True, obj=0.0461]
INFO - 16:18:45:     88%|████████▊ | 14/16 [00:00<00:00, 50.91 it/sec, feas=True, obj=0.0461]
INFO - 16:18:45:     94%|█████████▍| 15/16 [00:00<00:00, 51.04 it/sec, feas=True, obj=0.0464]
INFO - 16:18:45:    100%|██████████| 16/16 [00:00<00:00, 51.02 it/sec, feas=True, obj=0.0468]
INFO - 16:18:45: Optimization result:
INFO - 16:18:45:    Optimizer info:
INFO - 16:18:45:       Status: None
INFO - 16:18:45:       Message: None
INFO - 16:18:45:    Solution:
INFO - 16:18:45:       Objective: 0.008462904901011767
INFO - 16:18:45:       Design space:
INFO - 16:18:45:          +---------+-------------+-------+-------------+-------+
INFO - 16:18:45:          | Name    | Lower bound | Value | Upper bound | Type  |
INFO - 16:18:45:          +---------+-------------+-------+-------------+-------+
INFO - 16:18:45:          | epsilon |     0.01    |  0.01 |     0.1     | float |
INFO - 16:18:45:          +---------+-------------+-------+-------------+-------+
INFO - 16:18:45: *** End DOEScenario execution ***

Select best candidate#

best_algo = selector.select()
best_algo
PolynomialRegressor(degree=4, fit_intercept=True, input_names=(), l2_penalty_ratio=1.0, output_names=(), parameters={}, penalty_level=0.0, random_state=0, transformer={})
  • based on the scikit-learn library
  • built from 20 learning samples


Plot results#

Plot the best models from each candidate algorithm

finex = linspace(0, 1, 1000)
for candidate in selector.candidates:
    algo = candidate[0]
    print(algo)
    predy = algo.predict(finex[:, None])[:, 0]
    plt.plot(finex, predy, label=algo.SHORT_ALGO_NAME)
plt.scatter(x, y, label="Training points")
plt.legend()
plt.show()
plot selection
LinearRegressor(fit_intercept=True, input_names=(), l2_penalty_ratio=0.0, output_names=(), parameters={}, penalty_level=0.0, random_state=0, transformer={})
   based on the scikit-learn library
   built from 20 learning samples
PolynomialRegressor(degree=4, fit_intercept=True, input_names=(), l2_penalty_ratio=1.0, output_names=(), parameters={}, penalty_level=0.0, random_state=0, transformer={})
   based on the scikit-learn library
   built from 20 learning samples
RBFRegressor(der_function=None, epsilon=0.1, function=multiquadric, input_names=(), norm=euclidean, output_names=(), parameters={}, smooth=0.1, transformer={})
   based on the SciPy library
   built from 20 learning samples

Total running time of the script: (0 minutes 3.028 seconds)

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