|
| 1 | +""" |
| 2 | +Parameter distributions for hyperparameter optimization |
| 3 | +""" |
| 4 | + |
| 5 | +import numpy as np |
| 6 | +from scipy.stats import loguniform, randint, uniform, norm |
| 7 | +import copy |
| 8 | + |
| 9 | + |
| 10 | +class loguniform_int: |
| 11 | + """Integer valued version of the log-uniform distribution""" |
| 12 | + |
| 13 | + def __init__(self, a, b): |
| 14 | + self._distribution = loguniform(a, b) |
| 15 | + |
| 16 | + def rvs(self, *args, **kwargs): |
| 17 | + """Random variable sample""" |
| 18 | + return self._distribution.rvs(*args, **kwargs).astype(int) |
| 19 | + |
| 20 | + |
| 21 | +class norm_int: |
| 22 | + """Integer valued version of the normal distribution""" |
| 23 | + |
| 24 | + def __init__(self, a, b): |
| 25 | + self._distribution = norm(a, b) |
| 26 | + |
| 27 | + def rvs(self, *args, **kwargs): |
| 28 | + """Random variable sample""" |
| 29 | + if self._distribution.rvs(*args, **kwargs).astype(int) < 1: |
| 30 | + return 1 |
| 31 | + else: |
| 32 | + return self._distribution.rvs(*args, **kwargs).astype(int) |
| 33 | + |
| 34 | + |
| 35 | +param_distributions_total = dict() |
| 36 | + |
| 37 | +# carte-gnn |
| 38 | +param_distributions = dict() |
| 39 | +lr_grid = [1e-4, 2.5e-4, 5e-4, 7.5e-4, 1e-3] |
| 40 | +param_distributions["learning_rate"] = lr_grid |
| 41 | +param_distributions_total["carte-gnn"] = param_distributions |
| 42 | + |
| 43 | +# histgb |
| 44 | +param_distributions = dict() |
| 45 | +param_distributions["learning_rate"] = loguniform(1e-2, 10) |
| 46 | +param_distributions["max_depth"] = [None, 2, 3, 4] |
| 47 | +param_distributions["max_leaf_nodes"] = norm_int(31, 5) |
| 48 | +param_distributions["min_samples_leaf"] = norm_int(20, 2) |
| 49 | +param_distributions["l2_regularization"] = loguniform(1e-6, 1e3) |
| 50 | +param_distributions_total["histgb"] = param_distributions |
| 51 | + |
| 52 | +# catboost |
| 53 | +param_distributions = dict() |
| 54 | +param_distributions["max_depth"] = randint(2, 11) |
| 55 | +param_distributions["learning_rate"] = loguniform(1e-5, 1) |
| 56 | +param_distributions["bagging_temperature"] = uniform(0, 1) |
| 57 | +param_distributions["l2_leaf_reg"] = loguniform(1, 10) |
| 58 | +param_distributions["iterations"] = randint(400, 1001) |
| 59 | +param_distributions["one_hot_max_size"] = randint(2, 26) |
| 60 | +param_distributions_total["catboost"] = param_distributions |
| 61 | + |
| 62 | +# xgb |
| 63 | +param_distributions = dict() |
| 64 | +param_distributions["n_estimators"] = randint(50, 1001) |
| 65 | +param_distributions["max_depth"] = randint(2, 11) |
| 66 | +param_distributions["min_child_weight"] = loguniform(1, 100) |
| 67 | +param_distributions["subsample"] = uniform(0.5, 1 - 0.5) |
| 68 | +param_distributions["learning_rate"] = loguniform(1e-5, 1) |
| 69 | +param_distributions["colsample_bylevel"] = uniform(0.5, 1 - 0.5) |
| 70 | +param_distributions["colsample_bytree"] = uniform(0.5, 1 - 0.5) |
| 71 | +param_distributions["gamma"] = loguniform(1e-8, 7) |
| 72 | +param_distributions["lambda"] = loguniform(1, 4) |
| 73 | +param_distributions["alpha"] = loguniform(1e-8, 100) |
| 74 | +param_distributions_total["xgb"] = param_distributions |
| 75 | + |
| 76 | +# RandomForest |
| 77 | +param_distributions = dict() |
| 78 | +param_distributions["n_estimators"] = randint(50, 250) |
| 79 | +param_distributions["max_depth"] = [None, 2, 3, 4] |
| 80 | +param_distributions["max_features"] = [ |
| 81 | + "sqrt", |
| 82 | + "log2", |
| 83 | + None, |
| 84 | + 0.1, |
| 85 | + 0.2, |
| 86 | + 0.3, |
| 87 | + 0.4, |
| 88 | + 0.5, |
| 89 | + 0.6, |
| 90 | + 0.7, |
| 91 | + 0.8, |
| 92 | + 0.9, |
| 93 | +] |
| 94 | +param_distributions["min_samples_leaf"] = loguniform_int(0.5, 50.5) |
| 95 | +param_distributions["bootstrap"] = [True, False] |
| 96 | +param_distributions["min_impurity_decrease"] = [0.0, 0.01, 0.02, 0.05] |
| 97 | +param_distributions_total["randomforest"] = param_distributions |
| 98 | + |
| 99 | + |
| 100 | +# resnet |
| 101 | +param_distributions = dict() |
| 102 | +param_distributions["normalization"] = ["batchnorm", "layernorm"] |
| 103 | +param_distributions["num_layers"] = randint(1, 9) |
| 104 | +param_distributions["hidden_dim"] = randint(32, 513) |
| 105 | +param_distributions["hidden_factor"] = randint(1, 3) |
| 106 | +param_distributions["hidden_dropout_prob"] = uniform(0.0, 0.5) |
| 107 | +param_distributions["residual_dropout_prob"] = uniform(0.0, 0.5) |
| 108 | +param_distributions["learning_rate"] = loguniform(1e-5, 1e-2) |
| 109 | +param_distributions["weight_decay"] = loguniform(1e-8, 1e-2) |
| 110 | +param_distributions["batch_size"] = [16, 32] |
| 111 | +param_distributions_total["resnet"] = param_distributions |
| 112 | + |
| 113 | +# mlp |
| 114 | +param_distributions = dict() |
| 115 | +param_distributions["hidden_dim"] = [2**x for x in range(4, 11)] |
| 116 | +param_distributions["num_layers"] = randint(1, 5) |
| 117 | +param_distributions["dropout_prob"] = uniform(0.0, 0.5) |
| 118 | +param_distributions["learning_rate"] = loguniform(1e-5, 1e-2) |
| 119 | +param_distributions["weight_decay"] = loguniform(1e-8, 1e-2) |
| 120 | +param_distributions["batch_size"] = [16, 32] |
| 121 | +param_distributions_total["mlp"] = param_distributions |
| 122 | + |
| 123 | +# ridge regression |
| 124 | +param_distributions = dict() |
| 125 | +param_distributions["solver"] = ["svd", "cholesky", "lsqr", "sag"] |
| 126 | +param_distributions["alpha"] = loguniform(1e-5, 100) |
| 127 | +param_distributions_total["ridge"] = param_distributions |
| 128 | + |
| 129 | +# logistic regression |
| 130 | +param_distributions = dict() |
| 131 | +param_distributions["solver"] = ["newton-cg", "lbfgs", "liblinear"] |
| 132 | +param_distributions["penalty"] = ["none", "l1", "l2", "elasticnet"] |
| 133 | +param_distributions["C"] = loguniform(1e-5, 100) |
| 134 | +param_distributions_total["logistic"] = param_distributions |
| 135 | + |
| 136 | +# tabpfn |
| 137 | +param_distributions = dict() |
| 138 | +param_distributions_total["tabpfn"] = param_distributions |
| 139 | + |
| 140 | +# catboost-multitable |
| 141 | +param_distributions = copy.deepcopy(param_distributions_total["catboost"]) |
| 142 | +param_distributions["source_fraction"] = uniform(0, 1) |
| 143 | +param_distributions_total["catboost-multitable"] = param_distributions |
| 144 | + |
| 145 | +# histgb-multitable |
| 146 | +param_distributions = copy.deepcopy(param_distributions_total["histgb"]) |
| 147 | +param_distributions["source_fraction"] = uniform(0, 1) |
| 148 | +param_distributions_total["histgb-multitable"] = param_distributions |
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