added a demo for black-box optimization (alibaba#14)

- added a demo for black-box optimization
- enabled installation with cuda10

demo/bbo.py

@@ -0,0 +1,113 @@
+"""This python script is provided to demonstrate the interaction between emukit and FederatedScope.
+Specifically, we apply Black-Box Optimization (BBO) to search the optimal hyperparameters of the considered federated learning algorithms.
+emukit can be installed by `pip install emukit`
+"""
+import logging
+
+import numpy as np
+import matplotlib.pyplot as plt
+from matplotlib import colors as mcolors
+
+from emukit.test_functions import forrester_function
+from emukit.core import ContinuousParameter, CategoricalParameter, ParameterSpace
+from emukit.examples.gp_bayesian_optimization.single_objective_bayesian_optimization import GPBayesianOptimization
+
+### --- Figure config
+LEGEND_SIZE = 15
+
+
+def eval_fl_algo(x):
+    from federatedscope.core.cmd_args import parse_args
+    from federatedscope.core.auxiliaries.data_builder import get_data
+    from federatedscope.core.auxiliaries.utils import setup_seed, setup_logger
+    from federatedscope.core.auxiliaries.worker_builder import get_client_cls, get_server_cls
+    from federatedscope.core.configs.config import global_cfg
+    from federatedscope.core.fed_runner import FedRunner
+
+    init_cfg = global_cfg.clone()
+    init_cfg.merge_from_file(
+        "federatedscope/example_configs/single_process.yaml")
+    init_cfg.merge_from_list(["optimizer.lr", float(x[0])])
+
+    setup_logger(init_cfg)
+    setup_seed(init_cfg.seed)
+    logging.info("======> try {}".format(x))
+
+    # federated dataset might change the number of clients
+    # thus, we allow the creation procedure of dataset to modify the global cfg object
+    data, modified_cfg = get_data(config=init_cfg.clone())
+    init_cfg.merge_from_other_cfg(modified_cfg)
+
+    init_cfg.freeze()
+
+    runner = FedRunner(data=data,
+                       server_class=get_server_cls(init_cfg),
+                       client_class=get_client_cls(init_cfg),
+                       config=init_cfg.clone())
+    results = runner.run()
+
+    # so that we could modify cfg in the next trial
+    init_cfg.defrost()
+
+    return [results['client_summarized_weighted_avg']['test_avg_loss']]
+
+
+def our_target_func(x):
+    return np.asarray([eval_fl_algo(elem) for elem in x])
+
+
+def main():
+    #target_function, space = forrester_function()
+    target_function = our_target_func
+    space = ParameterSpace([ContinuousParameter('lr', 1e-4, .75)])
+    x_plot = np.linspace(space.parameters[0].min, space.parameters[0].max,
+                         200)[:, None]
+    #y_plot = target_function(x_plot)
+    X_init = np.array([[0.005], [0.05], [0.5]])
+    Y_init = target_function(X_init)
+
+    bo = GPBayesianOptimization(variables_list=space.parameters,
+                                X=X_init,
+                                Y=Y_init)
+    bo.run_optimization(target_function, 15)
+
+    mu_plot, var_plot = bo.model.predict(x_plot)
+
+    plt.figure(figsize=(12, 8))
+    plt.plot(bo.loop_state.X,
+             bo.loop_state.Y,
+             "ro",
+             markersize=10,
+             label="Observations")
+    #plt.plot(x_plot, y_plot, "k", label="Objective Function")
+    #plt.plot(x_plot, mu_plot, "C0", label="Model")
+    plt.fill_between(x_plot[:, 0],
+                     mu_plot[:, 0] + np.sqrt(var_plot)[:, 0],
+                     mu_plot[:, 0] - np.sqrt(var_plot)[:, 0],
+                     color="C0",
+                     alpha=0.6)
+
+    plt.fill_between(x_plot[:, 0],
+                     mu_plot[:, 0] + 2 * np.sqrt(var_plot)[:, 0],
+                     mu_plot[:, 0] - 2 * np.sqrt(var_plot)[:, 0],
+                     color="C0",
+                     alpha=0.4)
+
+    plt.fill_between(x_plot[:, 0],
+                     mu_plot[:, 0] + 3 * np.sqrt(var_plot)[:, 0],
+                     mu_plot[:, 0] - 3 * np.sqrt(var_plot)[:, 0],
+                     color="C0",
+                     alpha=0.2)
+    plt.legend(loc=2, prop={'size': LEGEND_SIZE})
+    plt.xlabel(r"$x$")
+    plt.ylabel(r"$f(x)$")
+    plt.grid(True)
+    plt.xlim(0, 0.75)
+
+    #plt.show()
+    plt.savefig("bbo.pdf", bbox_inches='tight')
+    plt.close()
+
+
+if __name__ == "__main__":
+    main()

enviroment/requirements-torch1.8-application.txt

@@ -0,0 +1,23 @@
+numpy==1.19.5
+scikit-learn==1.0
+scipy==1.6.0
+pandas==1.2.1
+scikit-learn
+pytorch==1.8.0
+torchvision==0.9.0
+torchaudio==0.8.0
+cudatoolkit==10.2.89
+wandb
+tensorboard
+tensorboardX
+grpcio
+grpcio-tools
+protobuf==3.19.1
+setuptools==58.0.4
+pyg==2.0.1
+rdkit=2021.09.4
+sentencepiece
+textgrid
+typeguard
+
+

federatedscope/main.py

@@ -1,7 +1,7 @@
 import os
 import sys
 
-DEV_MODE = True  # simplify the federatedscope re-setup everytime we change the source codes of federatedscope
+DEV_MODE = False  # simplify the federatedscope re-setup everytime we change the source codes of federatedscope
 if DEV_MODE:
     file_dir = os.path.join(os.path.dirname(__file__), '..')
     sys.path.append(file_dir)
@@ -19,23 +19,23 @@
     del os.environ['http_proxy']
 
 if __name__ == '__main__':
-
+    init_cfg = global_cfg.clone()
     args = parse_args()
-    global_cfg.merge_from_file(args.cfg_file)
-    global_cfg.merge_from_list(args.opts)
+    init_cfg.merge_from_file(args.cfg_file)
+    init_cfg.merge_from_list(args.opts)
 
-    setup_logger(global_cfg)
-    setup_seed(global_cfg.seed)
+    setup_logger(init_cfg)
+    setup_seed(init_cfg.seed)
 
     # federated dataset might change the number of clients
     # thus, we allow the creation procedure of dataset to modify the global cfg object
-    data, modified_cfg = get_data(config=global_cfg.clone())
-    global_cfg.merge_from_other_cfg(modified_cfg)
+    data, modified_cfg = get_data(config=init_cfg.clone())
+    init_cfg.merge_from_other_cfg(modified_cfg)
 
-    global_cfg.freeze()
+    init_cfg.freeze()
 
     runner = FedRunner(data=data,
-                       server_class=get_server_cls(global_cfg),
-                       client_class=get_client_cls(global_cfg),
-                       config=global_cfg.clone())
+                       server_class=get_server_cls(init_cfg),
+                       client_class=get_client_cls(init_cfg),
+                       config=init_cfg.clone())
     _ = runner.run()