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Pass optional weights for optimization targets in mlos_core; implement multi-target optimization for FLAML. #738

Merged
merged 103 commits into from
Jun 3, 2024
Merged

Pass optional weights for optimization targets in mlos_core; implement multi-target optimization for FLAML. #738

merged 103 commits into from
Jun 3, 2024

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@motus motus commented May 14, 2024 •
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Summary of changes:

  • Pass optional weights for optimization targets in mlos_core
  • Implement weighted average for multi-objective optimization in FLAML
  • Add more unit tests for multi-objective optimization on mlos_core side

Merge after #730

motus added 30 commits March 22, 2024 14:55
@motus
load ALL metrics from the DB when feeding the optimizer
2abf2c7
@motus
disable incorrect pylint warning
63a4e15
@motus
fix unit tests to handle the new data types returned from teh storage…
93d4161 
… when loading the results
@motus
register multi-dimensional results in optimizer.bulk_register()
4adf433
@motus
update unit tests to validate multi-dimensional input to Optimizer.bu…
9c16ba6 
…lk_register()
@motus
fix the key/value SELECT statement in SQL Storage implementaion
7874fec
@motus
fix the input to grid search optimizer .bulk_register call
6cb1fb6
@motus
minor fix in GridSearchOptimizer
e5adef5
@motus
remove unused import
a79e555
@motus
bugfix: take the optimization direction into account when loading fai…
b48c698 
…led trials into the optimizer
@motus
handle -Inf in try_parse_val(). check it in unit tests
3c29bed
@motus
move try_parse_val fix to a separate PR; undo the sign fix in MlosCor…
5015f75 
…eOptimizer
@motus
start updating the configs to include more than one optimization target
6b2804d
@motus
Merge branch 'main' into sergiym/opt/multiobjective
dc84cfa
@motus
Merge branch 'main' into sergiym/opt/multiobjective
e99c591
@motus
Merge branch 'sergiym/opt/multiobjective' of github.com:motus/MLOS in…
323fba8 
…to sergiym/opt/multiobjective
@motus
add a comment re: Row._tuple() pylint warning
838ca37
@motus
Merge branch 'sergiym/opt/multiobjective' into sergiym/opt/multiobjec…
623f012 
…tive_config
@motus
fix the optimization_target JSON schema; handle it properly in the ba…
6661ac0 
…se optimizer
@motus
use NotImplementedError instead of NotImplemented
dd44568
@motus
add type annotations
f1e989a
@motus
fix the json schema with the new optimizer_type format
5f70f02
@motus
fix teh optimization_target schema
9c20101
@motus
typo fixed
7e3d1d2
@motus
use common optimization_target definition in all JSON schemas
70790ce
@motus
implement multi-obje4ctive optimization all the way up to MlosCoreOpt…
3c513a3 
…imizer
@motus
fix all pylint/myoy warnings
d466aaf
@motus
minor pylint fix
c60ec07
@motus
make some unit tests work
39f7f22
@motus
fix opt_bulk_register_test tests to use multiple scores
3a89ade
@motus motus added WIP Work in progress - do not merge yet mlos-core labels May 14, 2024
@motus motus self-assigned this May 14, 2024
@motus motus requested a review from a team as a code owner May 14, 2024 00:44
@motus motus mentioned this pull request May 14, 2024
Merged
4 tasks
@motus motus added ready for review Ready for review and removed WIP Work in progress - do not merge yet labels May 14, 2024
motus added 11 commits May 20, 2024 12:52
@motus
Merge branch 'main' into sergiym/opt/mobj_core
79039ac
@motus
Merge branch 'main' into sergiym/opt/mobj_weights
2b1cabe
@motus
rollback the optimization context change: will do it explicitly in a …
d25e4ee 
…separate PR
@motus
Merge branch 'sergiym/opt/mobj_core' of https://github.com/motus/MLOS …
438b9af 
…into sergiym/opt/mobj_core
@motus
do not pass optimization context (yet) in bulk_register
a0dd714
@motus
add a comment and link to open issue about the values used for failed…
74495fc 
… trials
@motus
Merge branch 'sergiym/opt/mobj_core' into sergiym/opt/mobj_weights
1708bca
@motus
Merge branch 'sergiym/opt/mobj_weights' of https://github.com/motus/MLOS
cdb7bae 
 into sergiym/opt/mobj_weights
@motus
Merge branch 'main' of https://github.com/microsoft/MLOS into sergiym…
b28a16d 
…/opt/mobj_weights
@motus
remove some merging artifacts
21c4bbc
@motus
Merge branch 'main' into sergiym/opt/mobj_weights
1f6ecee
@motus motus changed the title Pass optional weights for optimization targets in mlos_core. Pass optional weights for optimization targets in mlos_core; implement multi-target optimization for FLAML. May 21, 2024
@bpkroth bpkroth merged commit 0b01029 into microsoft:main Jun 3, 2024
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@bpkroth bpkroth mentioned this pull request Jun 3, 2024
Closed
@jsfreischuetz jsfreischuetz mentioned this pull request Jun 3, 2024
Merged
@motus motus deleted the sergiym/opt/mobj_weights branch June 4, 2024 21:22
bpkroth added a commit to bpkroth/MLOS that referenced this pull request Jun 17, 2024
@motus @bpkroth
Pass optional weights for optimization targets in mlos_core; implemen…
36c8bcb 
…t multi-target optimization for FLAML. (microsoft#738)

Summary of changes:
* Pass optional weights for optimization targets in mlos_core
* Implement weighted average for multi-objective optimization in FLAML
* Add more unit tests for multi-objective optimization on mlos_core side

Merge after ~microsoft#730~

---------

Co-authored-by: Brian Kroth <[email protected]>
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