Feature SAMO-IS - Improve the optimization

.gitmodules

@@ -10,3 +10,6 @@
 [submodule "lib/cxxopts"]
 	path = lib/cxxopts
 	url = https://github.com/tud-zih-energy/FIRESTARTER.git
+[submodule "lib/SOT"]
+	path = lib/SOT
+	url = https://github.com/dme65/SOT.git

CMakeLists.txt

@@ -73,15 +73,11 @@ if(NOT DEFINED ASMJIT_STATIC)
 	set(ASMJIT_STATIC TRUE)
 endif()
 
-add_subdirectory(lib/asmjit)
-add_subdirectory(lib/nitro)
+add_subdirectory(lib)
 
 include_directories(include)
 include_directories(lib/cxxopts/include)
-
-set(JSON_BuildTests OFF CACHE INTERNAL "")
-set(JSON_Install OFF CACHE INTERNAL "")
-add_subdirectory(lib/json)
+include_directories(lib/SOT/include)
 
 set(THREADS_PREFER_PTHREAD_FLAG ON)
 find_package(Threads REQUIRED)

derivation.nix

@@ -6,6 +6,7 @@
 , git
 , pkgconfig
 , cudatoolkit
+, armadillo
 , withCuda ? false
 , linuxPackages
 }:
@@ -53,14 +54,16 @@ stdenv.mkDerivation rec {
   nativeBuildInputs = [ cmake git pkgconfig ];
 
   buildInputs = if withCuda then
-    [ glibc_multi cudatoolkit linuxPackages.nvidia_x11 hwloc ]
+    [ glibc_multi cudatoolkit linuxPackages.nvidia_x11 hwloc armadillo ]
     else
-    [ glibc.static hwloc ];
+    [ glibc_multi hwloc armadillo ];
+#    [ glibc.static hwloc armadillo ];
 
   cmakeFlags = [
     "-DFIRESTARTER_BUILD_HWLOC=OFF"
     "-DCMAKE_C_COMPILER_WORKS=1"
     "-DCMAKE_CXX_COMPILER_WORKS=1"
+    "-DFIRESTARTER_LINK_STATIC=OFF"
   ] ++ lib.optionals withCuda [
    "-DFIRESTARTER_BUILD_TYPE=FIRESTARTER_CUDA"
   ];

include/firestarter/Firestarter.hpp

@@ -84,7 +84,8 @@ class Firestarter {
               std::vector<std::string> const &optimizationMetrics,
               std::chrono::seconds const &evaluationDuration,
               unsigned individuals, std::string const &optimizeOutfile,
-              unsigned generations, double nsga2_cr, double nsga2_m);
+              unsigned generations, unsigned maxEvaluations, double nsga2_cr,
+              double nsga2_m);
 
   ~Firestarter();
 
@@ -116,6 +117,7 @@ class Firestarter {
   const unsigned _individuals;
   const std::string _optimizeOutfile;
   const unsigned _generations;
+  const unsigned _maxEvaluations;
   const double _nsga2_cr;
   const double _nsga2_m;
 

include/firestarter/Optimizer/Algorithm/SAMO_IS.hpp

@@ -0,0 +1,24 @@
+#pragma once
+
+#include <firestarter/Optimizer/Algorithm.hpp>
+
+namespace firestarter::optimizer::algorithm {
+
+class SAMO_IS : public Algorithm {
+public:
+  SAMO_IS(unsigned maxEvaluations, double cr, double m);
+  ~SAMO_IS() {}
+
+  void checkPopulation(firestarter::optimizer::Population const &pop,
+                       std::size_t populationSize) override;
+
+  firestarter::optimizer::Population
+  evolve(firestarter::optimizer::Population &pop) override;
+
+private:
+  unsigned _maxEvaluations;
+  double _cr;
+  double _m;
+};
+
+} // namespace firestarter::optimizer::algorithm

include/firestarter/Optimizer/History.hpp

@@ -74,6 +74,16 @@ struct History {
       _f = {};
 
 public:
+  inline static std::size_t size() { return _x.size(); }
+
+  inline static std::vector<Individual> const &x() { return _x; }
+
+  inline static std::vector<
+      std::map<std::string, firestarter::measurement::Summary>> const &
+  f() {
+    return _f;
+  }
+
   inline static void append(
       std::vector<unsigned> const &ind,
       std::map<std::string, firestarter::measurement::Summary> const &metric) {

include/firestarter/Optimizer/Population.hpp

@@ -40,16 +40,18 @@ class Population {
   // Construct a population from a problem.
   Population() = default;
 
-  Population(std::shared_ptr<Problem> &&problem)
-      : _problem(std::move(problem)), gen(rd()) {}
+  Population(std::shared_ptr<Problem> &&problem, bool saveHistory = true)
+      : _problem(std::move(problem)), _saveHistory(saveHistory), gen(rd()) {}
 
   Population(Population &pop)
-      : _problem(pop._problem), _x(pop._x), _f(pop._f), gen(rd()) {}
+      : _problem(pop._problem), _x(pop._x), _f(pop._f),
+        _saveHistory(pop._saveHistory), gen(rd()) {}
 
   Population &operator=(Population const &pop) {
     _problem = std::move(pop._problem);
     _x = pop._x;
     _f = pop._f;
+    _saveHistory = pop._saveHistory;
     gen = pop.gen;
 
     return *this;
@@ -89,6 +91,8 @@ class Population {
   std::vector<Individual> _x;
   std::vector<std::vector<double>> _f;
 
+  bool _saveHistory;
+
   std::random_device rd;
   std::mt19937 gen;
 };

include/firestarter/Optimizer/Problem.hpp

@@ -42,7 +42,27 @@ class Problem {
 
   virtual std::vector<double>
   fitness(std::map<std::string, firestarter::measurement::Summary> const
-              &summaries) = 0;
+              &summaries) {
+    std::vector<double> values = {};
+
+    for (auto const &metricName : this->metrics()) {
+      auto findName = [metricName](auto const &summary) {
+        return metricName.compare(summary.first) == 0;
+      };
+
+      auto it = std::find_if(summaries.begin(), summaries.end(), findName);
+
+      if (it == summaries.end()) {
+        continue;
+      }
+
+      // round to two decimal places after the comma
+      auto value = std::round(it->second.average * 100.0) / 100.0;
+      values.push_back(value);
+    }
+
+    return values;
+  }
 
   // get the bounds of the problem
   virtual std::vector<std::tuple<unsigned, unsigned>> getBounds() const = 0;
@@ -59,6 +79,8 @@ class Problem {
   // get the number of fitness evaluations
   unsigned long long getFevals() const { return _fevals; };
 
+  virtual std::vector<std::string> metrics() const = 0;
+
 protected:
   // number of fitness evaluations
   unsigned long long _fevals;

include/firestarter/Optimizer/Problem/CLIArgumentProblem.hpp

@@ -87,38 +87,6 @@ class CLIArgumentProblem final : public firestarter::optimizer::Problem {
     return _measurementWorker->getValues(_startDelta, _stopDelta);
   }
 
-  std::vector<double> fitness(
-      std::map<std::string, firestarter::measurement::Summary> const &summaries)
-      override {
-    std::vector<double> values = {};
-
-    for (auto const &metricName : _metrics) {
-      auto findName = [metricName](auto const &summary) {
-        auto invertedName = "-" + summary.first;
-        return metricName.compare(summary.first) == 0 ||
-               metricName.compare(invertedName) == 0;
-      };
-
-      auto it = std::find_if(summaries.begin(), summaries.end(), findName);
-
-      if (it == summaries.end()) {
-        continue;
-      }
-
-      // round to two decimal places after the comma
-      auto value = std::round(it->second.average * 100.0) / 100.0;
-
-      // invert metric
-      if (metricName[0] == '-') {
-        value *= -1.0;
-      }
-
-      values.push_back(value);
-    }
-
-    return values;
-  }
-
   // get the bounds of the problem
   std::vector<std::tuple<unsigned, unsigned>> getBounds() const override {
     std::vector<std::tuple<unsigned, unsigned>> vec(
@@ -130,6 +98,8 @@ class CLIArgumentProblem final : public firestarter::optimizer::Problem {
   // get the number of objectives.
   std::size_t getNobjs() const override { return _metrics.size(); }
 
+  std::vector<std::string> metrics() const override { return _metrics; }
+
 private:
   std::function<void(std::vector<std::pair<std::string, unsigned>> const &)>
       _changePayloadFunction;

include/firestarter/Optimizer/Problem/SurrogateProblem.hpp

@@ -0,0 +1,135 @@
+#pragma once
+
+#include <firestarter/Optimizer/Problem.hpp>
+#include <firestarter/Optimizer/Surrogate/SurrogateSelector.hpp>
+
+#include <cassert>
+#include <cmath>
+#include <functional>
+#include <memory>
+#include <thread>
+#include <tuple>
+#include <utility>
+
+namespace firestarter::optimizer::problem {
+
+class SurrogateProblem final : public firestarter::optimizer::Problem {
+public:
+  SurrogateProblem(std::vector<std::string> const &metrics,
+                   std::vector<std::tuple<unsigned, unsigned>> const &bounds)
+      : _metrics(metrics), _bounds(bounds) {
+    assert(_metrics.size() != 0);
+
+    auto const &hist_x = History::x();
+    auto const dims = hist_x[0].size();
+
+    arma::vec boundsLow(dims);
+    arma::vec boundsUp(dims);
+    arma::mat x(dims, hist_x.size());
+
+    {
+      for (std::size_t i = 0; i < dims; ++i) {
+        boundsLow(i) = std::get<0>(bounds[i]);
+        boundsUp(i) = std::get<1>(bounds[i]);
+      }
+
+      for (std::size_t i = 0; i < hist_x.size(); ++i) {
+        x.col(i) = arma::conv_to<arma::vec>::from(hist_x[i]);
+      }
+    }
+
+    for (auto const &metric : metrics) {
+      std::string strippedMetricName;
+      arma::vec y(hist_x.size());
+
+      if (metric[0] == '-') {
+        strippedMetricName = metric.substr(1);
+      } else {
+        strippedMetricName = metric;
+      }
+
+      for (std::size_t i = 0; i < hist_x.size(); ++i) {
+        // fill y with 3 digits precision
+        y(i) = (double)((int)(History::find(hist_x[i])
+                                  .value()[strippedMetricName]
+                                  .average *
+                              1000)) /
+               1000.0;
+      }
+
+      auto model = std::make_unique<
+          firestarter::optimizer::surrogate::SurrogateSelector>(boundsLow,
+                                                                boundsUp, x, y);
+      log::info() << "Using surrogate model " << model->name() << " for metric "
+                  << metric;
+      _models.push_back(std::move(model));
+    }
+  }
+
+  ~SurrogateProblem() {}
+
+  // return all available metrics for the individual
+  std::map<std::string, firestarter::measurement::Summary>
+  metrics(std::vector<unsigned> const &individual) override {
+    std::map<std::string, firestarter::measurement::Summary> metrics = {};
+    for (std::size_t i = 0; i < _metrics.size(); ++i) {
+      auto name = _metrics[i];
+      auto value = _models[i]->eval(arma::conv_to<arma::vec>::from(individual));
+      firestarter::measurement::Summary summary;
+      summary.average = value;
+      metrics[name] = summary;
+    }
+    return metrics;
+  }
+
+  std::vector<double> fitness(
+      std::map<std::string, firestarter::measurement::Summary> const &summaries)
+      override {
+    std::vector<double> values = {};
+
+    for (auto const &metricName : _metrics) {
+      auto findName = [metricName](auto const &summary) {
+        auto invertedName = "-" + summary.first;
+        return metricName.compare(summary.first) == 0 ||
+               metricName.compare(invertedName) == 0;
+      };
+
+      auto it = std::find_if(summaries.begin(), summaries.end(), findName);
+
+      if (it == summaries.end()) {
+        continue;
+      }
+
+      // round to two decimal places after the comma
+      auto value = std::round(it->second.average * 100.0) / 100.0;
+
+      // invert metric
+      if (metricName[0] == '-') {
+        value *= -1.0;
+      }
+
+      values.push_back(value);
+    }
+
+    return values;
+  }
+
+  // get the bounds of the problem
+  std::vector<std::tuple<unsigned, unsigned>> getBounds() const override {
+    return _bounds;
+  }
+
+  // get the number of objectives.
+  std::size_t getNobjs() const override { return _metrics.size(); }
+
+  std::vector<std::string> metrics() const override { return _metrics; }
+
+private:
+  std::vector<std::string> _metrics;
+  std::vector<std::tuple<unsigned, unsigned>> _bounds;
+  std::vector<
+      std::unique_ptr<firestarter::optimizer::surrogate::SurrogateSelector>>
+      _models;
+};
+
+} // namespace firestarter::optimizer::problem