我目前正在尝试使用库 hyperopt 优化梯度提升方法的超参数。当我在自己的计算机上工作时,我使用了该类Trials
,并且能够使用库泡菜保存和重新加载我的结果。这让我可以保存我测试的所有参数集。我的代码看起来像这样:
from hyperopt import SparkTrials, STATUS_OK, tpe, fmin
from LearningUtils.LearningUtils import build_train_test, get_train_test, mean_error, rmse, mae
from LearningUtils.constants import MAX_EVALS, CV, XGBOOST_OPTIM_SPACE, PARALELISM
from sklearn.model_selection import cross_val_score
import pickle as pkl
if os.path.isdir(PATH_TO_TRIALS): #we reload the past results
with open(PATH_TO_TRIALS, 'rb') as trials_file:
trials = pkl.load(trials_file)
else : # We create the trials file
trials = Trials()
# classic hyperparameters optimization
def objective(space):
regressor = xgb.XGBRegressor(n_estimators = space['n_estimators'],
max_depth = int(space['max_depth']),
learning_rate = space['learning_rate'],
gamma = space['gamma'],
min_child_weight = space['min_child_weight'],
subsample = space['subsample'],
colsample_bytree = space['colsample_bytree'],
verbosity=0
)
regressor.fit(X_train, Y_train)
# Applying k-Fold Cross Validation
accuracies = cross_val_score(estimator=regressor, x=X_train, y=Y_train, cv=5)
CrossValMean = accuracies.mean()
return {'loss':1-CrossValMean, 'status': STATUS_OK}
best = fmin(fn=objective,
space=XGBOOST_OPTIM_SPACE,
algo=tpe.suggest,
max_evals=MAX_EVALS,
trials=trials,
return_argmin=False)
# Save the trials
pkl.dump(trials, open(PATH_TO_TRIALS, "wb"))
现在,我想让这段代码在具有更多 CPU 的远程服务器上工作,以允许并行化并获得时间。
我看到我可以使用SparkTrials
hyperopt 类而不是 ot来简单地做到这一点Trials
。但是,SparkTrials 对象不能与泡菜一起保存。您对如何保存和重新加载存储在Sparktrials
对象中的试验结果有任何想法吗?