Checkpoints

Sometimes, it might be useful to store some checkpoints while executing an algorithm. In particular, if a run is very time-consuming. pymoo offers to resume a run by serializing the algorithm object and loading it. Resuming runs from checkpoints is possible

  • the functional way by calling the minimize method,

  • the object-oriented way by repeatedly calling the next() method or

  • from a text file (Biased Initialization from Population )

Functional

[1]:
import dill
from pymoo.problems import get_problem

from pymoo.algorithms.moo.nsga2 import NSGA2
from pymoo.optimize import minimize
from pymoo.termination.max_gen import MaximumGenerationTermination

problem = get_problem("zdt1", n_var=5)

algorithm = NSGA2(pop_size=100)

res = minimize(problem,
               algorithm,
               ('n_gen', 5),
               seed=1,
               copy_algorithm=False,
               verbose=True)

with open("checkpoint", "wb") as f:
    dill.dump(algorithm, f)

with open("checkpoint", 'rb') as f:
    checkpoint = dill.load(f)
    print("Loaded Checkpoint:", checkpoint)

# only necessary if for the checkpoint the termination criterion has been met
checkpoint.termination = MaximumGenerationTermination(20)

res = minimize(problem,
               checkpoint,
               seed=1,
               copy_algorithm=False,
               verbose=True)

Compiled modules for significant speedup can not be used!
https://pymoo.org/installation.html#installation

To disable this warning:
from pymoo.config import Config
Config.warnings['not_compiled'] = False

==========================================================================
n_gen  |  n_eval  | n_nds  |      igd      |       gd      |       hv
==========================================================================
     1 |      100 |      6 |  0.5914067243 |  2.8577180757 |  0.0841819857
     2 |      200 |     11 |  0.5585768211 |  2.9109400192 |  0.0841819857
     3 |      300 |      7 |  0.5585768211 |  1.4181629093 |  0.0841819857
     4 |      400 |     10 |  0.3825358404 |  0.8914187867 |  0.2070607532
     5 |      500 |     15 |  0.3261566436 |  0.6950892340 |  0.2438988346
Loaded Checkpoint: <pymoo.algorithms.moo.nsga2.NSGA2 object at 0x124fac0a0>
     6 |      600 |     14 |  0.2923258920 |  0.6466955820 |  0.2642929306
     7 |      700 |     16 |  0.2463025717 |  0.4725884895 |  0.3260276052
     8 |      800 |     15 |  0.2129582883 |  0.2431807423 |  0.3683041634
     9 |      900 |     20 |  0.1923479589 |  0.2177922486 |  0.4110152031
    10 |     1000 |     27 |  0.1415830515 |  0.1783638654 |  0.4561861955
    11 |     1100 |     28 |  0.1035407442 |  0.1535122238 |  0.4937232514
    12 |     1200 |     28 |  0.0880462696 |  0.1237908540 |  0.5205170196
    13 |     1300 |     30 |  0.0678094011 |  0.0789824650 |  0.5500254394
    14 |     1400 |     38 |  0.0590814807 |  0.0680016007 |  0.5649987773
    15 |     1500 |     43 |  0.0433866819 |  0.0434990796 |  0.5919874829
    16 |     1600 |     47 |  0.0338105422 |  0.0307276242 |  0.6109725279
    17 |     1700 |     51 |  0.0296574791 |  0.0256044693 |  0.6181001831
    18 |     1800 |     60 |  0.0250598414 |  0.0205876786 |  0.6268654140
    19 |     1900 |     66 |  0.0195637417 |  0.0176046603 |  0.6341363564
    20 |     2000 |     68 |  0.0164909665 |  0.0137287454 |  0.6390702006

Object Oriented

[2]:
import dill

from pymoo.algorithms.moo.nsga2 import NSGA2
from pymoo.problems import get_problem

problem = get_problem("zdt1", n_var=5)

algorithm = NSGA2(pop_size=100)

algorithm.setup(problem, seed=1, termination=('n_gen', 20))

for k in range(5):
    algorithm.next()
    print(algorithm.n_gen)

    with open("checkpoint", "wb") as f:
        dill.dump(algorithm, f)


with open("checkpoint", 'rb') as f:
    checkpoint = dill.load(f)
    print("Loaded Checkpoint:", checkpoint)

while checkpoint.has_next():
    checkpoint.next()
    print(checkpoint.n_gen)
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Loaded Checkpoint: <pymoo.algorithms.moo.nsga2.NSGA2 object at 0x124cd9ae0>
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From a Text File

First, load the data from a file. Usually, this will include the variables X, the objective values F (and the constraints G). Here, they are created randomly. Always make sure the Problem you are solving would return the same values for the given X values. Otherwise the data might be misleading for the algorithm.

(This is not the case here. It is really JUST for illustration purposes)

[3]:
import numpy as np
from pymoo.problems.single import G1

problem = G1()

N = 300
np.random.seed(1)
X = np.random.random((N, problem.n_var))

# here F and G is re-evaluated - in practice you want to load them from files too
F, G = problem.evaluate(X, return_values_of=["F", "G"])

Then, create a population object using your data:

[4]:
from pymoo.core.evaluator import Evaluator
from pymoo.core.population import Population
from pymoo.problems.static import StaticProblem

# now the population object with all its attributes is created (CV, feasible, ...)
pop = Population.new("X", X)
pop = Evaluator().eval(StaticProblem(problem, F=F, G=G), pop)

And finally run it with a non-random initial population sampling=pop:

[5]:
from pymoo.algorithms.soo.nonconvex.ga import GA
from pymoo.optimize import minimize

# the algorithm is now called with the population - biased initialization
algorithm = GA(pop_size=100, sampling=pop)

res = minimize(problem,
               algorithm,
               ('n_gen', 10),
               seed=1,
               verbose=True)
=================================================================================================
n_gen  |  n_eval  |     cv_min    |     cv_avg    |     f_avg     |     f_min     |     f_gap
=================================================================================================
     1 |        0 |  0.000000E+00 |  0.1192400898 | -1.037973E+00 | -3.869005E+00 |  1.113099E+01
     2 |      100 |  0.000000E+00 |  0.000000E+00 | -2.313258E+00 | -3.889330E+00 |  1.111067E+01
     3 |      200 |  0.000000E+00 |  0.000000E+00 | -3.011123E+00 | -5.681386E+00 |  9.3186144627
     4 |      300 |  0.000000E+00 |  0.000000E+00 | -3.832939E+00 | -6.151585E+00 |  8.8484149398
     5 |      400 |  0.000000E+00 |  0.000000E+00 | -4.687608E+00 | -6.525307E+00 |  8.4746928550
     6 |      500 |  0.000000E+00 |  0.000000E+00 | -5.600223E+00 | -7.318898E+00 |  7.6811020464
     7 |      600 |  0.000000E+00 |  0.000000E+00 | -6.224394E+00 | -7.318898E+00 |  7.6811020464
     8 |      700 |  0.000000E+00 |  0.000000E+00 | -6.843656E+00 | -8.988414E+00 |  6.0115855450
     9 |      800 |  0.000000E+00 |  0.000000E+00 | -7.405048E+00 | -9.148926E+00 |  5.8510736836
    10 |      900 |  0.000000E+00 |  0.000000E+00 | -8.051612E+00 | -1.110301E+01 |  3.8969949615