Merge pull request #2702 from PrincetonUniversity/pec_optuna

Add Optuna support to PEC

Scripts/Debug/stability_flexibility/stability_flexibility_pec_optimize.py

@@ -3,6 +3,7 @@
 import numpy as np
 import psyneulink as pnl
 import pandas as pd
+import optuna
 
 from psyneulink.core.globals.utilities import set_global_seed
 
@@ -91,7 +92,7 @@
 responseGate = comp.nodes["RESPONSE_GATE"]
 
 fit_parameters = {
-    ("threshold", decisionMaker): np.linspace(0.01, 0.5, 10),  # Threshold
+    ("threshold", decisionMaker): np.linspace(0.01, 0.5, 100),  # Threshold
 }
 
 
@@ -113,7 +114,9 @@ def reward_rate(sim_data):
         responseGate.output_ports[0],
     ],
     objective_function=reward_rate,
-    optimization_function='differential_evolution',
+    optimization_function=pnl.PECOptimizationFunction(method=optuna.samplers.CmaEsSampler(),
+                                                      max_iterations=50,
+                                                      direction='minimize'),
     num_estimates=num_estimates,
 )
 

psyneulink/core/components/functions/__init__.py

@@ -1,6 +1,6 @@
 from . import function
 from .nonstateful import selectionfunctions, objectivefunctions, optimizationfunctions, combinationfunctions, \
-    learningfunctions, transferfunctions, distributionfunctions
+    learningfunctions, transferfunctions, distributionfunctions, fitfunctions
 from . import stateful
 from .stateful import integratorfunctions, memoryfunctions
 from . import userdefinedfunction
@@ -12,6 +12,7 @@
 from psyneulink.core.components.functions.nonstateful.distributionfunctions import *
 from psyneulink.core.components.functions.nonstateful.objectivefunctions import *
 from psyneulink.core.components.functions.nonstateful.optimizationfunctions import *
+from psyneulink.core.components.functions.nonstateful.fitfunctions import *
 from psyneulink.core.components.functions.nonstateful.learningfunctions import *
 from .stateful import *
 from psyneulink.core.components.functions.stateful.integratorfunctions import *
@@ -27,6 +28,7 @@
 __all__.extend(distributionfunctions.__all__)
 __all__.extend(objectivefunctions.__all__)
 __all__.extend(optimizationfunctions.__all__)
+__all__.extend(fitfunctions.__all__)
 __all__.extend(learningfunctions.__all__)
 __all__.extend(integratorfunctions.__all__)
 __all__.extend(memoryfunctions.__all__)