skopt_hpolib_svm.py

from hpolib.benchmarks.ml import svm_benchmark
from ConfigSpace.hyperparameters import FloatHyperparameter, IntegerHyperparameter
from skopt import gp_minimize

svm_bench = svm_benchmark.SvmOnMnist()
bounds = svm_bench.get_meta_information()["bounds"]
hyperparams = svm_bench.configuration_space.get_hyperparameters()

new_bounds = []
for i, (l_b, u_b) in enumerate(bounds):
    if isinstance(hyperparams[i], FloatHyperparameter):
        new_bounds.append([float(l_b), float(u_b)])
    elif isinstance(hyperparams[i], IntegerHyperparameter):
        new_bounds.append([int(l_b), int(u_b)])

def svm_obj(x):
    res = svm_bench.objective_function(configuration=x)
    return res["function_value"]

res = gp_minimize(svm_obj, new_bounds, verbose=1)