make a BalancingLearner strategy that compares the total loss rather than loss improvement

Author: jhoofwijk

adaptive/learner/balancing_learner.py

@@ -4,6 +4,8 @@
 from functools import partial
 from operator import itemgetter
 
+import numpy as np
+
 from .base_learner import BaseLearner
 from ..notebook_integration import ensure_holoviews
 from ..utils import cache_latest, named_product, restore
@@ -34,6 +36,10 @@ class BalancingLearner(BaseLearner):
             >>> cdims = (['A', 'B'], itertools.product([True, False], [0, 1]))
             >>> cdims = (['A', 'B'], [(True, 0), (True, 1),
             ...                       (False, 0), (False, 1)])
+    strategy : 'loss_improvements' (default) or 'loss'
+        The points that the 'BalancingLearner' choses can be either based on
+        the best 'loss_improvements' or the smallest total 'loss' of the
+        child learners.
 
     Notes
     -----
@@ -46,7 +52,7 @@ class BalancingLearner(BaseLearner):
     undefined way.
     """
 
-    def __init__(self, learners, *, cdims=None):
+    def __init__(self, learners, *, cdims=None, strategy='loss_improvements'):
         self.learners = learners
 
         # Naively we would make 'function' a method, but this causes problems
@@ -61,9 +67,17 @@ def __init__(self, learners, *, cdims=None):
 
         if len(set(learner.__class__ for learner in self.learners)) > 1:
             raise TypeError('A BalacingLearner can handle only one type'
-                            'of learners.')
+                            ' of learners.')
+
+        if strategy == 'loss_improvements':
+            self._ask_and_tell = self._ask_and_tell_based_on_loss_improvements
+        elif strategy == 'loss':
+            self._ask_and_tell = self._ask_and_tell_based_on_loss
+        else:
+            raise ValueError('Only strategy="loss_improvements" or'
+                             ' strategy="loss" is implemented.')
 
-    def _ask_and_tell(self, n):
+    def _ask_and_tell_based_on_loss_improvements(self, n):
         points = []
         loss_improvements = []
         for _ in range(n):
@@ -84,6 +98,17 @@ def _ask_and_tell(self, n):
 
         return points, loss_improvements
 
+    def _ask_and_tell_based_on_loss(self, n):
+        points = []
+        loss_improvements = []
+        for _ in range(n):
+            losses = self.losses(real=False)
+            max_ind = np.argmax(losses)
+            xs, ls = self.learners[max_ind].ask(1)
+            points.append((max_ind, xs[0]))
+            loss_improvements.append(ls[0])
+        return points, loss_improvements
+
     def ask(self, n, tell_pending=True):
         """Chose points for learners."""
         if not tell_pending: