Interfacing Hyperopt with other programming languages

There are basically two ways to interface hyperopt with other languages:

  1. you can write a Python wrapper around your cost function that is not written in Python, or
  2. you can replace the hyperopt-mongo-worker program and communicate with MongoDB directly using JSON.

Wrapping a call to non-Python code

The easiest way to use hyperopt to optimize the arguments to a non-python function, such as for example an external executable, is to write a Python function wrapper around that external executable. Supposing you have an executable foo that takes an integer command-line argument --n and prints out a score, you might wrap it like this:

import subprocess
def foo_wrapper(n):
    # Optional: write out a script for the external executable
    # (we just call foo with the argument proposed by hyperopt)
    proc = subprocess.Popen(['foo', '--n', n], stdout=subprocess.PIPE)
    proc_out, proc_err = proc.communicate()
    # <you might have to do some more elaborate parsing of foo's output here>
    score = float(proc_out)
    return score

Of course, to optimize the n argument to foo you also need to call hyperopt.fmin, and define the search space. I can only imagine that you will want to do this part in Python.

from hyperopt import fmin, hp, random

best_n = fmin(foo_wrapper, hp.quniform('n', 1, 100, 1), algo=random.suggest)

print best_n

When the search space is larger than the simple one here, you might want or need the wrapper function to translate its argument into some kind of configuration file/script for the external executable.

This approach is perfectly compatible with MongoTrials.

Communicating with MongoDB Directly

It is possible to interface more directly with the search process (when using MongoTrials) by communicating with MongoDB directly, just like hyperopt-mongo-worker does. It's beyond the scope of a tutorial to explain how to do this, but Hannes Schultz (@temporaer) got hyperopt working with his MDBQ project, which is a standalone mongodb-based task queue:

Hyperopt C++ Client

Have a look at that code, as well as the contents of hyperopt/mongoexp.py to understand how worker processes are expected to reserve jobs in the work queue, and store results back to MongoDB.