ParaPortfolio throwing budget errors with multiple workers.

[smestern]

Steps to reproduce

1. Create a ParaPortfolio object with num_workers > 4
2. Run either minimize or ask-tell optimization over a given function
3. Throws budget error after running for a while

Observed Results

Appears to crashing while generating an ask candidate about 60% of the way thru the budget. The error pops up at line 505 of the optimizers.py

  File "/home/smestern/.local/lib/python3.8/site-packages/nevergrad/optimization/base.py", line 701, in minimize
    args = self.ask()
  File "/home/smestern/.local/lib/python3.8/site-packages/nevergrad/optimization/base.py", line 505, in ask
    assert (
AssertionError: Error: Error: Over the budget (reinitialize if you want to start over)

The optimizer that throws the error appears to be the ScrHammersly, probably because it cares about the budget.

Expected Results

Should expend the full budget provided by budget regardless of the num_workers

Relevant Code

Here is a minimally replicable script.

import numpy as np
import nevergrad as ng

def func_x(x):
  x = list(x.values()) #hack to get the values out of the dict
  return (0.1+x[0])**3 + (0.3+x[1])**2 + x[2]**1 + x[3] 

def main():
  workers = 4
  rounds = 100
  params = ng.p.Dict(x_1=ng.p.Scalar(lower=-3, upper=8), #randomly chosen bounds to test
                     x_2=ng.p.Scalar(lower=-0.4, upper=0.2),
                     x_3=ng.p.Scalar(lower=-5, upper=0.1),
                     x_4=ng.p.Scalar(lower=-20, upper=20))

  optimizer = ng.optimizers.ParaPortfolio(parametrization=params, budget=rounds, num_workers=1)
  #try the minimization interface
  min = optimizer.minimize(func_x, verbosity=2) #this works

  optimizer = ng.optimizers.ParaPortfolio(parametrization=params, budget=rounds, num_workers=workers)
  min = optimizer.minimize(func_x, verbosity=2) #this breaks

  optimizer = ng.optimizers.ParaPortfolio(parametrization=params, budget=int(rounds*workers), num_workers=workers)
  min = optimizer.minimize(func_x, verbosity=2) #this breaks

  #Ask and tell also breaks
  optimizer = ng.optimizers.ParaPortfolio(parametrization=params, budget=rounds, num_workers=workers)
  for _ in range(rounds):
      x_list = []
      for _ in range(workers):
          x_list.append(optimizer.ask())
      y_list = [func_x(list(x.value)) for x in x_list]
      for x, y in zip(x_list, y_list):
          optimizer.tell(x, y)

  print(optimizer.provide_recommendation().value)
if __name__ == '__main__':
  main()

[Teytaud]

Thanks for pointing out this.
Rubberstamp fix https://github.com/facebookresearch/nevergrad/pull/new/paraportfoliobugfix
Still under work, not carefully checked.