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feat: add OptimizerBatchLocalSearch #248

Merged
merged 5 commits into from
Aug 13, 2024
Merged

feat: add OptimizerBatchLocalSearch #248

merged 5 commits into from
Aug 13, 2024

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sumny
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@sumny sumny commented Aug 12, 2024

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@sumny
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sumny commented Aug 12, 2024

Things to discuss:

  • check_values in the objective but also instance still induce high overhead in general in bbotk
  • got massive speedups (factor 4-5) by not relying on active bindings such as class, lower, upper, levels, etc. of search space which still hints at issues with paradox
  • rename mu, n_points_initial_random, n_points, sigma?
  • in mbo config, check if local search actually runs correctly; think about warm starting AcqOptimizer

Things to do:

  • test on mixed spaces and mixed hierarchical spaces
  • benchmark on some standard test functions
  • discuss n_initial_points_random, mu and n_points
  • adjust example and n_evals

@sumny sumny requested a review from be-marc August 12, 2024 19:56
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sumny commented Aug 12, 2024

Results of running random search vs. local search with a budget of 1000 + 10000 evaluations on 2D Branin.
Mean log regret to global best (0.3978874) over 30 replications, ribbons are standard errors.

image

@be-marc be-marc merged commit ebc1a34 into main Aug 13, 2024
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@be-marc be-marc deleted the localsearch branch August 13, 2024 12:50
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2 participants