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Add an experimental bouncing bounding method #684

Merged
merged 1 commit into from
May 20, 2020
Merged

Add an experimental bouncing bounding method #684

merged 1 commit into from
May 20, 2020

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jrapin
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@jrapin jrapin commented May 16, 2020

Types of changes

  • Docs change / refactoring / dependency upgrade
  • Bug fix (non-breaking change which fixes an issue)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)

Motivation and Context / Related issue

Hard clipping on the bounds can lead to very detrimental loss of diversity. Bouncing on the border can help avoid this will being efficient and simple

How Has This Been Tested (if it applies)

Checklist

  • The documentation is up-to-date with the changes I made.
  • I have read the CONTRIBUTING document and completed the CLA (see CLA).
  • All tests passed, and additional code has been covered with new tests.

@jrapin jrapin self-assigned this May 16, 2020
@facebook-github-bot facebook-github-bot added the CLA Signed Do not delete this pull request or issue due to inactivity. label May 16, 2020
@jrapin jrapin requested review from teytaud and danthe3rd May 16, 2020 08:06
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jrapin commented May 18, 2020

@teytaud any thought on this? I find it's much better than clipping, it's closer to an actual constraint but way more efficient in high dimension

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jrapin commented May 18, 2020

I would tend to even make this the default instead of clipping.
Related issue: #621

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Looks good to me from a code perspective :)

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jrapin commented May 20, 2020

Merging since it does not induce any change for users

@jrapin jrapin merged commit d212de5 into master May 20, 2020
@jrapin jrapin deleted the bounce branch May 20, 2020 13:38
teytaud added a commit that referenced this pull request May 25, 2020
* firstMetaModel

* meta_model_for_shiva

* fix

* Type_fix:_.value_was_missing. Also better handling of exceptions.

* Tell not asked: I'm lost.

* Add recommendation.

* Add recommendation.

* Let us catch bad big values in metamodels.

* Deactivate BO test for windows

* Add metamodel in illcond tests.

* fixstaticanalysis

* Update optimizerlib.py

* updateMetaModel (#692)

* updateMetaModel

* Update optimizerlib.py

* Check suggest recommendation (#635)

* Add basic Pylint tests (#669)

* Allow repetitions for Choice parameters (#670)

* firstMetaModel

* meta_model_for_shiva

* Update post version number

* Fix repeated Choice hash (#676)

* fix

* Type_fix:_.value_was_missing. Also better handling of exceptions.

* Tell not asked: I'm lost.

* Add recommendation.

* Add recommendation.

* Let us catch bad big values in metamodels.

* Deactivate BO test for windows

* Add metamodel in illcond tests.

* fixstaticanalysis

* Lazy initialization in MLTuning (#673)

* Fix discrete mutation in dim 1 (#679)

Co-authored-by: Jeremy Rapin <[email protected]>
Co-authored-by: Teytaud <[email protected]>

* fix

* Add an experimental bouncing bounding method (#684)

* Add a tutorial for windows users (#688)

* Update optimizerlib.py

* updateMetaModel (#692)

* updateMetaModel

* Update optimizerlib.py

Co-authored-by: Jeremy Rapin <[email protected]>
Co-authored-by: Jérémy Rapin <[email protected]>
Co-authored-by: Fabien Teytaud <[email protected]>
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3 participants