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Add an experimental bouncing bounding method #684
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@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 |
I would tend to even make this the default instead of clipping. |
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Looks good to me from a code perspective :)
Merging since it does not induce any change for users |
* 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]>
Types of changes
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