Update X and Y during init #67
Merged
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I often plot/monitor the optimisation each iteration in case I want to stop early or change some parameters. I do this by adding monitoring code to the target function.
Currently, the x and y values checked during
exploreandinitare not accessible (stored on theboobject) until after both steps are complete, which can take a long time for expensive functions.This PR adds updates
self.Xandself.Yeach iteration of the explore/init step. Most of the logic is convertingappendand+=to numpy equivalents. Adds a bit of complexity but doesn't change any other part of the API.You could go all out and also update
bo.go.fit()andbo.reseach iteration, and add callback parameterto be called after each iteration to avoid hacking the target function like xgboost and some sklearn functions. But just updating
XandYis the minimum info needed for a user to just do that themselves.