Updatable discrete trust region #825
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hstojic
reviewed
Feb 29, 2024
hstojic
reviewed
Mar 5, 2024
3 tasks
vpicheny
reviewed
Mar 18, 2024
| # section of the [trust region Bayesian optimization notebook](trust_region.ipynb). That notebook | ||
| # creates trust regions of type `SingleObjectiveTrustRegionBox`. Here, we create trust regions that | ||
| # are a product of a discrete and a continuous trust sub-region with | ||
| # `UpdatableTrustRegionProduct`. The continuous part `SingleObjectiveTrustRegionBox` is the same as |
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The text is good, but I am wondering (prob not for this PR) if it would be better to do this automatically? As in, it is probably a bit of a headache for the use to know that if they have a mixed input space then they must use a TrustRegionProduct. Ideally they would use SingleObjectiveTR and we dispatch it automatically to the right kind?
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I'll think about this for a separate PR.
vpicheny
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Mar 18, 2024
vpicheny
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Mar 18, 2024
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Summary
This PR adds a new updatable discrete trust region. This builds on the the fixed-point discrete TR added in a previous PR. The new class
SingleObjectiveTrustRegionDiscreteis similar in behaviour toSingleObjectiveTrustRegionBox, but for a discrete search space.The mixed search spaces notebook and integ tests now use this class, instead of
FixedPointTrustRegionDiscretefrom the previous PR.Fully backwards compatible: yes
PR checklist