Direct Acquisition Function Optimizer

Direct acquisition function optimizer. Calls nloptr() from nloptr with the NLOPT_GN_DIRECT_L algorithm. In its default setting, the algorithm runs for at most 100 * D^2 function evaluations, where D is the dimension of the search space. The optimization stops when the relative tolerance of the parameters is less than 10^-4.

Only fully numeric search spaces (all parameters of type p_dbl) are supported.

Note

NLOPT_GN_DIRECT_L is a deterministic global optimizer that ignores the starting point. Restarts would only repeat the identical search, so the optimizer does not support them.

Parameters

skip_already_evaluated

logical(1)
Should the proposed candidate be rejected if it was already evaluated on the actual bbotk::OptimInstance? If TRUE and the candidate was already evaluated, an error is raised so that the loop_function can propose a randomly sampled point instead. Default is TRUE.

Termination Parameters

The following termination parameters can be used.

stopval

numeric(1)
Stop value. Deactivate with -Inf (Default).

maxeval

integer(1)
Maximum number of evaluations. Default is 100 * D^2, where D is the dimension of the search space. Deactivate with -1L.

xtol_rel

numeric(1)
Relative tolerance of the parameters. Default is 10^-4. Deactivate with -1.

xtol_abs

numeric(1)
Absolute tolerance of the parameters. Deactivate with -1 (Default).

ftol_rel

numeric(1)
Relative tolerance of the objective function. Deactivate with -1 (Default).

ftol_abs

numeric(1)
Absolute tolerance of the objective function. Deactivate with -1 (Default).

Super class

AcqOptimizer -> AcqOptimizerDirect

Public fields

state

(nloptr::nloptr() result)
Result of the last optimization run.

Active bindings

print_id

(character)
Id used when printing.

label

(character(1))
Label for this object. Can be used in tables, plot and text output instead of the ID.

man

(character(1))
String in the format [pkg]::[topic] pointing to a manual page for this object.

Methods

Public methods

• AcqOptimizerDirect$new()

• AcqOptimizerDirect$optimize()

• AcqOptimizerDirect$reset()

• AcqOptimizerDirect$clone()

Inherited methods

• AcqOptimizer$format()
• AcqOptimizer$print()

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AcqOptimizerDirect$new()

Creates a new instance of this R6 class.

Usage

AcqOptimizerDirect$new(acq_function = NULL)

Arguments

acq_function

(NULL | AcqFunction).

---

AcqOptimizerDirect$optimize()

Optimize the acquisition function.

Usage

AcqOptimizerDirect$optimize()

Returns

data.table::data.table() with 1 row per candidate.

---

AcqOptimizerDirect$reset()

Reset the acquisition function optimizer.

Clears the state of the previous optimization run.

Usage

AcqOptimizerDirect$reset()

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AcqOptimizerDirect$clone()

The objects of this class are cloneable with this method.

Usage

AcqOptimizerDirect$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Examples

if (requireNamespace("nloptr")) {
  acqo("direct")
}
#> Loading required namespace: nloptr
#> <AcqOptimizerDirect>: (OptimizerDirect)
#> * Parameters: skip_already_evaluated=TRUE, catch_errors=TRUE