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Surrogate Model Containing a Single Learner

Source: R/SurrogateLearner.R
SurrogateLearner.Rd

Surrogate model containing a single mlr3::LearnerRegr.

Parameters

catch_errors

logical(1)
Should errors during updating the surrogate be caught and propagated to the loop_function which can then handle the failed acquisition function optimization (as a result of the failed surrogate) appropriately by, e.g., proposing a randomly sampled point for evaluation? Default is TRUE.

impute_method

character(1)
Method to impute missing values in the case of updating on an asynchronous bbotk::ArchiveAsync with pending evaluations. Can be "mean" to use mean imputation or "random" to sample values uniformly at random between the empirical minimum and maximum. Default is "random".

Super class

mlr3mbo::Surrogate -> SurrogateLearner

Public fields

learner

(mlr3::LearnerRegr)
mlr3::LearnerRegr wrapped as a surrogate model.

input_trafo

(InputTrafo)
Input transformation.

output_trafo

(OutputTrafo)
Output transformation.

Active bindings

print_id

(character)
Id used when printing.

n_learner

(integer(1))
Returns the number of surrogate models.

packages

(character())
Set of required packages. A warning is signaled if at least one of the packages is not installed, but loaded (not attached) later on-demand via requireNamespace().

feature_types

(character())
Stores the feature types the surrogate can handle, e.g. "logical", "numeric", or "factor". A complete list of candidate feature types, grouped by task type, is stored in mlr_reflections$task_feature_types.

properties

(character())
Stores a set of properties/capabilities the surrogate has. A complete list of candidate properties, grouped by task type, is stored in mlr_reflections$learner_properties.

predict_type

(character(1))
Retrieves the currently active predict type, e.g. "response".

output_trafo_must_be_considered

(logical(1))
Whether a transformation has been applied to the target variable that has not been inverted during prediction.

Methods

Public methods

Inherited methods

Method new()

Creates a new instance of this R6 class.

Usage

SurrogateLearner$new(
  learner,
  input_trafo = NULL,
  output_trafo = NULL,
  archive = NULL,
  cols_x = NULL,
  col_y = NULL
)

Arguments

learner

(mlr3::LearnerRegr).

input_trafo

(InputTrafo | NULL). InputTrafo to be applied.

output_trafo

(OutputTrafo | NULL). OutputTrafo to be applied.

archive

(bbotk::Archive | NULL)
bbotk::Archive of the bbotk::OptimInstance.

cols_x

(character() | NULL)
Column id's of variables that should be used as features. By default, automatically inferred based on the archive.

col_y

(character(1) | NULL)
Column id of variable that should be used as a target. By default, automatically inferred based on the archive.

Method predict()

Predict mean response and standard error.

Usage

SurrogateLearner$predict(xdt)

Arguments

xdt

(data.table::data.table())
New data. One row per observation.

Returns

data.table::data.table() with the columns mean and se.

Method clone()

The objects of this class are cloneable with this method.

Usage

SurrogateLearner$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Examples

if (requireNamespace("mlr3learners") &
    requireNamespace("DiceKriging") &
    requireNamespace("rgenoud")) {
  library(bbotk)
  library(paradox)
  library(mlr3learners)

  fun = function(xs) {
    list(y = xs$x ^ 2)
  }
  domain = ps(x = p_dbl(lower = -10, upper = 10))
  codomain = ps(y = p_dbl(tags = "minimize"))
  objective = ObjectiveRFun$new(fun = fun, domain = domain, codomain = codomain)

  instance = OptimInstanceBatchSingleCrit$new(
    objective = objective,
    terminator = trm("evals", n_evals = 5))

  xdt = generate_design_random(instance$search_space, n = 4)$data

  instance$eval_batch(xdt)

  learner = default_gp()

  surrogate = srlrn(learner, archive = instance$archive)

  surrogate$update()

  surrogate$learner$model
}
#> 
#> Call:
#> DiceKriging::km(design = data, response = truth, covtype = "matern5_2", 
#>     nugget = 1.08402239693444e-05, optim.method = "gen", control = pv$control)
#> 
#> Trend  coeff.:
#>                Estimate
#>  (Intercept)    55.8573
#> 
#> Covar. type  : matern5_2 
#> Covar. coeff.:
#>                Estimate
#>     theta(x)     2.9298
#> 
#> Variance estimate: 1051.988
#> 
#> Nugget effect : 1.084022e-05
#>