Acquisition Function Optimizer

Optimizer for AcqFunctions which performs the infill optimization. Wraps an bbotk::Optimizer and bbotk::Terminator.

Parameters

logging_level

character(1)
Logging level during the infill optimization. Can be "fatal", "error", "warn", "info", "debug" or "trace". Default is "warn", i.e., only warnings are logged.

warmstart

logical(1)
Should the infill optimization be warm-started by evaluating the best point(s) present in the bbotk::Archive of the actual bbotk::OptimInstance? This is sensible when using a population based infill optimizer, e.g., local search or mutation. Default is FALSE.

warmstart_size

integer(1) | "all"
Number of best points selected from the bbotk::Archive that are to be used for warm starting. Can also be "all" to use all available points. Only relevant if warmstart = TRUE. Default is 1.

skip_already_evaluated

logical(1)
It can happen that the candidate resulting of the infill optimization was already evaluated in a previous iteration. Should this candidate proposal be ignored and the next best point be selected as a candidate? Default is TRUE.

catch_errors

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

Public fields

optimizer

(bbotk::Optimizer).

terminator

(bbotk::Terminator).

acq_function

(AcqFunction).

Active bindings

print_id

(character)
Id used when printing.

param_set

(paradox::ParamSet)
Set of hyperparameters.

Methods

Public methods

• AcqOptimizer$new()

• AcqOptimizer$format()

• AcqOptimizer$print()

• AcqOptimizer$optimize()

• AcqOptimizer$clone()

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Method new()

Creates a new instance of this R6 class.

Usage

AcqOptimizer$new(optimizer, terminator, acq_function = NULL)

Arguments

optimizer

(bbotk::Optimizer).

terminator

(bbotk::Terminator).

acq_function

(NULL | AcqFunction).

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Method format()

Helper for print outputs.

Usage

AcqOptimizer$format()

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Method print()

Print method.

Usage

AcqOptimizer$print()

Returns

(character()).

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Method optimize()

Optimize the acquisition function.

Usage

AcqOptimizer$optimize()

Returns

data.table::data.table() with 1 row per optimum and x as columns.

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Method clone()

The objects of this class are cloneable with this method.

Usage

AcqOptimizer$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.