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Improving our one-shot optimization methods #1103

Merged
merged 8 commits into from
May 21, 2021
Merged

Improving our one-shot optimization methods #1103

merged 8 commits into from
May 21, 2021

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teytaud
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@teytaud teytaud commented Apr 20, 2021

Types of changes

  • Docs change / refactoring / dependency upgrade
  • Bug fix (non-breaking change which fixes an issue)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)

Motivation and Context / Related issue

We can do better: we here combine:

  • the cool rescaling formulas from MetaTuneRecentering (PPSN paper last year)
  • the quasiconvex stuff a little bit improved thanks to discussions with Yann
    We note that quasi-opposite sampling is still magically good.

How Has This Been Tested (if it applies)

Checklist

  • The documentation is up-to-date with the changes I made.
  • I have read the CONTRIBUTING document and completed the CLA (see CLA).
  • All tests passed, and additional code has been covered with new tests.

@facebook-github-bot facebook-github-bot added the CLA Signed Do not delete this pull request or issue due to inactivity. label Apr 20, 2021
@teytaud
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teytaud commented Apr 20, 2021

Grumpf we need more tests. Will do when I have time (this does not mean "today").

@@ -383,6 +394,13 @@ def __init__(
MetaTuneRecentering = SamplingSearch(
cauchy=False, autorescale="autotune", sampler="Hammersley", scrambled=True
).set_name("MetaTuneRecentering", register=True)
HAvgMetaTuneRecentering = SamplingSearch(
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if H stands for Hull, maybe write Hull, that would be clearer (but not consistent with other legacy names) :s

@jrapin jrapin merged commit ae1b9a3 into master May 21, 2021
@jrapin jrapin deleted the qc branch May 21, 2021 08:25
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3 participants