| mlr_optimizers_random_search | R Documentation |
OptimizerBatchRandomSearch class that implements a simple Random Search.
In order to support general termination criteria and parallelization, we
evaluate points in a batch-fashion of size batch_size. Larger batches mean
we can parallelize more, smaller batches imply a more fine-grained checking
of termination criteria.
This Optimizer can be instantiated via the dictionary
mlr_optimizers or with the associated sugar function opt():
mlr_optimizers$get("random_search")
opt("random_search")
batch_sizeinteger(1)
Maximum number of points to try in a batch.
$optimize() supports progress bars via the package progressr
combined with a Terminator. Simply wrap the function in
progressr::with_progress() to enable them. We recommend to use package
progress as backend; enable with progressr::handlers("progress").
bbotk::Optimizer -> bbotk::OptimizerBatch -> OptimizerBatchRandomSearch
new()Creates a new instance of this R6 class.
OptimizerBatchRandomSearch$new()
clone()The objects of this class are cloneable with this method.
OptimizerBatchRandomSearch$clone(deep = FALSE)
deepWhether to make a deep clone.
Bergstra J, Bengio Y (2012). “Random Search for Hyper-Parameter Optimization.” Journal of Machine Learning Research, 13(10), 281–305. https://jmlr.csail.mit.edu/papers/v13/bergstra12a.html.
# define the objective function
fun = function(xs) {
list(y = - (xs[[1]] - 2)^2 - (xs[[2]] + 3)^2 + 10)
}
# set domain
domain = ps(
x1 = p_dbl(-10, 10),
x2 = p_dbl(-5, 5)
)
# set codomain
codomain = ps(
y = p_dbl(tags = "maximize")
)
# create objective
objective = ObjectiveRFun$new(
fun = fun,
domain = domain,
codomain = codomain,
properties = "deterministic"
)
# initialize instance
instance = oi(
objective = objective,
terminator = trm("evals", n_evals = 20)
)
# load optimizer
optimizer = opt("random_search", batch_size = 10)
# trigger optimization
optimizer$optimize(instance)
# all evaluated configurations
instance$archive
# best performing configuration
instance$result
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