NEWS.md

In mlr3mbo: Flexible Bayesian Optimization

mlr3mbo 0.2.6

• refactor: Extract internal tuned values in instance.

mlr3mbo 0.2.5

• docs: Move vignette to mlr3book.
• feat: Add AcqFunctionMulti that can wrap multiple acquisition functions resulting in a multi-objective acquisition function problem.
• feat: Support callbacks in AcqOptimizer.
• feat: Allow AcqFunctionEI to be adjusted by epsilon to strengthen exploration.

mlr3mbo 0.2.4

• fix: Improve runtime of AcqOptimizer by setting check_values = FALSE.

mlr3mbo 0.2.3

• compatibility: Work with new bbotk and mlr3tuning version 1.0.0.

mlr3mbo 0.2.2

• refactor: compatibility with upcoming paradox upgrade.
• feat: OptimizerMbo and TunerMbo now update the Surrogate a final time after the optimization process finished to ensure that the Surrogate correctly reflects the state of being trained on all data seen during optimization.
• fix: AcqFunction domain construction now respects Surrogate cols_x field.
• feat: support more than one candidate point as a result of acquisition function optimization even for non-batch acquisition functions.
• feat: added default_gp and default_rf helpers that allow for construction of a default Gaussian Process and random forest as for example used within default_surrogate.
• refactor: changed Gaussian Process and random forest defaults (in default_gp and default_rf and therefore also in default_surrogate). Gaussian Process now uses a "matern5_2" kernel. Random forest now uses 100 trees. The number of trees used in the fallback random forest was reduced to 10.

mlr3mbo 0.2.1

• docs: updated some references in vignette.
• refactor: minor clean up of the internal structure of all loop functions.
• perf: default initial design constructed based on a Sobol sequence in all loop functions.
• refactor: no longer depend on mlr3tuning but import instead.
• refactor: srlrn sugar function now can construct both a SurrogateLearner and SurrogateLearnerCollection; dropped srlrnc.
• feat: added AcqFunctionSD, AcqFunctionEHVI and AcqFunctionEHVIGH, introduced bayesopt_emo loop function.
• feat: AcqFunctions now include a $packages field stating required packages which are checked for whether their namespace can be loaded prior to optimization.
• fix: fixed bug in fix_xdt_missing() helper function.
• BREAKING CHANGE: renaming default_loopfun -> default_loop_function, default_acqfun -> default_acqfunction, default_acqopt -> default_acqoptimizer.
• BREAKING CHANGE: result_functions now replaced by ResultAssigners.
• BREAKING CHANGE: renamed $model field of all Surrogate classes to $learner.
• BREAKING CHANGE: For all Surrogate and AcquisitionFunction classes fields *_cols renamed to cols_* (e.g., x_cols to cols_x).

mlr3mbo 0.1.2

• refactor: adapt to mlr3tuning 0.18.0.
• feat: Acquisition functions now assert whether surrogates match their required predict type.
• fix: Unloading mlr3mbo removes optimizers and tuners from the dictionaries.
• docs: faster examples.
• feat: characters in surrogate regression tasks are no longer automatically converted to factors. default_surrogate now respects this and gained an appropriate pipeline step.
• feat: AcqFunctionAEI added.
• docs: fix of docs, README and bibentries.

mlr3mbo 0.1.1

• Initial upload to CRAN.

mlr3mbo documentation built on Oct. 17, 2024, 1:06 a.m.