Optimization via Design Points

OptimizerDesignPoints class that implements optimization w.r.t. fixed design points. We simply search over a set of points fully specified by the user. The points in the design are evaluated in order as given.

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.

Dictionary

This Optimizer can be instantiated via the dictionary mlr_optimizers or with the associated sugar function opt():

mlr_optimizers$get("design_points")
opt("design_points")

Parameters

batch_size

integer(1)
Maximum number of configurations to try in a batch.

design

data.table::data.table
Design points to try in search, one per row.

Progress Bars

$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").

Super class

bbotk::Optimizer -> OptimizerDesignPoints

Methods

Public methods

• OptimizerDesignPoints$new()

• OptimizerDesignPoints$clone()

Inherited methods

• bbotk::Optimizer$format()
• bbotk::Optimizer$help()
• bbotk::Optimizer$optimize()
• bbotk::Optimizer$print()

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Method new()

Creates a new instance of this R6 class.

Usage

OptimizerDesignPoints$new()

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Method clone()

The objects of this class are cloneable with this method.

Usage

OptimizerDesignPoints$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Examples

library(data.table)
search_space = domain = ps(x = p_dbl(lower = -1, upper = 1))

codomain = ps(y = p_dbl(tags = "minimize"))

objective_function = function(xs) {
  list(y = as.numeric(xs)^2)
}

objective = ObjectiveRFun$new(
  fun = objective_function,
  domain = domain,
  codomain = codomain)

instance = OptimInstanceSingleCrit$new(
  objective = objective,
  search_space = search_space,
  terminator = trm("evals", n_evals = 10))

design = data.table(x = c(0, 1))

optimizer = opt("design_points", design = design)

# Modifies the instance by reference
optimizer$optimize(instance)
#>        x  x_domain     y
#>    <num>    <list> <num>
#> 1:     0 <list[1]>     0

# Returns best scoring evaluation
instance$result
#>        x  x_domain     y
#>    <num>    <list> <num>
#> 1:     0 <list[1]>     0

# Allows access of data.table of full path of all evaluations
as.data.table(instance$archive)
#>        x     y           timestamp batch_nr x_domain_x
#>    <num> <num>              <POSc>    <int>      <num>
#> 1:     0     0 2024-02-29 15:30:02        1          0
#> 2:     1     1 2024-02-29 15:30:02        2          1