mlr_optimizers_random_search {bbotk}

Optimization via Random Search

Description

OptimizerRandomSearch 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.

Dictionary

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")

Parameters

batch_size

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

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 -> OptimizerRandomSearch

Methods

Public methods

• OptimizerRandomSearch$new()

• OptimizerRandomSearch$clone()

Inherited methods

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

Method new()

Creates a new instance of this R6 class.

Usage

OptimizerRandomSearch$new()

Method clone()

The objects of this class are cloneable with this method.

Usage

OptimizerRandomSearch$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Source

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.

Examples

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))


optimizer = opt("random_search")

# modifies the instance by reference
optimizer$optimize(instance)

# returns best scoring evaluation
instance$result

# allows access of data.table of full path of all evaluations
as.data.table(instance$archive$data)