One Shot Optimization#

Implemented one-hot optimization methods which are ‘hopefully better than random search by ensuring more uniformity’. The algorithms vary on the following parameters,

sampler

Type of random sampling. Either,

  • ‘Halton’ : A low quality sampling method when the dimension is high

  • ‘Hammersley’ : Hammersley sampling

  • ‘LHS’ : Latin Hypercube Sampling

(default = ‘Halton’)

scrambled

Adds scrambling to the search

  • True : scrambling is added

  • False : scrambling is not added

(default = False)

middle_point

Optional enforcement of the first suggested point as zero. Either,

  • True : Enforced middle suggested point

  • False : Not enforced

(default = False)

cauchy

Use Cauchy inverse distribution instead of Gaussian when fitting points to real space Either,

  • True : Use the cauchy ditribution

  • False : Use a gaussian distribution

(default = False)

rescaled

Rescale the sampling pattern to reach the boundaries. Either,

  • True : rescale

  • False : don’t rescale

(default = False)

autorescale

Perform auto-rescaling

  • True : Auto rescale

  • False : don’t auto rescale

(default = False)

recommendation_rule

Method for selecting best point. Either,

  • ‘average_of_best’ : take average over all better then median

  • ‘pessimistic’ : selecting pessimistic best

(default = ‘pessimistic’)

opposition_mode

symmetrizes exploration wrt the center: (e.g. https://ieeexplore.ieee.org/document/4424748) - “opposite” : full symmetry - “quasi” : Random * symmetric - None

(default = None)

‘HaltonSearch’#

Defaults Only

‘HaltonSearchPlusMiddlePoint’#

middle_point: True

‘ScrHaltonSearch’#

scrambled: True

‘ScrHaltonSearchPlusMiddlePoint’#

middle_point: True
scrambled: True

‘HammersleySearch’#

sampler: 'Hammersley'

‘HammersleySearchPlusMiddlePoint’#

sampler: 'Hammersley'
middle_point: True

‘ScrHammersleySearchPlusMiddlePoint’#

scrambled: True
sampler: 'Hammersley'
middle_point: True

‘ScrHammersleySearch’#

sampler: 'Hammersley'
scrambled: True

‘OScrHammersleySearch’#

sampler: 'Hammersley'
scrambled: True
opposition_mode: 'opposite'

‘QOScrHammersleySearch’#

sampler: 'Hammersley'
scrambled: True
opposition_mode: 'quasi'

‘CauchyScrHammersleySearch’#

cauchy: True
sampler: 'Hammersley'
scrambled: True

‘LHSSearch’#

sampler: 'LHS'

‘CauchyLHSSearch’#

sampler: 'LHS'
cauchy: True

‘MetaRecentering’#

cauchy: False
autorescale: True
sampler: 'Hammersley'

‘MetaTuneRecentering’#

cauchy: False
autorescale: "autotune"
sampler: 'Hammersley'
scrambled: True

HAvgMetaRecentering#

cauchy: False
autorescale: True,
sampler: "Hammersley"
scrambled: True
recommendation_rule: "average_of_hull_best"

AvgMetaRecenteringNoHull#

cauchy: False
autorescale: True
sampler: "Hammersley"
scrambled: True,
recommendation_rule: "average_of_exp_best"