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Parego

smac.multi_objective.parego #

ParEGO #

ParEGO(
    scenario: Scenario,
    rho: float = 0.05,
    seed: int | None = None,
)

Bases: AbstractMultiObjectiveAlgorithm

ParEGO implementation based on www.cs.bham.ac.uk/~jdk/UKCI-2015.pdf.

Parameters#

scenario : Scenario rho : float, defaults to 0.05 A small positive value. seed : int | None, defaults to None

Source code in smac/multi_objective/parego.py 
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def __init__(
    self,
    scenario: Scenario,
    rho: float = 0.05,
    seed: int | None = None,
):
    super(ParEGO, self).__init__()

    if seed is None:
        seed = scenario.seed

    self._n_objectives = scenario.count_objectives()
    self._seed = seed
    self._rng = np.random.RandomState(seed)

    self._rho = rho
    # Will be set on starting an SMBO iteration
    self._theta: np.ndarray | None = None