smac.facade.smac_bo_facade module

class smac.facade.smac_bo_facade.SMAC4BO(model_type: str = 'gp_mcmc', **kwargs: Any)[source]

Bases: smac.facade.smac_ac_facade.SMAC4AC

Facade to use SMAC for BO using a GP

see smac.facade.smac_Facade for API This facade overwrites options available via the SMAC facade

Hyperparameters are chosen according to the best configuration for Gaussian process maximum likelihood found in “Towards Assessing the Impact of Bayesian Optimization’s Own Hyperparameters” by Lindauer et al., presented at the DSO workshop 2019 (https://arxiv.org/abs/1908.06674).

Changes are: * Instead of having an initial design of size 10*D as suggested by Jones et al. 1998 (actually, they suggested

10*D+1), we use an initial design of 8*D.

  • More restrictive lower and upper bounds on the length scale for the Matern and Hamming Kernel than the ones suggested by Klein et al. 2017 in the RoBO package. In practice, they are np.exp(-6.754111155189306) instead of np.exp(-10) for the lower bound and np.exp(0.0858637988771976) instead of np.exp(2) for the upper bound.

  • The initial design is set to be a Sobol grid

  • The random fraction is set to 0.08447232371720552, it was 0.0 before.

logger
stats
Type

Stats

solver
Type

SMBO

runhistory

List with information about previous runs

Type

RunHistory

trajectory

List of all incumbents

Type

list

Constructor see ~smac.facade.smac_facade for documentation