Source code for smac.initial_design.sobol_design

from __future__ import annotations

from typing import Any

import warnings

from ConfigSpace.configuration_space import Configuration
from ConfigSpace.hyperparameters import Constant
from scipy.stats.qmc import Sobol

from smac.initial_design.abstract_initial_design import AbstractInitialDesign

__copyright__ = "Copyright 2022, automl.org"
__license__ = "3-clause BSD"


[docs]class SobolInitialDesign(AbstractInitialDesign): """Sobol sequence design with a scrambled Sobol sequence. See https://scipy.github.io/devdocs/reference/generated/scipy.stats.qmc.Sobol.html for further information. """ def __init__(self, *args: Any, **kwargs: Any) -> None: super().__init__(*args, **kwargs) if len(self._configspace.get_hyperparameters()) > 21201: raise ValueError( "The default initial design Sobol sequence can only handle up to 21201 dimensions. " "Please use a different initial design, such as the Latin Hypercube design." ) def _select_configurations(self) -> list[Configuration]: params = self._configspace.get_hyperparameters() constants = 0 for p in params: if isinstance(p, Constant): constants += 1 dim = len(params) - constants sobol_gen = Sobol(d=dim, scramble=True, seed=self._rng.randint(low=0, high=10000000)) with warnings.catch_warnings(): warnings.simplefilter("ignore") sobol = sobol_gen.random(self._n_configs) return self._transform_continuous_designs( design=sobol, origin="Initial Design: Sobol", configspace=self._configspace )