NEWS
mlr3mbo 0.2.8 (2024-11-21)
- docs: gracefully exit examples of
OptimizerAsyncMbo, OptimizerADBO, TunerAsyncMbo, and TunerADBO if Redis is not available.
- test: skip tests involving asynchronous logic if Redis is not available.
mlr3mbo 0.2.7 (2024-11-15)
- refactor: refactored
SurrogateLearner and SurrogateLearnerCollection to allow updating on an asynchronous Archive.
- feat: added experimental
OptimizerAsyncMbo, OptimizerADBO, TunerAsyncMbo, and TunerADBO that allow for asynchronous optimization.
- feat: added
AcqFunctionStochasticCB and AcqFunctionStochasticEI that are useful for asynchronous optimization.
- docs: minor changes to highlight differences between batch and asynchronous objects related to asynchronous support.
- refactor:
AcqFunctions and AcqOptimizer gained a reset() method.
mlr3mbo 0.2.6 (2024-10-16)
- refactor: Extract internal tuned values in instance.
mlr3mbo 0.2.5 (2024-09-24)
- docs: Move vignette to mlr3book.
- feat: Add
AcqFunctionMulti that can wrap multiple acquisition functions resulting in a multi-objective acquisition function problem.
- feat: Support callbacks in
AcqOptimizer.
- feat: Allow
AcqFunctionEI to be adjusted by epsilon to strengthen exploration.
mlr3mbo 0.2.4 (2024-07-06)
- fix: Improve runtime of
AcqOptimizer by setting check_values = FALSE.
mlr3mbo 0.2.3 (2024-07-01)
- compatibility: Work with new bbotk and mlr3tuning version 1.0.0.
mlr3mbo 0.2.2 (2024-03-01)
- refactor: compatibility with upcoming paradox upgrade.
- feat:
OptimizerMbo and TunerMbo now update the Surrogate a final time after the optimization process finished to
ensure that the Surrogate correctly reflects the state of being trained on all data seen during optimization.
- fix:
AcqFunction domain construction now respects Surrogate cols_x field.
- feat: support more than one candidate point as a result of acquisition function optimization even for
non-batch acquisition functions.
- feat: added
default_gp and default_rf helpers that allow for construction of a default
Gaussian Process and random forest as for example used within default_surrogate.
- refactor: changed Gaussian Process and random forest defaults (in
default_gp and default_rf and therefore also in
default_surrogate). Gaussian Process now uses a "matern5_2" kernel. Random forest now uses 100 trees.
The number of trees used in the fallback random forest was reduced to 10.
mlr3mbo 0.2.1 (2023-06-05)
- docs: updated some references in vignette.
- refactor: minor clean up of the internal structure of all loop functions.
- perf: default initial design constructed based on a Sobol sequence in all loop functions.
- refactor: no longer depend on
mlr3tuning but import instead.
- refactor:
srlrn sugar function now can construct both a SurrogateLearner and
SurrogateLearnerCollection; dropped srlrnc.
- feat: added
AcqFunctionSD, AcqFunctionEHVI and AcqFunctionEHVIGH, introduced
bayesopt_emo loop function.
- feat:
AcqFunctions now include a $packages field stating required packages which are checked
for whether their namespace can be loaded prior to optimization.
- fix: fixed bug in
fix_xdt_missing() helper function.
- BREAKING CHANGE: renaming
default_loopfun -> default_loop_function,
default_acqfun -> default_acqfunction,
default_acqopt -> default_acqoptimizer.
- BREAKING CHANGE:
result_functions now replaced by ResultAssigners.
- BREAKING CHANGE: renamed
$model field of all Surrogate classes to $learner.
- BREAKING CHANGE: For all
Surrogate and AcquisitionFunction classes fields *_cols renamed to
cols_* (e.g., x_cols to cols_x).
mlr3mbo 0.1.2 (2023-03-02)
- refactor: adapt to mlr3tuning 0.18.0.
- feat: Acquisition functions now assert whether surrogates match their required predict type.
- fix: Unloading
mlr3mbo removes optimizers and tuners from the dictionaries.
- docs: faster examples.
- feat: characters in surrogate regression tasks are no longer automatically converted to factors.
default_surrogate now respects this and gained an appropriate pipeline step.
- feat:
AcqFunctionAEI added.
- docs: fix of docs, README and bibentries.
mlr3mbo 0.1.1 (2022-11-18)