skopt.sampler
.Lhs¶
- class skopt.sampler.Lhs(lhs_type='classic', criterion='maximin', iterations=1000)[source][source]¶
Latin hypercube sampling
- Parameters
- lhs_typestr, default=’classic’
‘classic’ - a small random number is added
‘centered’ - points are set uniformly in each interval
- criterionstr or None, default=’maximin’
When set to None, the LHS is not optimized
‘correlation’ : optimized LHS by minimizing the correlation
‘maximin’ : optimized LHS by maximizing the minimal pdist
‘ratio’ : optimized LHS by minimizing the ratio
max(pdist) / min(pdist)
- iterationsint
Defines the number of iterations for optimizing LHS
Methods
generate
(dimensions, n_samples[, random_state])Creates latin hypercube samples.
set_params
(**params)Set the parameters of this initial point generator.
- generate(dimensions, n_samples, random_state=None)[source][source]¶
Creates latin hypercube samples.
- Parameters
- dimensionslist, shape (n_dims,)
List of search space dimensions. Each search dimension can be defined either as
a
(lower_bound, upper_bound)
tuple (forReal
orInteger
dimensions),a
(lower_bound, upper_bound, "prior")
tuple (forReal
dimensions),as a list of categories (for
Categorical
dimensions), oran instance of a
Dimension
object (Real
,Integer
orCategorical
).
- n_samplesint
The order of the LHS sequence. Defines the number of samples.
- random_stateint, RandomState instance, or None (default)
Set random state to something other than None for reproducible results.
- Returns
- np.array, shape=(n_dim, n_samples)
LHS set