Version 0.3¶
Third time’s a charm.
New features¶
Accuracy improvements of the optimization of the acquisition function by pre-selecting good candidates as starting points when using
acq_optimizer='lbfgs'
.Support a ask-and-tell interface. Check out the
Optimizer
class if you need fine grained control over the iterations.Parallelize L-BFGS minimization runs over the acquisition function.
Implement weighted hamming distance kernel for problems with only categorical dimensions.
New acquisition function
gp_hedge
that probabilistically chooses one ofEI
,PI
orLCB
at every iteration depending upon the cumulative gain.
Bug fixes¶
Warnings are now raised if a point is chosen as the candidate optimum multiple times.
Infinite gradients that were raised in the kernel gradient computation are now fixed.
Integer dimensions are now normalized to [0, 1] internally in
gp_minimize
.
API Changes¶
The default
acq_optimizer
function has changed from"auto"
to"lbfgs"
ingp_minimize
.