Source code for skopt.optimizer.dummy

"""Random search."""

from .base import base_minimize

[docs]def dummy_minimize(func, dimensions, n_calls=100, initial_point_generator="random", x0=None, y0=None, random_state=None, verbose=False, callback=None, model_queue_size=None, init_point_gen_kwargs=None): """Random search by uniform sampling within the given bounds. Parameters ---------- func : callable Function to minimize. Should take a single list of parameters and return the objective value. If you have a search-space where all dimensions have names, then you can use :func:`skopt.utils.use_named_args` as a decorator on your objective function, in order to call it directly with the named arguments. See `use_named_args` for an example. dimensions : list, shape (n_dims,) List of search space dimensions. Each search dimension can be defined either as - a `(lower_bound, upper_bound)` tuple (for `Real` or `Integer` dimensions), - a `(lower_bound, upper_bound, prior)` tuple (for `Real` dimensions), - as a list of categories (for `Categorical` dimensions), or - an instance of a `Dimension` object (`Real`, `Integer` or `Categorical`). n_calls : int, default: 100 Number of calls to `func` to find the minimum. initial_point_generator : str, InitialPointGenerator instance, \ default: `"random"` Sets a initial points generator. Can be either - `"random"` for uniform random numbers, - `"sobol"` for a Sobol sequence, - `"halton"` for a Halton sequence, - `"hammersly"` for a Hammersly sequence, - `"lhs"` for a latin hypercube sequence, - `"grid"` for a uniform grid sequence x0 : list, list of lists or `None` Initial input points. - If it is a list of lists, use it as a list of input points. - If it is a list, use it as a single initial input point. - If it is `None`, no initial input points are used. y0 : list, scalar or `None` Evaluation of initial input points. - If it is a list, then it corresponds to evaluations of the function at each element of `x0` : the i-th element of `y0` corresponds to the function evaluated at the i-th element of `x0`. - If it is a scalar, then it corresponds to the evaluation of the function at `x0`. - If it is None and `x0` is provided, then the function is evaluated at each element of `x0`. random_state : int, RandomState instance, or None (default) Set random state to something other than None for reproducible results. verbose : boolean, default: False Control the verbosity. It is advised to set the verbosity to True for long optimization runs. callback : callable, list of callables, optional If callable then `callback(res)` is called after each call to `func`. If list of callables, then each callable in the list is called. model_queue_size : int or None, default: None Keeps list of models only as long as the argument given. In the case of None, the list has no capped length. Returns ------- res : `OptimizeResult`, scipy object The optimization result returned as a OptimizeResult object. Important attributes are: - `x` [list]: location of the minimum. - `fun` [float]: function value at the minimum. - `x_iters` [list of lists]: location of function evaluation for each iteration. - `func_vals` [array]: function value for each iteration. - `space` [Space]: the optimisation space. - `specs` [dict]: the call specifications. - `rng` [RandomState instance]: State of the random state at the end of minimization. For more details related to the OptimizeResult object, refer .. seealso:: functions :class:`skopt.gp_minimize`, :class:`skopt.forest_minimize`, :class:`skopt.gbrt_minimize` """ # all our calls want random suggestions, except if we need to evaluate # some initial points if x0 is not None and y0 is None: n_initial_points = n_calls - len(x0) else: n_initial_points = n_calls return base_minimize(func, dimensions, base_estimator="dummy", # explicitly set optimizer to sampling as "dummy" # minimizer does not provide gradients. acq_optimizer="sampling", n_calls=n_calls, n_initial_points=n_initial_points, initial_point_generator=initial_point_generator, x0=x0, y0=y0, random_state=random_state, verbose=verbose, callback=callback, model_queue_size=model_queue_size)