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New feature: Optimization Strategies

Open SimonBlanke opened this issue 2 years ago • 0 comments

I would like to introduce a new feature to Hyperactive to chain together multiple optimization algorithms. This will be called an Optimization Strategy in the future.

The API for this feature could look like this:

opt_strat = OptimizationStrategy()
opt_strat.add_optimizer(RandomSearchOptimizer(), duration=0.5)
opt_strat.add_optimizer(HillClimbingOptimizer(), duration=0.5)

hyper = Hyperactive()
hyper.add_search(model, search_space, n_iter=20, optimizer=opt_strat)
hyper.run()

The duration will be the fraction of n_iter passed to add_search(...). Each optimizer will automatically pass the memory to the next one.

This feature-idea is in an early stage and might change in the future.

SimonBlanke avatar Jul 31 '22 16:07 SimonBlanke