BlackBoxOptim.jl icon indicating copy to clipboard operation
BlackBoxOptim.jl copied to clipboard

Add Borg MaxRestarts option

Open alyst opened this issue 4 years ago • 0 comments

Currently, in Borg algorithm, the only stopping condition that relates to the algorithm convergence is checking for the number of steps without eps-progress (i.e. without Pareto front updates). This is quite strong condition, since for large fronts the chances of updating any point would be quite high. However, these points are not always in the most relevant region of the Pareto front.

This PR implements a weaker condition: stop when MaxRestarts is reached. The idea is that as Borg reaches near-optimal front, the efficiency of recombinations would drop, and it would tend to "restart" (i.e. repopulate with random mutants) more frequently.

By default, MaxRestarts is disabled (=nothing), but something like 200 should be a safe choice.

NB: So far the stopping checks were done by the algorithm-agnostic OptController or by the Evaluator classes. This PR allows the optimization algorithm to define its own specific stopping checks via check_stop_condition(alg::Optimizer, ctrl) method.

alyst avatar Jan 02 '20 15:01 alyst