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Add nested optuna sampling

Open robogast opened this issue 2 years ago • 0 comments

  • Nested sampling is supported in optuna: https://optuna.readthedocs.io/en/stable/tutorial/10_key_features/002_configurations.html
  • Nested sampling is not supported in hydra
  • Ideally we would like categorical choices to be config options, i.e. set choices in the default list
    • Problem: choices from the default list are actually a dictionary, not a list as required by categorical distribution
    • Problem: dictionaries are not always supported by storage backends https://optuna.readthedocs.io/en/stable/reference/generated/optuna.distributions.CategoricalDistribution.html#optuna.distributions.CategoricalDistribution
      • Mitigation: If the choice is a dictionary, replace it by a string (ex: f'key_option_{x}'), save the dictionary in some parallel dictionary (or as hidden key in the search space dictionary).

robogast avatar Oct 21 '21 11:10 robogast