Add golden section search #335
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mschwoer
reviewed
Aug 30, 2024
alphadia/workflow/optimization.py
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| self.tolerance_for_golden_section_search = workflow.config["optimization"][ | ||
| self.parameter_name | ||
| ]["tolerance_for_golden_section_search"] | ||
| self.golden_search_converged = False |
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move this out of the if to have a consistent set of attributes
| self.has_converged = True | ||
| self._update_after_convergence() | ||
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| def _update_after_convergence(self): |
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docstring :-) (everywhere)
alphadia/workflow/optimization.py
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| upper_bound = self.history_df.loc[self.golden_triple_idxes[2]].parameter | ||
| lower_bound = self.history_df.loc[self.golden_triple_idxes[0]].parameter | ||
| golden_parameter_proposal = upper_bound - 0.618 * (upper_bound - lower_bound) |
alphadia/workflow/optimization.py
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| parameter_history.loc[self.golden_triple_idxes[1]] | ||
| > parameter_history.iloc[-1] |
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could you extract this into a variable? (or comment what it means exactly :-)
| golden_parameter_values = parameter_history.loc[self.golden_triple_idxes] | ||
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| differences = np.diff(golden_parameter_values) | ||
| if differences[0] < differences[1]: |
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smth like
sign = np.sign(differences[1] - differences[0])
golden_parameter_proposal = golden_parameter_values.iloc[0] + sign * 0.618 * (
golden_parameter_values.iloc[2] - golden_parameter_values.iloc[0]
)```
(pls double-check order of `sign` variable ;-))
| self.history_df.index.values > feature_history.idxmax() | ||
| ][self.feature_name].idxmax() | ||
| lower_bound = self.history_df.loc[lower_bound_idx].parameter | ||
| except ValueError: |
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could this be turned into an explicit check? (same below)
| @@ -587,6 +588,61 @@ def _skip_all_optimizers( | |||
| ) | |||
| optimizer.skip() | |||
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| def golden_section_search(self, optimizer): | |||
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you should definitely explain the idea behin this somewhere in detail, maybe the docstring of this method would be a good place
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This adds a deterministic search step after the main search. It may not be worth bothering with, but it could be useful in certain settings.