public void HyperbandOptimizer_Optimize()
{
var parameters = new IParameterSpec[]
{
new MinMaxParameterSpec(min: 80, max: 300, transform: Transform.Linear),
new MinMaxParameterSpec(min: 0.02, max: 0.2, transform: Transform.Log10),
new MinMaxParameterSpec(min: 8, max: 15, transform: Transform.Linear),
};
var random = new Random(343);
OptimizerResult minimize(double[] p, double r)
{
var error = random.NextDouble();
return(new OptimizerResult(p, error));
}
var sut = new HyperbandOptimizer(
parameters,
maximumBudget: 81,
eta: 5,
skipLastIterationOfEachRound: false,
seed: 34);
var actual = sut.Optimize(minimize);
AssertOptimizerResults(Expected, actual);
}
public void HyperbandOptimizer_OptimizeBest()
{
var parameters = new IParameterSpec[]
{
new MinMaxParameterSpec(min: 80, max: 300, transform: Transform.Linear), // iterations
new MinMaxParameterSpec(min: 0.02, max: 0.2, transform: Transform.Log10), // learning rate
new MinMaxParameterSpec(min: 8, max: 15, transform: Transform.Linear), // maximumTreeDepth
};
var random = new Random(343);
HyperbandObjectiveFunction minimize = (p, r) =>
{
var error = random.NextDouble();
return(new OptimizerResult(p, error));
};
var sut = new HyperbandOptimizer(
parameters,
maximumUnitsOfCompute: 81,
eta: 5,
skipLastIterationOfEachRound: false,
seed: 34);
var actual = sut.OptimizeBest(minimize);
var expected = new OptimizerResult(new[] { 278.337940, 0.098931, 13.177449 }, 0.009549);
AssertOptimizerResult(expected, actual);
}