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Refactor main loop of tranquilo #397

Merged
merged 13 commits into from
Nov 12, 2022
Merged

Refactor main loop of tranquilo #397

merged 13 commits into from
Nov 12, 2022

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janosg
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@janosg janosg commented Nov 8, 2022

  • Redefine states such that trustregion information and model information of one state belong to same iteration
  • Add a success history for stagnation detection
  • Wrap criterion to do parallel evaluation, post processing and adding to history automatically
  • Add separate step for deciding how many points to sample
  • Add weighting to fit methods
  • Add weight calculation as separate step
  • Switch criterion of optimal sampler to fekete if we add just one point (optionally)
  • Add nan handling

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codecov bot commented Nov 8, 2022

Codecov Report

Merging #397 (0446713) into main (0606165) will decrease coverage by 0.04%.
The diff coverage is 88.50%.

@@            Coverage Diff             @@
##             main     #397      +/-   ##
==========================================
- Coverage   92.87%   92.83%   -0.05%     
==========================================
  Files         212      220       +8     
  Lines       17111    17254     +143     
==========================================
+ Hits        15892    16017     +125     
- Misses       1219     1237      +18     
Impacted Files Coverage Δ
tests/optimization/tranquilo/test_sample_points.py 100.00% <ø> (ø)
src/estimagic/optimization/tranquilo/fit_models.py 82.35% <40.00%> (-1.39%) ⬇️
.../estimagic/optimization/tranquilo/filter_points.py 77.64% <50.00%> (-2.60%) ⬇️
.../estimagic/optimization/tranquilo/sample_points.py 86.01% <60.00%> (-5.78%) ⬇️
...c/estimagic/optimization/tranquilo/count_points.py 76.92% <76.92%> (ø)
src/estimagic/optimization/tranquilo/weighting.py 81.81% <81.81%> (ø)
...stimagic/optimization/tranquilo/handle_infinity.py 90.47% <90.47%> (ø)
src/estimagic/optimization/subsolvers/gqtpar.py 90.72% <100.00%> (+0.06%) ⬆️
src/estimagic/optimization/tranquilo/geometry.py 96.87% <100.00%> (ø)
...timagic/optimization/tranquilo/solve_subproblem.py 88.60% <100.00%> (+0.14%) ⬆️
... and 13 more

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@janosg janosg requested a review from timmens November 12, 2022 15:00
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timmens commented Nov 12, 2022

Great PR, approved. I only have a few clarifying questions.

@janosg janosg merged commit 9a811d5 into main Nov 12, 2022
@janosg janosg deleted the refactor-tranquilo branch November 12, 2022 17:13
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2 participants