hpo_sampling.hpp File Reference

Grid search and random search over a SearchSpace: the two simplest, baseline hyperparameter-optimization algorithms, proving the SearchSpace/Trial abstraction's instantiate/train/read-back-metric loop end-to-end before Phase 2's GP-BO/TPE. More...

#include <cmath>
#include <cstdint>
#include <random>
#include <stdexcept>
#include <vector>
#include "pulsatrix/search_space.hpp"

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Namespaces
namespace	pulsatrix

Functions
template<typename RNG >
Configuration	pulsatrix::RandomSample (const SearchSpace &space, RNG &rng)
	Draws one configuration uniformly at random from space: Continuous parameters uniform over [lower, upper]; LogUniform parameters uniform in log-space (so e.g. [0.001, 1.0] gives 0.001-0.01, 0.01-0.1, and 0.1-1.0 equal probability, not the top decade 90% of the draws); Integer parameters uniform over the inclusive integer range; Categorical parameters uniform over the category list.
std::vector< Configuration >	pulsatrix::GridSample (const SearchSpace &space, size_t points_per_continuous_dimension)
	Enumerates the full cartesian-product grid over space.

Detailed Description

Grid search and random search over a SearchSpace: the two simplest, baseline hyperparameter-optimization algorithms, proving the SearchSpace/Trial abstraction's instantiate/train/read-back-metric loop end-to-end before Phase 2's GP-BO/TPE.