Abstract acquisition function class.
Based on the predictions of a Surrogate, the acquisition function encodes the preference to evaluate a new point.
bbotk::Objective -> AcqFunction
direction("same" | "minimize" | "maximize")
Optimization direction of the acquisition function relative to the direction of the
objective function of the bbotk::OptimInstance related to the passed bbotk::Archive.
Must be "same", "minimize", or "maximize".
surrogate_max_to_min(-1 | 1)
Multiplicative factor to correct for minimization or maximization of the acquisition
function.
label(character(1))
Label for this object.
man(character(1))
String in the format [pkg]::[topic] pointing to a manual page for this object.
archive(bbotk::Archive)
Points to the bbotk::Archive of the surrogate.
fun(function)
Points to the private acquisition function to be implemented by subclasses.
surrogate(Surrogate)
Surrogate.
requires_predict_type_se(logical(1))
Whether the acquisition function requires the surrogate to have "se" as $predict_type.
packages(character())
Set of required packages.
new()Creates a new instance of this R6 class.
Note that the surrogate can be initialized lazy and can later be set via the active binding $surrogate.
AcqFunction$new(
id,
constants = ParamSet$new(),
surrogate,
requires_predict_type_se,
direction,
packages = NULL,
label = NA_character_,
man = NA_character_
)id(character(1)).
constants(paradox::ParamSet). Changeable constants or parameters.
surrogate(NULL | Surrogate).
Surrogate whose predictions are used in the acquisition function.
requires_predict_type_se(logical(1))
Whether the acquisition function requires the surrogate to have "se" as $predict_type.
direction("same" | "minimize" | "maximize").
Optimization direction of the acquisition function relative to the direction of the
objective function of the bbotk::OptimInstance.
Must be "same", "minimize", or "maximize".
packages(character())
Set of required packages.
A warning is signaled prior to construction if at least one of the packages is not installed, but loaded (not attached) later on-demand via requireNamespace().
label(character(1))
Label for this object.
man(character(1))
String in the format [pkg]::[topic] pointing to a manual page for this object.
update()Update the acquisition function.
Can be implemented by subclasses.
AcqFunction$update()
reset()Reset the acquisition function.
Can be implemented by subclasses.
AcqFunction$reset()
eval_many()Evaluates multiple input values on the acquisition function.
AcqFunction$eval_many(xss)xss(list())
A list of lists that contains multiple x values, e.g.
list(list(x1 = 1, x2 = 2), list(x1 = 3, x2 = 4)).
data.table::data.table() that contains one y-column for
single-objective acquisition functions and multiple y-columns for multi-objective
acquisition functions, e.g. data.table(y = 1:2) or data.table(y1 = 1:2, y2 = 3:4).
eval_dt()Evaluates multiple input values on the objective function
AcqFunction$eval_dt(xdt)xdt(data.table::data.table())
One point per row, e.g. data.table(x1 = c(1, 3), x2 = c(2, 4)).
data.table::data.table() that contains one y-column for
single-objective acquisition functions and multiple y-columns for multi-objective
acquisition functions, e.g. data.table(y = 1:2) or data.table(y1 = 1:2, y2 = 3:4).
clone()The objects of this class are cloneable with this method.
AcqFunction$clone(deep = FALSE)deepWhether to make a deep clone.
Other Acquisition Function:
mlr_acqfunctions,
mlr_acqfunctions_aei,
mlr_acqfunctions_cb,
mlr_acqfunctions_ehvi,
mlr_acqfunctions_ehvigh,
mlr_acqfunctions_ei,
mlr_acqfunctions_ei_log,
mlr_acqfunctions_eips,
mlr_acqfunctions_mean,
mlr_acqfunctions_multi,
mlr_acqfunctions_pi,
mlr_acqfunctions_sd,
mlr_acqfunctions_smsego,
mlr_acqfunctions_stochastic_cb,
mlr_acqfunctions_stochastic_ei