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SMAC3 Bayesian Optimisation Integration [🆕 Search Method] 🥉#212

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simonprovost wants to merge 12 commits into
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SMAC3 Bayesian Optimisation Integration [🆕 Search Method] 🥉#212
simonprovost wants to merge 12 commits into
amore-labs:masterfrom
simonprovost:feature/bayesian_optimisation

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@simonprovost
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@simonprovost simonprovost commented Dec 11, 2023

Hi @PGijsbers,

As proposed in #202, here is finally my final contribution probably for this year, the implementation of a brand-new Bayesian Optimisation search method based on SMAC3 compatible with GAMA under ConfigSpace search space setup as currently proposed in #210 🎉 🥇

While the PR follows the feature proposal in #202, it also includes an update to search algorithms to reduce pipeline duplication as per #211 🥈

Given that this PR is a suite from #210 and #211, here's a link that focuses exclusively on the most recent commits for this update: Link to PR updates 🥉

Thank you, and I look forward to hearing from you!

What contributions have been made

  • ✅ Improving GAMA's Search Methods by adding a new one based on Bayesian Optimisation via SMAC3
  • ✅ Testing passes smoothly
  • ✅ Informative commits

❌ DISCLAIMER ❌

Kindly refrain from merging this PR prior to ConfigSpace and Search Methods Improvements. I will need to perform a rebase from #211 before this PR can be merged!

@simonprovost
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@PGijsbers A #Waiting tag would be greatly appreciated here.

@simonprovost simonprovost changed the title SMAC3 Bayesian Optimisation Integration [🆕 Search Methods] 🥉 SMAC3 Bayesian Optimisation Integration [🆕 Search Method] 🥉 Dec 11, 2023
@PGijsbers PGijsbers added the waiting PR or Issue depends on some other event or input as explained in one of the comments. label Dec 12, 2023
@PGijsbers
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Thank you! I will put this PR in the queue as you suggest :)

@simonprovost
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TODO:

  1. Add random_state to SMAC's seed. @simonprovost Refer to your hidden PR.
  2. Add output_directory to SMAC's output_directory. @simonprovost Refer to your hidden PR.

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Update 15 jan. 2024 – NOT urgent at all.

@PGijsbers – Given that the BO's implementation is utilising the asynchronous evaluator, I reckon we should call it async_BO instead of bayesian_optimisation, the same as async_ea. Your thoughts ?

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BRIEF UDPATE:

I intend to start working back on all this from the end of this month onwards. I have an important deadline for the 20th and had no time to look into those but will definitely afterward.

Cheers for your patience!

Simon

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