36 lines
1.0 KiB
Python
36 lines
1.0 KiB
Python
from ..utilities import phi
|
|
import numpy as np
|
|
|
|
|
|
def another_random_cube(objective, size, budget, seed=None):
|
|
prng = np.random.default_rng(seed)
|
|
fopt = None
|
|
xopt = None
|
|
for i in range(budget):
|
|
x = prng.uniform(size=size)
|
|
fx = objective(x)
|
|
if fopt is None or xopt is None or fx < fopt:
|
|
fopt = fx
|
|
xopt = x
|
|
return fopt, xopt, budget
|
|
|
|
|
|
def quasirandom_cube(objective, size, budget):
|
|
# http://extremelearning.com.au/unreasonable-effectiveness-of-quasirandom-sequences/
|
|
magic = phi(size)
|
|
alpha = np.zeros(size)
|
|
for i in range(size):
|
|
alpha[i] = pow(1 / magic, i + 1) % 1
|
|
xs = np.zeros((size, budget))
|
|
xs[0, :] = 0.5 # first point is always dead center
|
|
for i in range(1, budget):
|
|
xs[i] = (xs[i - 1] + alpha) % 1
|
|
|
|
best_so_far = None
|
|
for i, x in zip(range(budget), xs):
|
|
fx = objective(x)
|
|
if best_so_far is None or fx < best_so_far[0]:
|
|
best_so_far = (fx, x)
|
|
fopt, xopt = best_so_far
|
|
return fopt, xopt, budget
|