39 lines
1.2 KiB
Python
39 lines
1.2 KiB
Python
from .math import scalar_softplus
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from .utils_np import do_bounding
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check = object() # secret "key" to pass to wrap_untrustworthy to extract feval_count
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final = object() # secret "key" to pass to wrap_untrustworthy to extract results
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class ExhaustedTrialsError(Exception):
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pass
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def wrap_untrustworthy(
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objective, budget, *, raising=False, bounding=None, softplus=False, eps=0.0
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):
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# also handles bounding now, so it may be used for other purposes as well. whoops.
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feval_count = 0
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best_so_far = None
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def _objective(x):
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nonlocal feval_count, best_so_far
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if x is check:
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return feval_count
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if x is final:
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assert best_so_far is not None
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fopt, xopt = best_so_far
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return fopt, xopt, feval_count
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if raising and feval_count >= budget:
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raise ExhaustedTrialsError()
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if bounding is not None:
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x = do_bounding(x, bounding)
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fx = objective(x)
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feval_count += 1
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if budget is None or feval_count <= budget:
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if best_so_far is None or fx < best_so_far[0]:
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best_so_far = (fx, x.copy())
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return scalar_softplus(fx) + eps if softplus else fx
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return _objective
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