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Parallelism2 #10

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20 changes: 14 additions & 6 deletions src/tranquilo/acceptance_decision.py
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Original file line number Diff line number Diff line change
Expand Up @@ -95,6 +95,7 @@
state,
history,
*,
search_radius_factor,
speculative_sampling_radius_factor,
wrapped_criterion,
min_improvement,
Expand Down Expand Up @@ -147,7 +148,8 @@
if n_unallocated_evals > 0:
speculative_xs = _generate_speculative_sample(
new_center=candidate_x,
radius_factor=speculative_sampling_radius_factor,
sample_radius_factor=speculative_sampling_radius_factor,
search_radius_factor=search_radius_factor,
trustregion=state.trustregion,
sample_points=sample_points,
n_points=n_unallocated_evals,
Expand Down Expand Up @@ -437,7 +439,8 @@
n_points,
history,
line_search_xs,
radius_factor,
search_radius_factor,
sample_radius_factor,
rng,
):
"""Generative a speculative sample.
Expand All @@ -448,16 +451,21 @@
sample_points (callable): Function to sample points.
n_points (int): Number of points to sample.
history (History): Tranquilo history.
radius_factor (float): Factor to multiply the trust region radius by to get the
radius of the region from which to draw the speculative sample.
search_radius_factor (float): Factor to multiply the trust region radius by to
get the radius of the search region.
sample_radius_factor (float): Factor to multiply the trust region radius by to
get the radius of the region from which to draw the speculative sample.
rng (np.random.Generator): Random number generator.

Returns:
np.ndarray: Speculative sample.

"""
search_region = trustregion._replace(
center=new_center, radius=radius_factor * trustregion.radius
center=new_center, radius=search_radius_factor * trustregion.radius
)
sample_region = trustregion._replace(
center=new_center, radius=sample_radius_factor * trustregion.radius
)

old_indices = history.get_x_indices_in_region(search_region)
Expand All @@ -465,12 +473,12 @@
old_xs = history.get_xs(old_indices)

if line_search_xs is not None:
model_xs = np.row_stack([old_xs, line_search_xs])

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else:
model_xs = old_xs

new_xs = sample_points(
search_region,
sample_region,
n_points=n_points,
existing_xs=model_xs,
rng=rng,
Expand Down
3 changes: 2 additions & 1 deletion tests/test_acceptance_decision.py
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Original file line number Diff line number Diff line change
Expand Up @@ -185,7 +185,8 @@ def test_generate_speculative_sample():
sample_points=get_sampler("random_hull"),
n_points=3,
history=history,
radius_factor=1.0,
search_radius_factor=5.0,
sample_radius_factor=1.0,
line_search_xs=None,
rng=np.random.default_rng(1234),
)
Expand Down
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