Add search and sample region in line search acceptance step

OpenSourceEconomics · Jan 19, 2024 · ee26d56 · ee26d56
1 parent 1cacab1
commit ee26d56
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Showing 2 changed files with 16 additions and 7 deletions.
diff --git a/src/tranquilo/acceptance_decision.py b/src/tranquilo/acceptance_decision.py
@@ -95,6 +95,7 @@ def accept_classic_line_search(
     state,
     history,
     *,
+    search_radius_factor,
     speculative_sampling_radius_factor,
     wrapped_criterion,
     min_improvement,
@@ -147,7 +148,8 @@ def accept_classic_line_search(
     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,
@@ -437,7 +439,8 @@ def _generate_speculative_sample(
     n_points,
     history,
     line_search_xs,
-    radius_factor,
+    search_radius_factor,
+    sample_radius_factor,
     rng,
 ):
     """Generative a speculative sample.
@@ -448,16 +451,21 @@ def _generate_speculative_sample(
         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)
@@ -470,7 +478,7 @@ def _generate_speculative_sample(
         model_xs = old_xs
 
     new_xs = sample_points(
-        search_region,
+        sample_region,
         n_points=n_points,
         existing_xs=model_xs,
         rng=rng,

diff --git a/tests/test_acceptance_decision.py b/tests/test_acceptance_decision.py
@@ -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),
     )