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Documentation improvements #239

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ArnoStrouwen opened this issue Nov 19, 2020 · 4 comments
Open

Documentation improvements #239

ArnoStrouwen opened this issue Nov 19, 2020 · 4 comments

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@ArnoStrouwen
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  • Not every optimizer/surrogate/sampler has a clear example what parameters have to be passed for it to work.
    Often the box around a code snippet is missing, and there are missing doc-strings.

http://surrogates.sciml.ai/dev/optimizations/
http://surrogates.sciml.ai/dev/surrogate/
http://surrogates.sciml.ai/dev/samples/

  • Stheno is mentioned on the front page as a possible surrogate, but the example of how to use it seems to have been removed.
    I like using Stheno.jl (and GaussianProcesses.jl) as my surrogate as they provide a maximum likelihood method to automatically tune the hyper parameters of the Gaussian process.

  • The description on how to define a new surrogate might be incomplete. Don't some optimizers also require the variance, and not only the expectation?

@ludoro
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ludoro commented Nov 20, 2020

Thanks for the comments Arno, will look into it in the weekend. As for your point number three, it's true and I should write that more explicitly.

@ArnoStrouwen
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  • Could documentation about EGO() and RTEA() be added to http://surrogates.sciml.ai/stable/optimizations/ ?
  • It is not fully clear from the docs which optimizers can sample multiple new points at once, i.e. batches of observations, and which ones can only handle one new observation at a time.
  • Are there any optimizers that can deal with discrete factors x?

@maxkapur
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maxkapur commented Apr 23, 2021

The surrogate_optimize() function seems underdocumented as well. Only some of the methods listed in the documentation have docstrings, and it is not clear what I am suppose to pass as the second argument (e.g. ::DYCORS).

I could only find one example in the docs that actually calls surrogate_optimize(), and it passes a function RTEA as the second argument, which is itself undocumented.

@Spinachboul
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RTEA: Real Time Evolutionary Algorithm.
Its one of the optimization techniques used to handle functions with expensive evaluations.

@maxkapur
This feature should be documented in the official along with a brief description of its arguements.

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