Abstract This package implements a modified Constrained Adversarially Robust Bayesian Optimization (CARBO) sampler based on the paper Constrained robust Bayesian optimization of expensive noisyblack-box functions with guaranteed regret bounds. This sampler robustly optimizes a function along with inequality constraints that incurs a noise in its input. The algorithm details are described in the Others section.
APIs CARBOSampler(*, seed: int | None = None, independent_sampler: BaseSampler | None = None, n_startup_trials: int = 10, deterministic_objective: bool = False, constraints_func: Callable[[FrozenTrial], Sequence[float]] | None = None, rho: float = 1e3, beta: float = 4.
Abstract SafeCMASampler provides an implementation of SafeCMA, a variant of CMA-ES that incorporates safety constraints. This sampler extends the standard CMA-ES algorithm to handle constrained optimization problems where certain regions of the search space should be avoided. SafeCMA uses Gaussian Process models to estimate Lipschitz constants and manage trust regions, ensuring that the optimization process respects safety constraints while exploring the search space efficiently. Please refer to the original paper for more details.
Abstract This package provides a wrapper of the COCO experiments libarary’s bbob-constrained test suite.
APIs class Problem(function_id: int, dimension: int, instance_id: int = 1) function_id: ID of the bbob-constrained benchmark function to use. It must be in the range of [1, 54]. dimension: Dimension of the benchmark function. It must be in [2, 3, 5, 10, 20, 40]. instance_id: ID of the instance of the benchmark function. It must be in the range of [1, 15].