Class or Function Names LevyFlightSampler Overview This sampler proposes new hyperparameter candidates by taking a Lévy-flight step from the current best trial. A Lévy flight is a random walk whose step lengths follow a heavy-tailed (Lévy stable) distribution: most steps are small, enabling fine local search, but occasional large steps jump far away, helping to escape shallow local optima.
The step is computed via the Mantegna algorithm, an efficient closed-form approximation of the Lévy stable distribution that requires only standard Gaussian random variates.