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Adding new documentation example for Blackbox Optimization #1073

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Neeratyoy
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What does this PR implement/fix? Explain your changes.

A tutorial that guides users to use OpenML for BBO.

examples/30_extended/blackbox_optimization_tutorial.py Outdated Show resolved Hide resolved
examples/30_extended/blackbox_optimization_tutorial.py Outdated Show resolved Hide resolved
############################################################################
# Designing hyperparameter space to optimize
# ******************************************
# Obtaining the hyperparameter domain for the SVM model to tune. We use the
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I still think we should just specify the upper and lower bounds based on some tutorial as that'll simplify the example quite a bit. How about following the LibSVM FAQ?

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@Neeratyoy Neeratyoy May 31, 2021

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I couldn't find a range for these HPs we can refer to and use. The FAQs for LIBSVM and other related resources generally point to a good value to work with.

How about referring to FABOLAS and using their (e ^ -10, e ^ 10) range for these 2 HPs?

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Ha, it's not in the FAQ, it's in the guide (https://www.csie.ntu.edu.tw/~cjlin/papers/guide/guide.pdf).

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Ah, and could you please use the 2**-5 notation instead of giving the full floating point value?

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Done.

examples/30_extended/blackbox_optimization_tutorial.py Outdated Show resolved Hide resolved
Co-authored-by: Matthias Feurer <feurerm@informatik.uni-freiburg.de>
general = dict(
name="sklearn_bbo_example_flow",
description=("Running BO on SVM using OpenML"),
external_version="bayesian-optimization==1.2.0",
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Could you please add scikit-learn here, also can you use the installed version of bayesian-optimization as a dependency?

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use the installed version of bayesian-optimization as a dependency?

I didn't quite understand. v.1.2.0 is the one that I have locally to create the example.

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What I meant is that you query the version via bayes_opt.__version__ instead of putting a fixed version into the script.

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@Neeratyoy Neeratyoy Jun 4, 2021

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alright, understood and makes sense now
but how to handle this when version or __version__ is not available from the package?
added a couple lines of code to do this

Neeratyoy and others added 2 commits May 31, 2021 13:43
Co-authored-by: Matthias Feurer <feurerm@informatik.uni-freiburg.de>
@Neeratyoy Neeratyoy requested a review from mfeurer June 2, 2021 15:52
@PGijsbers
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We still want this, in particular an example custom flows with trace iterations.

@PGijsbers PGijsbers added the later something we want but is not urgent label Feb 23, 2023
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3 participants