diff --git a/docs/advanced-hyperopt.md b/docs/advanced-hyperopt.md index e12d700f3..97d6ed9ba 100644 --- a/docs/advanced-hyperopt.md +++ b/docs/advanced-hyperopt.md @@ -167,7 +167,7 @@ You can define your own optuna sampler for Hyperopt by implementing `generate_es class MyAwesomeStrategy(IStrategy): class HyperOpt: def generate_estimator(dimensions: List['Dimension'], **kwargs): - return "TPESampler" + return "NSGAIIISampler" ``` @@ -175,32 +175,10 @@ Possible values are either one of "NSGAIISampler", "TPESampler", "GPSampler", "C Some research will be necessary to find additional Samplers (from optunahub) for example. -``` - -The `dimensions` parameter is the list of `skopt.space.Dimension` objects corresponding to the parameters to be optimized. It can be used to create isotropic kernels for the `skopt.learning.GaussianProcessRegressor` estimator. Here's an example: - -```python -class MyAwesomeStrategy(IStrategy): - class HyperOpt: - def generate_estimator(dimensions: List['Dimension'], **kwargs): - from skopt.utils import cook_estimator - from skopt.learning.gaussian_process.kernels import (Matern, ConstantKernel) - kernel_bounds = (0.0001, 10000) - kernel = ( - ConstantKernel(1.0, kernel_bounds) * - Matern(length_scale=np.ones(len(dimensions)), length_scale_bounds=[kernel_bounds for d in dimensions], nu=2.5) - ) - kernel += ( - ConstantKernel(1.0, kernel_bounds) * - Matern(length_scale=np.ones(len(dimensions)), length_scale_bounds=[kernel_bounds for d in dimensions], nu=1.5) - ) - - return cook_estimator("GP", space=dimensions, kernel=kernel, n_restarts_optimizer=2) -``` !!! Note While custom estimators can be provided, it's up to you as User to do research on possible parameters and analyze / understand which ones should be used. - If you're unsure about this, best use one of the Defaults (`"ET"` has proven to be the most versatile) without further parameters. + If you're unsure about this, best use one of the Defaults (`"NSGAIIISampler"` has proven to be the most versatile) without further parameters. ## Space options