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Add zeta param to control TR eps init #832

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merged 2 commits into from
Mar 21, 2024

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khurram-ghani
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Related issue(s)/PRs:

Summary

Updated how eps is initialized for SingleObjectiveTrustRegionBox and SingleObjectiveTrustRegionDiscrete regions. There is a new zeta parameter to control this.

Fully backwards compatible: yes

PR checklist

  • The quality checks are all passing
  • The bug case / new feature is covered by tests
  • Any new features are well-documented (in docstrings or notebooks)

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@hstojic hstojic left a comment

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nice and simple

@@ -1544,6 +1545,8 @@ def __init__(
:param beta: The inverse of the trust region contraction factor.
:param kappa: Scales the threshold for the minimal improvement required for a step to be
considered a success.
:param zeta: The initial size of the search space is ``zeta`` times the size of the global
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Suggested change
:param zeta: The initial size of the search space is ``zeta`` times the size of the global
:param zeta: The initial size of the trust region is ``zeta`` times the size of the global

@@ -2121,6 +2124,8 @@ def __init__(
:param beta: The inverse of the trust region contraction factor.
:param kappa: Scales the threshold for the minimal improvement required for a step to be
considered a success.
:param zeta: The initial size of the search space is ``zeta`` times the size of the global
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same here

@khurram-ghani khurram-ghani merged commit 0a25516 into develop Mar 21, 2024
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@khurram-ghani khurram-ghani deleted the khurram/tr_eps_init_tweak branch March 21, 2024 12:07
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2 participants