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Stop using triangle wave transform in optimisations #1424

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merged 7 commits into from
Dec 7, 2021

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MichaelClerx
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@MichaelClerx MichaelClerx commented Dec 7, 2021

See #25 (and #1420)

It leads to errors with xnes, where it just keeps increasing sigma because it keeps finding points in the next "period" of the search space. The TriangleWaveTransform is used by PSO, xNES, SNES, and BareCMAES. All of these methods can easily deal with "inf" for any evaluation, and this was already the way we handled arbitrary shaped boundaries.

In addition, found and fixed a bug in PSO where we (I) initialised with too many particles

@MichaelClerx MichaelClerx changed the title Stop using triangle transform in optimisations Stop using triangle wave transform in optimisations Dec 7, 2021
@MichaelClerx MichaelClerx marked this pull request as ready for review December 7, 2021 15:46
@MichaelClerx MichaelClerx requested a review from a team December 7, 2021 16:18
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codecov bot commented Dec 7, 2021

Codecov Report

Merging #1424 (4165b6e) into master (532e9eb) will not change coverage.
The diff coverage is 100.00%.

Impacted file tree graph

@@            Coverage Diff            @@
##            master     #1424   +/-   ##
=========================================
  Coverage   100.00%   100.00%           
=========================================
  Files           87        87           
  Lines         8950      8899   -51     
=========================================
- Hits          8950      8899   -51     
Impacted Files Coverage Δ
pints/__init__.py 100.00% <ø> (ø)
pints/_optimisers/__init__.py 100.00% <ø> (ø)
pints/_optimisers/_cmaes_bare.py 100.00% <100.00%> (ø)
pints/_optimisers/_pso.py 100.00% <100.00%> (ø)
pints/_optimisers/_snes.py 100.00% <100.00%> (ø)
pints/_optimisers/_xnes.py 100.00% <100.00%> (ø)

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I have never liked the triangle transform for this reason!

@MichaelClerx MichaelClerx merged commit 2db2880 into master Dec 7, 2021
@MichaelClerx MichaelClerx deleted the 25-drop-triangle-transform branch December 7, 2021 17:38
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2 participants