in example_opt_root/pysot_optimizer.py [0:0]
def start(self, max_evals):
"""Starts a new pySOT run."""
self.history = []
self.proposals = []
# Symmetric Latin hypercube design
des_pts = max([self.batch_size, 2 * (self.opt.dim + 1)])
slhd = SymmetricLatinHypercube(dim=self.opt.dim, num_pts=des_pts)
# Warped RBF interpolant
rbf = RBFInterpolant(
dim=self.opt.dim,
lb=self.opt.lb,
ub=self.opt.ub,
kernel=CubicKernel(),
tail=LinearTail(self.opt.dim),
eta=1e-4,
)
# Optimization strategy
self.strategy = SRBFStrategy(
max_evals=self.max_evals,
opt_prob=self.opt,
exp_design=slhd,
surrogate=rbf,
asynchronous=True,
batch_size=1,
use_restarts=True,
)