feat: add BOHB sampler for budget-aware Bayesian optimization

BOHB combines TPE's model-guided sampling with Hyperband's budget-aware
evaluation by conditioning the TPE model on trials at specific budget
levels, producing better-calibrated parameter proposals.
This commit is contained in:
Manuel Raimann
2026-02-11 18:42:09 +01:00
parent a1dd6d393c
commit aa9734587a
4 changed files with 826 additions and 0 deletions
+3
View File
@@ -19,6 +19,7 @@
//! - **Grid Search** - Exhaustive search over a specified parameter grid
//! - **Sobol (QMC)** - Quasi-random sampling for better space coverage (requires `sobol` feature)
//! - **CMA-ES** - Covariance Matrix Adaptation Evolution Strategy for continuous optimization (requires `cma-es` feature)
//! - **BOHB** - Bayesian Optimization + `HyperBand` for budget-aware TPE sampling
//!
//! Additional features include:
//!
@@ -236,6 +237,7 @@ pub use pruner::{
SuccessiveHalvingPruner, ThresholdPruner, WilcoxonPruner,
};
pub use sampler::CompletedTrial;
pub use sampler::bohb::BohbSampler;
#[cfg(feature = "cma-es")]
pub use sampler::cma_es::CmaEsSampler;
pub use sampler::grid::GridSearchSampler;
@@ -268,6 +270,7 @@ pub mod prelude {
SuccessiveHalvingPruner, ThresholdPruner,
};
pub use crate::sampler::CompletedTrial;
pub use crate::sampler::bohb::BohbSampler;
#[cfg(feature = "cma-es")]
pub use crate::sampler::cma_es::CmaEsSampler;
pub use crate::sampler::grid::GridSearchSampler;