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R/OptimizerAsyncMbo.R

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#' @name mlr_optimizers_async_mbo
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#'
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#' @description
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#' `OptimizerAsyncMbo` class that implements asynchronous Model Based Optimization (MBO).
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#' `OptimizerAsyncMbo` class that implements Asynchronous Model Based Optimization (AMBO).
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#' AMBO starts multiple sequential MBO runs on different workers.
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#' The worker communicate asynchronously through a shared archive.
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#' The optimizer follows a modular layout in which the surrogate model, acquisition function, and acquisition optimizer can be changed.
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#' The [SurrogateAsyncLearner] class is similar to [SurrogateLearner] but can impute results for ongoing evaluations.
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#' The `AcqFunctionStochastic*` classes create varying acquisition functions on each worker, promoting different exploration-exploitation balances.
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#' The [AcqOptimizer] classes remain consistent with those used in synchronous MBO.
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#'
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#' @section Parameters:
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#' \describe{

R/OptimizerAsyncMboADBO.R

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#' @name mlr_optimizers_adbo
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#'
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#' @description
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#' Asynchronous Decentralized Bayesian Optimization (ADBO).
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#' `OptimizerAsyncMboADBO` class that implements Asynchronous Decentralized Bayesian Optimization (ADBO).
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#' ADBO is a variant of Asynchronous Model Based Optimization (AMBO) that uses [AcqFunctionStochasticCB] with exponential lambda decay.
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#'
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#' @note
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#' The \eqn{\lambda} parameter of the upper confidence bound acquisition function controls the trade-off between exploration and exploitation.
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#' A large \eqn{\lambda} value leads to more exploration, while a small \eqn{\lambda} value leads to more exploitation.
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#' ADBO can use periodic exponential decay to reduce \eqn{\lambda} periodically to the exploitation phase.
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#' The lambda parameter of the upper confidence bound acquisition function controls the trade-off between exploration and exploitation.
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#' A large lambda value leads to more exploration, while a small lambda value leads to more exploitation.
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#' The initial lambda value is drawn from an exponential distribution with rate `1 / lambda`.
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#' ADBO can use periodic exponential decay to reduce lambda periodically with the formula `lambda * exp(-rate * (t %% period))`.
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#' The surrogate model is always a random forest and die acquisition optimizer is random search with a budget of 10,000 evaluations.
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#'
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#' @section Parameters:
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#' \describe{

man/mlr_optimizers_adbo.Rd

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man/mlr_optimizers_async_mbo.Rd

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