Class

com.linkedin.photon.ml.hyperparameter.search

RandomSearch

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class RandomSearch[T] extends AnyRef

Performs a random search of the bounded space.

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Instance Constructors

  1. new RandomSearch(numParams: Int, evaluationFunction: EvaluationFunction[T], discreteParams: Map[Int, Int] = Map(), kernel: StationaryKernel = new Matern52, seed: Long = System.currentTimeMillis)

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    numParams

    The dimensionality of the hyper-parameter tuning problem

    evaluationFunction

    The function that evaluates points in the space to real values

    discreteParams

    Specifies the indices of discrete parameters and their numbers of discrete values

    kernel

    Specifies the indices and transformation function of hyper-parameters

    seed

    A random seed

Value Members

  1. final def !=(arg0: Any): Boolean

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  2. final def ##(): Int

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  3. final def ==(arg0: Any): Boolean

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  4. final def asInstanceOf[T0]: T0

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  5. def clone(): AnyRef

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  6. def discretizeCandidate(candidate: DenseVector[Double], discreteParams: Map[Int, Int]): DenseVector[Double]

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    Discretize candidates with specified indices.

    Discretize candidates with specified indices.

    candidate

    candidate with values in [0, 1]

    discreteParams

    Map that specifies the indices of discrete parameters and their numbers of discrete values

    returns

    candidate with the specified discrete values

    Attributes
    protected[com.linkedin.photon.ml.hyperparameter.search]
  7. def drawCandidates(n: Int): DenseMatrix[Double]

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    Draw candidates from the distributions along each dimension in the space

    Draw candidates from the distributions along each dimension in the space

    n

    the number of candidates to draw

    Attributes
    protected[com.linkedin.photon.ml.hyperparameter.search]
  8. final def eq(arg0: AnyRef): Boolean

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  9. def equals(arg0: Any): Boolean

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  10. def finalize(): Unit

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    @throws( classOf[java.lang.Throwable] )
  11. def find(n: Int): Seq[T]

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    Searches and returns n points in the space.

    Searches and returns n points in the space.

    n

    The number of points to find

    returns

    The found points

  12. def findWithPriorObservations(n: Int, priorObservations: Seq[(DenseVector[Double], Double)]): Seq[T]

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    Searches and returns n points in the space, given prior observations from past data sets.

    Searches and returns n points in the space, given prior observations from past data sets.

    n

    The number of points to find

    priorObservations

    Observations made prior to searching, from past data sets (mean-centered)

    returns

    The found points

  13. def findWithPriors(n: Int, observations: Seq[(DenseVector[Double], Double)], priorObservations: Seq[(DenseVector[Double], Double)]): Seq[T]

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    Searches and returns n points in the space, given prior observations from this data set and past data sets.

    Searches and returns n points in the space, given prior observations from this data set and past data sets.

    n

    The number of points to find

    observations

    Observations made prior to searching, from this data set (not mean-centered)

    priorObservations

    Observations made prior to searching, from past data sets (mean-centered)

    returns

    The found points

  14. final def getClass(): Class[_]

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  15. def hashCode(): Int

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  16. final def isInstanceOf[T0]: Boolean

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  17. final def ne(arg0: AnyRef): Boolean

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  18. def next(lastCandidate: DenseVector[Double], lastObservation: Double): DenseVector[Double]

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    Produces the next candidate, given the last.

    Produces the next candidate, given the last. In this case, the next candidate is chosen uniformly from the space.

    lastCandidate

    the last candidate

    lastObservation

    the last observed value

    returns

    the next candidate

    Attributes
    protected[com.linkedin.photon.ml.hyperparameter.search]
  19. final def notify(): Unit

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  20. final def notifyAll(): Unit

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  21. def onObservation(point: DenseVector[Double], eval: Double): Unit

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    Handler callback for each observation.

    Handler callback for each observation. In this case, we do nothing.

    point

    the observed point in the space

    eval

    the observed value

    Attributes
    protected[com.linkedin.photon.ml.hyperparameter.search]
  22. def onPriorObservation(point: DenseVector[Double], eval: Double): Unit

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    Handler callback for each observation in the prior data.

    Handler callback for each observation in the prior data. In this case, we do nothing.

    point

    the observed point in the space

    eval

    the observed value

    Attributes
    protected[com.linkedin.photon.ml.hyperparameter.search]
  23. final def synchronized[T0](arg0: ⇒ T0): T0

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  24. def toString(): String

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  25. final def wait(): Unit

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  26. final def wait(arg0: Long, arg1: Int): Unit

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  27. final def wait(arg0: Long): Unit

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