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Main changes in RNG: 1. Introduced GlobalRNG class for centralized RNG control 2. Replaced all instances of torch random number generation now with a generator 3. Replaced all instances of numpy.random with a generator 4. Introduced a with_tmp_seed context manager for all hidden/implicit random number generation 5. Introduced a package level toggle USE_OLD_RNG_CONTROL for backward compatibility Misc fixes/improvements 1. Introduced direct optimizer options passthrough to model fitting routine in campaign.fit 2. Introduced direct optimizer options passthrough to acquisition function optimization in optimizer.suggest 3. Vectorized the noise generation in simulator 4. Some code style cleanups and type hint fixes around RNG-related blocks
1. Fix a regression from merging 2. Fix a bug where optimize_acqf get an input of fixed_features_list
1. Allow externally defined noise functions (can be related to X) 2. Make the Optithon benchmark function compatible with the Simulator
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This PR addresses the random state management issues in #80 to improve reproducibility and eliminate repeated noise patterns or initial optimizer conditions during a campaign.
Implementation details:
obsidian.USE_OLD_RNG_CONTROLfor backward compatibility.Other changes
Some other improvements were made while this new RNG control was implemented.
Introduced direct optimizer options passthrough to model fitting routine in campaign.fit. You can now do
to fit with model with 10 different restarts.
Introduced direct optimizer options passthrough to acquisition function optimization in optimizer.suggest
This will tell
scipy.optimize.minimizeto usePowelland maximum iteration of 100.Current status
The following tests have been performed, both on single objective (modified from
Simple single objective.ipynb)obsidian.USE_OLD_RNG_CONTROL=Trueproduces the same results as the current main branch.TODO:
save_stateandload_statehave been implemented and functions as they should, but they are not part of larger scope (i.e.,campaignlevel) yet.