A SigOpt Experiment is created as an object containing all information needed to execute the optimization process. To create a SigOpt Experiment, you will define:
Name of the experiment.
Identifier for the type of experiment.
List of objects where each object is defining a single parameter.
List of objects where each object is defining a single metric.
Integer defining the minimum number of SigOpt Runs in a given SigOpt Experiment.
Integer defining the number of machines/nodes there will be running different asynchronous SigOpt Runs at any given time.
The SigOpt Optimizer provides four types of experiments: optimization experiment, all constraints experiment, grid search experiment and random search experiment. They are invoked by setting the type flag while creating an Experiment.
SigOpt Optimization Experiment
All Constraints Experiment
In the next few pages we'll go through some examples on how to set up your SigOpt Experiment for each type of search above.