Define and Set Up Parameter Space
You can define the parameter space for any SigOpt Experiment using four types of parameters: double, integers, categorical, and grid value parameters. Each of the parameters is defined as its own object and the entire parameter space is defined as a list of Parameter objects. You can define up to 100 parameters.
A continuous parameter, also referred to as
double
, can take on any value between the minimum and maximum values specified by the bounds.Python
YAML
dict(
name="parameter",
bounds=dict(
min=0,
max=1
),
type="double"
)
parameters:
- name: parameter
bounds:
min: 0
max: 1
type: double
It is also possible to have the optimizer search any continuous parameter in a log space by invoking logarithmic transformation. SigOpt assumes base 10 when applying the transformation.
Python
YAML
dict(
name="log_parameter",
bounds=dict(
min=0.001,
max=1
),
transformation="log",
type="double"
)
parameters:
- name: log_parameter
bounds:
min: 0.001
max: 1
transformation: log
type: double
An integer parameter is similar to a double parameter, but it can only take on integer values in-between the bounds.
Python
YAML
dict(
name="parameter",
bounds=dict(
min=0,
max=10
),
type="int"
)
parameters:
- name: parameter
bounds:
min: 0
max: 10
type: int
A categorical parameter is a finite set of options to choose from. Usually the categorical values have non-ordinal relationship.
Python
YAML
dict(
name="parameter",
categorical_values=[
"val_a",
"val_b",
"val_c"
],
type="categorical"
)
parameters:
- name: parameter
categorical_values:
- val_a
- val_b
- val_c
type: categorical
Limitations: A SigOpt Experiment can only have a total of 10 categorical values across all categorical parameters.
Grid values are any continuous and integer parameter being discretized into a set of values. Grid values can be any set of numerical values and do not need to be evenly spaced.
Python
YAML
dict(
name="parameter",
type="double",
grid=[
0.00001,
0.001,
0.33,
0.999
]
)
parameters:
- name: parameter
type: double
grid:
- 0.00001
- 0.001
- 0.33
- 0.999
Python
YAML
dict(
name="parameter",
type="int",
grid=[
3,
4,
7,
10
]
)
parameters:
- name: parameter
type: int
grid:
- 3
- 4
- 7
- 10
Specifying the grid values is not the same as conducting grid search. Unlike grid search, every grid value is not guaranteed to appear in the suggestions generated by SigOpt. In other words, instead of exhaustively searching through all possible grid values, SigOpt intelligently suggests the most promising grid value. This is especially efficient when the user defines a grid on many Parameters.
Grid values can be used in conjunction with log transformation for parameters that should be searched in the log space.
Python
YAML
dict(
name="parameter",
type="double",
grid=[
0.00001,
0.001,
0.33,
0.999
],
transformation="log"
)
parameters:
- name: parameter
type: double
grid:
- 0.00001
- 0.001
- 0.33
- 0.999
transformation: log
When defining a continuous parameter, it is possible to specify it with a prior distribution of the likely "good" parameter values. When the prior belief is set for a parameter, SigOpt is more likely to generate suggestions from regions of this parameter with high probability density (pdf) value. For more information on how to define these distributions visit the following documentation on prior beliefs.
Python
YAML
dict(
name="name",
bounds=dict(
min=0,
max=1
),
prior=dict(
name="beta",
shape_a=2,
shape_b=4.5
),
type="double"
)
parameters:
- name: name
bounds:
min: 0
max: 1
prior:
name: beta
shape_a: 2
shape_b: 4.5
type: double
Python
YAML
dict(
name="name",
bounds=dict(
min=0,
max=1
),
prior=dict(
name="normal",
mean=0.6,
scale=0.15
),
type="double"
)
parameters:
- name: name
bounds:
min: 0
max: 1
prior:
name: normal
mean: 0.6
scale: 0.15
type: double
Conditional parameters allow you to define dependencies between parameters. When a dependency is satisfied, SigOpt will recognize this and provide parameter assignments for dependent parameters. Here's how to define conditional parameters in your Experiment:
Python
YAML
dict(
conditionals=[
dict(
name="num_conv_layers",
values=[
"1",
"2",
"3"
]
)
],
parameters=[
dict(
name="layer_2_num_filters",
conditions=dict(
num_conv_layers=[
"2",
"3"
]
),
type="int",
bounds=dict(
min=100,
max=300
)
)
]
)
conditionals:
- name: num_conv_layers
values:
- "1"
- "2"
- "3"
parameters:
- name: layer_2_num_filters
conditions:
num_conv_layers:
- "2"
- "3"
type: int
bounds:
min: 100
max: 300
In the above example, SigOpt will provide parameter assignments for
layer_2_num_filters
when num_conv_layers == 2
or num_conv_layers == 3
.Last modified 9mo ago