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Feature request: rand_search #550

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anriseth opened this issue Mar 15, 2018 · 3 comments
Closed

Feature request: rand_search #550

anriseth opened this issue Mar 15, 2018 · 3 comments
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@anriseth
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This was mentioned by @ahwillia in the JOSS review. Up for grabs for anybody who would like to implement a solver :)

Ref openjournals/joss-reviews#615 (comment)

in addition to grid_search (a zeroth order multivariate solver) you might consider adding rand_search, see Bergstra & Bengio (2012). I expect this would be trivial to implement and it could be useful.
@pkofod
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pkofod commented Mar 16, 2018 •
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I'll do it, according to an interface like

optimize(f, lb, ub, RandSearch())

does that sound reasonable @ahwillia?

@ahwillia
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Yep!

@pkofod
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pkofod commented Feb 13, 2020 •
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New optim (to be released soon) has a pure random search (that allows for custom random search, including integer values if you want).

@pkofod pkofod closed this as completed Feb 13, 2020
@pkofod pkofod added the wontfix label Feb 13, 2020
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@ahwillia @anriseth @pkofod