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Mixed-integer differential evolution for next point suggestion #549

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@udicaprio udicaprio commented Mar 8, 2025

Hi,

this commit solves the pull request #548. It implements mixed-integer differential evolution (MIP-DE) to minimise the acquisition function in case of a mixed-integer optimisation.
The MIP-DE is implemented only in case discrete variables are present in the problem.

@udicaprio udicaprio changed the title Update acquisition.py Mixed-integer differential evolution for next point suggestion Mar 8, 2025
Code linter optimisation with Ruff
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till-m commented Mar 9, 2025

@udicaprio I realized the coverage bot is broken, so let me fix that first before moving on with this PR

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udicaprio commented Mar 9, 2025

@till-m, fine no problem. I just realized that I could make some easy modification that improve the computational performance without affecting the identifications one that I would like to implement.

I will be working on this today, it is a quite an easy one but I need to fine-tune some DE parameters.

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till-m commented Mar 9, 2025

Great! Could you tag me or request a review when you're done?
I think the coverage is fixed. Could you pull from upstream? Then, it should work for this PR as well :)

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codecov bot commented Mar 9, 2025

Codecov Report

Attention: Patch coverage is 95.45455% with 1 line in your changes missing coverage. Please review.

Project coverage is 95.99%. Comparing base (26ee72a) to head (380fe64).

Files with missing lines Patch % Lines
bayes_opt/acquisition.py 95.45% 1 Missing ⚠️
Additional details and impacted files
@@            Coverage Diff             @@
##           master     #549      +/-   ##
==========================================
- Coverage   96.04%   95.99%   -0.06%     
==========================================
  Files          12       12              
  Lines        1139     1149      +10     
==========================================
+ Hits         1094     1103       +9     
- Misses         45       46       +1     

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Computational-efficiency of the MIP identification increased
Linter improved
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2 participants