Update the Eagle Strategy to support multiplicative continuous feature perturbation.

PiperOrigin-RevId: 723098266

Author: vizier-team

vizier/_src/algorithms/optimizers/eagle_strategy.py

@@ -97,6 +97,14 @@ class MutateNormalizationType(enum.IntEnum):
   UNNORMALIZED = 2
 
 
+@enum.unique
+class ContinuousFeaturePerturbationType(enum.IntEnum):
+  """The type of perturbation to apply to continuous features."""
+
+  ADDITIVE = 0
+  MULTIPLICATIVE = 1
+
+
 @struct.dataclass
 class EagleStrategyConfig:
   """Eagle Strategy optimizer config.
@@ -106,6 +114,8 @@ class EagleStrategyConfig:
     gravity: The maximum amount of attraction pull.
     negative_gravity: The maximum amount of repulsion pull.
     perturbation: The default amount of noise for perturbation.
+    continuous_feature_perturbation_type: The type of perturbation to apply to
+      continuous features.
     categorical_perturbation_factor: A factor to apply on categorical params.
     pure_categorical_perturbation_factor: A factor on purely categorical space.
     prob_same_category_without_perturbation: Baseline probability of selecting
@@ -130,6 +140,9 @@ class EagleStrategyConfig:
   negative_gravity: float = 0.008
   # Perturbation
   perturbation: float = 0.16
+  continuous_feature_perturbation_type: ContinuousFeaturePerturbationType = (
+      ContinuousFeaturePerturbationType.ADDITIVE
+  )
   categorical_perturbation_factor: float = 1.0
   pure_categorical_perturbation_factor: float = 30
   prob_same_category_without_perturbation: float = 0.98
@@ -873,14 +886,28 @@ def _create_features(
     features_changes_continuous = jnp.matmul(
         scale, flat_features
     ) - flat_features_batch * jnp.sum(scale, axis=-1, keepdims=True)
-
-    new_features_continuous = (
-        features_batch.continuous
-        + jnp.reshape(
-            features_changes_continuous, features_batch.continuous.shape
-        )
-        + perturbations_batch.continuous
+    moved_features_continuous = features_batch.continuous + jnp.reshape(
+        features_changes_continuous, features_batch.continuous.shape
     )
+    if (
+        self.config.continuous_feature_perturbation_type
+        == ContinuousFeaturePerturbationType.ADDITIVE
+    ):
+      new_features_continuous = (
+          moved_features_continuous + perturbations_batch.continuous
+      )
+    elif (
+        self.config.continuous_feature_perturbation_type
+        == ContinuousFeaturePerturbationType.MULTIPLICATIVE
+    ):
+      new_features_continuous = moved_features_continuous * jnp.exp(
+          perturbations_batch.continuous
+      )
+    else:
+      raise ValueError(
+          "Unsupported continuous feature perturbation type:"
+          f" {self.config.continuous_feature_perturbation_type}"
+      )
     if self.max_categorical_size > 0:
       features_categorical_logits = (
           self._create_categorical_feature_logits(