VPCT Algorithm

Introduction

code

We introduce VPCT by combining VHCT with the GPO algorithm for a smoothness-agnostic algorithm

Algorithm Parameters

  • nu_max (float) – parameter nu_max of the VPCT algorithm

  • rho_max (float) – parameter rho of the VPCT algorithm

  • rounds (int) - the number of rounds/budget

  • domain (list(list)) – The domain of the objective to be optimized

  • partition – The partition choice of the algorithm. Default: BinaryPartition.

Usage Example

Note

Make sure to use get_last_point() to get the final output

from PyXAB.synthetic_obj.Garland import Garland
from PyXAB.algos.VPCT import VPCT

domain = [[0, 1]]               # Parameter is 1-D and between 0 and 1
target = Garland()
rounds = 1000
algo = VHCT(rounds=rounds, domain=domain)

for t in range(rounds):
    point = algo.pull(t)
    reward = target(point)
    algo.receive_reward(t, reward)

algo.get_last_point()