mlr3mbo 1.0.0

• feat: Added mlr_acqoptimizers dictionary with pre-defined acquisition function optimizers (AcqOptimizerDirect, AcqOptimizerLbfgsb, AcqOptimizerLocalSearch, AcqOptimizerRandomSearch).
• perf: Default surrogate model, acquisition function, optimizer, and further settings of OptimizerMbo are now empirically derived from a large-scale benchmark study, significantly improving out-of-the-box optimization performance.
• feat: Added Mlr3ErrorMbo* condition classes.

mlr3mbo 0.3.3

• compatibility: bbotk 1.7.0

mlr3mbo 0.3.2

• compatibility: mlr3learners 0.13.0

mlr3mbo 0.3.1

• chore: maintainer change.
• chore: work with new mlr3pipelines version 0.9.0 (fix for tests only).
• test: expect_rush_reset changes related to rush developments.
• fix: allow InputTrafoUnitcube to work in mixed spaces.

mlr3mbo 0.3.0

• fix: logger changes related to bbotk.
• fix: assure that candidates after acquisition function optimization are always within bounds.
• perf: minor changes to speed up predictions with SurrogateLearner and SurrogateLearnerCollection.
• feat: added supported for input and output transformations (see InputTrafo, OutputTrafo and the related classes).
• refactor: dropped functionality to assert insample performance of the surrogate model completely.

mlr3mbo 0.2.9

• chore: silence rush logger and fixed some partial matches, depend on mlr3 >= 0.22.1.
• test: fix test_AcqFunctionMulti, robustify helper and loading.
• test: fix test_ResultAssignerArchive and test_ResultAssignerSurrogate due to upcoming changes of internal tuned values in mlr3tuning 1.3.1.

mlr3mbo 0.2.8

• docs: gracefully exit examples of OptimizerAsyncMbo, OptimizerADBO, TunerAsyncMbo, and TunerADBO if Redis is not available.
• test: skip tests involving asynchronous logic if Redis is not available.

mlr3mbo 0.2.7

• refactor: refactored SurrogateLearner and SurrogateLearnerCollection to allow updating on an asynchronous Archive.
• feat: added experimental OptimizerAsyncMbo, OptimizerADBO, TunerAsyncMbo, and TunerADBO that allow for asynchronous optimization.
• feat: added AcqFunctionStochasticCB and AcqFunctionStochasticEI that are useful for asynchronous optimization.
• docs: minor changes to highlight differences between batch and asynchronous objects related to asynchronous support.
• refactor: AcqFunctions and AcqOptimizer gained a reset() method.

mlr3mbo 0.2.6

• refactor: extract internal tuned values in instance.

mlr3mbo 0.2.5

• docs: move vignette to mlr3book.
• feat: add AcqFunctionMulti that can wrap multiple acquisition functions resulting in a multi-objective acquisition function problem.
• feat: support callbacks in AcqOptimizer.
• feat: allow AcqFunctionEI to be adjusted by epsilon to strengthen exploration.

mlr3mbo 0.2.4

• fix: improve runtime of AcqOptimizer by setting check_values = FALSE.

mlr3mbo 0.2.3

• compatibility: work with new bbotk and mlr3tuning version 1.0.0.

mlr3mbo 0.2.2

• refactor: compatibility with upcoming paradox upgrade.
• feat: OptimizerMbo and TunerMbo now update the Surrogate a final time after the optimization process finished to ensure that the Surrogate correctly reflects the state of being trained on all data seen during optimization.
• fix: AcqFunction domain construction now respects Surrogate cols_x field.
• feat: support more than one candidate point as a result of acquisition function optimization even for non-batch acquisition functions.
• feat: added default_gp and default_rf helpers that allow for construction of a default Gaussian Process and random forest as for example used within default_surrogate.
• refactor: changed Gaussian Process and random forest defaults (in default_gp and default_rf and therefore also in default_surrogate). Gaussian Process now uses a "matern5_2" kernel. Random forest now uses 100 trees. The number of trees used in the fallback random forest was reduced to 10.

mlr3mbo 0.2.1

• docs: updated some references in vignette.
• refactor: minor clean up of the internal structure of all loop functions.
• perf: default initial design constructed based on a Sobol sequence in all loop functions.
• refactor: no longer depend on mlr3tuning but import instead.
• refactor: srlrn sugar function now can construct both a SurrogateLearner and SurrogateLearnerCollection; dropped srlrnc.
• feat: added AcqFunctionSD, AcqFunctionEHVI and AcqFunctionEHVIGH, introduced bayesopt_emo loop function.
• feat: AcqFunctions now include a $packages field stating required packages which are checked for whether their namespace can be loaded prior to optimization.
• fix: fixed bug in fix_xdt_missing() helper function.
• BREAKING CHANGE: renaming default_loopfun -> default_loop_function, default_acqfun -> default_acqfunction, default_acqopt -> default_acqoptimizer.
• BREAKING CHANGE: result_functions now replaced by ResultAssigners.
• BREAKING CHANGE: renamed $model field of all Surrogate classes to $learner.
• BREAKING CHANGE: For all Surrogate and AcquisitionFunction classes fields *_cols renamed to cols_* (e.g., x_cols to cols_x).

mlr3mbo 0.1.2

• refactor: adapt to mlr3tuning 0.18.0.
• feat: acquisition functions now assert whether surrogates match their required predict type.
• fix: unloading mlr3mbo removes optimizers and tuners from the dictionaries.
• docs: faster examples.
• feat: characters in surrogate regression tasks are no longer automatically converted to factors. default_surrogate now respects this and gained an appropriate pipeline step.
• feat: AcqFunctionAEI added.
• docs: fix of docs, README and bibentries.

mlr3mbo 0.1.1

• Initial upload to CRAN.