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Parameter Typing #430

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@till-m till-m commented May 25, 2023

fixes #93 #191 #308 #376 by adding support for different parameter types: float (the default), int, and categorical. This should cover the majority of the usecases.

(there is still some stuff left to do before this can be merged but I would like to know whether merging this is something we want to consider in the first place before doing that work).

Adds experimental support for parameter typing.

This adds a pretty serious layer of complexity (one could even call it spaghettification in some cases) to the code base.

Checklist:

  • Make sure the original functionality works as before
  • Add basic support for parameters
  • Add more tests
  • Check parameters and constraints
  • Check parameters and Domain Reduction
  • ...probably more?
  • Figure out how to retain the serializability

I'm primarily looking for feedback here: Is this worth adding? Is this worth the additional technical debt? Is there a better way to handle the problem of parameter types?

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till-m commented May 25, 2023

Demo: notebook.

@till-m till-m marked this pull request as draft May 25, 2023 17:30
@till-m till-m requested review from fmfn and bwheelz36 May 25, 2023 17:30
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fmfn commented May 25, 2023

Upon a quick first glance this looks pretty damn interesting. Did you follow any other implementation, a paper or something? Or is this your approach? Either way, looks exciting, I'll try to play around with it this coming weekend.

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till-m commented May 25, 2023

Based on this paper.

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the implementation in the notebook appears really elegant. I think a lot of people would be happy with this feature. It does look like a pretty large amount of work though! But I would say yes this would be a desired feature.

@PassengerC07
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Hi,

I think for hyperparameter tuning, this feature is a must-have, especially if bound transformer is used. This is really nice work! This is going to improve the algorithm's efficiency for tuning the parameters which are in a lot of cases not float.

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till-m commented Oct 22, 2023

I will close this for now, since I think the added technical debt is not really worth it. If I can think of a better way of handling the parameter problem, I will make a new PR.

@till-m till-m closed this Oct 22, 2023
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Support different data types for optimization parameters
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