Update X and Y during init #67
Merged
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I often plot/monitor the optimisation each iteration in case I want to stop early or change some parameters. I do this by adding monitoring code to the target function.
Currently, the x and y values checked during
explore
andinit
are not accessible (stored on thebo
object) until after both steps are complete, which can take a long time for expensive functions.This PR adds updates
self.X
andself.Y
each iteration of the explore/init step. Most of the logic is convertingappend
and+=
to numpy equivalents. Adds a bit of complexity but doesn't change any other part of the API.You could go all out and also update
bo.go.fit()
andbo.res
each iteration, and add callback parameterto be called after each iteration to avoid hacking the target function like xgboost and some sklearn functions. But just updating
X
andY
is the minimum info needed for a user to just do that themselves.