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bugfix: l-bfgs-b acquisition maximization (v3.x.x) #564

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May 19, 2025
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Fix acq min bug
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till-m committed May 17, 2025
commit 13095cf2d91413781ec424b39edbf2d7036662b0
2 changes: 1 addition & 1 deletion bayes_opt/acquisition.py
Original file line number Diff line number Diff line change
Expand Up @@ -362,7 +362,7 @@ def _smart_minimize(
continue

# Store it if better than previous minimum(maximum).
if min_acq is None or np.squeeze(res.fun) >= min_acq:
if min_acq is None or np.squeeze(res.fun) < min_acq:
x_try = res.x
x_min = x_try
min_acq = np.squeeze(res.fun)
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16 changes: 8 additions & 8 deletions bayes_opt/bayesian_optimization.py
Original file line number Diff line number Diff line change
Expand Up @@ -422,14 +422,14 @@ def load_state(self, path: str | PathLike[str]) -> None:
self._space.set_bounds(new_bounds)
self._bounds_transformer.initialize(self._space)

self._gp.set_params(**state["gp_params"])
if isinstance(self._gp.kernel, dict):
kernel_params = self._gp.kernel
self._gp.kernel = Matern(
length_scale=kernel_params["length_scale"],
length_scale_bounds=tuple(kernel_params["length_scale_bounds"]),
nu=kernel_params["nu"],
)
# Construct the GP kernel
kernel = Matern(**state["gp_params"]["kernel"])
# Re-construct the GP parameters
gp_params = {k: v for k, v in state["gp_params"].items() if k != "kernel"}
gp_params["kernel"] = kernel

# Set the GP parameters
self.set_gp_params(**gp_params)

self._gp.fit(self._space.params, self._space.target)

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5 changes: 4 additions & 1 deletion tests/test_acquisition.py
Original file line number Diff line number Diff line change
Expand Up @@ -407,7 +407,10 @@ def verify_optimizers_match(optimizer1, optimizer2):
rng = np.random.default_rng()
assert rng.bit_generator.state["state"]["state"] == rng.bit_generator.state["state"]["state"]

assert optimizer1._gp.kernel.get_params() == optimizer2._gp.kernel.get_params()
kernel_params1 = optimizer1._gp.kernel.get_params()
kernel_params2 = optimizer2._gp.kernel.get_params()
for k in kernel_params1:
assert (np.array(kernel_params1[k]) == np.array(kernel_params2[k])).all()

suggestion1 = optimizer1.suggest()
suggestion2 = optimizer2.suggest()
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2 changes: 1 addition & 1 deletion tests/test_bayesian_optimization.py
Original file line number Diff line number Diff line change
Expand Up @@ -582,4 +582,4 @@ def area_of_triangle(sides):
for _ in range(5):
suggestion1 = optimizer.suggest()
suggestion2 = new_optimizer.suggest()
np.testing.assert_array_almost_equal(suggestion1["sides"], suggestion2["sides"], decimal=10)
np.testing.assert_array_almost_equal(suggestion1["sides"], suggestion2["sides"], decimal=7)