Improve random state management#81
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Main changes in RNG: 1. Introduced GlobalRNG class for centralized RNG control 2. Replaced all instances of torch random number generation now with a generator 3. Replaced all instances of numpy.random with a generator 4. Introduced a with_tmp_seed context manager for all hidden/implicit random number generation 5. Introduced a package level toggle USE_OLD_RNG_CONTROL for backward compatibility Misc fixes/improvements 1. Introduced direct optimizer options passthrough to model fitting routine in campaign.fit 2. Introduced direct optimizer options passthrough to acquisition function optimization in optimizer.suggest 3. Vectorized the noise generation in simulator 4. Some code style cleanups and type hint fixes around RNG-related blocks
1. Fix a regression from merging 2. Fix a bug where optimize_acqf get an input of fixed_features_list
1. Allow externally defined noise functions (can be related to X) 2. Make the Optithon benchmark function compatible with the Simulator
1. Drop the global RNG manager enforcement. 2. New default behavior: each Campaign creates its own RNG manager. This also paves the way for future dash app refactoring. 3. For temporary random state override, the seed is generated at call time instead of decorator definition time by default. This change leads to better reproducibility. 4. For numerical reproducbility, optimizer by default uses a fixed random state when every time fit or suggest is called. 5. Fix optimizer save and load state.
- Always use RNG manager's seed if not set in campaign and optimizer - Override seeds in test files when loading from legacy state dict
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This PR addresses random state management issues in #80 to improve reproducibility.
Implementation
_owns_rngflag distinguishes owned vs shared RNG instancesmanual_seedparameter without global pollutionobsidian.USE_OLD_RNG_CONTROLtoggle for legacy behaviorOther changes
Some other improvements were made while this new RNG control was implemented.
Introduced direct optimizer options passthrough to model fitting routine in campaign.fit. You can now do
to fit with model with 10 different restarts.
Introduced direct optimizer options passthrough to acquisition function optimization in optimizer.suggest
This will tell
scipy.optimize.minimizeto usePowelland maximum iteration of 100.Current status
The following tests have been performed, both on single objective (modified from
Simple single objective.ipynb)obsidian.USE_OLD_RNG_CONTROL=Trueproduces the same results as the current main branch.