Restart from previous state

This example shows how the user can deal with optimization failures, either due to hardware failure or due to wrong selection of accessory functions. This will also be useful in cases of changing optimization platform but resuming the same optimization task.

In order to create an optimization state, we shall first run a standard optimization problem for a certain number of iterations. This can be done either by running example 0(Getting Started), or by re-doing the whole procedure. For the benefit of the user, we shall take the latter way.

Restart

In example 1, we have seen that our custom initialization is not the best compared to the default latin hypercube sampling. In fact, such an example provides the best motivation for a restart. Hence, in this example, we provide a custom initialization method, the same as in example 1 (Custom functions for surrogate construction). Once the optimization is done for 10 iterations, we shall create another instance of BayesOpt that starts from this existing optimization state.

restarted_bo = BayesOpt(cost_function=evaluator,
                        l_bound=l_bound, u_bound=u_bound, n_dim=n_dim,
                        n_init=2,
                        kern_function='sqr_exp',
                        acq_func='LCB',
                        kappa_strategy=my_kappa,
                        if_restart=True, restart_filename='opt_state.dat')

Note that the restarted optimization need not have the same accessory functions, like kernel, acquisition and kappa strategy. By enabling if_restart and providing the restart_filename, the framework re-creates the optimization state from which the user can continue the optimization, for example,

restarted_bo.update_iter(5)

will update 5 iterations at once. This API helps to reduce redundant loops in the user code.

Intra-iteration restart

It has to be noted here that the evaluator also has an inbuilt check-pointing per iteration, so that hard interrupts such as the KeyboardInterrupt can also be handled for restart. The user need not do any extra changes to enable this intra-iteration restart functionality.