Added LPI to Hypersweeper Analysis

examples/configs/branin_lpi.yaml

@@ -0,0 +1,23 @@
+
+defaults:
+  - _self_
+  - target_function: branin
+  - search_space: branin
+  - override hydra/sweeper: HyperLPI
+
+hydra:
+  sweeper:
+    n_trials: 2000
+    sweeper_kwargs:
+      max_budget: 100
+      optimizer_kwargs:
+        config:
+          x0: -5.0
+          x1: 0.0
+        configs_per_hp: 200
+        run_source: True
+    search_space: ${search_space}
+  run:
+    dir: ./tmp/branin_lpi/
+  sweep:
+    dir: ./tmp/branin_lpi/

examples/configs/mlp_lpi.yaml

@@ -0,0 +1,28 @@
+
+defaults:
+  - _self_
+  - target_function: mlp
+  - search_space: mlp_no_conditions
+  - override hydra/sweeper: HyperLPI
+
+hydra:
+  sweeper:
+    n_trials: 100
+    sweeper_kwargs:
+      max_budget: 100
+      optimizer_kwargs:
+        config:
+          n_layer: 1
+          n_neurons: 8
+          activation: logistic
+          solver: lbfgs
+          batch_size: 30
+          learning_rate: constant
+          learning_rate_init: 1.0
+        configs_per_hp: 20
+        run_source: True
+    search_space: ${search_space}
+  run:
+    dir: ./tmp/mlp_lpi/
+  sweep:
+    dir: ./tmp/mlp_lpi/

examples/example_lpi/branin/final_config.yaml

@@ -0,0 +1,19 @@
+x0: 3
+x1: 4
+seed: None
+budget: None
+spurious_var: 3.14
+search_space:
+  seed: 0
+  hyperparameters:
+    x0:
+      type: uniform_float
+      lower: -5
+      upper: 10
+      log: false
+    x1:
+      type: uniform_float
+      lower: 0
+      upper: 15
+      log: false
+      default_value: 2

examples/example_lpi/branin/incumbent.csv

@@ -0,0 +1,5 @@
+config_id,performance,budget,budget_used,total_wallclock_time,total_optimization_time,x0,x1
+1,17.508299515778166,100,10000,5.564766883850098,0.00010395050048828125,-5.0,15.0
+1,17.508299515778166,100,20000,11.1631178855896,0.003407001495361328,-5.0,15.0
+287,5.040174632274421,100,30000,16.74027967453003,0.00662541389465332,3.4422110552764,0.0
+287,5.040174632274421,100,39900,22.351505994796753,0.010477542877197266,3.4422110552764,0.0

examples/example_lpi/branin/lpi_scores.csv

@@ -0,0 +1,3 @@
+hyperparameter,lpi,uncertainty
+x1,0.5799955764472867,0.0
+x0,0.4200044235527133,0.0