mlr-org/mlrMBO

add aei infill criterion exception in checkStuff for multipoint evaluation

RPdavies opened this issue · 3 comments

Dear developers,

In the vignette for multipoint-parallelisation it is clearly stated that the constant liar is a suitable method for proposing points when using either the augmented expected or the expected improvement. See line 67:

The constant liar is usually a good choice for the **augmented expected - ** and the **expected improvement**.

On the other hand, attempting to use constant liar with augmented expected improvement ('aei'), the below error is produced by checkStuff:

"Multi-point proposal using constant liar needs the infill criterion 'ei' (expected improvement), but you used 'aei'!"

Is this intentional, or should 'aei' be added to the exception list? As far as I understand there is no reason why 'aei' should not be a valid infill criterion for multipoint proposal. Furthermore, not being able to do so makes multipoint proposal for noisy functions impossible, which is a serious limitation.

Best regards,
Philip

You are totally right. I will include this in mlrMBO and hopefully soon in the CRAN version.

Should work now. Please let me now if you have other issues.

It works perfectly, thank you very much!