bancaditalia / black-it

Black-box abm calibration kit by the Bank of Italy
https://bancaditalia.github.io/black-it/
GNU Affero General Public License v3.0
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Add CORS sampler #28

Closed AldoGl closed 1 year ago

AldoGl commented 1 year ago

This PR adds the CORS sampler to Black-it.

Reference to the CORS sampler: Regis, Rommel G., and Christine A. Shoemaker. "Constrained global optimization of expensive black box functions using radial basis functions." Journal of Global optimization 31.1 (2005): 153-171.

The PR also changes the name of black-it.utils.assert_ to black-it.utils._assert

codecov-commenter commented 1 year ago

Codecov Report

Merging #28 (5abb3c2) into main (fedece7) will decrease coverage by 8.03%. The diff coverage is 41.37%.

Additional details and impacted files [![Impacted file tree graph](https://codecov.io/gh/bancaditalia/black-it/pull/28/graphs/tree.svg?width=650&height=150&src=pr&token=FwbdPgBFTD&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=None)](https://codecov.io/gh/bancaditalia/black-it/pull/28?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=None) ```diff @@ Coverage Diff @@ ## main #28 +/- ## ========================================== - Coverage 97.72% 89.68% -8.04% ========================================== Files 23 25 +2 Lines 1231 1416 +185 ========================================== + Hits 1203 1270 +67 - Misses 28 146 +118 ``` | [Impacted Files](https://codecov.io/gh/bancaditalia/black-it/pull/28?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=None) | Coverage Δ | | |---|---|---| | [black\_it/search\_space.py](https://codecov.io/gh/bancaditalia/black-it/pull/28/diff?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=None#diff-YmxhY2tfaXQvc2VhcmNoX3NwYWNlLnB5) | `100.00% <ø> (ø)` | | | [black\_it/samplers/cors.py](https://codecov.io/gh/bancaditalia/black-it/pull/28/diff?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=None#diff-YmxhY2tfaXQvc2FtcGxlcnMvY29ycy5weQ==) | `21.64% <21.64%> (ø)` | | | [black\_it/samplers/knysh\_korkolis.py](https://codecov.io/gh/bancaditalia/black-it/pull/28/diff?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=None#diff-YmxhY2tfaXQvc2FtcGxlcnMva255c2hfa29ya29saXMucHk=) | `43.24% <43.24%> (ø)` | | | [black\_it/samplers/particle\_swarm.py](https://codecov.io/gh/bancaditalia/black-it/pull/28/diff?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=None#diff-YmxhY2tfaXQvc2FtcGxlcnMvcGFydGljbGVfc3dhcm0ucHk=) | `92.22% <66.66%> (ø)` | | | [black\_it/calibrator.py](https://codecov.io/gh/bancaditalia/black-it/pull/28/diff?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=None#diff-YmxhY2tfaXQvY2FsaWJyYXRvci5weQ==) | `97.48% <100.00%> (ø)` | | | [black\_it/loss\_functions/base.py](https://codecov.io/gh/bancaditalia/black-it/pull/28/diff?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=None#diff-YmxhY2tfaXQvbG9zc19mdW5jdGlvbnMvYmFzZS5weQ==) | `100.00% <100.00%> (ø)` | | | [black\_it/loss\_functions/fourier.py](https://codecov.io/gh/bancaditalia/black-it/pull/28/diff?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=None#diff-YmxhY2tfaXQvbG9zc19mdW5jdGlvbnMvZm91cmllci5weQ==) | `100.00% <100.00%> (ø)` | | | [black\_it/loss\_functions/gsl\_div.py](https://codecov.io/gh/bancaditalia/black-it/pull/28/diff?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=None#diff-YmxhY2tfaXQvbG9zc19mdW5jdGlvbnMvZ3NsX2Rpdi5weQ==) | `100.00% <100.00%> (ø)` | | | [black\_it/samplers/best\_batch.py](https://codecov.io/gh/bancaditalia/black-it/pull/28/diff?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=None#diff-YmxhY2tfaXQvc2FtcGxlcnMvYmVzdF9iYXRjaC5weQ==) | `100.00% <100.00%> (ø)` | | | [black\_it/samplers/random\_forest.py](https://codecov.io/gh/bancaditalia/black-it/pull/28/diff?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=None#diff-YmxhY2tfaXQvc2FtcGxlcnMvcmFuZG9tX2ZvcmVzdC5weQ==) | `100.00% <100.00%> (ø)` | |