Supporting sigma/mutable_sigma per dimension in ng.p.Array

facebookresearch / nevergrad

A Python toolbox for performing gradient-free optimization

https://facebookresearch.github.io/nevergrad/

MIT License

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Open alexd314 opened 3 years ago

alexd314 commented 3 years ago

Is it possible to define sigma/mutable sigma per dimension in ng.p.Array ? i.e:

define individual sigmas per dimension via set_mutation ?
define an array of booleans in __init__, one per dimension, indicating whether sigma should be mutable per each dimension

jrapin commented 3 years ago

Hey, I won't have time to get a close look before some time, but I would say it should be possible. If I recall correctly you should be able to define sigma as an ndarray/Array, and if you set a 0 value to it that it would not mutate. Would that work ? In one test case we provide row-wise sigmas for instance: https://github.com/facebookresearch/nevergrad/blob/2e17ef6eaadaa0c30aa578b26f2b6345eb9f68e8/nevergrad/functions/photonics/core.py#L64-L65