Add option to disable retrying on optimization warning #1696
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Summary: When `gen_candidates` exists with an optimization warning, we retry with a new set of initial conditions. In certain settings, `gen_candidates_scipy` is expected to exit with an optimization warning. This allows turning off this behavior in such settings. Example use case: When using straight through estimators for optimizing in mixed discrete search spaces, we often get `ABNORMAL_TERMINATION_IN_LNSRCH` since these gradients are a bit ill-behaved (due to function evaluations happening after rounding). Reviewed By: esantorella Differential Revision: D43478712 fbshipit-source-id: a1bfcbaaf387a46f38ded0b9802bb52cb1c8511f
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This pull request was exported from Phabricator. Differential Revision: D43478712 |
Codecov Report
@@ Coverage Diff @@
## main #1696 +/- ##
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Coverage 100.00% 100.00%
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Files 169 169
Lines 14537 14538 +1
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+ Hits 14537 14538 +1
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This was merged in 8db9c7b. Not sure why the PR got disconnected. |
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Summary:
When
gen_candidatesexists with an optimization warning, we retry with a new set of initial conditions. In certain settings,gen_candidates_scipyis expected to exit with an optimization warning. This allows turning off this behavior in such settings.Example use case: When using straight through estimators for optimizing in mixed discrete search spaces, we often get
ABNORMAL_TERMINATION_IN_LNSRCHsince these gradients are a bit ill-behaved (due to function evaluations happening after rounding).Reviewed By: esantorella
Differential Revision: D43478712