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applying complex constrains #2299
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As you said, the standard parameter constraints do not support complex nonlinear constraints. This is for a few reasons, not least that this makes the acquisition function optimization a lot more challenging. It also makes it a lot harder to deal with the parameter transformations that Ax applies under the hood. See https://github.com/facebook/Ax/discussions/1797#discussioncomment-6827496 for a more detailed discussion. What is the mathematical problem you're trying to solve? Is there a way to express the constraints in other coordinates? |
Hi Balandat, |
We've recently deprecated discussions, which unfortunately killed @Balandat's link above. For posterity I'm copying the question and answer this refers to here. Question from Stefan2016 on Aug 25, 2023
Answer from Balandat on Aug 25, 2023
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@StanleyYoo since these are highly nonlinear constraints, it's not straightforward to support them easily via the
|
Hi,
I am trying to apply complex constrains to the
SearchSpace
. TheSearchSpace
comprises with 6RangeParameter
s as:x00, x01, x02, x03, x04 and x05
. The constrains I need to apply is thediscriminant
calculated follwoing procedure shall be larger than 0, i.e.discriminant >=0
:However, the
ParameterConstraint
only support very simple contraints. How this could be resolved?Thank you in advance.
Stanley
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