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""" WalkthroughThe changes refactor random state management in the acquisition functions of the Bayesian optimization codebase. Instead of storing a random state internally, acquisition functions now require the random state to be passed explicitly to each Changes
Sequence Diagram(s)sequenceDiagram
participant User
participant BayesianOptimizer
participant AcquisitionFunction
participant RandomState
User->>BayesianOptimizer: suggest()
BayesianOptimizer->>AcquisitionFunction: suggest(..., random_state=self._random_state)
AcquisitionFunction->>RandomState: Use random_state for optimization
AcquisitionFunction-->>BayesianOptimizer: Return suggested point
BayesianOptimizer-->>User: Return suggestion
Poem
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Actionable comments posted: 1
🧹 Nitpick comments (3)
bayes_opt/acquisition.py (3)
155-156
: Passing anint
seed here will silently recreate a fresh RNG every call
ensure_rng(random_state)
converts anint
into a newRandomState
each time, meaning two consecutivesuggest()
calls with the same integer seed will always sample the exact same “random” candidates.
If that is unintended, cache the convertedRandomState
once persuggest()
invocation:- random_state = ensure_rng(random_state) + random_state = ensure_rng(random_state) # convert once + # Keep a reference so children & helpers re-use the same generator + rng = random_state
230-233
: Docstring now mentions differential-evolution but examples still talk about “warm-up points”Lines 231-233 updated the wording, but the rest of the paragraph still references the old
n_warmup
constant. Consider updating the whole block for consistency and to avoid confusion.
276-280
: Return-type annotation out of sync with actual return value
_random_sample_minimize
returns three values(x_min, min_acq, x_seeds)
but the type hint saystuple[NDArray | None, float]
. Update the annotation to reflect the extra element.
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📒 Files selected for processing (3)
bayes_opt/acquisition.py
(27 hunks)bayes_opt/bayesian_optimization.py
(2 hunks)tests/test_acquisition.py
(12 hunks)
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🔇 Additional comments (32)
bayes_opt/bayesian_optimization.py (1)
252-254
: Random state propagation looks good
BayesianOptimization.suggest()
now forwards its internal RNG to the acquisition function, so determinism is preserved even after the refactor. No issues spotted here.tests/test_acquisition.py (31)
45-46
: New random_state fixture provides consistent test behaviorAdding a fixed RandomState fixture with seed 0 is a good practice that ensures tests are deterministic across different runs.
73-74
: Constructor simplified to align with new random state managementThe MockAcquisition constructor no longer accepts or stores a random_state parameter, which aligns with the PR's objective of making random_state a method parameter rather than a class property.
99-99
: Parameter renamed from n_l_bfgs_b to n_smartThis rename better reflects the purpose of the parameter, especially now that Differential Evolution optimization has been introduced alongside L-BFGS-B.
102-106
: Random state now passed explicitly to suggest methodThe test has been updated to pass the random_state explicitly to the suggest method, consistent with the PR's objective of making random_state a method parameter rather than a class property.
109-114
: New test validates acquisition function maximizationThis addition helps verify the fix for the bug mentioned in the PR objectives - ensuring that the best random sample is correctly included in the seeds for smart optimization.
120-120
: Parameter renamed from n_l_bfgs_b to n_smartConsistent with other changes, the parameter name has been updated to better reflect its purpose in the optimization process.
125-125
: UpperConfidenceBound constructor no longer accepts random_stateThe constructor has been simplified to remove the random_state parameter, aligned with the PR's goal of centralizing random state management.
135-137
: Random state now passed explicitly to suggest methodAcquisition functions now require random_state as a parameter to the suggest method, making the stochastic behavior more explicit and controlled.
142-142
: UpperConfidenceBound constructor simplifiedConstructor no longer accepts random_state, consistent with the new approach to random state management.
150-152
: Random state passed explicitly to _smart_minimize methodThe internal optimization method now receives random_state as a parameter, ensuring deterministic behavior during testing.
157-157
: UpperConfidenceBound constructor simplified for constraint testConstructor no longer accepts random_state, consistent with the new approach to random state management.
165-165
: ProbabilityOfImprovement constructor simplifiedThe constructor no longer accepts random_state, aligned with the refactored random state management.
171-173
: Random state now passed explicitly to suggest methodThe suggest method now receives random_state as a parameter, ensuring deterministic behavior in tests.
177-181
: Consistent pattern for passing random_state to methodsThe constructor no longer accepts random_state, and it's now passed explicitly to the suggest method, maintaining the consistent pattern throughout the codebase.
186-192
: ProbabilityOfImprovement with constraints follows new patternThe constructor no longer accepts random_state, and the suggest method now requires it as a parameter, consistent with other acquisition functions.
196-199
: Consistent pattern for passing random_state to methodsRandom state is passed explicitly to suggest method calls, ensuring deterministic behavior in constraint-related tests.
203-220
: ExpectedImprovement follows new random state patternAll instances of ExpectedImprovement initialization and suggest method calls have been updated to follow the new pattern: no random_state in constructor, explicit random_state in method calls.
224-237
: ExpectedImprovement with constraints follows new patternThe constructor no longer accepts random_state, and the suggest method now requires it as a parameter, consistent with other acquisition functions.
242-244
: ConstantLiar constructor simplifiedThe base acquisition and ConstantLiar constructors no longer accept random_state, aligned with the refactored random state management.
252-253
: Random state passed explicitly to ConstantLiar suggest methodThe suggest method now receives random_state as a parameter, ensuring deterministic behavior in tests.
266-266
: Consistent pattern for passing random_state to methodsRandom state is passed explicitly to the suggest method call, maintaining consistency throughout the test suite.
277-281
: ConstantLiar with constraints follows new patternThe constructor no longer accepts random_state, and the suggest method now requires it as a parameter, consistent with other acquisition functions.
285-285
: Consistent pattern for passing random_state to methodsRandom state is passed explicitly to suggest method calls, ensuring deterministic behavior in constraint-related tests.
293-293
: GPHedge constructor simplifiedThe constructor no longer requires base acquisitions to have random_state parameters, aligned with the refactored random state management.
311-315
: Base acquisitions for GPHedge follow new patternAll base acquisition constructors have been simplified to remove the random_state parameter, consistent with the refactored approach.
335-339
: Base acquisitions for softmax sampling follow new patternAll base acquisition constructors have been simplified to remove the random_state parameter, consistent with the refactored approach.
355-355
: Random state passed explicitly to _sample_idx_from_softmax_gains methodThe internal method now receives random_state as a parameter, ensuring deterministic behavior during testing.
359-366
: GPHedge integration test follows new patternBase acquisitions no longer receive random_state in constructors, and the suggest method now requires it as a parameter, consistent with the refactored approach.
370-371
: Random state passed explicitly to suggest method in loopThe suggest method consistently receives random_state as a parameter, ensuring deterministic behavior across multiple iterations.
597-598
: Custom acquisition constructors simplifiedThe constructor for custom acquisition functions has been simplified to no longer accept random_state, aligned with the refactored random state management.
618-619
: Custom acquisition without set params follows new patternThe constructor has been simplified to remove the random_state parameter, consistent with the refactored approach throughout the codebase.
Codecov ReportAttention: Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## master #566 +/- ##
==========================================
- Coverage 97.95% 97.77% -0.19%
==========================================
Files 10 10
Lines 1175 1166 -9
==========================================
- Hits 1151 1140 -11
- Misses 24 26 +2 ☔ View full report in Codecov by Sentry. 🚀 New features to boost your workflow:
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Actionable comments posted: 4
🔭 Outside diff range comments (1)
bayes_opt/acquisition.py (1)
230-272
:⚠️ Potential issue
_acq_min
can returnNone
when both optimisers failIf
n_random > 0
succeeds but every smart optimisation run fails (min_acq_s == np.inf
) andmin_acq_r == np.inf
(e.g. becausen_random==0
), the function falls through and returnsx_min_r
, which isNone
.
Down-stream callers expect a NumPy array and will crash.- if n_smart: + if n_smart: ... - return x_min_s - return x_min_r + return x_min_s + # Fallbacks + if x_min_r is None: + return x_min_s + if x_min_s is None: + return x_min_r + return x_min_r
🧹 Nitpick comments (4)
tests/test_target_space.py (2)
101-105
: Lambda signature does not match TargetSpace parameter names
ConstraintModel
expects the constraint function to accept named parameters identical to the optimization variables (p1
,p2
).
Usinglambda x: x
will raise aTypeError
ifconstraint.eval(**kwargs)
is ever invoked (e.g. when callingprobe()
).-constraint = ConstraintModel(lambda x: x, -2, 2, transform=None) +constraint = ConstraintModel(lambda p1, p2: p1 - p2, -2, 2, transform=None)Even though the current test registers explicit
constraint_value
s and therefore never callseval
, using a correctly-typed lambda future-proofs the test and documents intent.
199-206
: Redundanttransform=None
argument
ConstraintModel
’stransform
parameter already defaults toNone
.
Unless the test explicitly verifies that the explicitNone
is propagated, the extra argument is superfluous and makes the call longer than necessary.-constraint = ConstraintModel(lambda p1, p2: p1 - p2, -2, 2) +constraint = ConstraintModel(lambda p1, p2: p1 - p2, -2, 2)bayes_opt/acquisition.py (2)
66-73
: Deprecation warning is good – update docstring too
random_state
is now deprecated at construction time but the class-level docstring still advertises it as an active parameter. Updating the docstring will avoid confusing library users.
1187-1203
: Type hint mismatch in_sample_idx_from_softmax_gains
The function signature now specifies
RandomState
, butensure_rng
may supply aGenerator
once the earlier SciPy fix (see above) is applied.
Consider typing againstnp.random.RandomState | np.random.Generator
or simplyAny
to avoid mypy/IDE warnings.
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📒 Files selected for processing (5)
bayes_opt/acquisition.py
(29 hunks)bayes_opt/bayesian_optimization.py
(2 hunks)bayes_opt/target_space.py
(1 hunks)tests/test_acquisition.py
(12 hunks)tests/test_target_space.py
(4 hunks)
🚧 Files skipped from review as they are similar to previous changes (2)
- bayes_opt/bayesian_optimization.py
- tests/test_acquisition.py
🧰 Additional context used
🧬 Code Graph Analysis (2)
tests/test_target_space.py (3)
bayes_opt/target_space.py (3)
constraint
(203-210)TargetSpace
(34-713)set_constraint
(102-117)bayes_opt/constraint.py (1)
ConstraintModel
(23-263)tests/test_bayesian_optimization.py (1)
target_func
(19-21)
bayes_opt/acquisition.py (5)
tests/test_acquisition.py (9)
random_state
(45-46)target_space
(55-56)fun
(144-148)gp
(50-51)pbounds
(30-31)constraint
(35-36)base_acq
(82-83)base_acq
(600-601)base_acq
(621-622)bayes_opt/util.py (1)
ensure_rng
(8-30)bayes_opt/target_space.py (8)
max
(623-651)TargetSpace
(34-713)random_sample
(564-602)bounds
(193-200)continuous_dimensions
(223-234)res
(653-684)set_constraint
(102-117)constraint
(203-210)tests/test_bayesian_optimization.py (1)
random_sample
(500-511)bayes_opt/parameter.py (4)
random_sample
(68-87)random_sample
(262-281)random_sample
(359-381)bounds
(59-61)
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if constraint.lb.size == 1: | ||
self._constraint_values = np.empty(shape=(0), dtype=float) | ||
else: |
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constraint.lb
may be a scalar float
float
objects do not have a .size
attribute.
Unless ConstraintModel
converts scalars with np.atleast_1d
, the line
if constraint.lb.size == 1:
will raise AttributeError
.
Safer alternative:
lb = np.atleast_1d(constraint.lb)
if lb.size == 1:
...
🤖 Prompt for AI Agents
In bayes_opt/target_space.py around lines 114 to 116, the code assumes
constraint.lb has a .size attribute, but if constraint.lb is a scalar float,
this causes an AttributeError. To fix this, convert constraint.lb to a numpy
array using np.atleast_1d before checking its size, then use the size attribute
on the resulting array instead of directly on constraint.lb.
self._constraint: ConstraintModel | None = None | ||
|
||
if constraint is not None: | ||
# preallocated memory for constraint fulfillment | ||
self._constraint_values: NDArray[Float] | ||
if constraint.lb.size == 1: | ||
self._constraint_values = np.empty(shape=(0), dtype=float) | ||
else: | ||
self._constraint_values = np.empty(shape=(0, self._constraint.lb.size), dtype=float) | ||
def set_constraint(self, constraint: ConstraintModel) -> None: | ||
"""Set the constraint model. | ||
|
||
Parameters | ||
---------- | ||
constraint : ConstraintModel | ||
The constraint model to be set. | ||
""" | ||
self._constraint = constraint | ||
|
||
# preallocated memory for constraint fulfillment | ||
self._constraint_values: NDArray[Float] | ||
if constraint.lb.size == 1: | ||
self._constraint_values = np.empty(shape=(0), dtype=float) | ||
else: | ||
self._constraint = None | ||
self._constraint_values = np.empty(shape=(0, self._constraint.lb.size), dtype=float) | ||
|
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🛠️ Refactor suggestion
Multiple calls to set_constraint
overwrite data silently
set_constraint()
re-initialises self._constraint_values
every time it is called, discarding any previously registered constraint data without warning.
If a user mistakenly calls it twice (e.g. during a resume/restore cycle) the optimisation history becomes inconsistent.
Consider guarding against re-assignment or issuing a warning:
def set_constraint(self, constraint: ConstraintModel) -> None:
- self._constraint = constraint
+ if self._constraint is not None:
+ warn(
+ "Overwriting an existing constraint; previously stored "
+ "constraint values will be lost.",
+ stacklevel=2,
+ )
+ self._constraint = constraint
Committable suggestion skipped: line range outside the PR's diff.
🤖 Prompt for AI Agents
In bayes_opt/target_space.py around lines 100 to 118, the set_constraint method
re-initializes self._constraint_values on every call, which silently discards
any previously stored constraint data. To fix this, add a guard at the start of
set_constraint to check if self._constraint is already set; if so, either raise
an exception or issue a warning to prevent silent overwriting and preserve
optimization history consistency.
None, pbounds=pbounds, allow_duplicate_points=target_space._allow_duplicate_points | ||
) | ||
if target_space._constraint is not None: | ||
target_space_copy.set_constraint(target_space.constraint) | ||
|
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Shared ConstraintModel
instance between target-space copies
_copy_target_space
assigns the same ConstraintModel
object to the cloned space.
Fitting the constraint inside the dummy GP will mutate the original model and leak state across optimisation loops.
- target_space_copy.set_constraint(target_space.constraint)
+ target_space_copy.set_constraint(deepcopy(target_space.constraint))
This ensures isolation between the real and the dummy constraint models.
📝 Committable suggestion
‼️ IMPORTANT
Carefully review the code before committing. Ensure that it accurately replaces the highlighted code, contains no missing lines, and has no issues with indentation. Thoroughly test & benchmark the code to ensure it meets the requirements.
None, pbounds=pbounds, allow_duplicate_points=target_space._allow_duplicate_points | |
) | |
if target_space._constraint is not None: | |
target_space_copy.set_constraint(target_space.constraint) | |
None, pbounds=pbounds, allow_duplicate_points=target_space._allow_duplicate_points | |
) | |
if target_space._constraint is not None: | |
- target_space_copy.set_constraint(target_space.constraint) | |
+ target_space_copy.set_constraint(deepcopy(target_space.constraint)) |
🤖 Prompt for AI Agents
In bayes_opt/acquisition.py around lines 995 to 999, the code assigns the same
ConstraintModel instance from the original target_space to the copied
target_space_copy, causing shared mutable state and potential side effects. To
fix this, create a deep copy or a new instance of the ConstraintModel for
target_space_copy instead of assigning the original one directly, ensuring that
fitting or mutating the constraint in the dummy GP does not affect the original
model and maintains isolation between them.
xinit = space.random_sample(15 * len(space.bounds), random_state=random_state) | ||
if len(x_seeds) > 0: | ||
n_seeds = min(len(x_seeds), len(xinit)) | ||
xinit[:n_seeds] = x_seeds[:n_seeds] | ||
|
||
de_parameters = {"func": acq, "bounds": space.bounds, "polish": False, "init": xinit} | ||
if version.parse(scipy_version) < version.parse("1.15.0"): | ||
de_parameters["seed"] = random_state | ||
else: | ||
de_parameters["rng"] = random_state | ||
|
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🛠️ Refactor suggestion
rng
parameter mismatch for SciPy ≥ 1.15
For SciPy ≥ 1.15 DifferentialEvolutionSolver
expects rng
to be a numpy.random.Generator
.
ensure_rng
returns a RandomState
, so the current code will raise TypeError: Unsupported rng type
.
Convert the RNG where necessary:
if version.parse(scipy_version) < version.parse("1.15.0"):
de_parameters["seed"] = random_state
else:
- de_parameters["rng"] = random_state
+ de_parameters["rng"] = np.random.default_rng(random_state.randint(0, 2**32 - 1))
📝 Committable suggestion
‼️ IMPORTANT
Carefully review the code before committing. Ensure that it accurately replaces the highlighted code, contains no missing lines, and has no issues with indentation. Thoroughly test & benchmark the code to ensure it meets the requirements.
xinit = space.random_sample(15 * len(space.bounds), random_state=random_state) | |
if len(x_seeds) > 0: | |
n_seeds = min(len(x_seeds), len(xinit)) | |
xinit[:n_seeds] = x_seeds[:n_seeds] | |
de_parameters = {"func": acq, "bounds": space.bounds, "polish": False, "init": xinit} | |
if version.parse(scipy_version) < version.parse("1.15.0"): | |
de_parameters["seed"] = random_state | |
else: | |
de_parameters["rng"] = random_state | |
xinit = space.random_sample(15 * len(space.bounds), random_state=random_state) | |
if len(x_seeds) > 0: | |
n_seeds = min(len(x_seeds), len(xinit)) | |
xinit[:n_seeds] = x_seeds[:n_seeds] | |
de_parameters = {"func": acq, "bounds": space.bounds, "polish": False, "init": xinit} | |
if version.parse(scipy_version) < version.parse("1.15.0"): | |
de_parameters["seed"] = random_state | |
else: | |
de_parameters["rng"] = np.random.default_rng( | |
random_state.randint(0, 2**32 - 1) | |
) |
🤖 Prompt for AI Agents
In bayes_opt/acquisition.py around lines 376 to 386, the code passes
random_state directly as the rng parameter to DifferentialEvolutionSolver for
SciPy versions >= 1.15, but rng must be a numpy.random.Generator, not a
RandomState. To fix this, convert random_state to a numpy.random.Generator
instance before passing it as the rng parameter when SciPy version is >= 1.15.
@fmfn since you asked me to tag you, here you can have a look. What's nice about this feature is that it does catch some things that are hard for humans to catch (e.g. this commit was actually a result of me testing the feature on a PR of my fork and getting this problem pointed out to me). OTOH, sometimes it misreports things, e.g. this comment is wrong, since the In the end, it's a good tool to point out potential problems but one should probably not mindlessly "fix" them. |
This PR contains various improvements:
random_state
not a property of the acquisition function, but something to be provided during.suggest
n_lbfgs_b
ton_smart
since we now have the DE optimizationSummary by CodeRabbit