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@till-m till-m commented May 22, 2025

This PR contains various improvements:

  • Makes the random_state not a property of the acquisition function, but something to be provided during .suggest
    • Before, when choosing a non-default acquisition function and wanting deterministic behaviour, one had to set a lot of states manually. Now, the optimizer state will be used for the acquisition function
  • Rename n_lbfgs_b to n_smart since we now have the DE optimization
  • fix another bug related to acq maximization, which caused seeding of the smart optimization to use suboptimal points
    • this also caused a test to pass that should've failed. I fixed this test.

Summary by CodeRabbit

  • Bug Fixes
    • Improved reproducibility and consistency by ensuring all randomness is controlled via explicit parameters rather than internal state.
    • Enhanced error handling in optimization routines with clearer failure reporting.
  • Tests
    • Updated tests to use a fixed random seed and pass random state explicitly to relevant methods, improving test determinism.
  • Refactor
    • Simplified how random state is managed throughout the optimization process, requiring it to be passed directly to suggestion methods rather than at initialization.
    • Streamlined parameter names for optimization strategies for consistency.
  • Improvements
    • Deprecated and removed random state handling from acquisition function constructors, encouraging explicit passing during suggestion calls.
    • Relaxed precision tolerance in constraint-related tests for improved stability.

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coderabbitai bot commented May 22, 2025

"""

Walkthrough

The 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 suggest() call and related methods. Constructors no longer accept or handle random state, and tests are updated for deterministic behavior by passing random state directly to method calls. Additionally, error handling in optimization routines is improved, and some test tolerances are relaxed.

Changes

File(s) Change Summary
bayes_opt/acquisition.py Refactored acquisition functions to remove internal random state storage. Constructors no longer accept or serialize random state. All randomness is now controlled by passing a random_state argument to suggest() and internal optimization methods. Deprecated constructor random state usage with warnings. Improved error handling in optimization routines, including raising errors on differential evolution failure.
bayes_opt/bayesian_optimization.py Updated instantiation of default acquisition functions to exclude random state. Modified suggest method to pass the optimizer's random state explicitly to acquisition function suggest() calls.
tests/test_acquisition.py Updated tests to remove random state from constructors and pass it explicitly to relevant methods. Introduced a fixed random seed for reproducibility. Adjusted parameter names and removed a deprecated test. Constructors of mock and custom acquisition classes no longer accept random state.
tests/test_constraint.py Relaxed precision tolerance in constraint approximation test assertions and removed a redundant assertion.

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
Loading

Poem

In the meadow of code where randomness grew,
The rabbits have tidied where old seeds once flew.
Now each suggestion, with state passed along,
Is crisp and deterministic, never gone wrong.
With tests now consistent, the fields are in line—
Hopping through order, our results all align!
🐇✨
"""

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Actionable comments posted: 1

🧹 Nitpick comments (3)
bayes_opt/acquisition.py (3)

155-156: Passing an int seed here will silently recreate a fresh RNG every call

ensure_rng(random_state) converts an int into a new RandomState each time, meaning two consecutive suggest() calls with the same integer seed will always sample the exact same “random” candidates.
If that is unintended, cache the converted RandomState once per suggest() 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 says tuple[NDArray | None, float]. Update the annotation to reflect the extra element.

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  • bayes_opt/bayesian_optimization.py (2 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 behavior

Adding 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 management

The 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_smart

This 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 method

The 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 maximization

This 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_smart

Consistent 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_state

The 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 method

Acquisition functions now require random_state as a parameter to the suggest method, making the stochastic behavior more explicit and controlled.


142-142: UpperConfidenceBound constructor simplified

Constructor no longer accepts random_state, consistent with the new approach to random state management.


150-152: Random state passed explicitly to _smart_minimize method

The internal optimization method now receives random_state as a parameter, ensuring deterministic behavior during testing.


157-157: UpperConfidenceBound constructor simplified for constraint test

Constructor no longer accepts random_state, consistent with the new approach to random state management.


165-165: ProbabilityOfImprovement constructor simplified

The constructor no longer accepts random_state, aligned with the refactored random state management.


171-173: Random state now passed explicitly to suggest method

The suggest method now receives random_state as a parameter, ensuring deterministic behavior in tests.


177-181: Consistent pattern for passing random_state to methods

The 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 pattern

The 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 methods

Random state is passed explicitly to suggest method calls, ensuring deterministic behavior in constraint-related tests.


203-220: ExpectedImprovement follows new random state pattern

All 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 pattern

The 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 simplified

The 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 method

The suggest method now receives random_state as a parameter, ensuring deterministic behavior in tests.


266-266: Consistent pattern for passing random_state to methods

Random state is passed explicitly to the suggest method call, maintaining consistency throughout the test suite.


277-281: ConstantLiar with constraints follows new pattern

The 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 methods

Random state is passed explicitly to suggest method calls, ensuring deterministic behavior in constraint-related tests.


293-293: GPHedge constructor simplified

The 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 pattern

All 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 pattern

All 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 method

The internal method now receives random_state as a parameter, ensuring deterministic behavior during testing.


359-366: GPHedge integration test follows new pattern

Base 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 loop

The suggest method consistently receives random_state as a parameter, ensuring deterministic behavior across multiple iterations.


597-598: Custom acquisition constructors simplified

The 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 pattern

The constructor has been simplified to remove the random_state parameter, consistent with the refactored approach throughout the codebase.

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codecov bot commented May 22, 2025

Codecov Report

Attention: Patch coverage is 89.36170% with 5 lines in your changes missing coverage. Please review.

Project coverage is 97.85%. Comparing base (2c78f7c) to head (acd4c54).

Files with missing lines Patch % Lines
bayes_opt/acquisition.py 88.63% 5 Missing ⚠️
Additional details and impacted files
@@            Coverage Diff             @@
##           master     #566      +/-   ##
==========================================
- Coverage   97.95%   97.85%   -0.11%     
==========================================
  Files          10       10              
  Lines        1175     1164      -11     
==========================================
- Hits         1151     1139      -12     
- Misses         24       25       +1     

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till-m commented May 22, 2025

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