Implementation of the basic example of PBT in Rust from https://arxiv.org/abs/1711.09846
The basic example from the article tries to optimize a function where represents the hyperparameters.
The objective function that we are trying to optimize against is
This code uses PBT as described in the paper with the exploit
step being to choose the optimal h
and theta
from among the threads, and the explore
step being modifying the parameters by adding a value drawn from normal distribution with mean 0
and standard deviation 0.1
.
Run with by running cargo run
in the main directory.