Select: problem-specific minimize method for SaCeSS

[dilpath]

Example use

from pypesto.optimize.ess import SacessFidesFactory
from pypesto.select import SacessMinimizeMethod

minimize_options = {
    'startpoint_method': pypesto.startpoint.UniformStartpoints(),
}
minimize_method = SacessMinimizeMethod(
    num_workers=5,
    local_optimizer=SacessFidesFactory(fides_kwargs={
        'verbose': 0,
        'hessian_update': fides.BFGS()
    }),
    max_walltime_s=60,
    sacess_loglevel=logging.DEBUG,
    ess_loglevel=logging.WARNING,
)
model_problem_options = {
    'minimize_method': minimize_method,
    'minimize_options': minimize_options,
    'objective_customizer': objective_customizer,
}

best_models = pypesto_select_problem.select_to_completion(
    candidate_space=candidate_space,
    model_problem_options=model_problem_options,
)

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Codecov Report

Attention: Patch coverage is 77.14286% with 8 lines in your changes missing coverage. Please review.

Project coverage is 82.82%. Comparing base (80a7b8d) to head (2de945e).
Report is 1 commits behind head on develop.

Files with missing lines	Patch %	Lines
pypesto/select/misc.py	74.19%	8 Missing ⚠️

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@@             Coverage Diff             @@
##           develop    #1339      +/-   ##
===========================================
+ Coverage    82.81%   82.82%   +0.01%     
===========================================
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  Lines        13917    13950      +33     
===========================================
+ Hits         11525    11554      +29     
- Misses        2392     2396       +4     

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[dweindl]

Thanks, looks useful.

[Doresic]

Nice, thank you!

[dilpath]

@Doresic you can use PEtab-dev/petab_select#86 for nicer model hashes, when saving histories

[dweindl]

Thanks, lgtm.

[vwiela]

Works now, thanks.