Profile: add multistart optimization for profile points#1712
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Codecov Report❌ Patch coverage is
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## develop #1712 +/- ##
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+ Coverage 84.35% 84.37% +0.01%
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Files 164 164
Lines 14752 14799 +47
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+ Hits 12444 12486 +42
- Misses 2308 2313 +5 ☔ View full report in Codecov by Sentry. 🚀 New features to boost your workflow:
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We were changing the step size of profiling parameter to 0 by accident.
- explicit absolute/relative profile step-size options - deprecated old absolute step-size option names - per-parameter step-size family resolution from `ub - lb` - finite-bound validation before profiling - single upfront step-size resolution before profile walking - resolved step sizes passed through profiling tasks/proposals - lightweight many-steps precheck warning/error mode - focused profile tests for options, resolution, precheck
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I added multistart optimization at each profile point.
Additional starts are sampled around the point suggested by
profile_next_guess, and the original suggested start is always included as well. Failed starts are tolerated, and the best finite result is kept.I also added warnings when profiling finds lower function values than the supplied optimum, and when non-profiled parameters hit bounds during profiling.
Also:
profile_n_startsandprofile_sampling_sigmatoProfileOptionsOpen question: when non-profiled parameters hit bounds during profiling, should we eventually support relaxing those bounds (of the parameters we're not profiling), or is warning-only the better behavior here? Allowing a relaxation of the bounds would make the plots actually show non-identifiable parameters when they are such. But we might risk some weird optimisation failures in some unusual cases.
Should be merged only after #1711 -- contains all changes of that PR currently, too.