blackboxopt.visualizations.utils

get_incumbent_loss_over_time_single_fidelity(losses, times, fidelities, target_fidelity)

Filter for results with given target fidelity and generate incumbent trace.

Source code in blackboxopt/visualizations/utils.py

def get_incumbent_loss_over_time_single_fidelity(
    losses, times, fidelities, target_fidelity
):
    """Filter for results with given target fidelity and generate incumbent trace."""
    # filter out fidelity and take minimum of losses
    idx = np.logical_and(fidelities == target_fidelity, np.isfinite(losses))
    _times = times[idx]
    _losses = np.minimum.accumulate(losses[idx])
    # get unique loss values and sort their indices (to be in chronological order)
    _, idx = np.unique(_losses, return_index=True)
    idx.sort()
    # find losses
    _losses = _losses[idx]
    _times = _times[idx]
    # add steps where a new incumbent was found
    _times = np.repeat(_times, 2)[1:]
    _losses = np.repeat(_losses, 2)[:-1]
    # append best value for largest time to extend the lines
    _times = np.concatenate([_times, np.nanmax(times, keepdims=True)])
    _losses = np.concatenate([_losses, _losses[-1:]])
    return _times, _losses