🔧: Use Latin Hypercube for initial points

tmechsner · tmechsner · commit 646eee8c18da · 2024-06-03T11:05:46.000+02:00
diff --git a/backtesting/backtesting.py b/backtesting/backtesting.py
@@ -1598,6 +1598,7 @@ def eval_run(config: sp.Configuration):
                 task_id='soc',
                 random_state=random_state,
                 initial_runs=min(max_tries, n_initial_points or 20 + 3 * len(kwargs)),
+                init_strategy='latin_hypercube',
             )
             history = opt.run()
             optimal_configurations = history.get_incumbents()

Original file line number	Diff line number	Diff line change
`@@ -1598,6 +1598,7 @@ def eval_run(config: sp.Configuration):`
`1598`	`1598`	`task_id='soc',`
`1599`	`1599`	`random_state=random_state,`
`1600`	`1600`	`initial_runs=min(max_tries, n_initial_points or 20 + 3 * len(kwargs)),`
	`1601`	`+ init_strategy='latin_hypercube',`
`1601`	`1602`	`)`
`1602`	`1603`	`history = opt.run()`
`1603`	`1604`	`optimal_configurations = history.get_incumbents()`