Is it possible to create an optimizableVariable of integer type as an array with step different from 1?

2021 3 6
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更新时间：2021 3 7
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Hello everyone!
I'm trying to perform a Bayesian optimization to find the best hyperparameters for a deep neural network and I want the variable MiniBatchSize to just have, in this case, three possible values: 8, 10, 12. I thought I could declare optVar as if it was an array
interval = 8:2:12;
optVar = optimizableVariable('MiniBatchSize', interval, 'Type', 'integer');
This code raises the following error:
Error using optimizableVariable/checkRange
'Range' value must be a string array, a cell array of character vectors, or a numeric vector of length 2.
Am I missing something? Is there another way to perform this?
Thanks in advance.

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John D'Errico
John D'Errico 2021-3-6
编辑：John D'Errico 2021-3-6

1 个投票

Suppose X is an integer variable, that takes on only the values 1:5.
But what you want are non-integer levels of some parameter. For example, perhaps you want levels at [1.5, 3.5, 5.5, 7.5, 9.5]?
Inside your code, just write
Xhat = 2*X - 0.5;
Do you agree that Xhat takes on the desired levels?
They need not even be at all regular. Suppose you want levels at [2 3 5 7 11]? Inside your code, you might do this:
levels = [2 3 5 7 11];
Xhat = levels(X);
Clearly I could have chosen ANY levels there.
In your specific case, X is an integer variable that takes on the values 1:3. But you want it to take on the values [8 10 12]. Again, inside your code, write this:
Xhat = X*2 + 6;
Do you see that Xhat takes on only the values [8, 10, 12]?

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Yes, I see it. I just thought it was not possible to modify the scope of the optimizableVariable inside my code. Let's see if it works. Thank you very much.
John D'Errico
John D'Errico 2021-3-7
It is your code. It can do anything you want, as long as you return an objective.

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Walter Roberson
Walter Roberson 2021-3-6

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Optimization variable 1 to 3 and multiply by 2 and add 6.

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Thanks but I don't get your point. What do you mean? Could you please write the piece of code to do that?
Walter Roberson
Walter Roberson 2021-3-6
Ah, sorry, I didn't realize that the Stats toolbox had its own kind of variable creation; the instructions I gave were for Problem-Based Optimization
After rereading again your answer I've finally got your point and I think it might actually work. Thank you very much.

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