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fix(sweeps): filter non-finite values so NaN/inf metrics don't crash gp.fit - #144
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kmikowicz-wandb
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In github.com/wandb/sweeps-bench we have benchmarks on convergence. I would run about 20 runs on all of the problems there to quickly check the bayes optimization still converges on a solution to the math problems as fast as the previous version
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ran sweeps-bench on 10 of the problems over 20 trials using fixed seeds and no differences in performance |
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Fixes https://coreweave.atlassian.net/browse/WB-9541 and https://coreweave.atlassian.net/browse/WB-40181
For https://coreweave.atlassian.net/browse/WB-40181, NaN metrics themselves are imputed to the worst finite metric seen in the sweep. However if that value is large enough, the sum operation in np.mean will overflow and result in a NaN anyway. We instead scale the metrics by the largest value, compute the mean on the scaled values, then rescale.
For https://coreweave.atlassian.net/browse/WB-9541, it's possible to have NaN current_x values if user submitted sweep runs contain invalid values (such as a negative value for a uniform-log distributed hyperparameter).