Description
Currently, the default value of STOPPING_MAXITER is set to 1,000,000, which is impractical for global optimizers like Bayesian Optimization.
Proposed Solution (after discussion with Tim)
- Introduce a new parameter
STOPPING_MAXITER_GLOBAL with a default value of 1,000 for global optimizers.
- Make an exception for Bayesian Optimization to use its package default of 25 iterations for
n_iter, or even 100 iterations (closer to STOPPING_MAXITER_GLOBAL).
(Open to suggestions on how best to handle this.)
Context
- Bayesian Optimization with
n_iter=1000 takes ~1 hour for a simple sphere problem.
Related Issue
#630