option to ignore crashes (no np.inf loss)

Author: rosea-tf

hpbandster/optimizers/bohb.py

@@ -18,7 +18,7 @@ def __init__(self, configspace = None,
 					eta=3, min_budget=0.01, max_budget=1,
 					min_points_in_model = None,	top_n_percent=15,
 					num_samples = 64, random_fraction=1/3, bandwidth_factor=3,
-					min_bandwidth=1e-3,
+					min_bandwidth=1e-3, ignore_crashes=False,
 					**kwargs ):
 		"""
                 BOHB performs robust and efficient hyperparameter optimization
@@ -88,7 +88,8 @@ def __init__(self, configspace = None,
 					num_samples = num_samples,
 					random_fraction=random_fraction,
 					bandwidth_factor=bandwidth_factor,
-					min_bandwidth = min_bandwidth
+					min_bandwidth = min_bandwidth,
+					ignore_crashes=ignore_crashes
 					)
 
 		super().__init__(config_generator=cg, **kwargs)

hpbandster/optimizers/config_generators/bohb.py

@@ -17,7 +17,7 @@
 class BOHB(base_config_generator):
 	def __init__(self, configspace, min_points_in_model = None,
 				 top_n_percent=15, num_samples = 64, random_fraction=1/3,
-				 bandwidth_factor=3, min_bandwidth=1e-3,
+				 bandwidth_factor=3, min_bandwidth=1e-3, ignore_crashes=False,
 				**kwargs):
 		"""
 			Fits for each given budget a kernel density estimator on the best N percent of the
@@ -50,6 +50,7 @@ def __init__(self, configspace, min_points_in_model = None,
 		self.configspace = configspace
 		self.bw_factor = bandwidth_factor
 		self.min_bandwidth = min_bandwidth
+		self.ignore_crashes = ignore_crashes
 
 		self.min_points_in_model = min_points_in_model
 		if min_points_in_model is None:
@@ -284,6 +285,8 @@ def new_result(self, job, update_model=True):
 
 		if job.result is None:
 			# One could skip crashed results, but we decided to
+			if self.ignore_crashes:
+				return
 			# assign a +inf loss and count them as bad configurations
 			loss = np.inf
 		else: