Documentation

Welcome to the developer documentation for SigOpt. If you have a question you can’t answer, feel free to contact us!
Welcome to the new SigOpt docs! If you're looking for the classic SigOpt documentation then you can find that here. Otherwise, happy optimizing!

Experiment Options

A SigOpt Experiment is created as an object containing all information needed to execute the optimization process. To create a SigOpt Experiment, you will define:

NameTypeKeyDescription
Experiment NameStringnameName of the experiment.
Experiment TypeStringtypeIdentifier for the type of experiment.
Parameter SpaceArrayparametersList of objects where each object is defining a single parameter.
Metric SpaceArraymetricsList of objects where each object is defining a single parameter.
Budget
IntegerbudgetInteger defining the minimum number of SigOpt Runs in a given SigOpt Experiment.
Parallel BandwidthIntegerparallel_bandwidthInteger defining the number of machines/nodes there will be running different asynchronous SigOpt Runs at any given time.

The SigOpt Optimizer provides four types of experiments: optimization experiment, all constraints experiment, grid search experiment and random search experiment. They are invoked by setting the type flag while creating an Experiment.

Search ExperimentType Flag
SigOpt Optimization Experimentoffline
All Constraints Experimentoffline
Grid Searchgrid
Random Searchrandom

In the next few pages we'll go through some examples on how to set up your SigOpt Experiment for each type of search above.