[ANN] Hyperopt.jl v0.5.0

Hyperopt.jl v0.5.0 has just been tagged. It is a breaking release, affecting primarily the GPSampler which has been removed (motivation).
Breaking changes are listed in the release notes.

The new release also brings some new features :slight_smile:

  • New sampler BOHB curtesy of @noil-reed . See the docs.
  • hyperband now has an interface that takes a function and a vector.
  • New function hyperoptim performing multi-start optimization with Optim and Hyperband. The interface is similar to that of Optim.optimize, but the initial guess is replaced by a vector of candidate vectors. This function is only available after using Optim.
  • New function warn_on_boundary: Prints a warning message for each parameter where the optimum was obtained on an extreme point of the sampled space.

@mohamed82008 has also implemented support for Hyperopt.jl in the package Nonconvex.jl. See docs and juliacon 2021 video.

Happy hyperoptimizing, may you all forver find global optima! :confetti_ball: