Exponential decay function — expo

expo_decay() can be used to increase or decrease a function exponentially over iterations. This can be used to dynamically set parameters for acquisition functions as iterations of Bayesian optimization proceed.

Usage

expo_decay(iter, start_val, limit_val, slope = 1/5)

Arguments

iter: An integer for the current iteration number.
start_val: The number returned for the first iteration.
limit_val: The number that the process converges to over iterations.
slope: A coefficient for the exponent to control the rate of decay. The sign of the slope controls the direction of decay.

Value

A single numeric value.

Details

Note that, when used with the acquisition functions in tune(), a wrapper would be required since only the first argument would be evaluated during tuning.

Examples

library(tibble)
library(purrr)
library(ggplot2)
library(dplyr)
tibble(
  iter = 1:40,
  value = map_dbl(
    1:40,
    expo_decay,
    start_val = .1,
    limit_val = 0,
    slope = 1 / 5
  )
) %>%
  ggplot(aes(x = iter, y = value)) +
  geom_path()