I have read in the mlr3hyperband documentation that on can define custom samplers (based on paradox::Sampler) for the initial base stage of each bracket. Now I was wondering if one could use that to implement some space filling design such as Sobol sequence or LHS for that. I have seen that paradox has generate_design_sobol and generate_design_lhs functions. However based on the documentation of mlr3hyperband I am struggling to see if that is possible, and if how.
Any help is appreciated.
We just discussed your interesting idea in the team. There is no LHS or Sobol sampler yet. The generate_design_* functions cannot be passed to Hyperband. But you could write your own Sampler class that generates LHS samples. The samples are always drawn before each bracket. With your own sampler you would get an independent LHS sample for each bracket. My colleague noted that it would probably be better if the sample from the second bracket fills the gaps of the LHS sample of the first bracket. This is technically not possible at the moment. We will discuss your idea further at the next workshop.