Select: custom minimize method

[dilpath]

No description provided.

[codecov-commenter]

Codecov Report

Attention: 3 lines in your changes are missing coverage. Please review.

Comparison is base (bcfd618) 75.75% compared to head (492cfe5) 81.35%.

Files	Patch %	Lines
pypesto/select/problem.py	77.77%	2 Missing ⚠️
pypesto/select/model_problem.py	83.33%	1 Missing ⚠️

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Additional details and impacted files

@@             Coverage Diff             @@
##           develop    #1264      +/-   ##
===========================================
+ Coverage    75.75%   81.35%   +5.59%     
===========================================
  Files          148      148              
  Lines        12075    12088      +13     
===========================================
+ Hits          9148     9834     +686     
+ Misses        2927     2254     -673     

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[dweindl]

I tested it with doc/example/model_selection.ipynb and SacessOptimizer and it worked well after #1265.

from pypesto.optimize.ess import SacessOptimizer
sacess = SacessOptimizer(num_workers=4, max_walltime_s=10)

best_models = pypesto_select_problem_4.select_to_completion(
    method=Method.FORWARD,
    criterion=Criterion.AICC,
    select_first_improvement=True,
    startpoint_latest_mle=True,
    criterion_threshold=10,
    model_problem_options={
        'minimize_method': sacess.minimize,
    }
)

Thanks!

[dilpath]

I tested it with doc/example/model_selection.ipynb and SacessOptimizer and it worked well after #1265.

Great! Thanks for the example and improvements.