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Basic PBT Demo

Implementation of the basic example of PBT in Rust from https://arxiv.org/abs/1711.09846

Rough Overview

The basic example from the article tries to optimize a function equation where equation2 represents the hyperparameters. The objective function that we are trying to optimize against is equation3 This code uses PBT as described in the paper with the exploit step being to choose the optimal h and theta from among the threads, and the explore step being modifying the parameters by adding a value drawn from normal distribution with mean 0 and standard deviation 0.1.

Run

Run with by running cargo run in the main directory.

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