Boundary transformations

class pints.TriangleWaveTransform(boundaries)

Transforms from unbounded to (rectangular) bounded parameter space using a periodic triangle-wave transform.

Note: The transform is applied _inside_ optimisation methods, there is no need to wrap this around your own problem or score function.

This can be applied as a transformation on x to implement _rectangular_ boundaries in methods with no natural boundary mechanism. It effectively mirrors the search space at every boundary, leading to a continuous (but non-smooth) periodic landscape. While this effectively creates an infinite number of minima/maxima, each one maps to the same point in parameter space.

It should work well for methods that maintain a single search position or a single search distribution (e.g. CMAES, xNES, SNES), which will end up in one of the many mirror images. However, for methods that use independent search particles (e.g. PSO) it could lead to a scattered population, with different particles exploring different mirror images. Other strategies should be used for such problems.