Hyperparameter optimization

.github/workflows/ci.yml

@@ -11,7 +11,7 @@ jobs:
     runs-on: ${{ matrix.os }}
     strategy:
       matrix:
-        julia-version: ["1.8", "1.9", "1.10"]
+        julia-version: ["1.8", "1.10"]
         os: [ubuntu-latest, macOS-latest, windows-latest]
     steps:
       - uses: actions/checkout@v2

Changelog.md

@@ -5,6 +5,12 @@ All notable changes to this Julia package will be documented in this file.
 The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
 and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
+## [0.1.6] – unreleased
+
+### Added
+
+* Hyperparameter optimization example.
+
 ## [0.1.3] – 11/12/2023
 
 ### Added
@@ -37,5 +43,5 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ### Added
 
-- Setup the project to collect example objectives for [Manopt.jl](https://manopt.org) which are well-documented and well-tested
-- Setup Documentation to provide one example Quarto file for every example objective to illustrate how to use them
+* Setup the project to collect example objectives for [Manopt.jl](https://manopt.org) which are well-documented and well-tested
+* Setup Documentation to provide one example Quarto file for every example objective to illustrate how to use them.

Project.toml

@@ -1,7 +1,7 @@
 name = "ManoptExamples"
 uuid = "5b8d5e80-5788-45cb-83d6-5e8f1484217d"
 authors = ["Ronny Bergmann <[email protected]>"]
-version = "0.1.5"
+version = "0.1.6"
 
 [deps]
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"

docs/CondaPkg.toml

@@ -1,3 +1,4 @@
 [deps]
 jupyter = ""
-python = "3.11"
+optuna = "3.5"
+python = "3.11"

docs/make.jl

@@ -49,6 +49,7 @@ if "--quarto" ∈ ARGS
         Pkg.instantiate()
         Pkg.build("IJulia") # build IJulia to the right version.
         Pkg.activate(@__DIR__) # but return to the docs one before
+        CondaPkg.add("optuna")
         run(`quarto render $(examples_folder)`)
     end
 end
@@ -101,6 +102,7 @@ examples_menu =
             "Rosenbrock Metric" => "examples/Difference-of-Convex-Rosenbrock.md",
             "Frank Wolfe comparison" => "examples/Difference-of-Convex-Frank-Wolfe.md",
         ],
+        "Hyperparameter optimziation" => "examples/HyperparameterOptimization.md",
         "The Rayleigh Quotient" => "examples/RayleighQuotient.md",
         "Riemannian Mean" => "examples/Riemannian-mean.md",
         "Robust PCA" => "examples/Robust-PCA.md",