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160 changes: 116 additions & 44 deletions algorithms.yaml
Original file line number Diff line number Diff line change
@@ -1,50 +1,122 @@
alg_nies:
can_evaluate_objectives_independently: null
code_examples: null
constraint_types:
- description: null
equality: null
hard: null
supports: null
type: box
description: A natural-gradient based evolutionary algorithm for integer-space
optimization
dynamics: null
fidelity_levels: null
implementations:
- impl_integeres
long_name: Natural Integer Evolutionary Strategies
modality_types:
- description: null
supports: default
type: unimodal
name: NIES
noise: null
number_variables:
max: 5000
min: 1
objectives: 1
partial_evaluation: null
alg_mies:
type: algorithm
name: MIES
long_name: null
description: null
tags:
- noisy-evaluations
- multiple-fidelities
- dynamic-objective-functions
- Sequential
- partial-evaluations
- Evolutionary
- independent-objective-evaluations
- Population-based
- multimodal
references: null
implementations: null
objectives: null
recommended_budget:
max: 10000000000
min: 100
references: null
max: 10000000000
number_variables:
min: 1
max: 5000
variable_types:
-
type: integer
supports: default
description: null
-
type: binary
supports: default
description: null
-
type: continuous
supports: default
description: null
-
type: categorical
supports: default
description: null
constraint_types: []
dynamics: null
noise: null
partial_evaluation:
supports: no
description: Not supported
can_evaluate_objectives_independently:
supports: no
description: Not supported
modality_types: null
fidelity_levels: null
code_examples: null
source: null
tags:
- Evolutionary
- Gradient-free
- Anytime
alg_cma_es:
type: algorithm
name: CMA-ES
long_name: null
description: "pycma is a Python implementation of CMA-ES and some related numerical optimization tools.\n\nThe CMA-ES (Covariance Matrix Adaptation Evolution Strategy) is a randomized derivative-free numerical optimization algorithm for difficult (non-convex, ill-conditioned, multi-modal, rugged, noisy) optimization problems in continuous and mixed-integer search spaces. This package provides an implementation of the CMA-ES algorithm that includes the handling of\n* bound constraints via the 'bounds' = [lower, upper] option or the cma.BoundDomainTransform wrapper\n* linear and nonlinear constraints via the constraints argument to fmin2 or fmin_con2\n* noise via noise_handler=True as argument to fmin2\n* integer variables for mixed-integer problems via the 'integer_variables'=index_list option\n\nOther relevant information: There are plenty of other variants of CMA-ES"
tags:
- Parallel
- Anytime
- noisy-evaluations
- multiple-fidelities
- Gradient-free
- dynamic-objective-functions
- partial-evaluations
- Evolutionary
- independent-objective-evaluations
- Population-based
- Surrogate-based
- multimodal
references: null
implementations:
- impl_cma_es
objectives: null
recommended_budget:
min: 7
max: 10
number_variables:
min: 40
max: 40
variable_types:
- description: null
supports: default
type: integer
impl_integeres:
description: A Python implementation of NIES
language: python
links:
- type: source code
url: https://github.com/jacobdenobel/integer-es
name: impl_integeres
requirements: null
-
type: continuous
supports: default
description: null
constraint_types:
-
type: box
supports: conditional
hard: null
equality: null
description: null
-
type: linear
supports: conditional
hard: null
equality: null
description: null
dynamics: null
noise: null
partial_evaluation:
supports: no
description: Not supported
can_evaluate_objectives_independently:
supports: no
description: Not supported
modality_types: null
fidelity_levels: null
code_examples: null
source: null
impl_cma_es:
type: implementation
name: CMA-ES implementation
description: "pycma is a Python implementation of CMA-ES and some related numerical optimization tools.\n\nThe CMA-ES (Covariance Matrix Adaptation Evolution Strategy) is a randomized derivative-free numerical optimization algorithm for difficult (non-convex, ill-conditioned, multi-modal, rugged, noisy) optimization problems in continuous and mixed-integer search spaces. This package provides an implementation of the CMA-ES algorithm that includes the handling of\n* bound constraints via the 'bounds' = [lower, upper] option or the cma.BoundDomainTransform wrapper\n* linear and nonlinear constraints via the constraints argument to fmin2 or fmin_con2\n* noise via noise_handler=True as argument to fmin2\n* integer variables for mixed-integer problems via the 'integer_variables'=index_list option\n\nOther relevant information: There are plenty of other variants of CMA-ES"
links:
-
type: source code
url: "https://github.com/CMA-ES/pycma"
language: Python
requirements: python
44 changes: 33 additions & 11 deletions docs/algorithms.html
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
<section class="table-shell">
<div class="table-toolbar">
<details class="tag-toolbar-disclosure" open><summary class="toolbar-title">Filter By Tags</summary><div class="tag-toolbar-actions"><button type="button" class="toolbar-btn" id="clear-tag-filter">Clear tag filter</button><span class="tag-filter-status" id="active-tag-filter">No active tag filter</span></div><div class="tag-groups"><section class="tag-group"><h4 class="tag-group-title">Performance</h4><div class="tag-group-chips"><button type="button" class="tag-filter-chip" data-tag="Anytime">Anytime</button></div></section><section class="tag-group"><h4 class="tag-group-title">Methodology</h4><div class="tag-group-chips"><button type="button" class="tag-filter-chip" data-tag="Gradient-free">Gradient-free</button></div></section><section class="tag-group"><h4 class="tag-group-title">Families</h4><div class="tag-group-chips"><button type="button" class="tag-filter-chip" data-tag="Evolutionary">Evolutionary</button></div></section></div></details>
<details class="tag-toolbar-disclosure" open><summary class="toolbar-title">Filter By Tags</summary><div class="tag-toolbar-actions"><button type="button" class="toolbar-btn" id="clear-tag-filter">Clear tag filter</button><span class="tag-filter-status" id="active-tag-filter">No active tag filter</span></div><div class="tag-groups"><section class="tag-group"><h4 class="tag-group-title">Performance</h4><div class="tag-group-chips"><button type="button" class="tag-filter-chip" data-tag="Anytime">Anytime</button></div></section><section class="tag-group"><h4 class="tag-group-title">Execution</h4><div class="tag-group-chips"><button type="button" class="tag-filter-chip" data-tag="Parallel">Parallel</button><button type="button" class="tag-filter-chip" data-tag="Sequential">Sequential</button></div></section><section class="tag-group"><h4 class="tag-group-title">Methodology</h4><div class="tag-group-chips"><button type="button" class="tag-filter-chip" data-tag="Gradient-free">Gradient-free</button><button type="button" class="tag-filter-chip" data-tag="Population-based">Population-based</button></div></section><section class="tag-group"><h4 class="tag-group-title">Families</h4><div class="tag-group-chips"><button type="button" class="tag-filter-chip" data-tag="Evolutionary">Evolutionary</button></div></section><section class="tag-group"><h4 class="tag-group-title">Other</h4><div class="tag-group-chips"><button type="button" class="tag-filter-chip" data-tag="dynamic-objective-functions">dynamic-objective-functions</button><button type="button" class="tag-filter-chip" data-tag="independent-objective-evaluations">independent-objective-evaluations</button><button type="button" class="tag-filter-chip" data-tag="multimodal">multimodal</button><button type="button" class="tag-filter-chip" data-tag="multiple-fidelities">multiple-fidelities</button><button type="button" class="tag-filter-chip" data-tag="noisy-evaluations">noisy-evaluations</button><button type="button" class="tag-filter-chip" data-tag="partial-evaluations">partial-evaluations</button><button type="button" class="tag-filter-chip" data-tag="Surrogate-based">Surrogate-based</button></div></section></div></details>
<details class="column-toolbar-disclosure">
<summary class="toolbar-title">Toggle Visible Columns</summary>
<div class="toolbar-actions">
Expand Down Expand Up @@ -40,24 +40,46 @@
</thead>
<tbody>
<tr>
<td>alg_nies</td>
<td>NIES</td>
<td>1</td>
<td>integer</td>
<td>alg_mies</td>
<td>MIES</td>
<td></td>
<td>binary | integer | continuous | categorical</td>
<td>1–5000</td>
<td>box</td>
<td></td>
<td></td>
<td>unimodal</td>
<td></td>
<td></td>
<td>no</td>
<td>no</td>
<td>100–10000000000</td>
<td></td>
<td>Natural Integer Evolutionary Strategies</td>
<td>A natural-gradient based evolutionary algorithm for integer-space optimization</td>
<td><button type="button" class="table-tag" data-tag="Anytime">Anytime</button> <button type="button" class="table-tag" data-tag="Evolutionary">Evolutionary</button> <button type="button" class="table-tag" data-tag="Gradient-free">Gradient-free</button></td>
<td></td>
<td>impl_integeres</td>
<td></td>
<td><button type="button" class="table-tag" data-tag="dynamic-objective-functions">dynamic-objective-functions</button> <button type="button" class="table-tag" data-tag="Evolutionary">Evolutionary</button> <button type="button" class="table-tag" data-tag="independent-objective-evaluations">independent-objective-evaluations</button> <button type="button" class="table-tag" data-tag="multimodal">multimodal</button> <button type="button" class="table-tag" data-tag="multiple-fidelities">multiple-fidelities</button> <button type="button" class="table-tag" data-tag="noisy-evaluations">noisy-evaluations</button> <button type="button" class="table-tag" data-tag="partial-evaluations">partial-evaluations</button> <button type="button" class="table-tag" data-tag="Population-based">Population-based</button> <button type="button" class="table-tag" data-tag="Sequential">Sequential</button></td>
<td></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td>alg_cma_es</td>
<td>CMA-ES</td>
<td></td>
<td>continuous</td>
<td>40</td>
<td>box | linear</td>
<td></td>
<td></td>
<td></td>
<td>no</td>
<td>no</td>
<td>7–10</td>
<td></td>
<td></td>
<td>pycma is a Python implementation of CMA-ES and some related numerical optimization tools.\n\nThe CMA-ES (Covariance Matrix Adaptation Evolution Strategy) is a randomized derivative-free numerical optimization algorithm for difficult (non-convex, ill-conditioned, multi-modal, rugged, noisy) optimization problems in continuous and mixed-integer search spaces. This package provides an implementation of the CMA-ES algorithm that includes the handling of\n* bound constraints via the 'bounds' = [lower, upper] option or the cma.BoundDomainTransform wrapper\n* linear and nonlinear constraints via the constraints argument to fmin2 or fmin_con2\n* noise via noise_handler=True as argument to fmin2\n* integer variables for mixed-integer problems via the 'integer_variables'=index_list option\n\nOther relevant information: There are plenty of other variants of CMA-ES</td>
<td><button type="button" class="table-tag" data-tag="Anytime">Anytime</button> <button type="button" class="table-tag" data-tag="dynamic-objective-functions">dynamic-objective-functions</button> <button type="button" class="table-tag" data-tag="Evolutionary">Evolutionary</button> <button type="button" class="table-tag" data-tag="Gradient-free">Gradient-free</button> <button type="button" class="table-tag" data-tag="independent-objective-evaluations">independent-objective-evaluations</button> <button type="button" class="table-tag" data-tag="multimodal">multimodal</button> <button type="button" class="table-tag" data-tag="multiple-fidelities">multiple-fidelities</button> <button type="button" class="table-tag" data-tag="noisy-evaluations">noisy-evaluations</button> <button type="button" class="table-tag" data-tag="Parallel">Parallel</button> <button type="button" class="table-tag" data-tag="partial-evaluations">partial-evaluations</button> <button type="button" class="table-tag" data-tag="Population-based">Population-based</button> <button type="button" class="table-tag" data-tag="Surrogate-based">Surrogate-based</button></td>
<td></td>
<td>CMA-ES implementation</td>
<td></td>
<td></td>
</tr>
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