4.8.3. Nevergrad¶
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class
Nevergrad(optimizer: str = 'TBPSA', zero=1e-12, optkw=None, warn=False, verbose=True)¶ Interface to the Nevergrad package.
This class provides access to the optimizers available through the Nevergrad package. For more information, see the module’s documentation. Tested with v. 0.4.3.post3.Important
It is crucial that you check for possible search space settings of the requested optimizer and adjust them through the optkw argument accordingly. By default, ParAMS will return an infinite loss function value if any of the parameters is out of bounds. Certain algorithms (especially if the dimensionality is high) might not be able to adjust to the bounded search space, resulting in all evaluations producing inf, and a failed optimization.
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__init__(optimizer: str = 'TBPSA', zero=1e-12, optkw=None, warn=False, verbose=True)¶ Parameters: - optimizer : str
String key to the desired optimizer. Available keys are
- ASCMA2PDEthird
- ASCMADEQRthird
- ASCMADEthird
- AlmostRotationInvariantDE
- AvgMetaLogRecentering
- AvgMetaRecentering
- BO
- CM
- CMA
- CMandAS
- CMandAS2
- CMandAS3
- CauchyLHSSearch
- CauchyOnePlusOne
- CauchyScrHammersleySearch
- Cobyla
- DE
- DiagonalCMA
- DiscreteOnePlusOne
- DoubleFastGADiscreteOnePlusOne
- EDA
- ES
- FCMA
- HaltonSearch
- HaltonSearchPlusMiddlePoint
- HammersleySearch
- HammersleySearchPlusMiddlePoint
- LHSSearch
- LargeHaltonSearch
- LhsDE
- MEDA
- MPCEDA
- MetaLogRecentering
- MetaRecentering
- MixES
- MultiCMA
- MultiScaleCMA
- MutDE
- NGO
- NaiveIsoEMNA
- NaiveTBPSA
- NelderMead
- NoisyBandit
- NoisyDE
- NoisyDiscreteOnePlusOne
- NoisyOnePlusOne
- OAvgMetaLogRecentering
- ORandomSearch
- OScrHammersleySearch
- OnePlusOne
- OptimisticDiscreteOnePlusOne
- OptimisticNoisyOnePlusOne
- PBIL
- PCEDA
- PSO
- ParaPortfolio
- Portfolio
- Powell
- QORandomSearch
- QOScrHammersleySearch
- QrDE
- RCobyla
- RPowell
- RSQP
- RandomSearch
- RandomSearchPlusMiddlePoint
- RealSpacePSO
- RecES
- RecMixES
- RecMutDE
- RecombiningPortfolioOptimisticNoisyDiscreteOnePlusOne
- RotationInvariantDE
- SPSA
- SQP
- SQPCMA
- ScrHaltonSearch
- ScrHaltonSearchPlusMiddlePoint
- ScrHammersleySearch
- ScrHammersleySearchPlusMiddlePoint
- Shiva
- SplitOptimizer
- TBPSA
- TripleCMA
- TwoPointsDE
- cGA
- chainCMAPowel
- zero : float
- Will stop the optimization when this cost function value is reached.
- optkw : optional, dict
- Additional kwargs for the optimizer initialization.
- warn : bool
- Whether to suppress all nevergrad warnings.
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reset()¶ This method is called when the Optimization() class is initialized and should reset a previously used optimizer instance.
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