optimization.asktell
Gradient-free tuning of Params by ask and tell: you run the episodes, it picks the next.
Functions
bounds_of(params, names)
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Lower and upper bounds and current values of the named Params as flat vectors. |
tune(searcher, evaluate, rounds)
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rounds times: ask, evaluate each candidate with evaluate(x), tell.
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Classes
Bayes(lower, upper[, initial, pool, seed])
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Bayesian optimization: a Gaussian process of the costs so far, and the next candidate where it expects the most improvement. |
CMAES(x0, sigma[, lower, upper, size, seed])
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(mu/mu_w, lambda)-CMA-ES from the mean x0 with step size sigma; default lambda is 4 + floor(3 ln n). |
ExtremumSeeking(x0, amplitude, gain[, ...])
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Gradient descent from two runs per round: the point is perturbed by amplitude up and down along a random direction, and moves gain times the slope those runs show, downhill. |
Grid(lower, upper, points)
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Every point of a regular grid between the bounds, asked once; points per dimension. |
Random(lower, upper[, size, seed])
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size uniform samples inside the bounds at every ask.
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