optimization.asktell

Gradient-free tuning of Params by ask and tell: you run the episodes, it picks the next.

Functions

bounds_of(params, names)

Lower and upper bounds and current values of the named Params as flat vectors.

tune(searcher, evaluate, rounds)

rounds times: ask, evaluate each candidate with evaluate(x), tell.

Classes

Bayes(lower, upper[, initial, pool, seed])

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])

(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[, ...])

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)

Every point of a regular grid between the bounds, asked once; points per dimension.

Random(lower, upper[, size, seed])

size uniform samples inside the bounds at every ask.