A note on optimizing blackbox functions in Python

background

blackbox optimization

There are several libraries.

https://github.com/paulknysh/blackbox

It looks good to try it for the time being. The code itself is about 200 lines, so it may be good to know the algorithm.

https://github.com/paulknysh/blackbox/issues/17

Note that Windows python seems to hang related to threads.

https://github.com/pablormier/yabox

The 3D figure is Oceanty.

https://www.localsolver.com/docs/last/quickstart/solvingyourfirstmodelinpython.html

There is also C ++ binding.

https://github.com/vthorey/benderopt

It is convenient because it can be set with JSON.

Function with arguments

You can only pass variables to minimize with benderopt.

Fortunately, if you want to give constant parameters, the implementation of minimize itself is compact, so it seems better to write your own loop while referring to this implementation.

https://github.com/vthorey/benderopt/blob/master/benderopt/minimizer.py

hypterparameter optimization

Recently, hyperparameter optimization has become a hot topic in the machine learning area. Hypterparameter search may also be available.

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