Cmaes

CHANGES

Bug fixes

* Fix coordinate rotation (77).
* This bug leads to serious performance degradation on ill-conditioned problems.

Links

* PyPI: https://pypi.org/project/cmaes/0.6.1/

CHANGES

New features

`should_stop()` method which checks some termination criterion is added. You can easily implement IPOP-CMA-ES (50) and BIPOP-CMA-ES (54) by using this API. These algorithms performs well on multi-modal functions (See the benchmark of 58).

| IPOP-CMA-ES | BIPOP-CMA-ES |
| --- | --- |
|  |  |

* [Auger, A., Hansen, N.: A restart CMA evolution strategy with increasing population size. In: Proceedings of the 2005 IEEE Congress on Evolutionary Computation (CEC’2005), pp. 1769–1776 (2005a)](https://sci2s.ugr.es/sites/default/files/files/TematicWebSites/EAMHCO/contributionsCEC05/auger05ARCMA.pdf)
* [Hansen N. Benchmarking a BI-Population CMA-ES on the BBOB-2009 Function Testbed. In the workshop Proceedings of the Genetic and Evolutionary Computation Conference, GECCO, pages 2389–2395. ACM, 2009.](https://hal.inria.fr/inria-00382093/document)

Remove Optuna sampler.

Remove `CMASampler`(deprecated at v0.4.0) and `monkeypatch` (deprecated at v0.5.0) for Optuna.

Please use Optuna's official CMA-ES sampler which will be stabled at v2.0.0. You can quickly migrated to Optuna's official sampler by replacing your imports with `optuna.samplers.CmaEsSampler()`. See the [documentation](https://optuna.readthedocs.io/en/stable/reference/samplers.html#optuna.samplers.CmaEsSampler) for details.

Deprecate `cmaes.cma` module.

`cmaes.cma` module is now deprecated. Please import `CMA` class from the package root (46).

python
from cmaes.cma import CMA Deprecated!
↓
from cmaes import CMA Do this!


Link

* PyPI: https://pypi.org/project/cmaes/0.6.0/

CHANGES

Bug fixes

* Fix numerical overflow errors (simplified version of 34) (41, thanks HideakiImamura).

Links

* PyPI: https://pypi.org/project/cmaes/0.5.1/

CHANGES

Bug fixes

* Fix numerical overflow errors (31)

Optuna's sampler interface

* Deprecate `patch_fast_itersection_search_space` (28)
* Use `suggest_float()` APIs (25)


Links

* PyPI: https://pypi.org/project/cmaes/0.5.0/

CHANGES

`CMASampler` is deprecated because it is ported to `optuna.samplers.CmaEsSampler` from [Optuna v1.3.0](https://github.com/optuna/optuna/releases/tag/v1.3.0).

`optuna.samplers.CmaEsSampler` is about 2-times slower than `CMASampler`. If you want to make it faster, please call `cmaes.monkeypatch.patch_fast_intersection_search_space()` before running `study.optimize()`.

New features

* Monkeypatch for faster intersection search space (20)
* Support step argument on IntUniformDistribution (21)

API Changes

* Deprecate CMASampler (22)

Bug fixes

* Fix scale of log uniform distribution of CMASampler (16)

CHANGES

API changes

* CMA provides `dim` property method for the number of dimensions.
* CMA provides `set_bounds` method to update boundary constraints.

Bug fixes

* Disable when search_space is changed.