-
Notifications
You must be signed in to change notification settings - Fork 30
/
Copy pathpints_optimisers.py
873 lines (795 loc) · 30.7 KB
/
pints_optimisers.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
from pints import CMAES as PintsCMAES
from pints import PSO as PintsPSO
from pints import SNES as PintsSNES
from pints import XNES as PintsXNES
from pints import IRPropMin as PintsIRPropMin
from pints import NelderMead as PintsNelderMead
from pybop import (
AdamWImpl,
BasePintsOptimiser,
CuckooSearchImpl,
GradientDescentImpl,
IRPropPlusImpl,
RandomSearchImpl,
SimulatedAnnealingImpl,
)
class GradientDescent(BasePintsOptimiser):
"""
Implements a simple gradient descent optimisation algorithm.
This class extends the gradient descent optimiser from the PINTS library, designed
to minimise a scalar function of one or more variables.
Note that this optimiser does not support boundary constraints.
Parameters
----------
cost : callable
The cost function to be minimised.
max_iterations : int, optional
Maximum number of iterations for the optimisation.
min_iterations : int, optional (default=2)
Minimum number of iterations before termination.
max_unchanged_iterations : int, optional (default=15)
Maximum number of iterations without improvement before termination.
multistart : int, optional (default=1)
Number of optimiser restarts from randomly sample position. These positions
are sampled from the priors.
parallel : bool, optional (default=False)
Whether to run the optimisation in parallel.
**optimiser_kwargs : optional
Valid PINTS option keys and their values, for example:
x0 : array_like
Initial position from which optimisation will start.
sigma0 : float
Initial step size or standard deviation depending on the optimiser.
bounds : dict
A dictionary with 'lower' and 'upper' keys containing arrays for lower and
upper bounds on the parameters.
use_f_guessed : bool
Whether to return the guessed function values.
absolute_tolerance : float
Absolute tolerance for convergence checking.
relative_tolerance : float
Relative tolerance for convergence checking.
max_evaluations : int
Maximum number of function evaluations.
threshold : float
Threshold value for early termination.
See Also
--------
pints.GradientDescent : The PINTS implementation this class is based on.
"""
def __init__(
self,
cost,
max_iterations: int = None,
min_iterations: int = 2,
max_unchanged_iterations: int = 15,
multistart: int = 1,
parallel: bool = False,
**optimiser_kwargs,
):
super().__init__(
cost,
GradientDescentImpl,
max_iterations,
min_iterations,
max_unchanged_iterations,
multistart,
parallel,
**optimiser_kwargs,
)
class AdamW(BasePintsOptimiser):
"""
Implements the AdamW optimisation algorithm in PyBOP.
This class extends the AdamW optimiser, which is a variant of the Adam
optimiser that incorporates weight decay. AdamW is designed to be more
robust and stable for training deep neural networks, particularly when
using larger learning rates.
Note that this optimiser does not support boundary constraints.
Parameters
----------
cost : callable
The cost function to be minimised.
max_iterations : int, optional
Maximum number of iterations for the optimisation.
min_iterations : int, optional (default=2)
Minimum number of iterations before termination.
max_unchanged_iterations : int, optional (default=15)
Maximum number of iterations without improvement before termination.
multistart : int, optional (default=1)
Number of optimiser restarts from randomly sample position. These positions
are sampled from the priors.
parallel : bool, optional (default=False)
Whether to run the optimisation in parallel.
**optimiser_kwargs : optional
Valid PINTS option keys and their values, for example:
x0 : array_like
Initial position from which optimisation will start.
sigma0 : float
Initial step size or standard deviation depending on the optimiser.
bounds : dict
A dictionary with 'lower' and 'upper' keys containing arrays for lower and
upper bounds on the parameters.
use_f_guessed : bool
Whether to return the guessed function values.
absolute_tolerance : float
Absolute tolerance for convergence checking.
relative_tolerance : float
Relative tolerance for convergence checking.
max_evaluations : int
Maximum number of function evaluations.
threshold : float
Threshold value for early termination.
See Also
--------
pybop.AdamWImpl : The PyBOP implementation this class is based on.
"""
def __init__(
self,
cost,
max_iterations: int = None,
min_iterations: int = 2,
max_unchanged_iterations: int = 15,
multistart: int = 1,
parallel: bool = False,
**optimiser_kwargs,
):
super().__init__(
cost,
AdamWImpl,
max_iterations,
min_iterations,
max_unchanged_iterations,
multistart,
parallel,
**optimiser_kwargs,
)
class IRPropMin(BasePintsOptimiser):
"""
Implements the iRpropMin optimisation algorithm.
This class inherits from the PINTS IRPropMin class, which is an optimiser that
uses resilient backpropagation without weight-backtracking. It is designed to handle
problems with large plateaus, noisy gradients, and local minima.
Parameters
----------
cost : callable
The cost function to be minimised.
max_iterations : int, optional
Maximum number of iterations for the optimisation.
min_iterations : int, optional (default=2)
Minimum number of iterations before termination.
max_unchanged_iterations : int, optional (default=15)
Maximum number of iterations without improvement before termination.
multistart : int, optional (default=1)
Number of optimiser restarts from randomly sample position. These positions
are sampled from the priors.
parallel : bool, optional (default=False)
Whether to run the optimisation in parallel.
**optimiser_kwargs : optional
Valid PINTS option keys and their values, for example:
x0 : array_like
Initial position from which optimisation will start.
sigma0 : float
Initial step size or standard deviation depending on the optimiser.
bounds : dict
A dictionary with 'lower' and 'upper' keys containing arrays for lower and
upper bounds on the parameters.
use_f_guessed : bool
Whether to return the guessed function values.
absolute_tolerance : float
Absolute tolerance for convergence checking.
relative_tolerance : float
Relative tolerance for convergence checking.
max_evaluations : int
Maximum number of function evaluations.
threshold : float
Threshold value for early termination.
See Also
--------
pints.IRPropMin : The PINTS implementation this class is based on.
"""
def __init__(
self,
cost,
max_iterations: int = None,
min_iterations: int = 2,
max_unchanged_iterations: int = 15,
multistart: int = 1,
parallel: bool = False,
**optimiser_kwargs,
):
super().__init__(
cost,
PintsIRPropMin,
max_iterations,
min_iterations,
max_unchanged_iterations,
multistart,
parallel,
**optimiser_kwargs,
)
class IRPropPlus(BasePintsOptimiser):
"""
Implements the iRpropPlus optimisation algorithm.
This class implements the improved resilient backpropagation with weight-backtracking.
It is designed to handle problems with large plateaus, noisy gradients, and local minima.
Parameters
----------
cost : callable
The cost function to be minimized.
max_iterations : int, optional
Maximum number of iterations for the optimisation.
min_iterations : int, optional (default=2)
Minimum number of iterations before termination.
max_unchanged_iterations : int, optional (default=15)
Maximum number of iterations without improvement before termination.
multistart : int, optional (default=1)
Number of optimiser restarts from randomly sample position. These positions
are sampled from the priors.
parallel : bool, optional (default=False)
Whether to run the optimisation in parallel.
**optimiser_kwargs : optional
Valid PINTS option keys and their values, for example:
x0 : array_like
Initial position from which optimisation will start.
sigma0 : float
Initial step size or standard deviation depending on the optimiser.
bounds : dict
A dictionary with 'lower' and 'upper' keys containing arrays for lower and
upper bounds on the parameters.
use_f_guessed : bool
Whether to return the guessed function values.
absolute_tolerance : float
Absolute tolerance for convergence checking.
relative_tolerance : float
Relative tolerance for convergence checking.
max_evaluations : int
Maximum number of function evaluations.
threshold : float
Threshold value for early termination.
See Also
--------
pints.IRPropMin : The PINTS implementation this class is based on.
"""
def __init__(
self,
cost,
max_iterations: int = None,
min_iterations: int = 2,
max_unchanged_iterations: int = 15,
multistart: int = 1,
parallel: bool = False,
**optimiser_kwargs,
):
super().__init__(
cost,
IRPropPlusImpl,
max_iterations,
min_iterations,
max_unchanged_iterations,
multistart,
parallel,
**optimiser_kwargs,
)
class PSO(BasePintsOptimiser):
"""
Implements a particle swarm optimisation (PSO) algorithm.
This class extends the PSO optimiser from the PINTS library. PSO is a
metaheuristic optimisation method inspired by the social behavior of birds
flocking or fish schooling, suitable for global optimisation problems.
Parameters
----------
cost : callable
The cost function to be minimised.
max_iterations : int, optional
Maximum number of iterations for the optimisation.
min_iterations : int, optional (default=2)
Minimum number of iterations before termination.
max_unchanged_iterations : int, optional (default=15)
Maximum number of iterations without improvement before termination.
multistart : int, optional (default=1)
Number of optimiser restarts from randomly sample position. These positions
are sampled from the priors.
parallel : bool, optional (default=False)
Whether to run the optimisation in parallel.
**optimiser_kwargs : optional
Valid PINTS option keys and their values, for example:
x0 : array_like
Initial position from which optimisation will start.
sigma0 : float
Initial step size or standard deviation depending on the optimiser.
bounds : dict
A dictionary with 'lower' and 'upper' keys containing arrays for lower and
upper bounds on the parameters.
use_f_guessed : bool
Whether to return the guessed function values.
absolute_tolerance : float
Absolute tolerance for convergence checking.
relative_tolerance : float
Relative tolerance for convergence checking.
max_evaluations : int
Maximum number of function evaluations.
threshold : float
Threshold value for early termination.
See Also
--------
pints.PSO : The PINTS implementation this class is based on.
"""
def __init__(
self,
cost,
max_iterations: int = None,
min_iterations: int = 2,
max_unchanged_iterations: int = 15,
multistart: int = 1,
parallel: bool = False,
**optimiser_kwargs,
):
super().__init__(
cost,
PintsPSO,
max_iterations,
min_iterations,
max_unchanged_iterations,
multistart,
parallel,
**optimiser_kwargs,
)
class SNES(BasePintsOptimiser):
"""
Implements the stochastic natural evolution strategy (SNES) optimisation algorithm.
Inheriting from the PINTS SNES class, this optimiser is an evolutionary algorithm
that evolves a probability distribution on the parameter space, guiding the search
for the optimum based on the natural gradient of expected fitness.
Parameters
----------
cost : callable
The cost function to be minimised.
max_iterations : int, optional
Maximum number of iterations for the optimisation.
min_iterations : int, optional (default=2)
Minimum number of iterations before termination.
max_unchanged_iterations : int, optional (default=15)
Maximum number of iterations without improvement before termination.
multistart : int, optional (default=1)
Number of optimiser restarts from randomly sample position. These positions
are sampled from the priors.
parallel : bool, optional (default=False)
Whether to run the optimisation in parallel.
**optimiser_kwargs : optional
Valid PINTS option keys and their values, for example:
x0 : array_like
Initial position from which optimisation will start.
sigma0 : float
Initial step size or standard deviation depending on the optimiser.
bounds : dict
A dictionary with 'lower' and 'upper' keys containing arrays for lower and
upper bounds on the parameters.
use_f_guessed : bool
Whether to return the guessed function values.
absolute_tolerance : float
Absolute tolerance for convergence checking.
relative_tolerance : float
Relative tolerance for convergence checking.
max_evaluations : int
Maximum number of function evaluations.
threshold : float
Threshold value for early termination.
See Also
--------
pints.SNES : The PINTS implementation this class is based on.
"""
def __init__(
self,
cost,
max_iterations: int = None,
min_iterations: int = 2,
max_unchanged_iterations: int = 15,
multistart: int = 1,
parallel: bool = False,
**optimiser_kwargs,
):
super().__init__(
cost,
PintsSNES,
max_iterations,
min_iterations,
max_unchanged_iterations,
multistart,
parallel,
**optimiser_kwargs,
)
class XNES(BasePintsOptimiser):
"""
Implements the Exponential Natural Evolution Strategy (XNES) optimiser from PINTS.
XNES is an evolutionary algorithm that samples from a multivariate normal
distribution, which is updated iteratively to fit the distribution of successful
solutions.
Parameters
----------
cost : callable
The cost function to be minimised.
max_iterations : int, optional
Maximum number of iterations for the optimisation.
min_iterations : int, optional (default=2)
Minimum number of iterations before termination.
max_unchanged_iterations : int, optional (default=15)
Maximum number of iterations without improvement before termination.
multistart : int, optional (default=1)
Number of optimiser restarts from randomly sample position. These positions
are sampled from the priors.
parallel : bool, optional (default=False)
Whether to run the optimisation in parallel.
**optimiser_kwargs : optional
Valid PINTS option keys and their values, for example:
x0 : array_like
Initial position from which optimisation will start.
sigma0 : float
Initial step size or standard deviation depending on the optimiser.
bounds : dict
A dictionary with 'lower' and 'upper' keys containing arrays for lower and
upper bounds on the parameters.
use_f_guessed : bool
Whether to return the guessed function values.
absolute_tolerance : float
Absolute tolerance for convergence checking.
relative_tolerance : float
Relative tolerance for convergence checking.
max_evaluations : int
Maximum number of function evaluations.
threshold : float
Threshold value for early termination.
See Also
--------
pints.XNES : PINTS implementation of XNES algorithm.
"""
def __init__(
self,
cost,
max_iterations: int = None,
min_iterations: int = 2,
max_unchanged_iterations: int = 15,
multistart: int = 1,
parallel: bool = False,
**optimiser_kwargs,
):
super().__init__(
cost,
PintsXNES,
max_iterations,
min_iterations,
max_unchanged_iterations,
multistart,
parallel,
**optimiser_kwargs,
)
class NelderMead(BasePintsOptimiser):
"""
Implements the Nelder-Mead downhill simplex method from PINTS.
This is a deterministic local optimiser. In most update steps it performs
either one evaluation, or two sequential evaluations, so that it will not
typically benefit from parallelisation.
Note that this optimiser does not support boundary constraints.
Parameters
----------
cost : callable
The cost function to be minimised.
max_iterations : int, optional
Maximum number of iterations for the optimisation.
min_iterations : int, optional (default=2)
Minimum number of iterations before termination.
max_unchanged_iterations : int, optional (default=15)
Maximum number of iterations without improvement before termination.
multistart : int, optional (default=1)
Number of optimiser restarts from randomly sample position. These positions
are sampled from the priors.
parallel : bool, optional (default=False)
Whether to run the optimisation in parallel.
**optimiser_kwargs : optional
Valid PINTS option keys and their values, for example:
x0 : array_like
Initial position from which optimisation will start.
sigma0 : float
Initial step size or standard deviation depending on the optimiser.
bounds : dict
A dictionary with 'lower' and 'upper' keys containing arrays for lower and
upper bounds on the parameters.
use_f_guessed : bool
Whether to return the guessed function values.
absolute_tolerance : float
Absolute tolerance for convergence checking.
relative_tolerance : float
Relative tolerance for convergence checking.
max_evaluations : int
Maximum number of function evaluations.
threshold : float
Threshold value for early termination.
See Also
--------
pints.NelderMead : PINTS implementation of Nelder-Mead algorithm.
"""
def __init__(
self,
cost,
max_iterations: int = None,
min_iterations: int = 2,
max_unchanged_iterations: int = 15,
multistart: int = 1,
parallel: bool = False,
**optimiser_kwargs,
):
super().__init__(
cost,
PintsNelderMead,
max_iterations,
min_iterations,
max_unchanged_iterations,
multistart,
parallel,
**optimiser_kwargs,
)
class CMAES(BasePintsOptimiser):
"""
Adapter for the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) optimiser in PINTS.
CMA-ES is an evolutionary algorithm for difficult non-linear non-convex optimisation problems.
It adapts the covariance matrix of a multivariate normal distribution to capture the shape of
the cost landscape.
Parameters
----------
cost : callable
The cost function to be minimised.
max_iterations : int, optional
Maximum number of iterations for the optimisation.
min_iterations : int, optional (default=2)
Minimum number of iterations before termination.
max_unchanged_iterations : int, optional (default=15)
Maximum number of iterations without improvement before termination.
multistart : int, optional (default=1)
Number of optimiser restarts from randomly sample position. These positions
are sampled from the priors.
parallel : bool, optional (default=False)
Whether to run the optimisation in parallel.
**optimiser_kwargs : optional
Valid PINTS option keys and their values, for example:
x0 : array_like
Initial position from which optimisation will start.
sigma0 : float
Initial step size or standard deviation depending on the optimiser.
bounds : dict
A dictionary with 'lower' and 'upper' keys containing arrays for lower and
upper bounds on the parameters.
use_f_guessed : bool
Whether to return the guessed function values.
absolute_tolerance : float
Absolute tolerance for convergence checking.
relative_tolerance : float
Relative tolerance for convergence checking.
max_evaluations : int
Maximum number of function evaluations.
threshold : float
Threshold value for early termination.
See Also
--------
pints.CMAES : PINTS implementation of CMA-ES algorithm.
"""
def __init__(
self,
cost,
max_iterations: int = None,
min_iterations: int = 2,
max_unchanged_iterations: int = 15,
multistart: int = 1,
parallel: bool = False,
**optimiser_kwargs,
):
x0 = optimiser_kwargs.get("x0", cost.parameters.initial_value())
if len(x0) == 1 or len(cost.parameters) == 1:
raise ValueError(
"CMAES requires optimisation of >= 2 parameters at once. "
"Please choose another optimiser."
)
super().__init__(
cost,
PintsCMAES,
max_iterations,
min_iterations,
max_unchanged_iterations,
multistart,
parallel,
**optimiser_kwargs,
)
class CuckooSearch(BasePintsOptimiser):
"""
Adapter for the Cuckoo Search optimiser in PyBOP.
Cuckoo Search is a population-based optimisation algorithm inspired by the brood parasitism of some cuckoo species.
It is designed to be simple, efficient, and robust, and is suitable for global optimisation problems.
Parameters
----------
cost : callable
The cost function to be minimised.
max_iterations : int, optional
Maximum number of iterations for the optimisation.
min_iterations : int, optional (default=2)
Minimum number of iterations before termination.
max_unchanged_iterations : int, optional (default=15)
Maximum number of iterations without improvement before termination.
multistart : int, optional (default=1)
Number of optimiser restarts from randomly sample position. These positions
are sampled from the priors.
parallel : bool, optional (default=False)
Whether to run the optimisation in parallel.
**optimiser_kwargs : optional
Valid PINTS option keys and their values, for example:
x0 : array_like
Initial position from which optimisation will start.
sigma0 : float
Initial step size or standard deviation depending on the optimiser.
bounds : dict
A dictionary with 'lower' and 'upper' keys containing arrays for lower and
upper bounds on the parameters.
use_f_guessed : bool
Whether to return the guessed function values.
absolute_tolerance : float
Absolute tolerance for convergence checking.
relative_tolerance : float
Relative tolerance for convergence checking.
max_evaluations : int
Maximum number of function evaluations.
threshold : float
Threshold value for early termination.
See Also
--------
pybop.CuckooSearchImpl : PyBOP implementation of Cuckoo Search algorithm.
"""
def __init__(
self,
cost,
max_iterations: int = None,
min_iterations: int = 2,
max_unchanged_iterations: int = 15,
multistart: int = 1,
parallel: bool = False,
**optimiser_kwargs,
):
super().__init__(
cost,
CuckooSearchImpl,
max_iterations,
min_iterations,
max_unchanged_iterations,
multistart,
parallel,
**optimiser_kwargs,
)
class RandomSearch(BasePintsOptimiser):
"""
Adapter for the Random Search optimiser in PyBOP.
Random Search is a simple optimisation algorithm that samples parameter sets randomly
within the given boundaries and identifies the best solution based on fitness.
This optimiser has been implemented for benchmarking and comparisons, convergence will be
better with one of other optimisers in the majority of cases.
Parameters
----------
cost : callable
The cost function to be minimised.
max_iterations : int, optional
Maximum number of iterations for the optimisation.
min_iterations : int, optional (default=2)
Minimum number of iterations before termination.
max_unchanged_iterations : int, optional (default=15)
Maximum number of iterations without improvement before termination.
multistart : int, optional (default=1)
Number of optimiser restarts from randomly sample position. These positions
are sampled from the priors.
parallel : bool, optional (default=False)
Whether to run the optimisation in parallel.
**optimiser_kwargs : optional
Valid PINTS option keys and their values, for example:
x0 : array_like
Initial position from which optimisation will start.
population_size : int
Number of solutions to evaluate per iteration.
bounds : dict
A dictionary with 'lower' and 'upper' keys containing arrays for lower and
upper bounds on the parameters.
absolute_tolerance : float
Absolute tolerance for convergence checking.
relative_tolerance : float
Relative tolerance for convergence checking.
max_evaluations : int
Maximum number of function evaluations.
threshold : float
Threshold value for early termination.
See Also
--------
pybop.RandomSearchImpl : PyBOP implementation of Random Search algorithm.
"""
def __init__(
self,
cost,
max_iterations: int = None,
min_iterations: int = 2,
max_unchanged_iterations: int = 15,
multistart: int = 1,
parallel: bool = False,
**optimiser_kwargs,
):
super().__init__(
cost,
RandomSearchImpl,
max_iterations,
min_iterations,
max_unchanged_iterations,
multistart,
parallel,
**optimiser_kwargs,
)
class SimulatedAnnealing(BasePintsOptimiser):
"""
Adapter for Simulated Annealing optimiser in PyBOP.
Simulated Annealing is a probabilistic optimisation algorithm inspired by the annealing
process in metallurgy. It works by iteratively proposing new solutions and accepting
them based on both their fitness and a temperature parameter that decreases over time.
This allows the algorithm to initially explore broadly and gradually focus on local
optimisation as the temperature decreases.
The algorithm is particularly effective at avoiding local minima and returning a
global solution.
Parameters
----------
cost : callable
The cost function to be minimised.
max_iterations : int, optional
Maximum number of iterations for the optimisation.
min_iterations : int, optional (default=2)
Minimum number of iterations before termination.
max_unchanged_iterations : int, optional (default=15)
Maximum number of iterations without improvement before termination.
multistart : int, optional (default=1)
Number of optimiser restarts from randomly sample position. These positions
are sampled from the priors.
parallel : bool, optional (default=False)
Whether to run the optimisation in parallel.
**optimiser_kwargs : optional
Valid PINTS option keys and their values, for example:
x0 : array_like
Initial position from which optimisation will start.
sigma0 : float
Initial step size or standard deviation for parameter perturbation.
bounds : dict
A dictionary with 'lower' and 'upper' keys containing arrays for lower and
upper bounds on the parameters.
cooling_schedule : callable, optional
Function that determines how temperature decreases over time.
initial_temperature : float, optional
Starting temperature for the annealing process.
absolute_tolerance : float
Absolute tolerance for convergence checking.
relative_tolerance : float
Relative tolerance for convergence checking.
max_evaluations : int
Maximum number of function evaluations.
threshold : float
Threshold value for early termination.
See Also
--------
pybop.SimulatedAnnealingImpl : PyBOP implementation of Simulated Annealing algorithm.
"""
def __init__(
self,
cost,
max_iterations: int = None,
min_iterations: int = 2,
max_unchanged_iterations: int = 15,
multistart: int = 1,
parallel: bool = False,
**optimiser_kwargs,
):
super().__init__(
cost,
SimulatedAnnealingImpl,
max_iterations,
min_iterations,
max_unchanged_iterations,
multistart,
parallel,
**optimiser_kwargs,
)