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View Code? Open in Web Editor NEWDerivative-Free Global Optimization Method (C++, Python binding) - Continuous, Discrete, TSP, NLS, MINLP
License: MIT License
Derivative-Free Global Optimization Method (C++, Python binding) - Continuous, Discrete, TSP, NLS, MINLP
License: MIT License
In wrapParamReal
, is the line
return( maxv - rnd.get() * ( v - dv ));
supposed to be
return( maxv - rnd.get() * ( v - maxv ));
? This would mirror the symmetric case for when v
< minv
. In any case, the current code can return a parameter value outside the range. In my test case I have minv
: -1000, maxv
: 1000, so dv
= 2000. The incoming sample is 1039.54, which reaches line 1802, giving 1000 - rnd.get() * (1039.54 - 2000)
. Since rnd.get()
is in [0,1] and the parenthetical is negative, we get a resulting sample greater than 1000, the supposed maximum.
Thanks for biteopt! :)
Hi, I just wanted to suggest you to try the LINCOA method or BOBYQUA instead of the current simplex-based search in BiteOpt. It may provide a better convergence rate. Both are available in the Prima package.
I'm trying to run 50 CBiteOpt instances on 20000 parameters but running into out-of-memory error on a compute server with 650 GB of RAM memory. Is it possible to optimize the memory usage, or point me to where I should look at. Thanks.
In biteaux.h and biteopt.h there are "new" statements without corresponding "delete" statements.
For instance in
void updateDims( const int aParamCount, const int M = 6,
const int PopSize0 = 0 )
there is an deleteBuffers() call, but for "new CBiteOptWrap*[ OptCount ];"
there seems no corresponding delete.
This leads to a memory leak in fcmaes (where BitOpt is called here https://github.com/dietmarwo/fast-cma-es/blob/master/_fcmaescpp/biteoptimizer.cpp)
Is there a way I can prevent this leak by adapting the calling code in biteoptimizer.cpp ?
Hello, I maintain the humpday package which I use to select optimizers. Biteopt was brought to my attention by this issue and I'd like to include it. It seems like the other benchmarking has gone very well.
I'm assuming I can use biteopt? You say there are zero hyper-parameters, which is good, but is there anything obvious I should know?
-Peter
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