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https://github.com/CMA-ES/pycma
Python implementation of CMA-ES
https://github.com/CMA-ES/pycma
Last synced: 3 months ago
JSON representation
Python implementation of CMA-ES
- Host: GitHub
- URL: https://github.com/CMA-ES/pycma
- Owner: CMA-ES
- License: other
- Created: 2016-09-22T13:55:01.000Z (about 8 years ago)
- Default Branch: development
- Last Pushed: 2024-08-01T21:50:43.000Z (3 months ago)
- Last Synced: 2024-08-01T23:46:49.238Z (3 months ago)
- Language: Python
- Size: 2.33 MB
- Stars: 1,061
- Watchers: 16
- Forks: 176
- Open Issues: 40
-
Metadata Files:
- Readme: README.md
- License: LICENSE
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README
# pycma
[![CircleCI](https://circleci.com/gh/CMA-ES/pycma/tree/master.svg?style=shield)](https://circleci.com/gh/CMA-ES/pycma/tree/master)
[![Build status](https://ci.appveyor.com/api/projects/status/1rge11pwyt55b26k?svg=true)](https://ci.appveyor.com/project/nikohansen/pycma)
[![Downloads](https://static.pepy.tech/badge/cma/week)](https://pepy.tech/project/cma)
[![DOI](https://zenodo.org/badge/68926339.svg)](https://doi.org/10.5281/zenodo.2559634)
[[BibTeX](https://github.com/CMA-ES/CMA-ES.github.io/blob/master/pycmabibtex.bib)] cite as:
> Nikolaus Hansen, Youhei Akimoto, and Petr Baudis. CMA-ES/pycma on Github. Zenodo, [DOI:10.5281/zenodo.2559634](https://doi.org/10.5281/zenodo.2559634), February 2019.
---
``pycma`` is a Python implementation of [CMA-ES](http://cma-es.github.io/) and a few related numerical optimization tools.The [Covariance Matrix Adaptation Evolution Strategy](https://en.wikipedia.org/wiki/CMA-ES)
([CMA-ES](http://cma-es.github.io/)) is a stochastic derivative-free numerical optimization
algorithm for difficult (non-convex, ill-conditioned, multi-modal, rugged, noisy) optimization
problems in continuous search spaces.Useful links:
* [A quick start guide with a few usage examples](https://pypi.python.org/pypi/cma)
* [The above `notebooks` folder has some example code in Jupyter notebooks](https://github.com/CMA-ES/pycma/tree/master/notebooks)
* [The API Documentation](http://cma-es.github.io/apidocs-pycma)
* [Hints for how to use this (kind of) optimization module in practice](http://cma-es.github.io/cmaes_sourcecode_page.html#practical)
* [FAQs and HowTos (under development)](https://github.com/CMA-ES/pycma/issues?q=is:issue+label:FAQ).
## Installation of the [latest release](https://pypi.python.org/pypi/cma)
In a system shell, type
```sh
python -m pip install cma
```to install the [latest release](https://pypi.python.org/pypi/cma)
from the [Python Package Index (PyPI)](https://pypi.python.org/pypi). The [release link](https://pypi.python.org/pypi/cma) also provides more installation hints and a quick start guide.```sh
conda install --channel cma-es cma
```installs from the conda cloud channel `cma-es`. CAVEAT: this distribution is currently not updated!
## Installation from Github
The quick way (this requires [`git`](https://git-scm.com) to be installed): to install the code from, for example, the `master` branch, copy-paste
```sh
pip install git+https://github.com/CMA-ES/pycma.git@master
```The long way:
- get the package
- either download and unzip the code by clicking the green button above
- or, with [`git`](https://git-scm.com) installed, type ``git clone https://github.com/CMA-ES/pycma.git``- "install" the package
- either copy (or move) the ``cma`` source code folder into a folder which is in the
[Python path](https://docs.python.org/3/library/sys.html#sys.path) (e.g. the current folder)- or modify the [Python path](https://docs.python.org/3/library/sys.html#sys.path) to point
to the folder where the ``cma`` package folder can be found.
In both cases, ``import cma`` works without any further installation.- or install the ``cma`` package by typing
```sh
pip install -e cma
```
in the folder where the ``cma`` package folder can be found.
Moving the ``cma`` folder away from its location invalidates this
installation.It may be necessary to replace ``pip`` with ``python -m pip`` and/or prefixing
either of these with ``sudo``.## Version History
* [Release ``3.4.0``](https://github.com/CMA-ES/pycma/releases/tag/r3.4.0)
- fix compatibility to `numpy` 2.0 (thanks to [Sait Cakmak](https://github.com/saitcakmak))
- improved interface to `noise_handler` argument which accepts `True` as value
- improved interface to `ScaleCoordinates` now also with lower and upper value mapping to [0, 1], see [issue #210](https://github.com/CMA-ES/pycma/issues/210)
- changed: `'ftarget'` triggers with <= instead of <
- assign `surrogate` attribute (for the record) when calling `fmin_lq_surr`
- various (minor) bug fixes
- various (small) improvements of the plots and their usability
- display iterations, evaluations and population size and termination
criteria in the plots
- subtract any recorded x from the plotted x-values by ``x_opt=index``
- plots are now versus iteration number instead of evaluations by default
- provide legacy `bbobbenchmarks` without downloading
- new: `CMADataLogger.zip` allows sharing plotting data more easily by a zip file
- new: `tolxstagnation` termination condition for when the incumbent seems stuck
- new: collect restart terminations in `cma.evalution_strategy.all_stoppings`
- new: `stall_sigma_change_on_divergence_iterations` option to stall
`sigma` change when the median fitness is worsening
- new: limit active C update for integer variables
- new: provide a COCO single function* [Release ``3.3.0``](https://github.com/CMA-ES/pycma/releases/tag/r3.3.0)
implements
- diagonal acceleration via diagonal decoding (option
`CMA_diagonal_decoding`, by default still off).
- `fmin_lq_surr2` for running the surrogate assisted
[lq-CMA-ES](https://cma-es.github.io/lq-cma).
- `optimization_tools.ShowInFolder` to facilitate rapid experimentation.
- `verb_disp_overwrite` option starts to overwrite the last line of the
display output instead of continuing adding lines to avoid screen
flooding with longish runs (off by default).
- various smallish improvements, bug fixes and additional features and
functions.* [Release ``3.2.2``](https://github.com/CMA-ES/pycma/releases/tag/r3.2.2)
fixes some smallish interface and logging bugs in `ConstrainedFitnessAL`
and a bug when printing a warning. Polishing mainly in the plotting
functions. Added a notebook for how to use constraints.* [Release ``3.2.1``](https://github.com/CMA-ES/pycma/releases/tag/r3.2.1)
fixes plot of principal axes which were shown squared by mistake in version 3.2.0.* [Release ``3.2.0``](https://github.com/CMA-ES/pycma/releases/tag/r3.2.0)
provides a new interface for constrained optimization `ConstrainedFitnessAL`
and `fmin_con2` and many other minor fixes and improvements.* [Release ``3.1.0``](https://github.com/CMA-ES/pycma/releases/tag/r3.1.0)
fixes the return value of `fmin_con`, improves its usability and provides
a `best_feasible` attribute in `CMAEvolutionStrategy`, in addition to
various other more minor code fixes and improvements.* [Release ``3.0.3``](https://github.com/CMA-ES/pycma/releases/tag/r3.0.3) provides parallelization with ``OOOptimizer.optimize(..., n_jobs=...)`` (fix for ``3.0.1/2``) and improved `pickle` support.
* [Release ``3.0.0``](https://github.com/CMA-ES/pycma/releases/tag/r3.0.0) provides non-linear constraints handling, improved plotting and termination options and better resilience to injecting bad solutions, and further various fixes.
* Version ``2.7.1`` allows for a list of termination callbacks and a light copy of `CMAEvolutionStrategy` instances.
* [Release ``2.7.0``](https://github.com/CMA-ES/pycma/releases/tag/r2.7.0) logger now writes into a folder, new fitness model module, various fixes.
* [Release ``2.6.1``](https://github.com/CMA-ES/pycma/releases/tag/r2.6.1) allow possibly much larger condition numbers, fix corner case with growing more-to-write list.
* [Release ``2.6.0``](https://github.com/CMA-ES/pycma/releases/tag/r2.6.0) allows initial solution `x0` to be a callable.
* Version ``2.4.2`` added the function `cma.fmin2` which, similar to `cma.purecma.fmin`,
returns ``(x_best:numpy.ndarray, es:cma.CMAEvolutionStrategy)`` instead of a 10-tuple
like `cma.fmin`. The result 10-tuple is accessible in [``es.result``](https://github.com/CMA-ES/pycma/blob/025ef1fed91c86690a21e9ed81713062d29398ff/cma/evolution_strategy.py#L942)``:``[``namedtuple``](https://docs.python.org/3/library/collections.html#collections.namedtuple).
* Version ``2.4.1`` included ``bbob`` testbed.* Version ``2.2.0`` added VkD CMA-ES to the master branch.
* Version ``2.*`` is a multi-file split-up of the original module.
* Version ``1.x.*`` is a one file implementation and not available in the history of
this repository. The latest ``1.*`` version ``1.1.7`` can be found
[here](https://pypi.python.org/pypi/cma/1.1.7).