Ecosyste.ms: Awesome

An open API service indexing awesome lists of open source software.

Awesome Lists | Featured Topics | Projects

https://github.com/dme65/pysot

Surrogate Optimization Toolbox for Python
https://github.com/dme65/pysot

asynchronous bayesian-optimization black-box-optimization gaussian-processes global-optimization global-optimization-algorithms optimization radial-basis-function surrogate-based-optimization surrogate-models

Last synced: 5 days ago
JSON representation

Surrogate Optimization Toolbox for Python

Awesome Lists containing this project

README 

        
|Travis| |codecov| |ReadTheDocs| |Downloads| |DOI|



pySOT: Python Surrogate Optimization Toolbox

--------------------------------------------



The Python Surrogate Optimization Toolbox (pySOT) is an asynchronous parallel

optimization toolbox for computationally expensive global optimization problems.

pySOT is built on top of the Plumbing for Optimization with Asynchronous Parallelism (POAP),

which is an event-driven framework for building and combining asynchronous optimization

strategies. POAP has support for both threads and MPI.



pySOT implements many popular surrogate optimization algorithms such as the

Stochastic RBF (SRBF) and DYCORS methods by Regis and Shoemaker, and the SOP

method by Krityakierne et. al. We also support Expected Improvement (EI) and

Lower Confidence Bounds (LCB), which are popular in Bayesian optimization. All

optimization algorithms can be used in serial, synchronous parallel, and

asynchronous parallel and we support both continuous and integer variables.



The toolbox is hosted on GitHub: https://github.com/dme65/pySOT



Documentation: http://pysot.readthedocs.io/



Installation

------------



Installation instructions are available at: http://pysot.readthedocs.io/en/latest/quickstart.html



Examples

--------



Several pySOT examples and notebooks can be found at:



https://github.com/dme65/pySOT/tree/master/examples



https://github.com/dme65/pySOT/tree/master/notebooks



Citing Us

---------



If you use pySOT, please cite the following paper:

`David Eriksson, David Bindel, Christine A. Shoemaker. pySOT and POAP: An event-driven asynchronous framework for surrogate optimization. arXiv preprint arXiv:1908.00420, 2019`_



.. code-block:: html



  @article{eriksson2019pysot,

    title={pySOT and POAP: An event-driven asynchronous framework for surrogate optimization},

    author={Eriksson, David and Bindel, David and Shoemaker, Christine A},

    journal={arXiv preprint arXiv:1908.00420},

    year={2019}

  }



FAQ

---



| Q: Can I use pySOT with MPI?

| A: Yes. You need to install mpi4py in order to use the MPIController in POAP.

|

| Q: I used pySOT for my research and want to cite it

| A: Please cite our preprint_ which is currently under review!

|

| Q: Is there support for Python 2?

| A: Python 2 support was removed in version 0.2.0

|

| Q: I can't find the MARS interpolant

| A: You need to install py-earth in order to use MARS. More information is

  available here: https://github.com/scikit-learn-contrib/py-earth

|



.. _`David Eriksson, David Bindel, Christine A. Shoemaker. pySOT and POAP: An event-driven asynchronous framework for surrogate optimization. arXiv preprint arXiv:1908.00420, 2019`: https://arxiv.org/abs/1908.00420

.. _preprint: https://arxiv.org/abs/1908.00420

.. |Travis| image:: https://travis-ci.org/dme65/pySOT.svg?branch=master

   :target: https://travis-ci.org/dme65/pySOT

.. |ReadTheDocs| image:: https://readthedocs.org/projects/pysot/badge/?version=latest

    :target: http://pysot.readthedocs.io/en/latest/?badge=latest

    :alt: Documentation Status

.. |DOI| image:: https://zenodo.org/badge/36836292.svg

   :target: https://zenodo.org/badge/latestdoi/36836292

.. |codecov| image:: https://codecov.io/gh/dme65/pySOT/branch/dme/graph/badge.svg

   :target: https://codecov.io/gh/dme65/pySOT

.. |Downloads| image:: https://pepy.tech/badge/pysot

   :target: https://pepy.tech/project/pySOT