Add NLOPT as a solver #1340

teytaud · 2022-01-20T13:43:55Z

Types of changes

Docs change / refactoring / dependency upgrade
Bug fix (non-breaking change which fixes an issue)
New feature (non-breaking change which adds functionality)
Breaking change (fix or feature that would cause existing functionality to change)

Motivation and Context / Related issue

How Has This Been Tested (if it applies)

Checklist

The documentation is up-to-date with the changes I made.
I have read the CONTRIBUTING document and completed the CLA (see CLA).
All tests passed, and additional code has been covered with new tests.

jrapin · 2022-01-26T13:28:45Z

requirements/dev.txt

@@ -13,3 +13,4 @@ autodocsumm>=0.1.11
 pandas>=0.23.4
 pyparsing==2.2.1  # temporarily fixed to avoid incompatibilities (to be removed)
 docutils==0.17.1  # 0.18 is buggy
+nlopt


please remove from dev, this should be in bench.txt and imported inline since it's not a core optimizer

nevergrad/optimization/recastlib.py

thx Co-authored-by: Jérémy Rapin <[email protected]>

Co-authored-by: Jérémy Rapin <[email protected]>

jrapin · 2022-02-22T16:52:03Z

nevergrad/optimization/recastlib.py

@@ -154,6 +190,7 @@ def __init__(self, *, method: str = "Nelder-Mead", random_restart: bool = False)

 NelderMead = NonObjectOptimizer(method="Nelder-Mead").set_name("NelderMead", register=True)
 CmaFmin2 = NonObjectOptimizer(method="CmaFmin2").set_name("CmaFmin2", register=True)
+NLOPT = NonObjectOptimizer(method="NLOPT").set_name("NLOPT", register=True)


experimental variant? There are already way too many optimizer classes in optimizerlib

NLOpt is well known and significantly different... maybe we should split optimizerlib, but we should stop moving essential things in experimental variants.
A split + cleaning of optimizerlib.py is a good idea.

I'm not for moving essential things in experimental variants, but avoiding considering everything as essential, from a user point of view there can't be 120 essential things. And NonObjectOptimizer(method="NLOPT") already + is better documented, so way more essential.

Actually, it should be more documented, so please add a docstring

nevergrad/optimization/test_optimizerlib.py

jrapin · 2022-03-04T17:27:34Z

nevergrad/optimization/recastlib.py

@@ -154,6 +190,7 @@ def __init__(self, *, method: str = "Nelder-Mead", random_restart: bool = False)

 NelderMead = NonObjectOptimizer(method="Nelder-Mead").set_name("NelderMead", register=True)
 CmaFmin2 = NonObjectOptimizer(method="CmaFmin2").set_name("CmaFmin2", register=True)
+NLOPT = NonObjectOptimizer(method="NLOPT").set_name("NLOPT", register=True)


I'm not for moving essential things in experimental variants, but avoiding considering everything as essential, from a user point of view there can't be 120 essential things. And NonObjectOptimizer(method="NLOPT") already + is better documented, so way more essential.

Co-authored-by: Jérémy Rapin <[email protected]>

nevergrad/optimization/test_optimizerlib.py

Co-authored-by: Jérémy Rapin <[email protected]>

* Add architecture search for Gym (#1315) * as * black * add_Test * type_fix * typing * fix * fix_bug * fix_weird * wtf * fix * fix * fix * black * switch_to_choice * mypy * fix * fix * fix * fix * fix * fix_type * Adding optimization specifically for RL (#1303) * Adding optimization specifically for RL * fix * fix * Import benchmarks online for fixing dependencies (#1310) * fix_dependencies * fix_tests * : missing * fix_lint * fix * fix * fix * XPs with sparsity on Open AI Gym (#1319) * XPs with sparsity on Open AI Gym * Update gymexperiments.py * Adding state of the art results on OpenAI Gym results (#1318) * Update plotting.py * fix * ok_good * fix * Adding example for OpenAI Gym (#1320) * testing more algorithms for permutations (#1321) * testing more algorithms for permutations * fix * Adding yahdlbbbob and simplifying stuff (#1145) * Update experiments.py * black * fix_case_1 * fix * Update experiments.py * Add Olympus benchmark (#1190) * Add olympus function and benchmark * remove surfaces with error * Add noise and use average of noise free surfaces for evaluation_finction * fix static tests * rename olympus to olympussurfaces * fix test_core olympus * replace olympus with olymp in requirements * fix olymp version in requirements * black reformatting * Add discrete and GaussianMixture surfaces * Add discrete and GaussianMixture surfaces * Move surfaces in a class variable * no_need_for_42_because_noiseless * nowindowsforcarraz * fix * fix * fix * fix * fix * fix * fix * fix * bettertest * Add olympus emulators * add BayesNeuralNet * reformat code * minor fix * minor fix * minor fix * add missing package and correct seed problem * remove unused packages * fix silence_tensorflow version * try after merge * fix * gamma_fix * fix * fix * fix_naming * fix * fix * fix * fix * fix * fix * fix * fix * Update requirements/bench.txt Co-authored-by: Jérémy Rapin <[email protected]> * YEEEEEEEES_it_works Co-authored-by: ncarraz <[email protected]> Co-authored-by: Jérémy Rapin <[email protected]> * Documentation for permutations (#1322) * change sparsity in gym (#1328) * change sparsity in gym * fix * Unstack ngopt (#1330) * fix plot (#1332) * fix plot * black * Fix gym: thread safety (#1338) * fixgym * fix * fix * fix * Avoid bool check on params (#1349) * Keep only final optimizer in portfolio (#1350) * Fix nan in cma (#1347) * fixnan * fixnan * fixnan * fo * Keep data in cache for CMA (#1351) * Add installation instruction for MuJoCo (#1352) * adding installation instruction for MuJoCo * raise error * better error handling Co-authored-by: Mathurin Videau <[email protected]> * enable_pickling for NGOpt (#1356) * Bugfix in scrambled progressive optimization. (#1357) * Add anisotropic progressive optimization (#1344) * Adding anisotropic progressive optimization * black * Finish adding enable_pickling for all optimizers (Rescaled) (#1358) * Residual controllers in RL. (#1359) * Residual controllers in RL. It's not exactly residual, it's initializing with something closer to identity. It works pretty well. * Update multigym.py * fix * fix * fix * black * fix * seed * Update test_core.py * fix * fix * fix * Bump version to 0.4.3.post10 (#1364) * Removing an incomplete sentence from the doc (#1367) * Fix broken CI (#1370) * docs: add GH button in support of Ukraine (#1369) * Add the FAO crop model (#1343) * aquacrop * fix * fix * fix * Update ac.py * black * Update experiments.py (#1361) * fix * Update bench.txt * fix * fix * fix * tentative_pip3 * yet_another_tentative_fi * yet_another_tentative_fi * fix * fix_suffering * desperate_try * desperate_try * desperate_try * desperate_try * fix * desperate_try * desperate_try * desperate_try * desperate_try * fix * Update config.yml * fix * Update setup.py * Update main.txt * fix * Use up-to-date headers (#1371) * Add NLOPT as a solver (#1340) * Update version and changelog to 0.5.0 (#1372) * Deactivate mutation test in CI (#1374) * Reduce noise in gym (#1333) * Reduce noise in gym * Update multigym.py * Add comment Co-authored-by: ncarraz <[email protected]> Co-authored-by: Jérémy Rapin <[email protected]> Co-authored-by: mathuvu <[email protected]> Co-authored-by: Mathurin Videau <[email protected]> Co-authored-by: Jeremy Reizenstein <[email protected]> Co-authored-by: Dmitry Vinnik <[email protected]>

* Bump version to 0.4.3.post10 (#1364) * Removing an incomplete sentence from the doc (#1367) * Fix broken CI (#1370) * docs: add GH button in support of Ukraine (#1369) * Add the FAO crop model (#1343) * aquacrop * fix * fix * fix * Update ac.py * black * Update experiments.py (#1361) * fix * Update bench.txt * fix * fix * fix * tentative_pip3 * yet_another_tentative_fi * yet_another_tentative_fi * fix * fix_suffering * desperate_try * desperate_try * desperate_try * desperate_try * fix * desperate_try * desperate_try * desperate_try * desperate_try * fix * Update config.yml * fix * Update setup.py * Update main.txt * fix * Use up-to-date headers (#1371) * Add NLOPT as a solver (#1340) * Update version and changelog to 0.5.0 (#1372) * Deactivate mutation test in CI (#1374) * Reduce noise in gym (#1333) * Reduce noise in gym * Update multigym.py * Add comment Co-authored-by: Jérémy Rapin <[email protected]> Co-authored-by: Dmitry Vinnik <[email protected]>

* Check if proposed metamodel value looks good (#1313) * tentative fixing master: fixing scikit-image et scikit-learn, and others >= version which is currently ok (#1317) * tentative * fix * tentative * tentative * pouf * simplify * fix * Add architecture search for Gym (#1315) * as * black * add_Test * type_fix * typing * fix * fix_bug * fix_weird * wtf * fix * fix * fix * black * switch_to_choice * mypy * fix * fix * fix * fix * fix * fix_type * Adding optimization specifically for RL (#1303) * Adding optimization specifically for RL * fix * fix * Import benchmarks online for fixing dependencies (#1310) * fix_dependencies * fix_tests * : missing * fix_lint * fix * fix * fix * XPs with sparsity on Open AI Gym (#1319) * XPs with sparsity on Open AI Gym * Update gymexperiments.py * Adding state of the art results on OpenAI Gym results (#1318) * Update plotting.py * fix * ok_good * fix * Adding example for OpenAI Gym (#1320) * testing more algorithms for permutations (#1321) * testing more algorithms for permutations * fix * Adding yahdlbbbob and simplifying stuff (#1145) * Update experiments.py * black * fix_case_1 * fix * Update experiments.py * Add Olympus benchmark (#1190) * Add olympus function and benchmark * remove surfaces with error * Add noise and use average of noise free surfaces for evaluation_finction * fix static tests * rename olympus to olympussurfaces * fix test_core olympus * replace olympus with olymp in requirements * fix olymp version in requirements * black reformatting * Add discrete and GaussianMixture surfaces * Add discrete and GaussianMixture surfaces * Move surfaces in a class variable * no_need_for_42_because_noiseless * nowindowsforcarraz * fix * fix * fix * fix * fix * fix * fix * fix * bettertest * Add olympus emulators * add BayesNeuralNet * reformat code * minor fix * minor fix * minor fix * add missing package and correct seed problem * remove unused packages * fix silence_tensorflow version * try after merge * fix * gamma_fix * fix * fix * fix_naming * fix * fix * fix * fix * fix * fix * fix * fix * Update requirements/bench.txt Co-authored-by: Jérémy Rapin <[email protected]> * YEEEEEEEES_it_works Co-authored-by: ncarraz <[email protected]> Co-authored-by: Jérémy Rapin <[email protected]> * Documentation for permutations (#1322) * change sparsity in gym (#1328) * change sparsity in gym * fix * Unstack ngopt (#1330) * fix plot (#1332) * fix plot * black * Fix gym: thread safety (#1338) * fixgym * fix * fix * fix * Avoid bool check on params (#1349) * Keep only final optimizer in portfolio (#1350) * Fix nan in cma (#1347) * fixnan * fixnan * fixnan * fo * Keep data in cache for CMA (#1351) * Add installation instruction for MuJoCo (#1352) * adding installation instruction for MuJoCo * raise error * better error handling Co-authored-by: Mathurin Videau <[email protected]> * enable_pickling for NGOpt (#1356) * Bugfix in scrambled progressive optimization. (#1357) * Add anisotropic progressive optimization (#1344) * Adding anisotropic progressive optimization * black * Finish adding enable_pickling for all optimizers (Rescaled) (#1358) * Residual controllers in RL. (#1359) * Residual controllers in RL. It's not exactly residual, it's initializing with something closer to identity. It works pretty well. * Update multigym.py * fix * fix * fix * black * fix * seed * Update test_core.py * fix * fix * fix * Bump version to 0.4.3.post10 (#1364) * Removing an incomplete sentence from the doc (#1367) * Fix broken CI (#1370) * docs: add GH button in support of Ukraine (#1369) * Add the FAO crop model (#1343) * aquacrop * fix * fix * fix * Update ac.py * black * Update experiments.py (#1361) * fix * Update bench.txt * fix * fix * fix * tentative_pip3 * yet_another_tentative_fi * yet_another_tentative_fi * fix * fix_suffering * desperate_try * desperate_try * desperate_try * desperate_try * fix * desperate_try * desperate_try * desperate_try * desperate_try * fix * Update config.yml * fix * Update setup.py * Update main.txt * fix * Use up-to-date headers (#1371) * Add NLOPT as a solver (#1340) * Update version and changelog to 0.5.0 (#1372) * Deactivate mutation test in CI (#1374) * Reduce noise in gym (#1333) * Reduce noise in gym * Update multigym.py * Add comment Co-authored-by: ncarraz <[email protected]> Co-authored-by: Jérémy Rapin <[email protected]> Co-authored-by: mathuvu <[email protected]> Co-authored-by: Mathurin Videau <[email protected]> Co-authored-by: Jeremy Reizenstein <[email protected]> Co-authored-by: Dmitry Vinnik <[email protected]>

* more models for Gym control * Update gymexperiments.py * Update multigym.py * fix * Update gymexperiments.py * update moremodels (#1378) * Bump version to 0.4.3.post10 (#1364) * Removing an incomplete sentence from the doc (#1367) * Fix broken CI (#1370) * docs: add GH button in support of Ukraine (#1369) * Add the FAO crop model (#1343) * aquacrop * fix * fix * fix * Update ac.py * black * Update experiments.py (#1361) * fix * Update bench.txt * fix * fix * fix * tentative_pip3 * yet_another_tentative_fi * yet_another_tentative_fi * fix * fix_suffering * desperate_try * desperate_try * desperate_try * desperate_try * fix * desperate_try * desperate_try * desperate_try * desperate_try * fix * Update config.yml * fix * Update setup.py * Update main.txt * fix * Use up-to-date headers (#1371) * Add NLOPT as a solver (#1340) * Update version and changelog to 0.5.0 (#1372) * Deactivate mutation test in CI (#1374) * Reduce noise in gym (#1333) * Reduce noise in gym * Update multigym.py * Add comment Co-authored-by: Jérémy Rapin <[email protected]> Co-authored-by: Dmitry Vinnik <[email protected]> * fix * fix * im_lost * fix * fix * fix Co-authored-by: Jérémy Rapin <[email protected]> Co-authored-by: Dmitry Vinnik <[email protected]>

* Add architecture search for Gym (#1315) * as * black * add_Test * type_fix * typing * fix * fix_bug * fix_weird * wtf * fix * fix * fix * black * switch_to_choice * mypy * fix * fix * fix * fix * fix * fix_type * Adding optimization specifically for RL (#1303) * Adding optimization specifically for RL * fix * fix * Import benchmarks online for fixing dependencies (#1310) * fix_dependencies * fix_tests * : missing * fix_lint * fix * fix * fix * XPs with sparsity on Open AI Gym (#1319) * XPs with sparsity on Open AI Gym * Update gymexperiments.py * Adding state of the art results on OpenAI Gym results (#1318) * Update plotting.py * fix * ok_good * fix * Adding example for OpenAI Gym (#1320) * testing more algorithms for permutations (#1321) * testing more algorithms for permutations * fix * Adding yahdlbbbob and simplifying stuff (#1145) * Update experiments.py * black * fix_case_1 * fix * Update experiments.py * Add Olympus benchmark (#1190) * Add olympus function and benchmark * remove surfaces with error * Add noise and use average of noise free surfaces for evaluation_finction * fix static tests * rename olympus to olympussurfaces * fix test_core olympus * replace olympus with olymp in requirements * fix olymp version in requirements * black reformatting * Add discrete and GaussianMixture surfaces * Add discrete and GaussianMixture surfaces * Move surfaces in a class variable * no_need_for_42_because_noiseless * nowindowsforcarraz * fix * fix * fix * fix * fix * fix * fix * fix * bettertest * Add olympus emulators * add BayesNeuralNet * reformat code * minor fix * minor fix * minor fix * add missing package and correct seed problem * remove unused packages * fix silence_tensorflow version * try after merge * fix * gamma_fix * fix * fix * fix_naming * fix * fix * fix * fix * fix * fix * fix * fix * Update requirements/bench.txt Co-authored-by: Jérémy Rapin <[email protected]> * YEEEEEEEES_it_works Co-authored-by: ncarraz <[email protected]> Co-authored-by: Jérémy Rapin <[email protected]> * Documentation for permutations (#1322) * change sparsity in gym (#1328) * change sparsity in gym * fix * Unstack ngopt (#1330) * fix plot (#1332) * fix plot * black * Fix gym: thread safety (#1338) * fixgym * fix * fix * fix * Avoid bool check on params (#1349) * Keep only final optimizer in portfolio (#1350) * Fix nan in cma (#1347) * fixnan * fixnan * fixnan * fo * Keep data in cache for CMA (#1351) * Add installation instruction for MuJoCo (#1352) * adding installation instruction for MuJoCo * raise error * better error handling Co-authored-by: Mathurin Videau <[email protected]> * enable_pickling for NGOpt (#1356) * Bugfix in scrambled progressive optimization. (#1357) * Add anisotropic progressive optimization (#1344) * Adding anisotropic progressive optimization * black * Finish adding enable_pickling for all optimizers (Rescaled) (#1358) * Residual controllers in RL. (#1359) * Residual controllers in RL. It's not exactly residual, it's initializing with something closer to identity. It works pretty well. * Update multigym.py * fix * fix * fix * black * fix * seed * Update test_core.py * fix * fix * fix * Bump version to 0.4.3.post10 (#1364) * Removing an incomplete sentence from the doc (#1367) * Fix broken CI (#1370) * docs: add GH button in support of Ukraine (#1369) * Add the FAO crop model (#1343) * aquacrop * fix * fix * fix * Update ac.py * black * Update experiments.py (#1361) * fix * Update bench.txt * fix * fix * fix * tentative_pip3 * yet_another_tentative_fi * yet_another_tentative_fi * fix * fix_suffering * desperate_try * desperate_try * desperate_try * desperate_try * fix * desperate_try * desperate_try * desperate_try * desperate_try * fix * Update config.yml * fix * Update setup.py * Update main.txt * fix * Use up-to-date headers (#1371) * Add NLOPT as a solver (#1340) * Update version and changelog to 0.5.0 (#1372) * Deactivate mutation test in CI (#1374) * Reduce noise in gym (#1333) * Reduce noise in gym * Update multigym.py * Add comment * NaN robustness in Gym (#1289) * NaN robustness in Gym * Update nevergrad/functions/gym/multigym.py Co-authored-by: Jérémy Rapin <[email protected]> * fix * fix Co-authored-by: Jérémy Rapin <[email protected]> * Add more models for Gym control (#1346) * more models for Gym control * Update gymexperiments.py * Update multigym.py * fix * Update gymexperiments.py * update moremodels (#1378) * Bump version to 0.4.3.post10 (#1364) * Removing an incomplete sentence from the doc (#1367) * Fix broken CI (#1370) * docs: add GH button in support of Ukraine (#1369) * Add the FAO crop model (#1343) * aquacrop * fix * fix * fix * Update ac.py * black * Update experiments.py (#1361) * fix * Update bench.txt * fix * fix * fix * tentative_pip3 * yet_another_tentative_fi * yet_another_tentative_fi * fix * fix_suffering * desperate_try * desperate_try * desperate_try * desperate_try * fix * desperate_try * desperate_try * desperate_try * desperate_try * fix * Update config.yml * fix * Update setup.py * Update main.txt * fix * Use up-to-date headers (#1371) * Add NLOPT as a solver (#1340) * Update version and changelog to 0.5.0 (#1372) * Deactivate mutation test in CI (#1374) * Reduce noise in gym (#1333) * Reduce noise in gym * Update multigym.py * Add comment Co-authored-by: Jérémy Rapin <[email protected]> Co-authored-by: Dmitry Vinnik <[email protected]> * fix * fix * im_lost * fix * fix * fix Co-authored-by: Jérémy Rapin <[email protected]> Co-authored-by: Dmitry Vinnik <[email protected]> * Add a conformant GP experiment (#1337) * Adding a conformant GP experiment Because sometimes conformant planning, in spite of being super simple, performs incredibly well. * fix * High-speed differential evolution (#1366) * High-speed differential evolution * Update base.py * Update optimizerlib.py * fix * fix * clean * clean * Update differentialevolution.py * Update nevergrad/optimization/differentialevolution.py Co-authored-by: Jérémy Rapin <[email protected]> * Update nevergrad/optimization/differentialevolution.py Co-authored-by: Jérémy Rapin <[email protected]> * fi * fix * fix * fix Co-authored-by: Jérémy Rapin <[email protected]> * cleaning * cleaning * cleaning Co-authored-by: ncarraz <[email protected]> Co-authored-by: Jérémy Rapin <[email protected]> Co-authored-by: mathuvu <[email protected]> Co-authored-by: Mathurin Videau <[email protected]> Co-authored-by: Jeremy Reizenstein <[email protected]> Co-authored-by: Dmitry Vinnik <[email protected]>

* adding multiscale to gp and sparse gp benchmark * fix * multiscale out of for loop * NaN robustness in Gym (#1289) * NaN robustness in Gym * Update nevergrad/functions/gym/multigym.py Co-authored-by: Jérémy Rapin <[email protected]> * fix * fix Co-authored-by: Jérémy Rapin <[email protected]> * Add more models for Gym control (#1346) * more models for Gym control * Update gymexperiments.py * Update multigym.py * fix * Update gymexperiments.py * update moremodels (#1378) * Bump version to 0.4.3.post10 (#1364) * Removing an incomplete sentence from the doc (#1367) * Fix broken CI (#1370) * docs: add GH button in support of Ukraine (#1369) * Add the FAO crop model (#1343) * aquacrop * fix * fix * fix * Update ac.py * black * Update experiments.py (#1361) * fix * Update bench.txt * fix * fix * fix * tentative_pip3 * yet_another_tentative_fi * yet_another_tentative_fi * fix * fix_suffering * desperate_try * desperate_try * desperate_try * desperate_try * fix * desperate_try * desperate_try * desperate_try * desperate_try * fix * Update config.yml * fix * Update setup.py * Update main.txt * fix * Use up-to-date headers (#1371) * Add NLOPT as a solver (#1340) * Update version and changelog to 0.5.0 (#1372) * Deactivate mutation test in CI (#1374) * Reduce noise in gym (#1333) * Reduce noise in gym * Update multigym.py * Add comment Co-authored-by: Jérémy Rapin <[email protected]> Co-authored-by: Dmitry Vinnik <[email protected]> * fix * fix * im_lost * fix * fix * fix Co-authored-by: Jérémy Rapin <[email protected]> Co-authored-by: Dmitry Vinnik <[email protected]> * Add a conformant GP experiment (#1337) * Adding a conformant GP experiment Because sometimes conformant planning, in spite of being super simple, performs incredibly well. * fix * High-speed differential evolution (#1366) * High-speed differential evolution * Update base.py * Update optimizerlib.py * fix * fix * clean * clean * Update differentialevolution.py * Update nevergrad/optimization/differentialevolution.py Co-authored-by: Jérémy Rapin <[email protected]> * Update nevergrad/optimization/differentialevolution.py Co-authored-by: Jérémy Rapin <[email protected]> * fi * fix * fix * fix Co-authored-by: Jérémy Rapin <[email protected]> * Use try/finally in context manager (#1383) * Running PBO with both instrumentations (#1382) * Fix by Risto (#1376) * Fix by Risto * Update corefuncs.py * black * Possibility to remove numerical suffixes (#1373) * Possibility to remove numerical suffixes * Update plotting.py * fix * Update plotting.py * fix (#1384) * new high-speed cma (#1381) * newhscma * fix * anti_flaky * fix * Update test_optimizerlib.py * Update test_optimizerlib.py * Update test_optimizerlib.py * adding multiscale to gp and sparse gp benchmark * fix * multiscale out of for loop + fix import Co-authored-by: Mathurin Videau <[email protected]> Co-authored-by: Teytaud <[email protected]> Co-authored-by: Jérémy Rapin <[email protected]> Co-authored-by: Dmitry Vinnik <[email protected]>

* testing_suggest * fix * fix * fix * fix * fix * Update nevergrad/optimization/test_optimizerlib.py Co-authored-by: Jérémy Rapin <[email protected]> * Update nevergrad/optimization/test_optimizerlib.py Co-authored-by: Jérémy Rapin <[email protected]> * Cleaning and rebasing "suggest" (#1380) * Add architecture search for Gym (#1315) * as * black * add_Test * type_fix * typing * fix * fix_bug * fix_weird * wtf * fix * fix * fix * black * switch_to_choice * mypy * fix * fix * fix * fix * fix * fix_type * Adding optimization specifically for RL (#1303) * Adding optimization specifically for RL * fix * fix * Import benchmarks online for fixing dependencies (#1310) * fix_dependencies * fix_tests * : missing * fix_lint * fix * fix * fix * XPs with sparsity on Open AI Gym (#1319) * XPs with sparsity on Open AI Gym * Update gymexperiments.py * Adding state of the art results on OpenAI Gym results (#1318) * Update plotting.py * fix * ok_good * fix * Adding example for OpenAI Gym (#1320) * testing more algorithms for permutations (#1321) * testing more algorithms for permutations * fix * Adding yahdlbbbob and simplifying stuff (#1145) * Update experiments.py * black * fix_case_1 * fix * Update experiments.py * Add Olympus benchmark (#1190) * Add olympus function and benchmark * remove surfaces with error * Add noise and use average of noise free surfaces for evaluation_finction * fix static tests * rename olympus to olympussurfaces * fix test_core olympus * replace olympus with olymp in requirements * fix olymp version in requirements * black reformatting * Add discrete and GaussianMixture surfaces * Add discrete and GaussianMixture surfaces * Move surfaces in a class variable * no_need_for_42_because_noiseless * nowindowsforcarraz * fix * fix * fix * fix * fix * fix * fix * fix * bettertest * Add olympus emulators * add BayesNeuralNet * reformat code * minor fix * minor fix * minor fix * add missing package and correct seed problem * remove unused packages * fix silence_tensorflow version * try after merge * fix * gamma_fix * fix * fix * fix_naming * fix * fix * fix * fix * fix * fix * fix * fix * Update requirements/bench.txt Co-authored-by: Jérémy Rapin <[email protected]> * YEEEEEEEES_it_works Co-authored-by: ncarraz <[email protected]> Co-authored-by: Jérémy Rapin <[email protected]> * Documentation for permutations (#1322) * change sparsity in gym (#1328) * change sparsity in gym * fix * Unstack ngopt (#1330) * fix plot (#1332) * fix plot * black * Fix gym: thread safety (#1338) * fixgym * fix * fix * fix * Avoid bool check on params (#1349) * Keep only final optimizer in portfolio (#1350) * Fix nan in cma (#1347) * fixnan * fixnan * fixnan * fo * Keep data in cache for CMA (#1351) * Add installation instruction for MuJoCo (#1352) * adding installation instruction for MuJoCo * raise error * better error handling Co-authored-by: Mathurin Videau <[email protected]> * enable_pickling for NGOpt (#1356) * Bugfix in scrambled progressive optimization. (#1357) * Add anisotropic progressive optimization (#1344) * Adding anisotropic progressive optimization * black * Finish adding enable_pickling for all optimizers (Rescaled) (#1358) * Residual controllers in RL. (#1359) * Residual controllers in RL. It's not exactly residual, it's initializing with something closer to identity. It works pretty well. * Update multigym.py * fix * fix * fix * black * fix * seed * Update test_core.py * fix * fix * fix * Bump version to 0.4.3.post10 (#1364) * Removing an incomplete sentence from the doc (#1367) * Fix broken CI (#1370) * docs: add GH button in support of Ukraine (#1369) * Add the FAO crop model (#1343) * aquacrop * fix * fix * fix * Update ac.py * black * Update experiments.py (#1361) * fix * Update bench.txt * fix * fix * fix * tentative_pip3 * yet_another_tentative_fi * yet_another_tentative_fi * fix * fix_suffering * desperate_try * desperate_try * desperate_try * desperate_try * fix * desperate_try * desperate_try * desperate_try * desperate_try * fix * Update config.yml * fix * Update setup.py * Update main.txt * fix * Use up-to-date headers (#1371) * Add NLOPT as a solver (#1340) * Update version and changelog to 0.5.0 (#1372) * Deactivate mutation test in CI (#1374) * Reduce noise in gym (#1333) * Reduce noise in gym * Update multigym.py * Add comment * NaN robustness in Gym (#1289) * NaN robustness in Gym * Update nevergrad/functions/gym/multigym.py Co-authored-by: Jérémy Rapin <[email protected]> * fix * fix Co-authored-by: Jérémy Rapin <[email protected]> * Add more models for Gym control (#1346) * more models for Gym control * Update gymexperiments.py * Update multigym.py * fix * Update gymexperiments.py * update moremodels (#1378) * Bump version to 0.4.3.post10 (#1364) * Removing an incomplete sentence from the doc (#1367) * Fix broken CI (#1370) * docs: add GH button in support of Ukraine (#1369) * Add the FAO crop model (#1343) * aquacrop * fix * fix * fix * Update ac.py * black * Update experiments.py (#1361) * fix * Update bench.txt * fix * fix * fix * tentative_pip3 * yet_another_tentative_fi * yet_another_tentative_fi * fix * fix_suffering * desperate_try * desperate_try * desperate_try * desperate_try * fix * desperate_try * desperate_try * desperate_try * desperate_try * fix * Update config.yml * fix * Update setup.py * Update main.txt * fix * Use up-to-date headers (#1371) * Add NLOPT as a solver (#1340) * Update version and changelog to 0.5.0 (#1372) * Deactivate mutation test in CI (#1374) * Reduce noise in gym (#1333) * Reduce noise in gym * Update multigym.py * Add comment Co-authored-by: Jérémy Rapin <[email protected]> Co-authored-by: Dmitry Vinnik <[email protected]> * fix * fix * im_lost * fix * fix * fix Co-authored-by: Jérémy Rapin <[email protected]> Co-authored-by: Dmitry Vinnik <[email protected]> * Add a conformant GP experiment (#1337) * Adding a conformant GP experiment Because sometimes conformant planning, in spite of being super simple, performs incredibly well. * fix * High-speed differential evolution (#1366) * High-speed differential evolution * Update base.py * Update optimizerlib.py * fix * fix * clean * clean * Update differentialevolution.py * Update nevergrad/optimization/differentialevolution.py Co-authored-by: Jérémy Rapin <[email protected]> * Update nevergrad/optimization/differentialevolution.py Co-authored-by: Jérémy Rapin <[email protected]> * fi * fix * fix * fix Co-authored-by: Jérémy Rapin <[email protected]> * cleaning * cleaning * cleaning Co-authored-by: ncarraz <[email protected]> Co-authored-by: Jérémy Rapin <[email protected]> Co-authored-by: mathuvu <[email protected]> Co-authored-by: Mathurin Videau <[email protected]> Co-authored-by: Jeremy Reizenstein <[email protected]> Co-authored-by: Dmitry Vinnik <[email protected]> * fix * Update nevergrad/optimization/test_optimizerlib.py Co-authored-by: Jérémy Rapin <[email protected]> * Update test_optimizerlib.py * fix * Update test_optimizerlib.py * Update test_optimizerlib.py * fix * Update test_suggest.py * fix Co-authored-by: Jérémy Rapin <[email protected]> Co-authored-by: ncarraz <[email protected]> Co-authored-by: mathuvu <[email protected]> Co-authored-by: Mathurin Videau <[email protected]> Co-authored-by: Jeremy Reizenstein <[email protected]> Co-authored-by: Dmitry Vinnik <[email protected]>

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optimization: better is possible ? ajwdewit/pcse_notebooks#12

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Add NLOPT as a solver #1340

Add NLOPT as a solver #1340

teytaud commented Jan 20, 2022

jrapin Jan 26, 2022

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jrapin Mar 4, 2022

Add NLOPT as a solver #1340

Add NLOPT as a solver #1340

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teytaud commented Jan 20, 2022

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