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CMA variants by Risto #1391

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CMA variants by Risto #1391

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5fc8767
CMA variants by Risto
teytaud Mar 17, 2022
4a3414d
Update experimentalvariants.py
teytaud Mar 17, 2022
a931d4a
reco
teytaud Mar 17, 2022
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40 changes: 40 additions & 0 deletions nevergrad/optimization/experimentalvariants.py
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Original file line number Diff line number Diff line change
Expand Up @@ -354,3 +354,43 @@
# High-Speed variants
HSDE = DifferentialEvolution(high_speed=True).set_name("HSDE", register=True)
LhsHSDE = DifferentialEvolution(initialization="LHS", high_speed=True).set_name("LhsHSDE", register=True)

# CMA variants built by Risto.
# The four configurations obtained on yasmallbbob (CMA1 is supposed to be the best).
# 49 --solver=CMA-ES --scale=0.4151 --popsize_factor=9 --elitist=False --diagonal=False --fcmaes=True --random_init=False
# 35 --solver=CMA-ES --scale=0.3177 --popsize_factor=7 --elitist=False --diagonal=False --fcmaes=True --random_init=False
# 10 --solver=CMA-ES --scale=6.1404 --popsize_factor=8 --elitist=True --diagonal=False --fcmaes=False --random_init=False
# 60 --solver=CMA-ES --scale=0.4267 --popsize_factor=9 --elitist=False --diagonal=False --fcmaes=True --random_init=False
CMA1 = ParametrizedCMA(scale=0.4151, popsize_factor=9, elitist=False, diagonal=False, fcmaes=True).set_name(
"CMA1", register=True
)
CMA2 = ParametrizedCMA(scale=0.3177, popsize_factor=7, elitist=False, diagonal=False, fcmaes=True).set_name(
"CMA2", register=True
)
CMA3 = ParametrizedCMA(scale=6.1404, popsize_factor=8, elitist=True, diagonal=False, fcmaes=False).set_name(
"CMA3", register=True
)
CMA4 = ParametrizedCMA(scale=0.4267, popsize_factor=9, elitist=False, diagonal=False, fcmaes=True).set_name(
"CMA4", register=True
)
# The four configurations obtained on yabbob.
# 51 --solver=CMA-ES --scale=0.3739 --popsize_factor=3 --elitist=False --diagonal=False --fcmaes=False
# --random_init=False
# 45 --solver=CMA-ES --scale=0.3607 --popsize_factor=3 --elitist=False --diagonal=False --fcmaes=False
##--random_init=False
# 44 --solver=CMA-ES --scale=0.4699 --popsize_factor=3 --elitist=False --diagonal=False --fcmaes=False
# --random_init=False
# 27 --solver=CMA-ES --scale=0.6221 --popsize_factor=4 --elitist=False --diagonal=False --fcmaes=False
# --random_init=False
CMA5 = ParametrizedCMA(scale=0.3739, popsize_factor=3, elitist=False, diagonal=False, fcmaes=False).set_name(
"CMA5", register=True
)
CMA6 = ParametrizedCMA(scale=0.3607, popsize_factor=3, elitist=False, diagonal=False, fcmaes=False).set_name(
"CMA6", register=True
)
CMA7 = ParametrizedCMA(scale=0.4699, popsize_factor=3, elitist=False, diagonal=False, fcmaes=False).set_name(
"CMA7", register=True
)
CMA8 = ParametrizedCMA(scale=0.6221, popsize_factor=4, elitist=False, diagonal=False, fcmaes=False).set_name(
"CMA8", register=True
)
11 changes: 9 additions & 2 deletions nevergrad/optimization/optimizerlib.py
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Original file line number Diff line number Diff line change
Expand Up @@ -419,8 +419,11 @@ def __init__(
super().__init__(parametrization, budget=budget, num_workers=num_workers)
self._config = ParametrizedCMA() if config is None else config
pop = self._config.popsize
self._popsize = max(num_workers, 4 + int(3 * np.log(self.dimension))) if pop is None else pop
# internal attributes
self._popsize = (
max(num_workers, 4 + int(self._config.popsize_factor * np.log(self.dimension)))
if pop is None
else pop
) # internal attributes
self._to_be_asked: tp.Deque[np.ndarray] = deque()
self._to_be_told: tp.List[p.Parameter] = []
self._num_spawners = self._popsize // 2 # experimental, for visualization
Expand Down Expand Up @@ -532,6 +535,8 @@ class ParametrizedCMA(base.ConfiguredOptimizer):
popsize: Optional[int] = None
population size, should be n * self.num_workers for int n >= 1.
default is max(self.num_workers, 4 + int(3 * np.log(self.dimension)))
popsize_factor: float = 3.
factor in the formula for computing the population size
diagonal: bool
use the diagonal version of CMA (advised in big dimension)
high_speed: bool
Expand All @@ -554,6 +559,7 @@ def __init__(
scale: float = 1.0,
elitist: bool = False,
popsize: tp.Optional[int] = None,
popsize_factor: float = 3.0,
diagonal: bool = False,
high_speed: bool = False,
fcmaes: bool = False,
Expand All @@ -567,6 +573,7 @@ def __init__(
self.scale = scale
self.elitist = elitist
self.popsize = popsize
self.popsize_factor = popsize_factor
self.diagonal = diagonal
self.fcmaes = fcmaes
self.high_speed = high_speed
Expand Down
8 changes: 8 additions & 0 deletions nevergrad/optimization/recorded_recommendations.csv
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Original file line number Diff line number Diff line change
Expand Up @@ -13,6 +13,14 @@ AvgRandomSearch,1.7163318206,-1.0929434198,-0.5715059829,0.2691248199,,,,,,,,,,,
BPRotationInvariantDE,-0.5273201105,-0.156805946,-1.2551455501,3.327306828,2.3993996197,1.2830831401,0.8566151549,-1.6450076557,,,,,,,,
CM,1.0082049151,-0.9099785499,-1.025147209,1.2046460074,,,,,,,,,,,,
CMA,1.012515477,-0.9138805701,-1.029555946,1.2098418178,,,,,,,,,,,,
CMA1,0.4202951745,-0.3793470828,-0.4273579891,0.5021865062,,,,,,,,,,,,
CMA2,0.321676167,-0.2903362279,-0.3270817469,0.384352332,,,,,,,,,,,,
CMA3,3.0816966941,0.8525817234,3.9346279048,3.2381549254,,,,,,,,,,,,
CMA4,0.432040354,-0.3899479649,-0.4393005395,0.5162201451,,,,,,,,,,,,
CMA5,0.3785795368,-0.3416999452,-0.3849509682,0.4523598557,,,,,,,,,,,,
CMA6,0.3652143325,-0.3296367217,-0.3713608297,0.4363899437,,,,,,,,,,,,
CMA7,0.4757810226,-0.4294324799,-0.483788339,0.5685046702,,,,,,,,,,,,
CMA8,0.6298858782,-0.5685251027,-0.640486754,0.7526425949,,,,,,,,,,,,
CMandAS2,1.012515477,-0.9138805701,-1.029555946,1.2098418178,,,,,,,,,,,,
CMandAS3,0.4729858315,-0.6814343973,0.2424455578,-1.7007994128,,,,,,,,,,,,
CauchyLHSSearch,-0.527971877,1.341890246,2.6790716005,3.5963545262,,,,,,,,,,,,
Expand Down