CMA-ES

class gob.optimizers.misc.CMA_ES.CMA_ES(bounds, n_eval=1000, m_0=None, sigma0=1, verbose=False)[source]

Bases: Optimizer

Interface for the CMA-ES optimizer.

Parameters:

  • bounds (ndarray) – The bounds of the search space.

  • n_eval (int) – The maximum number of function evaluations.

  • m_0 (ndarray) – The initial mean of the search distribution.

  • sigma0 (float) – The initial standard deviation of the search distribution.

  • verbose (bool) – Whether to print information about the optimization

minimize(f)[source]

Minimize a function using the optimizer.

Parameters:

f (Function) – The objective function.

Returns:

The minimum point and the minimum value.

Return type:

pair

set_stop_criterion(stop_criterion)[source]

Set a stop criterion for the optimizer.

Parameters:

stop_criterion (float) – The stop criterion.