GCN-Langevin

class gob.optimizers.particles.common_noise.GCN.GCN_Langevin.GCN_Langevin(bounds, n_particles=200, iter=100, dt=0.1, beta=1, sigma_noise=1, independent_noise=True, verbose=False)[source]

Bases: CPP_Optimizer

Interface for the Geometric Common Noise Langevin optimizer.

Parameters:

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

  • n_particles (int) – The number of particles.

  • iter (int) – The number of iterations.

  • dt (float) – The time step.

  • beta (float) – The inverse temperature.

  • sigma_noise (float) – The kernel bandwidth for the common noise.

  • independent_noise (bool) – Whether to use independent noise for each particle.

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