MSGD

class gob.optimizers.particles.MSGD.MSGD(bounds, n_particles=200, iter=100, dt=0.1, batch_size=0, verbose=False)[source]

Bases: CPP_Optimizer

Interface for the Multi-Start Gradient Descent 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.

  • batch_size (int) – The batch size for the mini-batch optimization. If 0, no mini-batch optimization is used.

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