SMD-CBO

class gob.optimizers.particles.common_noise.SMD.SMD_CBO.SMD_CBO(bounds, n_particles=200, iter=1000, dt=0.1, lam=1, epsilon=0.01, beta=1, sigma=5.1, alpha=1, gamma=1, lambda_=1e-10, delta=2.1, moment='M1', independent_noise=True, verbose=False)[source]

Bases: SMD_Optimizer

Interface for the Stochastic Moment Dynamics CBO 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.

  • lam (float) – The attraction parameter.

  • epsilon (float) – The smooth-heaviside parameter.

  • beta (float) – The inverse temperature.

  • sigma (float) – The standard deviation of the Gaussian noise.

  • alpha (float) – The coefficient to decrease the step size.

  • gamma (float) – The coefficient for the common noise.

  • lambda_ (float) – The regularization parameter for the common noise.

  • delta (float) – The parameter for the Bessel process.

  • moment (str) – The type of moment used for the common noise (“M1” | “M2” | “VAR” | “MVAR”).

  • independent_noise (bool) – Whether to use independent noise or not.

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