SMD-SBS

class gob.optimizers.particles.common_noise.SMD.SMD_SBS.SMD_SBS(bounds, n_particles=200, iter=100, dt=0.1, sigma=0.1, gamma=1, lambda_=1e-10, delta=2.1, moment='M1', verbose=False)[source]

Bases: SMD_Optimizer

Interface for the Stochastic Moment Dynamics SBS 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.

  • sigma (float) – The kernel bandwidth.

  • 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”).

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