python协方差阵转为相关阵_cmaes-python3的轻量级协方差矩阵自适应进化策略（CMA-ES）实现。-Masashi Shibata Installation Usage Benchmar...

作者:Masashi Shibata

作者邮箱:shibata_masashi@cyberagent.co.jp

首页:https://github.com/CyberAgent/cmaes

文档:None

下载链接

CMA-ES

Lightweight Covariance Matrix Adaptation Evolution Strategy (CMA-ES) [1] implementation.

Rosenbrock function.

IPOP-CMA-ES [2] on Himmelblau function.

BIPOP-CMA-ES [3] on Himmelblau function.

These GIF animations are generated by visualizer.py.

Installation

Supported Python versions are 3.6 or later.

$ pip install cmaes

Or you can install via conda-forge.

$ conda install -c conda-forge cmaes

Usage

This library provides an "ask-and-tell" style interface.

import numpy as np

from cmaes import CMA

def quadratic(x1, x2):

return (x1 - 3) ** 2 + (10 * (x2 + 2)) ** 2

if __name__ == "__main__":

optimizer = CMA(mean=np.zeros(2), sigma=1.3)

for generation in range(50):

solutions = []

for _ in range(optimizer.population_size):

x = optimizer.ask()

value = qu