Projects that are tagged with black box optimization.


Logo libcmaes 0.9.4

by beniz - January 8, 2015, 11:09:02 CET [ Project Homepage BibTeX Download ] 3420 views, 708 downloads, 3 subscriptions

About: Libcmaes is a multithreaded C++11 library (with Python bindings) for high performance blackbox stochastic optimization of difficult, possibly non-linear and non-convex functions, using the CMA-ES algorithm for Covariance Matrix Adaptation Evolution Strategy. Libcmaes is useful to minimize / maximize any function, without information regarding gradient or derivability.

Changes:

Update works around clang bug (e.g. for OSX) and implements uncertainty handling scheme. Main changes:

  • work around clang bug, now working with clang, ref #19

  • easier build on OSX

  • added uncertainty handling scheme for noisy objective functions, ref #65

  • optional support for surrogates at compile time, reducing the overal lib size, ref #90

  • fixed uninstall of python bindings


Logo linearizedGP 1.0

by dsteinberg - November 28, 2014, 07:02:54 CET [ Project Homepage BibTeX BibTeX for corresponding Paper Download ] 420 views, 75 downloads, 1 subscription

About: Gaussian processes with general nonlinear likelihoods using the unscented transform or Taylor series linearisation.

Changes:

Initial Announcement on mloss.org.