class documentation

class CMAES(_CMAES):

Constructor: CMAES(*args, **kwargs)

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Undocumented

Method __init__ see class CMAEvolutionStrategy

Inherited from CMAEvolutionStrategy:

Method alleviate_conditioning pass conditioning of C to linear transformation in self.gp.
Method alleviate_conditioning_in_coordinates pass scaling from C to sigma_vec.
Method ask get/sample new candidate solutions.
Method ask_and_eval sample number solutions and evaluate them on func.
Method ask_geno get new candidate solutions in genotyp.
Method disp print current state variables in a single-line.
Method disp_annotation print annotation line for disp ()
Method feed_for_resume Resume a run using the solution history.
Method get_mirror return _round_int_variables(pheno(self.mean - (geno(x) - self.mean)))
Method get_new_mean return an updated mean based on the input arguments,
Method get_selective_mirrors get mirror genotypic directions from worst solutions.
Method inject inject list of one or several genotypic solution(s).
Method limit_integer_relative_deltas versatile: limit absolute values of int-coordinates in vector list dX
Method mahalanobis_norm return Mahalanobis norm based on the current sample distribution.
Method manage_plateaus increase sigma by sigma_fac in case of a plateau.
Method pickle_dumps return pickle.dumps(self),
Method plot plot current state variables using matplotlib.
Method random_rescale_to_mahalanobis change x like for injection, all on genotypic level
Method repair_genotype make sure that solutions fit to the sample distribution.
Method reset_options clear termination and set any CMAOptions passed via
Method result_pretty pretty print result.
Method stop return the termination status as dictionary.
Method tell pass objective function values to prepare for next iteration.
Method tell2 see tell
Method to_phenotype return integer-rounded phenotype depending on round_integer_variables module setting.
Instance Variable adapt_sigma Undocumented
Instance Variable archive archive solutions processed in tell, not really in use!?
Instance Variable ary Undocumented
Instance Variable augmented_lagrangian Undocumented
Instance Variable B Undocumented
Instance Variable best Undocumented
Instance Variable best_feasible Undocumented
Instance Variable boundary_handler Undocumented
Instance Variable C Undocumented
Instance Variable callbackstop return values of callbacks, used like if any(callbackstop)
Instance Variable const Undocumented
Instance Variable count_eigen Undocumented
Instance Variable countevals Undocumented
Instance Variable countiter Undocumented
Instance Variable D Undocumented
Instance Variable dC Undocumented
Instance Variable evaluations_per_f_value Undocumented
Instance Variable fit Undocumented
Instance Variable gp Undocumented
Instance Variable hsiglist Undocumented
Instance Variable inopts Undocumented
Instance Variable inputargs Undocumented
Instance Variable integer_centering Undocumented
Instance Variable itereigenupdated Undocumented
Instance Variable last_iteration_with_gradient Undocumented
Instance Variable logger Undocumented
Instance Variable mean Undocumented
Instance Variable mean0 Undocumented
Instance Variable mean_after_tell Undocumented
Instance Variable mean_old Undocumented
Instance Variable mean_old_old Undocumented
Instance Variable mean_shift_samples Undocumented
Instance Variable mirrors_idx Undocumented
Instance Variable more_to_write Undocumented
Instance Variable N Undocumented
Instance Variable N_pheno Undocumented
Instance Variable noiseS Undocumented
Instance Variable number_of_injections Undocumented
Instance Variable number_of_injections_delivered Undocumented
Instance Variable number_of_solutions_asked Undocumented
Instance Variable opts Undocumented
Instance Variable pc Undocumented
Instance Variable pc2 Undocumented
Instance Variable pc_neg Undocumented
Instance Variable pop Undocumented
Instance Variable pop_injection_directions Undocumented
Instance Variable pop_injection_solutions Undocumented
Instance Variable pop_sorted Undocumented
Instance Variable sent_solutions archive solutions close to the end of ask, this archive is passed to gp.geno to bypass calling the inverse geno-pheno transformation in tell
Instance Variable sigma Undocumented
Instance Variable sigma0 Undocumented
Instance Variable sigma_vec Undocumented
Instance Variable sigma_vec0 Undocumented
Instance Variable sm Undocumented
Instance Variable sp Undocumented
Instance Variable sp0 Undocumented
Instance Variable time_last_displayed Undocumented
Instance Variable timer Undocumented
Instance Variable times_displayed Undocumented
Instance Variable x0 Undocumented
Property condition_number condition number of the statistical-model sampler.
Property isotropic_mean_shift normalized last mean shift, under random selection N(0,I)
Property popsize number of samples by default returned by ask ()
Property result return a CMAEvolutionStrategyResult2 class instance.
Property stds return array of coordinate-wise standard deviations (phenotypic).
Method _clean_injected_solutions_archive return indices of pop which are in self._injected_solutions_archive and
Method _constraints_handling return "fake" function_values when constraints_values are given
Method _copy_light tentative copy of self, versatile (interface and functionalities may change).
Method _prepare_injection_directions provide genotypic directions for TPA and selective mirroring, with no specific length normalization, to be used in the coming iteration.
Method _random_rescaling_factor_to_mahalanobis_size self.mean + self._random_rescaling_factor_to_mahalanobis_size(y) * y is guarantied to appear like from the sample distribution.
Method _record_rankings do nothing by default, otherwise assign to _record_rankings_ after instantiation
Method _record_rankings_ compute ranks of vals in function_values and
Method _round_int_variables return solution with integer variables rounded
Method _set_C_from set the current covariance matrix from another class instance.
Method _set_x0 Assign self.x0 from argument x0.
Method _stds_into_limits set self.sigma_vec.scaling to respect opts['max/minstd']
Method _tear_up_constraints_handling assign augmented_lagrangian and best_feasible attributes
Method _tfg Undocumented
Method _tfp Undocumented
Method _try_update_sm_now call sm.update_now like sm.sample would do.
Method _updateBDfromSM helper function for a smooth transition to sampling classes.
Instance Variable _con_archives Undocumented
Instance Variable _first_feasible_f # timing of the find_feasible return loop: g = np.random.randn(10) + 1 gl = list(g)
Instance Variable _flgtelldone Undocumented
Instance Variable _indices_of_selective_mirrors Undocumented
Instance Variable _injected_solutions_archive Undocumented
Instance Variable _is_independent_sample Undocumented
Instance Variable _isotropic_mean_shift_iteration Undocumented
Instance Variable _last_feasible_f Undocumented
Instance Variable _mirrormethod1_done Undocumented
Instance Variable _path_for_invariant_update Undocumented
Instance Variable _recorded_rankings Undocumented
Instance Variable _round_integer_variables archive solutions at the very end of ask when and before integer rounding is applied. Retrieve them at the very beginning of tell before the inverse geno-pheno transformation is applied. The order of these transformations may change in future.
Instance Variable _sigma_old Undocumented
Instance Variable _stall_sigma_change_on_divergence_events Undocumented
Instance Variable _stopdict attribute for stopping criteria in function stop
Instance Variable _stoptolxstagnation Undocumented
Instance Variable _tell2_args Undocumented
Property _result0 return a CMAEvolutionStrategyResult namedtuple.
Property _result2 return a CMAEvolutionStrategyResult2 class instance.
Property _stds_geno return array of coordinate-wise standard deviations (genotypic).

Inherited from OOOptimizer (via CMAEvolutionStrategy):

Method initialize (re-)set to the initial state
Method optimize find minimizer of objective_fct.
Instance Variable more_mandatory_args Undocumented
Instance Variable optional_kwargs Undocumented
Instance Variable xcurrent Undocumented
Instance Variable xstart Undocumented
Method _force_final_logging try force the logger to log NOW
Method _prepare_callback_list return a list of callbacks including self.logger.add.
def __init__(self, *args, **kwargs):

see class CMAEvolutionStrategy

options is for consistency with fmin2 options and is only in effect if inopts is None.