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dragon_bra
162b28d8d4
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1 year ago | |
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| .. | ||
| README.md | 1 year ago | |
| rosenbrock_CEM.py | 1 year ago | |
README.md
CEM
Introduction
The Cross-Entropy Method for Optimization
Abstract
The cross-entropy method is a versatile heuristic tool for solving difficult estima-tion and optimization problems, based on Kullback–Leibler (or cross-entropy)minimization. As an optimization method it unifies many existing population-based optimization heuristics. In this chapter we show how the CE method canbe applied to a diverse range of combinatorial, continuous, and noisy optimiza-tion problems.
Usage
E.g. PYTHONPATH='./' python examples/CEM/rosenbrock_CEM.py
benchmark
Modify the following section of comparison/xbbo_benchmark.py :
test_algs = ["cem"]
And run PYTHONPATH='./' python comparison/xbbo_benchmark.py in the command line.
Results
Branin
| Method | Minimum | Best minimum | Mean f_calls to min | Std f_calls to min | Fastest f_calls to min |
|---|---|---|---|---|---|
| XBBO(cem) | 1.217+/-1.378 | 0.398 | 129.4 | 65.521 | 21 |
超参搜索（黑盒优化）框架
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