v0.6.1

CHANGES

Bug fixes

• Fix coordinate rotation (#77).
  • This bug leads to serious performance degradation on ill-conditioned problems.

Links

• PyPI: https://pypi.org/project/cmaes/0.6.1/

Release v0.6.0

CHANGES

New features

should_stop() method which checks some termination criterion is added. You can easily implement IPOP-CMA-ES (#50) and BIPOP-CMA-ES (#54) by using this API. These algorithms performs well on multi-modal functions (See the benchmark of #58).

IPOP-CMA-ES	BIPOP-CMA-ES

• Auger, A., Hansen, N.: A restart CMA evolution strategy with increasing population size. In: Proceedings of the 2005 IEEE Congress on Evolutionary Computation (CEC’2005), pp. 1769–1776 (2005a)
• Hansen N. Benchmarking a BI-Population CMA-ES on the BBOB-2009 Function Testbed. In the workshop Proceedings of the Genetic and Evolutionary Computation Conference, GECCO, pages 2389–2395. ACM, 2009.

Remove Optuna sampler.

Remove CMASampler(deprecated at v0.4.0) and monkeypatch (deprecated at v0.5.0) for Optuna.

Please use Optuna's official CMA-ES sampler which will be stabled at v2.0.0. You can quickly migrated to Optuna's official sampler by replacing your imports with optuna.samplers.CmaEsSampler(). See the documentation for details.

Deprecate cmaes.cma module.

cmaes.cma module is now deprecated. Please import CMA class from the package root (#46).

from cmaes.cma import CMA  # Deprecated!
↓
from cmaes import CMA  # Do this!

Link

• PyPI: https://pypi.org/project/cmaes/0.6.0/

Release v0.5.1

CHANGES

Bug fixes

• Fix numerical overflow errors (simplified version of #34) (#41, thanks @HideakiImamura).

Links

• PyPI: https://pypi.org/project/cmaes/0.5.1/

Release v0.5.0

CHANGES

Bug fixes

• Fix numerical overflow errors (#31)

Optuna's sampler interface

• Deprecate patch_fast_itersection_search_space (#28)
• Use suggest_float() APIs (#25)

Links

• PyPI: https://pypi.org/project/cmaes/0.5.0/

Release v0.4.0

CHANGES

CMASampler is deprecated because it is ported to optuna.samplers.CmaEsSampler from Optuna v1.3.0.

optuna.samplers.CmaEsSampler is about 2-times slower than CMASampler. If you want to make it faster, please call cmaes.monkeypatch.patch_fast_intersection_search_space() before running study.optimize().

New features

• Monkeypatch for faster intersection search space (#20)
• Support step argument on IntUniformDistribution (#21)

API Changes

• Deprecate CMASampler (#22)

Bug fixes

• Fix scale of log uniform distribution of CMASampler (#16)

Release v0.3.2

PyPI: https://pypi.org/project/cmaes/0.3.2/

CHANGES

API changes

• CMA provides dim property method for the number of dimensions.
• CMA provides set_bounds method to update boundary constraints.

Bug fixes

• Disable when search_space is changed.

Release v0.3.1

PyPI: https://pypi.org/project/cmaes/0.3.1/

CHANGES

Improvements

• Python 3.5 support.
• Add docstring.

Release v0.3.0

CHANGES

PyPI: https://pypi.org/project/cmaes/0.3.0/

Improvements

• Reduce memory usage.
• Repair infeasible parameters when exceeds a resampling limit.

Bug fixes

• Fixed a bug when using RDB storage.
• Fixed an arithmetic overflow of the covariance matrix.

Release v0.2.0

Ask and tell x instead of z