The maintenance of ZOOpt has shifted to https://github.com/polixir/ZOOpt . The new version is compatible with Ray.
ZOOpt is a python package for Zeroth-Order Optimization.
Zeroth-order optimization (a.k.a. derivative-free optimization/black-box optimization) does not rely on the gradient of the objective function, but instead, learns from samples of the search space. It is suitable for optimizing functions that are nondifferentiable, with many local minima, or even unknown but only testable.
ZOOpt implements some state-of-the-art zeroth-order optimization methods and their parallel versions. Users only need to add several keywords to use parallel optimization on a single machine. For large-scale distributed optimization across multiple machines, please refer to Distributed ZOOpt.
Documents: Tutorial of ZOOpt
Citation:
Yu-Ren Liu, Yi-Qi Hu, Hong Qian, Chao Qian, Yang Yu. ZOOpt: Toolbox for Derivative-Free Optimization. SCIENCE CHINA Information Sciences, 2022. CORR abs/1801.00329
(Features in this article are from version 0.2)
The easiest way to install ZOOpt is to type pip install zoopt in the terminal/command line.
Alternatively, to install ZOOpt by source code, download this repository and sequentially run following commands in your terminal/command line.
$ python setup.py build
$ python setup.py install
We define the Ackley function for minimization (note that this function is for arbitrary dimensions, determined by the solution)
import numpy as np
def ackley(solution):
x = solution.get_x()
bias = 0.2
value = -20 * np.exp(-0.2 * np.sqrt(sum([(i - bias) * (i - bias) for i in x]) / len(x))) - \
np.exp(sum([np.cos(2.0*np.pi*(i-bias)) for i in x]) / len(x)) + 20.0 + np.e
return valueAckley function is a classical function with many local minima. In 2-dimension, it looks like (from wikipedia)
 |
from zoopt import Dimension, ValueType, Dimension2, Objective, Parameter, Opt, ExpOpt
dim_size = 100 # dimension size
dim = Dimension(dim_size, [[-1, 1]]*dim_size, [True]*dim_size) # dim = Dimension2([(ValueType.CONTINUOUS, [-1, 1], 1e-6)]*dim_size)
obj = Objective(ackley, dim)
# perform optimization
solution = Opt.min(obj, Parameter(budget=100*dim_size))
# print the solution
print(solution.get_x(), solution.get_value())
# parallel optimization for time-consuming tasks
solution = Opt.min(obj, Parameter(budget=100*dim_size, parallel=True, server_num=3))For a few seconds, the optimization is done. Then, we can visualize the optimization progress
import matplotlib.pyplot as plt
plt.plot(obj.get_history_bestsofar())
plt.savefig('figure.png')which looks like
 |
solution_list = ExpOpt.min(obj, Parameter(budget=100*dim_size), repeat=3,
plot=True, plot_file="progress.png")
for solution in solution_list:
print(solution.get_x(), solution.get_value())More examples are available in the example fold.
- Add a parallel implementation of SRACOS, which accelarates the optimization by asynchronous parallelization.
- Add a function that enables users to set a customized stop criteria for the optimization.
- Rewrite the documentation to make it easier to follow.
- Add the noise handling strategies Re-sampling and Value Suppression (AAAI'18), and the subset selection method with noise handling PONSS (NIPS'17)
- Add high-dimensionality handling method Sequential Random Embedding (IJCAI'16)
- Rewrite Pareto optimization method. Bugs fixed.
- Include the general optimization method RACOS (AAAI'16) and Sequential RACOS (AAAI'17), and the subset selection method POSS (NIPS'15).
- The algorithm selection is automatic. See examples in the
examplefold.- Default parameters work well on many problems, while parameters are fully controllable - Running speed optmized for Python
Distributed ZOOpt is consisted of a server project and a client project. Details can be found in the Tutorial of Distributed ZOOpt