3 ms·
A small shout-out to Differential Evolution, which is my go-to (derivative free) optimization algorithm. Think of a Genetic Algorithm, but the crossover operato
by taylorius 4y ago
A small shout-out to Differential Evolution, which is my go-to (derivative free) optimization algorithm. Think of a Genetic Algorithm, but the crossover operator is linear interpolation (DE's natural domain is real-valued vectors). It's simple, and in my experience, it works pretty well.
- fho 4y agoScipy has a good implementation of that. I had some fun with it over the last couple of weeks. Just be aware that it runs a "polishing" optimization at the end which might improve the results, or just take forever :-)