3 ms·
When is it better to use PRIMA than scipy.optimize.minimize?
by Bostonian 2y ago
When is it better to use PRIMA than scipy.optimize.minimize?
- dagw 2y agoThey claim there are bugs in the COBYLA solver implementations included in scipy that this implementation has fixed. So I guess if you run into any of those bugs then PRIMA is better. They're apparently also in discussion with the scipy team to include their implementation in scipy, so hopefully the question will be moot in the not too distant future
- zaikunzhang 2y agoThe developer of PRIMA here. If you use method "cobyla" from scipy.optimize.minimize, then answer is now. PRIMA already performs far better (in terms of the number of function evaluations). See the comparison at https://github.com/libprima/prima#improvements https://github.com/libprima/prima#improvements . The bugs are indeed only a secondary reason: they can only be triggered under special situations. They may not affect your usage at all (when it does affect you, the consequence is catastrophophic).