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I was checking the implementation of the `NedlerMeadSimplex` algorithm while looking at a few different code-implementations in order to better understand the algorithm and noticed a few discrepancies…
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Various time series where NM ends up in a singular matrix
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Currently, optimas provides BO/MF-BO, random and grid sampling generators:
https://optimas.readthedocs.io/en/latest/api/generators.html
For many optimization jobs, it would also be helpful to have…
ax3l updated
2 months ago
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In `ETSModel.fit()`, the optimization method is hardcoded as "lbfgs": https://github.com/statsmodels/statsmodels/blob/main/statsmodels/tsa/exponential_smoothing/ets.py#L1068
Could it be parameteriz…
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I played around a bit with our power transformer. Try the following example:
```python
import numpy as np
import scipy
import matplotlib.pyplot as plt
from mesmer.mesmer_m.power_transformer imp…
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Beginning with PR #73, which updated the default calibration of OG-USA, we have observed some odd results related to the estimated tax functions. This issue will document what we've noticed in the ho…
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Nelder-Mead optimization algorithm. Level 2 sub-optimization of main bi-level optimization. Minimazes loss value from Lev2_Loss_Function.py and uses Lin_Solver.py or Nonlin_Solver.py based on IsoSelec…
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Is it possible to provide multiple starting points to NOMAD through the MATLAB interface in the parameter X0? I get the error below when I try to provide 2 starting points, each in its own row of X0.
…
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import numpy as np
from scipy.optimize import minimize
def rosen(x):
"""The Rosenbrock function"""
return sum(100.0*(x[1:]-x[:-1]**2.0)**2.0 + (1-x[:-1])**2.0)
def rosen_der(x):
…
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**Is your feature request related to a problem? Please describe.**
This is a feature request for CMA-ES support at `scipy.optimize.minimize()`.
https://docs.scipy.org/doc/scipy/reference/generated…