在开始对比测试前,需安装hyperopt
- 测试函数:rosenbrock (2d)
- 测试优化器:Tree Parzen Estimator、Anneal
- 初始设计:Sobol design
- Budget: 50
- 测试函数:Branin (2d)
- Budget: 200
- Repeat num: 10
Method | Minimum | Best minimum | Mean f_calls to min | Std f_calls to min | Fastest f_calls to min |
---|---|---|---|---|---|
hyperopt(tpe) | 0.487+/-0.051 | 0.422 | 126.8 | 45.814 | 66 |
hyperopt(atpe) | 0.411+/-0.013 | 0.398 | 88.6 | 60.173 | 18 |
hyperopt(rand) | 0.672+/-0.297 | 0.426 | 85.5 | 56.955 | 4 |
hyperopt(anneal) | 0.404+/-0.006 | 0.398 | 156.9 | 25.249 | 114 |
XBBO(tpe) | 0.519+/-0.119 | 0.398 | 191.4 | 12.035 | 162 |
XBBO(anneal) | 0.403+/-0.004 | 0.398 | 161.1 | 18.839 | 126 |
XBBO(rs) | 0.684+/-0.248 | 0.399 | 110.4 | 60.511 | 17 |