Metadata-Version: 2.1
Name: cma-es
Version: 1.2.0
Summary: Covariance Matrix Adaptation Evolution Strategy (CMA-ES) implemented with TensorFlow v2
Home-page: https://github.com/srom/cma-es
Author: Romain Strock
Author-email: romain.strock@gmail.com
License: MIT
Description: Covariance Matrix Adaptation Evolution Strategy (CMA-ES)
        --------------------------------------------------------
        
        A Tensorflow v2 implementation.
        
        ## What is CMA-ES?
        
        Quoting [The CMA Evolution Strategy][1] homepage:
        
        > The CMA-ES (Covariance Matrix Adaptation Evolution Strategy) is an evolutionary algorithm for difficult non-linear non-convex black-box optimisation problems in continuous domain. It is considered as state-of-the-art in evolutionary computation and has been adopted as one of the standard tools for continuous optimisation in many (probably hundreds of) research labs and industrial environments around the world. 
        
        ## Installation
        
        The package is [available on PyPI](https://pypi.org/project/cma-es/) and can be installed with pip:
        
        ```sh
        pip install cma-es
        ```
        
        ## Example Usage
        
        ### 1. Define the fitness function
        
        The CMA class expects a fitness function with the following signature:
        
        ```    
        Args:
          x: tf.Tensor of shape (M, N)
        
        Returns:
          Fitness evaluations: tf.Tensor of shape (M,)
        ```
        
        Where `M` is the number of solutions to evaluate and `N` is the dimension of a single solution.
        
        ```python
        def fitness_fn(x):
            """
            Six-Hump Camel Function
            https://www.sfu.ca/~ssurjano/camel6.html
            """
            return (
                (4 - 2.1 * x[:,0]**2 + x[:,0]**4 / 3) * x[:,0]**2 +
                x[:,0] * x[:,1] +
                (-4 + 4 * x[:,1]**2) * x[:,1]**2
            )
        ```
        
        ![Figure1: Six-Hump Camel Function](six_hump_camel_fn.png?raw=true)
        
        ### 2. Configure CMA-ES
        
        ```python
        from cma import CMA
        
        cma = CMA(
            initial_solution=[1.5, -0.4],
            initial_step_size=1.0,
            fitness_function=fitness_fn,
        )
        ```
        
        The initial solution and initial step size (i.e. initial standard deviation of the search distribution) are problem specific.
        
        The population size is automatically set by default, but it can be overidden by specifying the parameter `population_size`.
        
        For bounded constraint optimization problems, the parameter `enforce_bounds` can be set, e.g. `enforce_bounds=[[-2, 2], [-1, 1]]` for a 2D function.
        
        ### 3. Run the optimizer
        
        The search method runs until the maximum number of generation is reached or until one of the early termination criteria is met. By default, the maximum number of generations is 500.
        
        ```python
        best_solution, best_fitness = cma.search()
        ```
        
        The notebook [`Example 1 - Six Hump Camel Function`][4] goes into more details, including ways to plot the optimization path such as in the figure below.
        
        ![Figure 2: Optimization path](cma_trace.png?raw=true)
        
        ## Logging
        
        A user-defined callabck function can be specified to inspect variables during the search.
        
        It is mainly intended for logging purpose, e.g:
        
        ```python
        max_epochs = 500
        
        def logging_function(cma, logger):
            if cma.generation % 10 == 0:
                fitness = cma.best_fitness()
                logger.info(f'Generation {cma.generation} - fitness {fitness}')
        
            if cma.termination_criterion_met or cma.generation == max_epochs:
                sol = cma.best_solution()
                fitness = cma.best_fitness()
                logger.info(f'Final solution at gen {cma.generation}: {sol} (fitness: {fitness})')
        
        cma = CMA(
            initial_solution=[1.5, -0.4],
            initial_step_size=1.0,
            fitness_function=fitness_fn,
            callback_function=logging_function,
        )
        cma.search(max_epochs)
        ```
        
        Check out an example logging progress to TensorBoard: [tensorboard_example.py][6]
        
        ## Run on a GPU
        
        By virtue of being written using TensorFlow, it is trivial to run CMA on a GPU:
        
        ```python
        with tf.device('/GPU:0'):
            cma.search()
        ```
        
        ## More examples
        
        - Jupyter notebooks with examples are available:
          - [Example 1 - Six-Hump Camel Function][4]
          - [Example 2 - Schwefel Function][5]
          - [Example 3 - Logging to TensorBoard][6]
        - Unit tests provide a few more examples: `cma/core_test.py`
        
        ## Resources
        
        - [CMA-ES at Wikipedia][3]
        - [The CMA Evolution Strategy][1]
        - [The CMA Evolution Strategy: A Tutorial][2]
        
        [1]: http://cma.gforge.inria.fr/
        [2]: https://arxiv.org/abs/1604.00772
        [3]: https://en.wikipedia.org/wiki/CMA-ES
        [4]: https://nbviewer.jupyter.org/github/srom/cma-es/blob/master/notebook/Example%201%20-%20Six%20Hump%20Camel%20Function.ipynb
        [5]: https://nbviewer.jupyter.org/github/srom/cma-es/blob/master/notebook/Example%202%20-%20Schwefel%20Function.ipynb
        [6]: https://github.com/srom/cma-es/blob/master/notebook/tensorboard_example.py
        
Keywords: optimization,numerical-optimization,tensorflow
Platform: UNKNOWN
Classifier: Development Status :: 5 - Production/Stable
Classifier: Intended Audience :: Developers
Classifier: Intended Audience :: Education
Classifier: Intended Audience :: Science/Research
Classifier: Topic :: Scientific/Engineering
Classifier: Topic :: Scientific/Engineering :: Artificial Intelligence
Classifier: Topic :: Scientific/Engineering :: Mathematics
Classifier: Topic :: Software Development
Classifier: Topic :: Software Development :: Libraries
Classifier: Topic :: Software Development :: Libraries :: Python Modules
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.6
Classifier: Programming Language :: Python :: 3.7
Requires-Python: >=3.6
Description-Content-Type: text/markdown
