Comparison with hyperopt

Note

在开始对比测试前，需安装hyperopt

Synthetic Function Optimization

  • 测试函数：rosenbrock (2d)

  • 测试优化器：Tree Parzen Estimator、Anneal

  • 初始设计：Sobol design

  • Budget: 50

../../_images/comp_with_hyperopt.pngrosenbrock hyperopt

  • 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