Comparison with scikit-optimize

Note

在开始对比测试前,需安装scikit-optimize

Synthetic Function Optimization

  • 测试函数:Branin (2d)

  • 测试优化器:Bayesian Optimization

  • 初始设计:Sobol design

  • Budget: 200

  • Repeat num: 10

Method Minimum Best minimum Mean f_calls to min Std f_calls to min Fastest f_calls to min
skopt(gp_minimize) 0.398+/-0.000 0.398 24.4 2.69072 22
skopt(forest_minimize) 0.417+/-0.033 0.398 118.1 36.4786 31
skopt(gbrt_minimize) 0.550+/-0.196 0.399 132.0 61.236 11
skopt(dummy_minimize) 0.662+/-0.167 0.483 86.1 54.769 19
XBBO(bo-gp) 0.398+/-0.000 0.398 42.0 5.0398 30