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Collection of various optimization methods, including tensor based, for multivariate functions and multidimensional data arrays

Project description

teneva_opti

Description

Collection of various optimization methods (search for the global minimum and/or maximum) for multivariate functions and multidimensional data arrays (tensors). This library is based on a software product teneva. See also related benchmarks library teneva_bm.

Installation

Current version "0.3.4".

The package can be installed via pip: pip install teneva_opti (it requires the Python programming language of the version 3.8 or 3.9). It can be also downloaded from the repository teneva_opti and installed by python setup.py install command from the root folder of the project.

We test optimizers with benchmarks from teneva_bm library. For installation of additional dependencies (gym and mujoco) for agent collection , please, do the following (for existing conda environment teneva_opti; if you are using a different environment name, then please make the appropriate substitution in the script):

wget https://raw.githubusercontent.com/AndreiChertkov/teneva_bm/main/install_mujoco.py && python install_mujoco.py --env teneva_opti && rm install_mujoco.py

In the case of problems with scikit-learn, uninstall it pip uninstall scikit-learn and then install it from the anaconda: conda install -c anaconda scikit-learn.

Documentation and examples (TODO)

Please, run the demo script:

clear && python demo.py

Authors


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