better-optimize 0.1.3

A drop-in replacement for scipy optimize functions with quality of life improvements

Better Optimization!

better_optimize is a friendlier front-end to scipy's optimize.minimize and optimize.root functions. Features include:

• Progress bar!
• Early stopping!
• Better propagation of common arguments (maxiters, tol)!

Installation

To install better_optimize, simply use conda:

conda install -c conda-forge better_optimize

Or, if you prefer pip:

pip install better_optimize

What does better_optimize provide over basic scipy?

1. Progress Bars

All optimization routines in better_optimize can display a rich, informative progress bar using the rich library. This includes:

• Iteration counts, elapsed time, and objective values.
• Gradient and Hessian norms (when available).
• Separate progress bars for global (basinhopping) and local (minimizer) steps.
• Toggleable display for headless or script environments.

2. Flat and Generalized Keyword Arguments

• No more nested options dictionaries! You can pass tol, maxiter, and other common options directly as top-level keyword arguments.
• better_optimize automatically sorts and promotes these arguments to the correct place for each optimizer.
• Generalizes argument handling: always provides tol and maxiter (or their equivalents) to the optimizer, even if you forget.

3. Argument Checking and Validation

• Automatic checking of provided gradient (jac), Hessian (hess), and Hessian-vector (hessp) functions.
• Warns if you provide unnecessary or unused arguments for a given method.
• Detects and handles fused objective functions (e.g., functions returning (loss, grad) or (loss, grad, hess) tuples).
• Ensures that the correct function signatures and return types are used for each optimizer.

4. LRUCache1 for Fused Functions

• Provides an LRUCache1 utility to cache the results of expensive objective/gradient/Hessian computations.
• Especially useful for triple-fused functions that return value, gradient, and Hessian together, avoiding redundant computation.
• Totally invisible -- just pass a function with 3 return values. Seamlessly integrated into the optimization workflow.

5. Robust Basin-Hopping with Failure Tolerance

• Enhanced basinhopping implementation allows you to continue even if the local minimizer fails.
• Optionally accepts and stores failed minimizer results if they improve the global minimum.
• Useful for noisy or non-smooth objective functions where local minimization may occasionally fail.

---

Example Usage

Simple Example

from better_optimize import minimize

def rosenbrock(x):
    return sum(100.0*(x[1:] - x[:-1]**2.0)**2.0 + (1 - x[:-1])**2.0)

result = minimize(
    rosenbrock,
    x0=[-1, 2],
    method="L-BFGS-B",
    tol=1e-6,
    maxiter=1000,
    progressbar=True,  # Show a rich progress bar!
)

  Minimizing                                         Elapsed   Iteration   Objective    ||grad||
 ──────────────────────────────────────────────────────────────────────────────────────────────────
  ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━   0:00:00   721/721     0.34271757   0.92457651

The result object is a standard OptimizeResult from scipy.optimize, so there are no surprises there!

Triple-Fused Function using Pytensor

from better_optimize import minimize
import pytensor.tensor as pt
from pytensor import function
import numpy as np

x = pt.vector('x')
value = pt.sum(100.0*(x[1:] - x[:-1]**2.0)**2.0 + (1 - x[:-1])**2.0)
grad = pt.grad(value, x)
hess = pt.hessian(value, x)

fused_fn = function([x], [value, grad, hess])
x0 = np.array([1.3, 0.7, 0.8, 1.9, 1.2])

result = minimize(
    fused_fn, # No need to set flags separately, `better_optimize` handles it!
    x0=x0,
    method="Newton-CG",
    tol=1e-6,
    maxiter=1000,
    progressbar=True,  # Show a rich progress bar!
)

Many sub-computations are repeated between the objective, gradient, and hessian functions. Scipy allows you to pass a fused value_and_grad function, but better_optimize also lets you pass a triple-fused value_grad_and_hess function. This avoids redundant computation and speeds up the optimization process.

Contributing

We welcome contributions! If you find a bug, have a feature request, or want to improve the documentation, please open an issue or submit a pull request on GitHub.