noisyopt: Pattern search optimization dealing intelligently with noisy function evaluation
Project description
noisyopt
Noisyopt is a library for local optimization of noisy objective functions.
Optimization in the presence of stochasticity in the objective function evaluation is challenging. This library provides a simple, robust algorithm to solve this problem based on pattern search with adaptive sampling of the noisy objective function.
License
noisyopt is licensed under the terms of the MIT license.
Copyright (c) 2016–, Andreas Mayer
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noisyopt-0.1.dev0.tar.gz
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