Sequential model-based optimization toolbox.
Scikit-Optimize, or skopt, is a simple and efficient library to minimize (very) expensive and noisy black-box functions. It implements several methods for sequential model-based optimization. skopt aims to be accessible and easy to use in many contexts.
The library is built on top of NumPy, SciPy and Scikit-Learn.
We do not perform gradient-based optimization. For gradient-based optimization algorithms look at scipy.optimize here.
Approximated objective function after 50 iterations of gp_minimize. Plot made using skopt.plots.plot_objective.
The latest released version of scikit-optimize is v0.5.1, which you can install with:
pip install scikit-optimize
In addition there is a conda-forge package of scikit-optimize:
conda install -c conda-forge scikit-optimize
Using conda-forge is probably the easiest way to install scikit-optimize on Windows.
Find the minimum of the noisy function f(x) over the range -2 < x < 2 with skopt:
import numpy as np from skopt import gp_minimize def f(x): return (np.sin(5 * x) * (1 - np.tanh(x ** 2)) + np.random.randn() * 0.1) res = gp_minimize(f, [(-2.0, 2.0)])
For more control over the optimization loop you can use the skopt.Optimizer class:
from skopt import Optimizer opt = Optimizer([(-2.0, 2.0)]) for i in range(20): suggested = opt.ask() y = f(suggested) opt.tell(suggested, y) print('iteration:', i, suggested, y)
The development version can be installed through:
git clone https://github.com/scikit-optimize/scikit-optimize.git cd scikit-optimize pip install -e.
Run all tests by executing pytest in the top level directory.
To only run the subset of tests with short run time, you can use pytest -m 'fast_test' (pytest -m 'slow_test' is also possible). To exclude all slow running tests try pytest -m 'not slow_test'.
This is implemented using pytest attributes. If a tests runs longer than 1 second, it is marked as slow, else as fast.
All contributors are welcome!
Making a Release
The release procedure is almost completely automated. By tagging a new release travis will build all required packages and push them to PyPI. To make a release create a new issue and work through the following checklist:
- update the version tag in setup.py
- update the version tag in __init__.py
- update the version tag mentioned in the README
- check if the dependencies in setup.py are valid or need unpinning
- check that the CHANGELOG.md is up to date
- did the last build of master succeed?
- create a new release
- ping conda-forge
Before making a release we usually create a release candidate. If the next release is v0.X then the release candidate should be tagged v0.Xrc1 in setup.py and __init__.py. Mark a release candidate as a “pre-release” on GitHub when you tag it.
Feel free to get in touch if you need commercial support or would like to sponsor development. Resources go towards paying for additional work by seasoned engineers and researchers.
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