CHANGELOG.md

Changelog

main

v0.11.0 (2023-07-25)

• additional benchmarks
• adding tests in the CI
• helpers for choosing algorithms for different problems

v0.10.0 (2023-07-20)

• fix the issue with the Boston dataset

v0.9.0 (2023-07-18)

• Add many quasi-opposite variants
• Improve the Dagsduhloid benchmark
• Get rid of legacy pypi solver in CircleCI
• Update Pypi in CircleCI
• Switch to Python 3.8

v0.8.0 (2023-07-03)

• Add the Dagstuhloid benchmark
• Add yet another group of metamodels

v0.7.0 (2023-06-16)

• Fix links
• Add metamodels
• Update for weighted multiobjective optimization with differential evolution

v0.6.0 (2022-02-22)

Breaking changes

• Removed descriptor field of parameters which had been deprecated in previous versions. Use function field instead to specify if the function is deterministic or not #X.

Important changes

• TransitionChoice behavior has been changed to use bins instead of a full float representation. This may lead to slight changes during optimizations. It can also be set as unordered for use with discrete 1+1 optimizers (experimental)
• Adding NGOptRW, presumably better than NGOpt for real-world problems.
• Making some dependencies optional because running was becoming too complicated.
• Adding the NLOPT library.
• Adding smoothness operators for discrete optimization.

Other changes

• Adding YAPBBOB, with a parameter regulating YABBOB-like problems so that the distribution of the optimum is less rotationally invariant.
• Adding constrained counterparts of YABBOB: yapenbbob (a few constraints), yaonepenbbob (single constraint), yamegapenbbob (many constraints).
• Improvements in the photonics benchmarks.
• Externalizing CompilerGym.
• Making some tests less flaky.
• Adding Simulated annealing and Tabu search.
• Making the code more robust to Gym environments.

0.5.0 (2022-03-08)

Breaking changes

• copy() method of a Parameter does not change the parameters's random state anymore (it used to reset it to None #1048
• MultiobjectiveFunction does not exist anymore #1034.
• Choice and TransitionChoice have some of their API changed for uniformization. In particular, indices is now an ng.p.Array (and not an np.ndarray) which contains the selected indices (or index) of the Choice. The sampling is performed by specific "layers" that are applied to Data parameters #1065.
• Parameter.set_standardized_space does not take a deterministic parameter anymore #1068. This is replaced by the more general with ng.p.helpers.determistic_sampling(parameter) context. One-shot algorithms are also updated to choose options of Choice parameters deterministically, since it is a simpler behavior to expect compared to sampling the standardized space than sampling the option stochastically from there
• RandomSearch now defaults to sample values using the parameter.sample() instead of a Gaussian #1068. The only difference comes with bounded variables since in this case parameter.sample() samples uniformly (unless otherwise specified). The previous behavior can be obtained with RandomSearchMaker(sampler="gaussian").
• PSO API has been slightly changed #1073
• Parameter instances descriptor attribute is deprecated, in favor of a combinaison of an analysis function (ng.p.helpers.analyze) returning information about the parameter (eg: whether continuous, deterministic etc...) and a new function attribute which can be used to provide information about the function (eg: whether deterministic etc) #1076.
• Half the budget alloted to solve cheap constrained is now used by a sub-optimizer #1047. More changes of constraint management will land in the near future.
• Experimental methods Array.set_recombination and Array.set_mutation(custom=.) are removed in favor of layers changing Array behaviors #1086. Caution: this is still very experimental (and undocumented).
• Important bug correction on the shape of bounds if specified as tuple or list instead of np.ndarray #1221.

Important changes

• master branch has been renamed to main. See #1230 for more context.
• Parameter classes are undergoing heavy changes, please open an issue if you encounter any problem. The midterm aim is to allow for simpler constraint management.
• Parameter have been updated have undergone heavy changes to ease the handling of their tree structure ( #1029 #1036 #1038 #1043 #1044 )
• Parameter classes have now a layer structure #1045 which simplifies changing their behavior. In future PRs this system will take charge of bounds, other constraints, sampling etc.
• The layer structures allows disentangling bounds and log-distribution. This goal has been reached with #1053 but may create some instabilities. In particular, the representation (__repr__) of Array has changed, and their bounds attribute is no longer reliable for now. This change will eventually lead to a new syntax for settings bounds and distribution, but it's not ready yet.
• DE initial sampling as been updated to take bounds into accounts #1058
• Array can now take lower and upper bounds as initialization arguments. The array is initialized at its average if not init is provided and both bounds are provided. In this case, sampling will be uniformm between these bounds.
• Bayesian optimizers are now properly using the bounds for bounded problem, which may improve performance #1222.

Other changes

• the new nevergrad.errors module gathers errors and warnings used throughout the package (WIP) #1031.
• EvolutionStrategy now defaults to NSGA2 selection in the multiobjective case
• A new experimental callback adds an early stopping mechanism #1054.
• Choice-like parameters now accept integers are inputs instead of a list, as a shortcut for range(num) #1106.
• An interface with Pymoo optimizers has been added #1197.
• An interface with BayesOptim optimizers has been added #1179.
• Fix for abnormally slow iterations for large budgets using CMA in a portfolio #1350.
• A new enable_pickling option was added to optimizers. This is only necessary for some of them (among which scipy-based optimizer), and comes at the cost of additional memory usage #1356 #1358.

0.4.3 (2021-01-28)

Important changes

• tell method can now receive a list/array of losses for multi-objective optimization #775. For now it is neither robust, nor scalable, nor stable, nor optimal so be careful when using it. More information in the documentation.
• The old way to perform multiobjective optimization, through the use of :code:MultiobjectiveFunction, is now deprecated and will be removed after version 0.4.3 #1017.
• By default, the optimizer now returns the best set of parameter as recommendation #951, considering that the function is deterministic. The previous behavior would use an estimation of noise to provide the pessimistic best point, leading to unexpected behaviors #947. You can can back to this behavior by specifying: :code:parametrization.descriptors.deterministic_function = False

Other

• DE and its variants have been updated to make full use of the multi-objective losses #789. Other optimizers convert multiobjective problems to a volume minimization, which is not always as efficient.
• as an experimental feature we have added some preliminary support for constraint management through penalties. From then on the prefered option for penalty is to register a function returning a positive float when the constraint is satisfied. While we will wait fore more testing before documenting it, this may already cause instabilities and errors when adding cheap constraints. Please open an issue if you encounter a problem.
• tell argument value is renamed to loss for clarification #774. This can be breaking when using named arguments!
• ExperimentFunction now automatically records arguments used for their instantiation so that they can both be used to create a new copy, and as descriptors if there are of type int/bool/float/str [#914](#914 #914).
• from now on, code formatting needs to be black compliant. This is simply performed by running black nevergrad. A continuous integration checks that PRs are compliant, and the precommit hooks have been adapted. For PRs branching from an old master, you can run black --line-length=110 nevergrad/<path_to_modified_file> to make your code easier to merge.
• Pruning has been patched to make sure it is not activated too often upon convergence #1014. The bug used to lead to important slowdown when reaching near convergence.

0.4.2 (2020-08-04)

• recommend now provides an evaluated candidate when possible. For non-deterministic parametrization like Choice, this means we won't resample, and we will actually recommend the best past evaluated candidate #668. Still, some optimizers (like TBPSA) may recommend a non-evaluated point.
• Choice and TransitionChoice can now take a repetitions parameters for sampling several times, it is equivalent to :code:Tuple(*[Choice(options) for _ in range(repetitions)]) but can be be up to 30x faster for large numbers of repetitions #670 #696.
• Defaults for bounds in Array is now bouncing, which is a variant of clipping avoiding over-sompling on the bounds #684 and #691.

This version should be robust. Following versions may become more unstable as we will add more native multiobjective optimization as an experimental feature. We also are in the process of simplifying the naming pattern for the "NGO/Shiwa" type optimizers which may cause some changes in the future.

0.4.1 (2020-05-07)

• Archive now stores the best corresponding candidate. This requires twice the memory compared to before the change. #594
• Parameter now holds a loss: Optional[float] attribute which is set and used by optimizers after the tell method.
• Quasi-random samplers (LHSSearch, HammersleySearch, HaltonSearch etc...) now sample in the full range of bounded variables when the full_range_sampling is True #598. This required some ugly hacks, help is most welcome to find nices solutions.
• full_range_sampling is activated by default if both range are provided in Array.set_bounds.
• Propagate parametrization system features (generation tracking, ...) to OnePlusOne based algorithms #599.
• Moved the Selector dataframe overlay so that basic requirements do not include pandas (only necessary for benchmarks) #609
• Changed the version name pattern (removed the v) to unify with pypi versions. Expect more frequent intermediary versions to be pushed (deployment has now been made pseudo-automatic).
• Started implementing more ML-oriented testbeds #642

v0.4.0 (2020-03-09)

Breaking and important changes

• Removed all deprecated code #499. That includes:
  • instrumentation as init parameter of an Optimizer (replaced by parametrization)
  • instrumentation as attribute of an Optimizer (replaced by parametrization)
  • candidate_maker (not needed anymore)
  • optimize methods of Optimizer (renamed to minimize)
  • all the instrumentation subpackage (replaced by parametrization) and its legacy methods (set_cheap_constraint_checker etc)
• Removed ParametrizedOptimizer and OptimizerFamily in favor of ConfiguredOptimizer with simpler usage #518 #521.
• Some variants of algorithms have been removed from the ng.optimizers namespace to simplify it. All such variants can be easily created using the corresponding ConfiguredOptimizer. Also, adding import nevergrad.optimization.experimentalvariants will populate ng.optimizers.registry with all variants, and they are all available for benchmarks #528.
• Renamed a_min and a_max in Array, Scalar and Log parameters for clarity. Using old names will raise a deprecation warning for the time being.
• archive is pruned much more often (eg.: for num_workers=1, usually pruned to 100 elements when reaching 1000), so you should not rely on it for storing all results, use a callback instead #571. If this is a problem for you, let us know why and we'll find a solution!

Other changes

• Propagate parametrization system features (generation tracking, ...) to TBPSA, PSO and EDA based algorithms.
• Rewrote multiobjective core system #484.
• Activated Windows CI (still a bit flaky, with a few deactivated tests).
• Better callbacks in np.callbacks, including exporting to hiplot.
• Activated documentation on github pages.
• Scalar now takes optional lower and upper bounds at initialization, and sigma (and optionnally init) if is automatically set to a sensible default #536.

v0.3.2 (2020-02-05)

Breaking changes (possibly for next version)

• Fist argument of optimizers is renamed to parametrization instead of instrumentation for consistency #497. There is currently a deprecation warning, but this will be breaking in v0.4.0.
• Old instrumentation classes now raise deprecation warnings, and will disappear in versions >0.3.2. Hence, prefere using parameters from ng.p than ng.var, and avoid using ng.Instrumentation altogether if you don't need it anymore (or import it through ng.p.Instrumentation).
• CandidateMaker (optimizer.create_candidate) raises DeprecationWarnings since it new candidates/parameters can be straightforwardly created (parameter.spawn_child(new_value=new_value))
• Candidate class is completely removed, and is completely replaced by Parameter #459. This should not break existing code since Parameter can be straightforwardly used as a Candidate.

Other changes

• New parametrization is now as efficient as in v0.3.0 (see CHANGELOG for v0.3.1 for contect)
• Optimizers can now hold any parametrization, not just Instrumentation. This for instance mean that when you do OptimizerClass(instrumentation=12, budget=100), the instrumentation (and therefore the candidates) will be of class ng.p.Array (and not ng.p.Instrumentation), and their attribute value will be the corresponding np.ndarray value. You can still use args and kwargs if you want, but it's no more needed!
• Added experimental evolution-strategy-like algorithms using new parametrization #471 (the behavior and API of these optimizers will probably evolve in the near future).
• DE algorithms comply with the new parametrization system and can be set to use parameter's recombination.
• Fixed array as bounds in Array parameters

v0.3.1 (2020-01-23)

Note: this is the first step to propagate the instrumentation/parametrization framework. Learn more on the Facebook user group. If you are looking for stability, await for version 0.4.0, but the intermediary releases will help by providing deprecation warnings.

Breaking changes

• FolderFunction must now be accessed through nevergrad.parametrization.FolderFunction
• Instrumentation names are changed (possibly breaking for benchmarks records)

Other changes

• Old instrumentation classes now all inherits from the new parametrization classes #391. Both systems coexists, but optimizers use the old API at this point (it will use the new one in version 0.3.2).
• Temporary performance loss is expected in orded to keep compatibility between Variable and Parameter frameworks.
• PSO now uses initialization by sampling the parametrization, instead of sampling all the real space. A new WidePSO optimizer was created, using the previous initial sampling method #467.

v0.3.0 (2020-01-08)

Note: this version is stable, but the following versions will include breaking changes which may cause instability. The aim of this changes will be to update the instrumentation system for more flexibility. See PR #323 and Fb user group for more information.

Breaking changes

• Instrumentation is now a Variable for simplicity and flexibility. The Variable API has therefore heavily changed, and bigger changes are coming (instrumentation will become parametrization with a different API). This should only impact custom-made variables.
• InstrumentedFunction has been aggressively deprecated to solve bugs and simplify code, in favor of using the Instrumentation directly at the optimizer initialization, and of using ExperimentFunction to define functions to be used in benchmarks. Main differences are:
  • instrumentation attribute is renamed to parametrization for forward compatibility.
  • __init__ takes exactly two arguments (main function and parametrization/instrumentation) and
  • calls to __call__ is directly forwarded to the main function (instead of converting from data space),
• Candidates have now a uid instead of a uuid for compatibility reasons.
• Update archive keys/items_as_array methods to keys/items_as_arrays for consistency.

Other changes

• Benchmark plots now show confidence area (using partially transparent lines).
• Chaining optimizer family enables chaining of algorithms.
• Cleaner installation.
• New simplified Log variable for log-distributed scalars.
• Cheap constraints can now be provided through the Instrumentation
• Added preliminary multiobjective function support (may be buggy for the time being, and API will change)
• New callback for dumping parameters and loss, and loading them back easily for display (display yet to come).
• Added a new parametrization module which is expected to soon replace the instrumentation module.
• Added new test cases: games, power system, etc (experimental)
• Added new algorithms: quasi-opposite one shot optimizers

v0.2.2

Breaking changes

• instrumentations now hold a random_state attribute which can be seeded (optimizer.instrumentation.random_state.seed(12)). Seeding numpy's global random state seed before using the instrumentation still works (but if not, this change can break reproducibility). The random state is used by the optimizers through the optimizer._rng property.

Other changes

• added a Scalar variable as a shortcut to Array(1).asscalar(dtype) to simplify specifying instrumentation.
• added suggest method to optimizers in order to manually provide the next Candidate from the ask method (experimental feature, name and behavior may change).
• populated nevergrad's namespace so that import nevergrad as ng gives access to ng.Instrumentation, ng.var and ng.optimizers. The optimizers namespace is quite messy, some non-optimizer objects will eventually be removed from there.
• renamed optimize to minimize to be more explicit. Using optimize will raise a DeprecationWarning for the time being.
• added first game-oriented testbed function in the functions.rl module. This is still experimental and will require refactoring before the API becomes stable.

v0.2.1

Breaking changes

• changed tanh to arctan as default for bounded variables (much wider range).
• changed cumulative Gaussian density to arctan for rescaling in BO (much wider range).
• renamed Array.asfloat method to Array.asscalar and allow casting to int as well through an argument.

Other changes

• fixed tell_not_asked for DE family of optimizers.
• added dump and load method to Optimizer.
• Added warnings against inefficient settings: BO algorithms with dis-continuous or noisy instrumentations without appropriate parametrization, PSO and DE for low budget.
• improved benchmark plots legend.

v0.2.0

Breaking changes

• first parameter of optimizers is now instrumentation instead of dimension. This allows the optimizer to have information on the underlying structure. ints are still allowed as before and will set the instrumentation to the Instrumentation(var.Array(n)) (which is basically the identity).
• removed BaseFunction in favor of InstrumentedFunction and use instrumentation instead of defining specific transforms (breaking change for benchmark function implementation).
• ask() and provide_recommendation() now return a Candidate with attributes args, kwargs (depending on the instrumentation) and data (the array which was formerly returned). tell must now receive this candidate as well instead of the array.
• removed tell_not_asked in favor of tell. A new num_tell_not_asked attribute is added to check the number of tell calls with non-asked points.

Other changes

• updated bayesion-optimization version to 1.0.1.
• from now on, optimizers should preferably implement _internal_ask_candidate and _internal_tell_candidate instead of _internal_ask and _internal_tell. This should take at most one more line: x = candidate.data.
• added an _asked private attribute to register uuid of particuels that were asked for.
• solved ArtificialFunction delay bug.

v0.1.6

• corrected a bug introduced by v0.1.5 for PSO.
• activated tell_not_ask for PSO, TBPSA and differential evolution algorithms.
• added a pruning mechanisms for optimizers archive in order to avoid using a huge amount of memory.
• corrected typing after activating numpy-stubs.

v0.1.5

• provided different install procedures for optimization, benchmark and dev (requirements differ).
• added an experimental tell_not_asked method to optimizers.
• switched to pytest for testing, and removed dependency to nosetests and genty.
• made archive more memory efficient by using bytes as key instead of tuple of floats.
• started rewritting some optimizers as instance of a family of optimizers (experimental).
• added pseudotime in benchmarks for both steady mode and batch mode.
• made the whole chain from Optimizer to BenchmarkChunk stateful and able to restart from where it was stopped.
• started introducing tell_not_asked method (experimental).

v0.1.4

• fixed PSO in asynchronous case
• started refactoring instrumentation in depth, and more specifically instantiation of external code (breaking change)
• Added Photonics and ARCoating test functions
• Added variants of algorithms

v0.1.3

• multiple bug fixes
• multiple typo corrections (including modules changing names)
• added MLDA functions
• allowed steady state in experiments
• allowed custom file types for external code instantiation
• added dissymetric noise case to ArtificialFunction
• prepared an Instrumentation class to simplify instrumentation (breaking changes will come)
• added new algorithms and benchmarks
• improved plotting
• added a transform method to BaseFunction (more breaking changes will come)

Work on instrumentation will continue and breaking changes will be pushed in the following versions.

v0.1.0

Initial version