Global optimization algorithms for Node.js
npm install hyperopt_Global optimization algorithms for Node.js_
This package wraps the routine dlib::find_max_global() from the dlib C++ toolkit. Read more about the algorithms behind this function in A Global Optimization Algorithm Worth Using.
``bash`
npm install hyperopt
Note this is a Node.js N-API native addon and requires at least:
- A recent C++ compiler
- Node.js - v12.17
- CMake -
This simple example shows how to minimize the following function with findMinGlobal():
`js
const hyperopt = require('hyperopt');
// Domain: defines the number of dimensions and their respective
// bounds (minimum, maximum) to search. In this example
// the objective is one dimensional.
const domain = [
[0, 3.5]
];
// Objective Function: evaluates a point in the domain and
// returns a single number i.e. the loss to minimize
const objective = xs => {
const x = xs[0];
return (1 / x) Math.sin(x * 2);
}
// Iteratively search for the global minimum
const min = hyperopt.findMinGlobal(objective, domain,
{ maxIterations: 10 });
// prints { y: -0.463, x: [ 2.144 ] }
console.info(min);
``
See the typescript definition file for API documentation.
1. _C. Malherbe, N. Vayatis_ – __Global optimization of Lipschitz functions__ – arXiv:1703.02628, Jun 2017.
2. _M.J.D. Powell_ – __The BOBYQA algorithm for bound constrained optimization without derivatives__ – Report DAMTP 2009/NA06, University of Cambridge, Aug 2009.
---
Copyright 2021 Ray Glover
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