pySOT 0.3.3

Description:

pySOT 0.3.3

pySOT: Python Surrogate Optimization Toolbox
The Python Surrogate Optimization Toolbox (pySOT) is an asynchronous parallel
optimization toolbox for computationally expensive global optimization problems.
pySOT is built on top of the Plumbing for Optimization with Asynchronous Parallelism (POAP),
which is an event-driven framework for building and combining asynchronous optimization
strategies. POAP has support for both threads and MPI.
pySOT implements many popular surrogate optimization algorithms such as the
Stochastic RBF (SRBF) and DYCORS methods by Regis and Shoemaker, and the SOP
method by Krityakierne et. al. We also support Expected Improvement (EI) and
Lower Confidence Bounds (LCB), which are popular in Bayesian optimization. All
optimization algorithms can be used in serial, synchronous parallel, and
asynchronous parallel and we support both continuous and integer variables.
The toolbox is hosted on GitHub: https://github.com/dme65/pySOT
Documentation: http://pysot.readthedocs.io/


Installation
Installation instructions are available at: http://pysot.readthedocs.io/en/latest/quickstart.html


Examples
Several pySOT examples and notebooks can be found at:
https://github.com/dme65/pySOT/tree/master/examples
https://github.com/dme65/pySOT/tree/master/notebooks


Citing Us
If you use pySOT, please cite the following paper:
David Eriksson, David Bindel, Christine A. Shoemaker. pySOT and POAP: An event-driven asynchronous framework for surrogate optimization. arXiv preprint arXiv:1908.00420, 2019
@article{eriksson2019pysot,
title={pySOT and POAP: An event-driven asynchronous framework for surrogate optimization},
author={Eriksson, David and Bindel, David and Shoemaker, Christine A},
journal={arXiv preprint arXiv:1908.00420},
year={2019}
}


FAQ

Q: Can I use pySOT with MPI?
A: Yes. You need to install mpi4py in order to use the MPIController in POAP.

Q: I used pySOT for my research and want to cite it
A: Please cite our preprint which is currently under review!

Q: Is there support for Python 2?
A: Python 2 support was removed in version 0.2.0

Q: I can’t find the MARS interpolant
A: You need to install py-earth in order to use MARS. More information is
available here: https://github.com/scikit-learn-contrib/py-earth