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stable v4.0.0

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@gnannicini gnannicini released this 04 Sep 23:07

Added:

  • Support for Gaussian radial basis function.
  • Class to construct RbfoptBlackBox from user data (rbfopt_user_black_box).
  • The shape of the multiquadric and Gaussian RBF can now be set at runtime using the rbf_shape_parameter option in RbfoptSettings.
  • Automatic selection of the shape parameter.
  • Option max_cross_validations to limit the total number of cross validations performed.

Changed:

  • Improved numerical stability for nonlinear models in Gutmann's algorithm.
  • Cross validation now uses Gaussian RBFs and different values of the shape parameter.
  • BlackBox renamed to RbfoptBlackBox.
  • RbfoptBlackBox interface now requires returning var_type instead of a list of integer vars.
  • RbfoptBlackBox.evaluate_fast is now called evaluate_noisy, and requires returning an estimate of the error.
  • Documentation and examples are now distributed within the rbfopt module.
  • README updated with new installation instructions and minimal examples.

Removed:

  • Module rbfopt_config is no longer necessary.