Skip to content

v0.5.3 func

Nariaki Tateiwa edited this page Aug 23, 2022 · 2 revisions

Computational Environment

nariaki3551/flopt: commit ab27da3cb2a0327a37f8f40ed540ed0c0c19a4dc (HEAD -> develop, origin/develop)
OS: macOS Monterey v12.5.1
Processer: Intel Xeon E5 2.7Ghz
Memory: 64GB 1866 MHz DDR3 
python v3.10.3
numpy v1.23.2
sympy v1.10.1
matplotlib v3.5.2
optuna v2.10.1
hyperopt v0.2.7
cvxopt v1.3.0
amplify v0.8.1
pytest v7.1.2
scipy v1.9.0

Transitions of Ranking for calculation time limit

import matplotlib.pyplot as plt
x = [2, 10, 30, 60]
y = {
    "HyperoptTPESearch": [5, 5, 5, 5],
    "OptunaCmaEsSearch": [1, 1, 1, 1],
    "OptunaTPESearch": [4, 4, 3, 3],
    "RandomSearch": [2, 2, 4 ,6],
    "SFLA": [6, 6, 6, 2],
    "ScipySearch": [3, 3, 2, 4],
}

fig, ax = plt.subplots()
for key, value in y.items():
    ax.plot(x, value, label=key, marker="o", linestyle="--")
ax.grid("--")
ax.set_xlabel("Time [s]")
ax.set_ylabel("Ranking")
ax.legend(bbox_to_anchor=(1.05, 1.0), loc="upper left")
fig.savefig("func.png", bbox_inches="tight")

timelimit = 2

func
====

    Instance HyperoptTPESearch OptunaCmaEsSearch OptunaTPESearch RandomSearch      SFLA ScipySearch
    -------- ----------------- ----------------- --------------- ------------      ---- -----------
      Ackley             9.497             8.577          12.988        8.776    12.319      14.662
       Beale             0.004           0.00000           0.013        0.001  2236.729     0.00000
       Booth             0.383           0.00000           0.131        0.024   469.937     0.00000
       Bukin             6.033             0.002           1.926        1.887   212.651       0.015
       Camel             0.019           0.00000           0.306        0.008   278.225       0.299
    DeJongF3           -23.000           -26.000         -23.000      -28.000     1.000     0.00000
       Easom            -0.203            -1.000        -0.00000       -0.389  -0.00000     0.00000
   Eggholder          -902.918          -662.526        -956.523     -956.066   629.695    -507.874
   Goldstain             5.846             3.000           3.003        4.525  4.53e+04      84.000
    Griewank            86.699             0.847         106.192       51.903   276.946       0.084
      Ktable          1.51e+05            74.380        4.11e+04     5.94e+04  1.61e+05     0.00000
        Levi             0.161           0.00000           0.002        0.028    23.783       0.110
      Matyas             0.006           0.00000           0.004      0.00002     8.626     0.00000
   McCormick            -1.904             1.228          -1.912       -1.911     2.932      -1.913
 Michalewicz           0.00000           0.00000         0.00000      0.00000   0.00000     0.00000
   Rastrigin            93.547            61.314         109.175       74.305    92.448     113.424
  Rosenbrock          1.00e+04            22.681        5678.992     5213.065  7.48e+04     0.00000
   Schaffer2             0.033             0.033           0.064        0.019     0.249       0.495
   Schaffer4             0.356             0.380           0.432        0.294     0.330       0.492
    Schwefel         -1553.356         -2307.126       -1214.821    -2113.589  -298.776   -2628.825
    Shuberts          -101.428          -158.152         -56.524     -153.795   -67.471     -22.156
     SixHump            -1.025            -0.215          -1.031       -1.030    -0.948      -1.032
      Sphere          8.15e+39          1.12e+37        5.45e+39     5.29e+39  2.98e+40     0.00000
SumDiffPower             0.177           0.00001           0.067        0.010     0.004     0.00000
WeitedSphere           106.252             0.086          96.324       52.852   133.276     0.00000
      XinShe             0.046             0.010           0.249        0.006     0.194       0.003
    Zahkarov          5.69e+73          3.98e+67        1.63e+70     1.16e+67  5.00e+83    9.09e+42
            
        #Win                 1                12               2            4         1          15
       Score                80                29              77           40       112          49
     Ranking                 5                 1               4            2         6           3

timelimit = 10

func
====

    Instance HyperoptTPESearch OptunaCmaEsSearch OptunaTPESearch RandomSearch      SFLA ScipySearch
    -------- ----------------- ----------------- --------------- ------------      ---- -----------
      Ackley             9.010             0.389           8.724        8.725     9.143      14.662
       Beale             0.004           0.00000         0.00011      0.00052  2236.729     0.00000
       Booth             0.034           0.00000           0.003        0.005     1.165     0.00000
       Bukin             2.023             0.002           1.926        0.263     1.183       0.015
       Camel             0.001           0.00000           0.019      0.00089     0.007       0.299
    DeJongF3           -27.000           -27.000         -27.000      -28.000     1.000     0.00000
       Easom            -0.203            -1.000          -0.977       -0.951  -0.00003     0.00000
   Eggholder          -951.540          -662.526        -956.523     -956.066  -918.628    -507.874
   Goldstain             3.075             3.000           3.000        3.592  4.53e+04      84.000
    Griewank            17.750             0.025          28.884       49.223    41.284       0.084
      Ktable          3.17e+04             2.571        4763.437     3.14e+04  8.44e+04     0.00000
        Levi             0.037           0.00000           0.002        0.028     0.713       0.110
      Matyas             0.001           0.00000         0.00002      0.00002     0.003     0.00000
   McCormick            -1.912             1.228          -1.913       -1.913     2.932      -1.913
 Michalewicz           0.00000           0.00000         0.00000      0.00000   0.00000     0.00000
   Rastrigin            67.923             7.960          74.633       74.305    92.448     113.424
  Rosenbrock          2690.738             4.834        3234.976     3894.253  2.36e+04     0.00000
   Schaffer2             0.033             0.033           0.004      0.00003     0.049       0.495
   Schaffer4             0.295             0.368           0.300        0.294     0.302       0.492
    Schwefel         -2228.260         -2373.695       -2035.991    -2267.835  -298.776   -2628.825
    Shuberts          -114.606          -158.152        -149.686     -164.898  -144.354     -22.156
     SixHump            -1.029            -0.215          -1.032       -1.030    -1.001      -1.032
      Sphere          2.29e+39          3.84e+26        1.84e+39     4.82e+39  2.98e+40     0.00000
SumDiffPower             0.008           0.00000           0.011        0.004   0.00040     0.00000
WeitedSphere            45.574           0.00000          28.250       44.304    94.776     0.00000
      XinShe             0.022           0.00057           0.016        0.006     0.023       0.003
    Zahkarov          3.57e+73          1.09e+49        1.63e+70     2.31e+63  5.00e+83    9.09e+42
            
        #Win                 1                15               2            5         1          11
       Score                77                28              59           55       111          57
     Ranking                 5                 1               4            2         6           3

timelimit = 30

func
====

    Instance HyperoptTPESearch OptunaCmaEsSearch OptunaTPESearch RandomSearch      SFLA ScipySearch
    -------- ----------------- ----------------- --------------- ------------      ---- -----------
      Ackley             6.204             0.389           6.550        8.238     4.633      14.662
       Beale           0.00057           0.00000         0.00007      0.00052     0.092     0.00000
       Booth             0.013           0.00000           0.001        0.005   0.00015     0.00000
       Bukin             2.023             0.002           1.592        0.263     0.069       0.015
       Camel           0.00033           0.00000         0.00035      0.00089   0.00008       0.299
    DeJongF3           -27.000           -27.000         -28.000      -28.000     1.000     0.00000
       Easom            -0.997            -1.000          -0.977       -0.995    -0.975     0.00000
   Eggholder          -957.323          -662.526        -956.523     -958.566  -928.934    -507.874
   Goldstain             3.031             3.000           3.000        3.235    30.977      84.000
    Griewank            11.663             0.025          13.638       22.011    13.471       0.084
      Ktable          1.38e+04           0.00000        2580.132     2.18e+04  1.03e+04     0.00000
        Levi             0.022           0.00000           0.002        0.005     0.002       0.110
      Matyas           0.00019           0.00000         0.00002      0.00002   0.00000     0.00000
   McCormick            -1.913             1.228          -1.913       -1.913    -1.913      -1.913
 Michalewicz           0.00000           0.00000         0.00000      0.00000   0.00000     0.00000
   Rastrigin            48.576             7.960          72.065       70.409    73.303     113.424
  Rosenbrock           458.919             0.002         667.173     2200.817  4649.737     0.00000
   Schaffer2             0.009             0.033         0.00004      0.00003     0.022       0.495
   Schaffer4             0.294             0.367           0.294        0.293     0.302       0.492
    Schwefel         -2454.835         -2373.695       -2569.266    -2567.887 -1871.718   -2628.825
    Shuberts          -140.851          -161.266        -149.686     -170.507  -144.354     -22.156
     SixHump            -1.031            -0.215          -1.032       -1.031    -1.031      -1.032
      Sphere          7.15e+38          1.57e+08        3.01e+38     3.93e+39  2.98e+40     0.00000
SumDiffPower             0.001           0.00000           0.002        0.002   0.00038     0.00000
WeitedSphere            13.411           0.00000          18.939       43.544    17.904     0.00000
      XinShe             0.022           0.00057           0.016        0.003     0.004       0.003
    Zahkarov          1.27e+72          7.27e+30        1.63e+70     2.31e+63  5.00e+83    9.09e+42
            
        #Win                 1                17               2            6         1           9
       Score                78                32              64           70        81          61
     Ranking                 5                 1               3            4         6           2

timelimit = 60

func
====

    Instance HyperoptTPESearch OptunaCmaEsSearch OptunaTPESearch RandomSearch      SFLA ScipySearch
    -------- ----------------- ----------------- --------------- ------------      ---- -----------
      Ackley             5.308             0.389           4.713        8.153     4.006      14.662
       Beale           0.00057           0.00000         0.00007      0.00052     0.071     0.00000
       Booth             0.002           0.00000           0.001        0.002   0.00000     0.00000
       Bukin             1.890             0.002           0.819        0.205     0.007       0.015
       Camel           0.00033           0.00000         0.00001      0.00020   0.00000       0.299
    DeJongF3           -28.000           -27.000         -28.000      -28.000     1.000     0.00000
       Easom            -0.997            -1.000          -0.977       -0.995    -1.000     0.00000
   Eggholder          -958.887          -662.526        -959.531     -958.566  -930.328    -507.874
   Goldstain             3.014             3.000           3.000        3.016    30.977      84.000
    Griewank             7.682             0.025           9.149       22.011     8.480       0.084
      Ktable          5084.003           0.00000         837.031     2.18e+04  5606.697     0.00000
        Levi             0.022           0.00000           0.002        0.005   0.00001       0.110
      Matyas           0.00012           0.00000         0.00000      0.00002   0.00000     0.00000
   McCormick            -1.913             1.228          -1.913       -1.913    -1.913      -1.913
 Michalewicz           0.00000           0.00000         0.00000      0.00000   0.00000     0.00000
   Rastrigin            48.576             7.960          54.639       53.530    53.083     113.424
  Rosenbrock            77.481           0.00000         312.056     2044.045  1004.369     0.00000
   Schaffer2             0.009             0.033         0.00004      0.00003     0.008       0.495
   Schaffer4             0.294             0.367           0.294        0.293     0.293       0.492
    Schwefel         -2831.189         -2373.695       -2819.002    -2593.982 -1871.718   -2628.825
    Shuberts          -140.851          -161.266        -149.686     -170.507  -153.815     -22.156
     SixHump            -1.031            -0.215          -1.032       -1.031    -1.032      -1.032
      Sphere          4.16e+38           0.00000        2.24e+38     3.63e+39  2.98e+40     0.00000
SumDiffPower           0.00009           0.00000         0.00039        0.002   0.00038     0.00000
WeitedSphere            11.479           0.00000          12.144       43.544     7.805     0.00000
      XinShe             0.014           0.00057           0.015        0.003     0.003       0.003
    Zahkarov          5.39e+70          3.99e+23        1.63e+70     8.00e+62  5.00e+83    9.09e+42
            
        #Win                 3                19               3            4         3           7
       Score                76                30              66           79        64          66
     Ranking                 5                 1               3            6         2           4