skopt, is a simple and efficient library to
minimize (very) expensive and noisy black-box functions. It implements
several methods for sequential model-based optimization.
to be accessible and easy to use in many contexts.
The library is built on top of NumPy, SciPy and Scikit-Learn.
We do not perform gradient-based optimization. For gradient-based
optimization algorithms look at
Approximated objective function after 50 iterations of
Plot made using
- Static documentation - Static documentation
- Example notebooks - can be found in the examples directory.
- Issue tracker - https://github.com/scikit-optimize/scikit-optimize/issues
- Releases - https://pypi.python.org/pypi/scikit-optimize
The latest released version of scikit-optimize is v0.5.2, which you can install with:
pip install scikit-optimize
This installs an essential version of scikit-optimize. To install scikit-optimize with plotting functionality, you can instead do:
pip install 'scikit-optimize[plots]'
This will install matplotlib along with scikit-optimize.
In addition there is a conda-forge package of scikit-optimize:
conda install -c conda-forge scikit-optimize
Using conda-forge is probably the easiest way to install scikit-optimize on Windows.
Find the minimum of the noisy function
f(x) over the range
-2 < x < 2 with
import numpy as np from skopt import gp_minimize def f(x): return (np.sin(5 * x) * (1 - np.tanh(x ** 2)) + np.random.randn() * 0.1) res = gp_minimize(f, [(-2.0, 2.0)])
For more control over the optimization loop you can use the
from skopt import Optimizer opt = Optimizer([(-2.0, 2.0)]) for i in range(20): suggested = opt.ask() y = f(suggested) opt.tell(suggested, y) print('iteration:', i, suggested, y)
The development version can be installed through:
git clone https://github.com/scikit-optimize/scikit-optimize.git cd scikit-optimize pip install -e.
Run all tests by executing
pytest in the top level directory.
To only run the subset of tests with short run time, you can use
pytest -m 'fast_test' (
pytest -m 'slow_test' is also possible). To exclude all slow running tests try
pytest -m 'not slow_test'.
This is implemented using pytest attributes. If a tests runs longer than 1 second, it is marked as slow, else as fast.
All contributors are welcome!
Making a Release
The release procedure is almost completely automated. By tagging a new release travis will build all required packages and push them to PyPI. To make a release create a new issue and work through the following checklist:
- update the version tag in
- update the version tag in
- update the version tag mentioned in the README
- check if the dependencies in
setup.pyare valid or need unpinning
- check that the
CHANGELOG.mdis up to date
- did the last build of master succeed?
- create a new release
- ping conda-forge
Before making a release we usually create a release candidate. If the next
release is v0.X then the release candidate should be tagged v0.Xrc1 in
__init__.py. Mark a release candidate as a "pre-release"
on GitHub when you tag it.
Feel free to get in touch if you need commercial support or would like to sponsor development. Resources go towards paying for additional work by seasoned engineers and researchers.
Made possible by
The scikit-optimize project was made possible with the support of
If your employer allows you to work on scikit-optimize during the day and would like recognition, feel free to add them to the "Made possible by" list.