ENH: add differential-evolution to minimize #10778

andyfaff · 2019-09-06T03:18:23Z

This PR adds a 'differential-evolution' method to minimize.

andyfaff · 2019-09-06T05:52:24Z

@mdhaber, you seem to be an RST expert. Can you tell from inspecting the changes I made to _minimize where the doc build is going wrong?

mdhaber · 2019-09-06T16:14:08Z

scipy/optimize/_minimize.py

@@ -77,6 +78,7 @@ def minimize(fun, x0, args=(), method=None, jac=None, hess=None,
            - 'trust-ncg'   :ref:`(see here) <optimize.minimize-trustncg>`
            - 'trust-exact' :ref:`(see here) <optimize.minimize-trustexact>`
            - 'trust-krylov' :ref:`(see here) <optimize.minimize-trustkrylov>`
+            - 'differential-evolution' :ref:`(see here) <`scipy.optimize.differential_evolution`>`


Maybe here?

Suggested change

- 'differential-evolution' :ref:`(see here) <`scipy.optimize.differential_evolution`>`

- 'differential-evolution' :ref:`(see here) <optimize.differential_evolution>`

Hmm that might not be all:

/home/circleci/repo/build/testenv/lib/python3.7/site-packages/scipy/optimize/_minimize.py:docstring of scipy.optimize.minimize:41: WARNING: undefined label: (see here) <`scipy.optimize.differential_evolution (if the link has no caption the label must precede a section header) /home/circleci/repo/build/testenv/lib/python3.7/site-packages/scipy/optimize/_minimize.py:docstring of scipy.optimize.minimize:309: WARNING: undefined label: scipy.optimize.differential_evolution (if the link has no caption the label must precede a section header) /home/circleci/repo/build/testenv/lib/python3.7/site-packages/scipy/optimize/optimize.py:docstring of scipy.optimize.show_options:51: WARNING: undefined label: scipy.optimize.differential_evolution (if the link has no caption the label must precede a section header)

I'll look into it but hah I'm no expert. I just had the misfortune of fighting with it a lot when working on the contributor guide.

Following https://github.com/scipy/scipy/pull/8328/files as an example of all the changes made to add a method to minimize, it looks like you might need to add a file analogous to:
scipy/doc/source/optimize.minimize-trustconstr.rst

That file seems to define the reference like:
.. _optimize.minimize-trustconstr:
that is referred to like:
:ref:(see here) <optimize.minimize-trustconstr>`

I should update the contributor guide with this stuff.

mdhaber · 2019-09-06T16:39:18Z

scipy/optimize/_minimize.py

@@ -326,6 +330,9 @@ def minimize(fun, x0, args=(), method=None, jac=None, hess=None,
    used to solve the subproblems with increasing levels of accuracy
    as the iterate gets closer to a solution.

+    Method :ref:`differential-evolution <scipy.optimize.differential_evolution>` uses


Suggested change

Method :ref:`differential-evolution <scipy.optimize.differential_evolution>` uses

Method :ref:`differential-evolution <optimize.differential_evolution>` uses

mdhaber · 2019-09-06T16:39:34Z

scipy/optimize/optimize.py

@@ -3008,6 +3008,7 @@ def show_options(solver=None, method=None, disp=True):
    - :ref:`SLSQP       <optimize.minimize-slsqp>`
    - :ref:`dogleg      <optimize.minimize-dogleg>`
    - :ref:`trust-ncg   <optimize.minimize-trustncg>`
+    - :ref:`differential-evolution <scipy.optimize.differential_evolution>`


Suggested change

- :ref:`differential-evolution <scipy.optimize.differential_evolution>`

- :ref:`differential-evolution <optimize.differential_evolution>`

mdhaber · 2019-09-06T16:45:23Z

It looks like there is usually an addition to scipy/optimize/__init__.py when adding methods, too.

andyfaff · 2019-09-06T21:17:34Z

Let's see if this works. I added the extra rst file. However, in this form the documentation for differential_evolution will show up in full when one clicks on the link for the method, so you get its version of the func/bounds docstring.

andyfaff · 2019-09-07T02:09:08Z

All green. I'll can add dual_annealing, etc, in a subsequent PR.

rgommers · 2019-09-07T05:44:49Z

@andyfaff was this discussed somewhere? I haven't followed this, but intuitively it seems a little odd to add a global optimization as one of the methods in the interface for local optimization.

andyfaff · 2019-09-07T11:37:30Z

@rgommers, no it wasn't discussed, putting it on the mailing list is probably a good idea.

I guess I don't really see them as local vs global minimizers as such. To me they're all do the same thing, multivariate scalar minimisation, just with different flavours for finding the minimum.

basinhopping/differential_evolution/shgo/dual_annealing all use the same kind of input as the 'local' minimizers. I thought it would be nice if they could use the same minimize interface as well, just by swapping the method kwd.

Perhaps the local <--> global distinction in the docs doesn't need to be as pronounced as it is. There could be a reorg of the page to have 'local' minimize methods and 'global' minimize methods.

I've got no particular axe to grind here, apart from thinking it would be nice to use them through the minimize function.

rgommers · 2019-09-07T21:02:58Z

I guess I don't really see them as local vs global minimizers as such. To me they're all do the same thing, multivariate scalar minimisation, just with different flavours for finding the minimum.

Hmm, at a very high level perhaps. There's a reason that the global optimizers call local ones to improve the results once an approximate minimum has been found. I think it's quite an important distinction for users to understand. Let's see what others think.

mdhaber · 2019-09-08T00:05:26Z

I think it's an important distinction for users to understand, but I don't think we need to artificially enforce it by avoiding a unified interface. The problems are specified in the same way, and the global solvers could use a unified interface, so I wouldn't mind bringing them into minimize.

rgommers · 2020-04-28T10:18:33Z

@andyfaff please feel free to push this forward, if others think it's a good idea or at least are not -1 then it's fine with me. I would suggest to mention it on the mailing list as I said above.

andyfaff · 2020-04-29T00:27:31Z

Force pushed to resolve merge conflicts

tupui · 2021-02-06T17:30:37Z

What about having 3 functions:

local_minimize
global_minimize
minimize call one or the other.

This would allow to keep the logical separation between the two classes (which is paramount IMO) and still provide the end user with a simple interface. You could even have a flag to call local or global, etc.

tupui · 2022-09-20T07:05:19Z

@andyfaff You closed because you don't want that we do this anymore or you just don't want to do this yourself?

andyfaff · 2022-09-20T07:26:13Z

I think it would work well in minimize, but it didnt seem there was much groundswell for it.

tupui · 2022-09-20T10:53:24Z

As pointed out it would be good to discuss this further with others, so going through the mailing list.

andyfaff added the scipy.optimize label Sep 6, 2019

mdhaber reviewed Sep 6, 2019

View reviewed changes

andyfaff mentioned this pull request Apr 28, 2020

Include constraints as dict within scipy.optimize.differential_evolution #11956

Closed

andyfaff added 2 commits April 29, 2020 10:26

ENH: add differential-evolution to minimize

aa032b9

DOC: fix minimize mistake

2c263e5

andyfaff force-pushed the global branch from e776a7c to 2c263e5 Compare April 29, 2020 00:27

andyfaff added 4 commits April 29, 2020 11:06

TST: add bounds for optimize test

8c7504a

MAINT: add status to diffev result, fixup tests

5132e7c

DOC: fix RST doc links

33fe61c

DOC: fixup sphinx for diffev

3233225

andyfaff closed this Sep 20, 2022

Provide feedback

Saved searches

Use saved searches to filter your results more quickly

ENH: add differential-evolution to minimize #10778

ENH: add differential-evolution to minimize #10778

andyfaff commented Sep 6, 2019

andyfaff commented Sep 6, 2019

mdhaber Sep 6, 2019 •

edited

Loading

mdhaber Sep 6, 2019

mdhaber Sep 6, 2019 •

edited

Loading

mdhaber Sep 6, 2019

mdhaber Sep 6, 2019

mdhaber commented Sep 6, 2019 •

edited

Loading

andyfaff commented Sep 6, 2019

andyfaff commented Sep 7, 2019

rgommers commented Sep 7, 2019

andyfaff commented Sep 7, 2019

rgommers commented Sep 7, 2019

mdhaber commented Sep 8, 2019

rgommers commented Apr 28, 2020

andyfaff commented Apr 29, 2020

tupui commented Feb 6, 2021

tupui commented Sep 20, 2022

andyfaff commented Sep 20, 2022

tupui commented Sep 20, 2022

	- 'differential-evolution' :ref:`(see here) <`scipy.optimize.differential_evolution`>`
	- 'differential-evolution' :ref:`(see here) <optimize.differential_evolution>`

	Method :ref:`differential-evolution <scipy.optimize.differential_evolution>` uses
	Method :ref:`differential-evolution <optimize.differential_evolution>` uses

	- :ref:`differential-evolution <scipy.optimize.differential_evolution>`
	- :ref:`differential-evolution <optimize.differential_evolution>`

ENH: add differential-evolution to minimize #10778

ENH: add differential-evolution to minimize #10778

Conversation

andyfaff commented Sep 6, 2019

andyfaff commented Sep 6, 2019

mdhaber Sep 6, 2019 • edited Loading

Choose a reason for hiding this comment

mdhaber Sep 6, 2019

Choose a reason for hiding this comment

mdhaber Sep 6, 2019 • edited Loading

Choose a reason for hiding this comment

mdhaber Sep 6, 2019

Choose a reason for hiding this comment

mdhaber Sep 6, 2019

Choose a reason for hiding this comment

mdhaber commented Sep 6, 2019 • edited Loading

andyfaff commented Sep 6, 2019

andyfaff commented Sep 7, 2019

rgommers commented Sep 7, 2019

andyfaff commented Sep 7, 2019

rgommers commented Sep 7, 2019

mdhaber commented Sep 8, 2019

rgommers commented Apr 28, 2020

andyfaff commented Apr 29, 2020

tupui commented Feb 6, 2021

tupui commented Sep 20, 2022

andyfaff commented Sep 20, 2022

tupui commented Sep 20, 2022

mdhaber Sep 6, 2019 •

edited

Loading

mdhaber Sep 6, 2019 •

edited

Loading

mdhaber commented Sep 6, 2019 •

edited

Loading