31 releases (breaking)
0.23.0 | Oct 1, 2024 |
---|---|
0.21.1 | Jul 30, 2024 |
0.16.0 | Mar 7, 2024 |
0.14.0 | Dec 13, 2023 |
0.4.0 | Jul 9, 2022 |
#413 in Machine learning
253 downloads per month
Used in egobox
580KB
11K
SLoC
Efficient global optimization
egobox-ego
provides a Rust implementation of efficient global optimization algorithm.
It is a Rust port of EGO of the SMT Python library.
The big picture
egobox-ego
is a library crate in the top-level package egobox.
Current state
egobox-ego
currently implements EGO using egobox-moe
with the following features:
- Mixture of gausian processes
- Infill criteria: EI, WB2, WB2S
- Basic handling of negative constraints
- Mixed integer optimization available through continuous relaxation
- Trust region EGO algorithm
Examples
There is some usage examples in the examples/ directory. To run, use:
cargo run --release --example ackley
License
Licensed under the Apache License, Version 2.0 http://www.apache.org/licenses/LICENSE-2.0
Dependencies
~19–38MB
~585K SLoC