pyde's Introduction

PyDE

Global optimization using differential evolution in Python [Storn97].

Installation

git clone https://github.com/hpparvi/PyDE.git
cd PyDE
python setup.py install [--user]

Basic usage

Import the class from the package

from pyde.de import DiffEvol

Create a DiffEvol instance

de = DiffEvol(minfun, bounds, npop)

where minfun is the function to be optimized, bounds is an initialization array, and npop is the size of the parameter vector population.

Now, you can run the optimizer ngen generations:

res = de.optimize(ngen=100)

or run the optimizer as a generator:

for res in de(ngen=100):
    do something

Usage with emcee

The PyDE parameter vector population can be used to initialize the affine-invariant MCMC sampler emcee when a simple point estimate of the function minimum (or maximum) is not sufficient:

de = DiffEvol(lnpost, bounds, npop, maximize=True)
de.optimize(ngen)

sampler = emcee.EnsembleSampler(npop, ndim, lnpost)
sampler.run_mcmc(de.population, 1000)

References

[Storn97]

Storn, R., Price, K., Journal of Global Optimization 11: 341--359, 1997

API

pyde.de.DiffEvol (minfun, bounds, npop, F=0.5, C=0.5, seed=0, maximize=False)

Parameters

`minfun`:	Function to be minimized.
`bounds`:	Parameter space bounds as `[npar,2]` array.
`npop`:	Size of the parameter vector population.
`F`:	Difference amplification factor. Values between 0.5-0.8 are good in most cases.
`C`:	Cross-over probability. Use 0.9 to test for fast convergence, and smaller values (~0.1) for a more elaborate search.
`seed`:	Random seed.
`maximize`:	An optional switch telling whether we want maximize or minimize the function. Defaults to minimization.

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pyde's Issues

ImportError: No module named 'de_f'

When I try to import pyde.de, I get the error:

---> 14 from pyde.de import DiffEvol
     15 import emcee
     16 import corner

/home/marko/anaconda3/lib/python3.5/site-packages/pyde/de.py in <module>()
      9 import numpy as np
     10 from numpy.random import random, randint
---> 11 from de_f import de_f
     12 
     13 class DiffEvol(object):

ImportError: No module named 'de_f'

Is there something else I need to do during installation?