COMO-CatCMA with Margin #211
Merged
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Contributor
|
@ha-mano |
Collaborator
Author
|
@nomuramasahir0 [2] Ryoki Hamano, Masahiro Nomura, Shota Saito, Kento Uchida, and Shinichi Shirakawa. 2026. CatCMA with Margin for Single- and Multi-Objective Mixed-Variable Black-Box Optimization, arXiv:2504.07884. |
Contributor
|
LGTM! |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
2 participants
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
I have implemented COMO-CatCMA with Margin (COMO-CatCMAwM), a multi-objective extension of CatCMA with Margin built on the Sofomore framework [1]. This implementation enables multi-objective optimization over mixed search spaces with any combination of continuous, integer, and categorical variables. The current implementation supports bi-objective optimization; support for three or more objectives will be added in future work.
At this stage, the related references and a full README section are still being prepared, so the detailed README update will be provided in a follow-up.
This PR also adds a small UHVI (uncrowded hypervolume improvement) evaluation utility in _uhvi_archiving.py. The implementation is intentionally minimal and is partially adapted from moarchiving for the 2D case; please refer to the code comments for attribution and implementation details.
[1] Cheikh Touré, Nikolaus Hansen, Anne Auger, and Dimo Brockhoff. 2019. Uncrowded hypervolume improvement: COMO-CMA-ES and the sofomore framework. In Proceedings of the Genetic and Evolutionary Computation Conference (GECCO '19).