Beniz cmaes root new#12

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beniz-cmaes_root_new

Commits on Apr 17, 2017

first cmaes addition
beniz
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fixed configure for root 6 with cmaes
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adding cmaes repository
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added cmaes plugin

Emmanuel Benazera
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first working auto-loaded cmaes

Emmanuel Benazera
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fixed cmaes wrapper + added likelihood gaussian fit to tutorial

Emmanuel Benazera
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connecting error estimates to cmaes wrapper

Emmanuel Benazera
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libcmaes auto detection

Emmanuel Benazera
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default CMA-ES progress function set to no output

Emmanuel Benazera
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added support for box-type constraints with CMA-ES

Emmanuel Benazera
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added support to multiple flavors of CMA-ES

Emmanuel Benazera
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added 1D histograms fitting benchmark for CMA-ES

Emmanuel Benazera
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fixed loading of libraries in CMA-ES tutorial hist fit

Emmanuel Benazera
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fixed status in libcmaes wrapper

Emmanuel Benazera
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fixed initialization of parameters with CMA-ES

Emmanuel Benazera
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added 2D bench for cmaes

Emmanuel Benazera
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added explanations to hist 1D fit for cmaes

Emmanuel Benazera
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fixed parameters init for CMA-ES after refactoring of the libcmaes

Emmanuel Benazera
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provides error to true in CMAESMinimizer.h + preparing for fixed parameters

Emmanuel Benazera
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set default sigma0 for CMA-ES as the max step size across parameters

Emmanuel Benazera
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fixed multiple loading of external lib in fit tutorial for CMA-ES

Emmanuel Benazera
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introduced first MINOS version for CMA-ES + added control of ftolerance + added control of fixed variables and auto-maxiter stopping criteria

Emmanuel Benazera
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added to CMA-ES packagte the same tests that are available for Minuit2

Emmanuel Benazera
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fixes and additions to current set of fit tutorials for CMA-ES + new tutorials

Emmanuel Benazera
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connected fUp to CMA-ES confidence interval (minos) computations

Emmanuel Benazera
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added control of max iterations and max functions eval to CMA-ES through wrapper

Emmanuel Benazera
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did bump the default max function budget for CMA-ES

Emmanuel Benazera
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added support for MinimizerOptions with cmaes, fixes #4

Emmanuel Benazera
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using conservative min initial step-size value across all parameters for default cmaes initial value

Emmanuel Benazera
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adapted tutorials to new cmaes performances

Emmanuel Benazera
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added support for gradient information with cmaes when available

Emmanuel Benazera
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added cmaes full bench tutorial script

Emmanuel Benazera
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added more examples + fixes to cmaes bench script

Emmanuel Benazera
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added support for cmaes / minuit2 budget and cpu ratio to benchmark

Emmanuel Benazera
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fixed settings of fixed variables in cmaes minimizer

Emmanuel Benazera
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fixed clearing of parameter object in cmaes wrapper

Emmanuel Benazera
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new scheme in cmaes benchmark in order to compare algorithms on exact same random datasets

Emmanuel Benazera
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added new functions to cmaes benchmark, in new format

Emmanuel Benazera
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added combined fit cmaes benchmark to new format

Emmanuel Benazera
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completed migration of cmaes benchmarks

Emmanuel Benazera
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added control of number of cmaes benchmark loops over functions

Emmanuel Benazera
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first release of the cmaes / minuit2 benchmark tool and visualization

Emmanuel Benazera
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added support for Edm to ROOT with CMA-ES, closes #6

Emmanuel Benazera
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filled up missing functions in CMA-ES minimizer wrapper

Emmanuel Benazera
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made CMA-ES minimizer's status compatible with those of Minuit2, closes #7

Emmanuel Benazera
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clean up of CMA-ES minimizer header

Emmanuel Benazera
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logscale + fixes to benchmark suite for CMA-ES and plot

Emmanuel Benazera
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improvements to CMA-ES benchmark suite

Emmanuel Benazera
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CMA-ES benchmark suite support for multiple lambda values

Emmanuel Benazera
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logging of freeDim variable

Emmanuel Benazera
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CMA-ES benchmark suite with multiple lambda values

Emmanuel Benazera
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reactivate all problems on CMA-ES benchmark

Emmanuel Benazera
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added linear scaling of input parameters to CMA-ES Minimizer, ref #5

Emmanuel Benazera
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added support for sigma as option to CMA-ES Minimizer

Emmanuel Benazera
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added optional linear scaling to CMA-ES Minimizer, ref #5

Emmanuel Benazera
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added support for optional linear scaling to CMA-ES benchmark suite, ref #5

Emmanuel Benazera
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updated CMA-ES lorentz tutorial with control of sigma and lambda

Emmanuel Benazera
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fixed sigma0 as conservative value when linear scaling is not activated and no sigma0 is specified for CMA-ES

Emmanuel Benazera
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added computation of error bounds when geno/pheno tranform is active in CMA-ES + improved printing of results

Emmanuel Benazera
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refactoring for new Minimizer getters for fTol, fUp and fMaxIter

Emmanuel Benazera
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added support of numerical gradient injection to cma-es wrapper

Emmanuel Benazera
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change for setting edm with cma-es

Emmanuel Benazera
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update to the minuit/cmaes benchmark

Emmanuel Benazera
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major fix to CMA-ES / Minuit2 benchmark

Emmanuel Benazera
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updated cmaes due to new setters/getters in libcmaes

Emmanuel Benazera
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merge with stash

Emmanuel Benazera
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fixed previous commit

Emmanuel Benazera
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fixed access to private cmaes pli members

Emmanuel Benazera
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added support for multihreaded objective function calls to CMA-ES from libcmaes

Emmanuel Benazera
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added support for control of the quiet option of libcmaes through Minimizer's options

Emmanuel Benazera
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cmaes: added support for seed as an option + added example of a custom progress function

Emmanuel Benazera
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cmaes: fixed activation of gradient function when available from within ROOT

Emmanuel Benazera
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fix wrt to cmaes API

Emmanuel Benazera
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cmaes working with cmake

Emmanuel Benazera
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fixes for cmake and configure building systems with cmaes

Emmanuel Benazera
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fix for new cmaes pli accesors

Emmanuel Benazera
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Support for CMA-ES minimizer based on libcmaes

Emmanuel Benazera
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allow cmake build with CMA-ES support without pkg-config nor full install of libcmaes

Emmanuel Benazera
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libcmaes and CMA-ES are OFF by default

Emmanuel Benazera
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fixed libcmaes flag in compilation

Emmanuel Benazera
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cmake download libcmaes and eigen3, install them locally from scratch when compiling ROOT with CMA-ES support

Emmanuel Benazera
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cmake download libcmaes and eigen3, install them locally from scratch when compiling ROOT with CMA-ES support

Emmanuel Benazera
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name of export project was confusing cmake
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only build libcmaes lib with no exe when build from ROOT cmake
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added cmaes support README.md file

Emmanuel Benazera
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lower the default number of CMA-ES profile likelihood (aka Minos) iterations

Emmanuel Benazera
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activate full CMA-ES Root benchmark

Emmanuel Benazera
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CMA-ES glue code cleanup

Emmanuel Benazera
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added support for novel CMA-ES options: uncertainty handling and elitism

Emmanuel Benazera
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cleanup of the CMA-ES tutorial fit examples

Emmanuel Benazera
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connected libcmaes contour function

Emmanuel Benazera
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use libcmaes simplified algo setter

Emmanuel Benazera
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cleared compilation warnings of CMA-ES Minimizer

Emmanuel Benazera
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disabling libcmaes surrogates as unused in ROOT and for faster build of the library

Emmanuel Benazera
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added Scan function to CMAESMinimizer

Emmanuel Benazera
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using libcmaes errors() call for standard deviation

Emmanuel Benazera
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added proper funding reference of the CMA-ES integration work

Emmanuel Benazera
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fixed TF1 merge
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cmaes ROOT_USE_PACKAGE removal
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Commits on Jan 14, 2021

Merge branch 'cmaes_root' of https://github.com/beniz/root into beniz-cmaes_root_new
lmoneta
committed