src.manfred.direct_search
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Module Contents¶
Functions¶
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Search for better values along coordinates and 45 degree lines. |
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- do_manfred_direct_search(func, current_x, step_size, state, direction_window, bounds, mode, n_evaluations_per_x, batch_evaluator, batch_evaluator_options)[source]¶
Search for better values along coordinates and 45 degree lines.
For each parameter we try to find the most promising direction based on previous function evaluations and/or the sign of the residuals (if mode == “fast”) or search in both directions (if mode == “thorough”).
Moreover, we search over all combination of steps. This makes the step infeasible for high parameter dimensions but robust at a moderate cost for low parameter dimensions.