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Noisy problems

Generated by python -m hone.benchmarks with hone 0.8.2: 6 problems, 10 seeds, budgets of 10, 40 and 200 evaluations per dimension.

Overview

Problems on which each optimizer has the lowest median error, at each budget. Ties count for each optimizer in them, and errors below 1e-08 count as equal.

Evaluations per dimension genetic cma-es bayesian random
10 0 0 6 0
40 3 1 2 0
200 5 1 0 0

10 evaluations per dimension

Problem genetic median genetic solved cma-es median cma-es solved bayesian median bayesian solved random median random solved
noisy-sphere-5d 2.89 0% 3.33 0% 0.436 0% 8.06 0%
noisy-rosenbrock-5d 575 0% 471 0% 366 0% 2.55e+03 0%
noisy-rastrigin-5d 29.8 0% 34.1 0% 26.1 0% 50.8 0%
noisy-rotated-ackley-5d 4.94 0% 5.59 0% 4.04 0% 6.66 0%
noisy-mixed-rastrigin-5d 18.6 0% 16.2 0% 15.3 0% 32.6 0%
noisy-material-selection-5d 4.8 0% n/a n/a 1.22 0% 9.24 0%

40 evaluations per dimension

Problem genetic median genetic solved cma-es median cma-es solved bayesian median bayesian solved random median random solved
noisy-sphere-5d 0.654 0% 0.435 0% 0.193 0% 5.38 0%
noisy-rosenbrock-5d 45 0% 13.4 0% 3.26 0% 623 0%
noisy-rastrigin-5d 7.95 0% 17.3 0% 9.31 0% 36.3 0%
noisy-rotated-ackley-5d 3.54 0% 3.06 0% 3.06 0% 5.91 0%
noisy-mixed-rastrigin-5d 6.84 0% 8.2 0% 8.37 0% 17 0%
noisy-material-selection-5d 2 0% n/a n/a n/a n/a 5.49 0%

200 evaluations per dimension

Problem genetic median genetic solved cma-es median cma-es solved bayesian median bayesian solved random median random solved
noisy-sphere-5d 0.186 0% 0.323 0% n/a n/a 3.3 0%
noisy-rosenbrock-5d 3.82 0% 4.45 0% n/a n/a 424 0%
noisy-rastrigin-5d 3.23 0% 3.17 0% n/a n/a 28.8 0%
noisy-rotated-ackley-5d 0.752 0% 0.839 0% n/a n/a 4.73 0%
noisy-mixed-rastrigin-5d 1.14 0% 2.9 0% n/a n/a 15.3 0%
noisy-material-selection-5d 1.21 0% n/a n/a n/a n/a 3.37 0%

Median error over the runs (best value found minus the optimum); solved means error ≤ 0.0001. n/a: the optimizer does not support the problem's parameters, or isn't run at this budget.