How to trigger stop condition manually #280
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Except to specifing the timeout to hard stop, is it possible to set some object function value to stop? For example I want the object function value to be <=45, what should I do? Is there a criticism to set in options? |
Same answer, you can use the These versatile options can be displayed like import cma
{key: val for key, val in cma.CMAOptions().items() if '#v' in val}gives {'CMA_active_injected': '0 #v weight multiplier for negative weights of injected solutions',
'CMA_elitist': 'False #v or "initial" or True, elitism likely impairs global search performance',
'CMA_injections_threshold_keep_len': '1 #v keep length if Mahalanobis length is below the given relative threshold',
'CSA_dampfac': '1 #v positive multiplier for step-size damping, 0.3 is close to optimal on the sphere',
'CSA_disregard_length': 'False #v True is untested, also changes respective parameters',
'CSA_clip_length_value': 'None #v poorly tested, [0, 0] means const length N**0.5, [-1, 1] allows a variation of +- N/(N+2), etc.',
'CSA_squared': 'False #v use squared length for sigma-adaptation ',
'CSA_invariant_path': 'False #v pc is invariant and ps (default) is unbiased',
'stall_sigma_change_on_divergence_iterations': 'False #v number of iterations of median worsenings threshold at which the sigma change is stalled; the default may become 2',
'ftarget': '-inf #v target function value, minimization',
'is_feasible': 'is_feasible #v a function that computes feasibility, by default lambda x, f: f not in (None, np.nan)',
'maxfevals': 'inf #v maximum number of function evaluations',
'maxiter': '100 + 150 * (N+3)**2 [//](https://github.com/CMA-ES/pycma/issues/280) popsize**0.5 #v maximum number of iterations',
'mean_shift_line_samples': 'False #v sample two new solutions colinear to previous mean shift',
'mindx': '0 #v minimal std in any arbitrary direction, cave interference with tol*',
'minstd': '0 #v minimal std (scalar or vector) in any coordinate direction, cave interference with tol*',
'maxstd': 'None #v maximal std (scalar or vector) in any coordinate direction',
'pc_line_samples': 'False #v one line sample along the evolution path pc',
'randn': 'np.random.randn #v randn(lam, N) must return an np.array of shape (lam, N), see also cma.utilities.math.randhss',
'termination_callback': '[] #v a function or list of functions returning True for termination, called in `stop` with `self` as argument, could be abused for side effects',
'timeout': 'inf #v stop if timeout seconds are exceeded, the string "2.5 * 60**2" evaluates to 2 hours and 30 minutes',
'tolconditioncov': '1e14 #v stop if the condition of the covariance matrix is above `tolconditioncov`',
'tolfacupx': '1e3 #v termination when step-size increases by tolfacupx (diverges). That is, the initial step-size was chosen far too small and better solutions were found far away from the initial solution x0',
'tolupsigma': '1e20 #v sigma/sigma0 > tolupsigma * max(eivenvals(C)**0.5) indicates "creeping behavior" with usually minor improvements',
'tolflatfitness': '1 #v iterations tolerated with flat fitness before termination',
'tolfun': '1e-11 #v termination criterion: tolerance in function value, quite useful',
'tolfunhist': '1e-12 #v termination criterion: tolerance in function value history',
'tolfunrel': '0 #v termination criterion: relative tolerance in function value: Delta f current < tolfunrel * (median0 - median_min)',
'tolstagnation': 'int(100 + 100 * N**1.5 [/](https://file+.vscode-resource.vscode-cdn.net/) popsize) #v termination if no improvement over tolstagnation iterations',
'tolxstagnation': '[1e-9, 20, 0.1] #v termination thresholds for Delta of [mean, iterations, iterations fraction], the latter two are summed; trigger termination if Dmean stays below the threshold over Diter iterations, pass `False` or a negative value to turn off tolxstagnation',
'tolx': '1e-11 #v termination criterion: tolerance in x-changes',
'updatecovwait': 'None #v number of iterations without distribution update, name is subject to future changes',
'verbose': '3 #v verbosity e.g. of initial/final message, -1 is very quiet, -9 maximally quiet, may not be fully implemented',
'verb_disp': '100 #v verbosity: display console output every verb_disp iteration',
'verb_disp_overwrite': 'inf #v start overwriting after given iteration',
'verb_log': '1 #v verbosity: write data to files every verb_log iteration, writing can be time critical on fast to evaluate functions',
'verb_plot': '0 #v in fmin2(): plot() is called every verb_plot iteration',
'verb_time': 'True #v output timings on console'}``` |
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Hi,
I found that cma optimizer takes too long time searching over a global minimum (maybe local minimum but near to the global one). The outputs indicate that a plateau is reached, but optimizer does not stop searching. The chi2 is around 57 given by other optimizer like maximum entropy method. I don't understand exactly how the cma works. My question is how to trigger stop condition manually. Below is part of the outcomes.
Regards
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