Gradient-Free-Optimizers
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Published
20 hours ago •
SimonBlanke
SimonBlanke
Lipschitz Optimizer
In the upcoming v1.1 I will release the Lipschitz Optimizer. . An explanation and visualization can be found on this blog.
The current source code of this new algorithm for Gradient-Free-Optimizers can be found on the v1.1 branch.
By nature of this algorithm there does not seem to be any parameters. The lipschitz-constant is automatically calculated and the default distance metric is euclidean. Maybe I will include a parameter to vary the distance metric in the future.
From the search-path you can see how the algorithm is mostly exploration at the moment:
