Updated support for CMA-ES minimizer based on libcmaes#507

Closed

beniz wants to merge 103 commits intoroot-project:masterfrom

beniz:cmaes_root

Commits on Apr 17, 2017

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

Emmanuel Benazera
authored and
beniz
committed
first working auto-loaded cmaes

Emmanuel Benazera
authored and
beniz
committed
fixed cmaes wrapper + added likelihood gaussian fit to tutorial

Emmanuel Benazera
authored and
beniz
committed
connecting error estimates to cmaes wrapper

Emmanuel Benazera
authored and
beniz
committed
libcmaes auto detection

Emmanuel Benazera
authored and
beniz
committed
default CMA-ES progress function set to no output

Emmanuel Benazera
authored and
beniz
committed
added support for box-type constraints with CMA-ES

Emmanuel Benazera
authored and
beniz
committed
added support to multiple flavors of CMA-ES

Emmanuel Benazera
authored and
beniz
committed
added 1D histograms fitting benchmark for CMA-ES

Emmanuel Benazera
authored and
beniz
committed
fixed loading of libraries in CMA-ES tutorial hist fit

Emmanuel Benazera
authored and
beniz
committed
fixed status in libcmaes wrapper

Emmanuel Benazera
authored and
beniz
committed
fixed initialization of parameters with CMA-ES

Emmanuel Benazera
authored and
beniz
committed
added 2D bench for cmaes

Emmanuel Benazera
authored and
beniz
committed
added explanations to hist 1D fit for cmaes

Emmanuel Benazera
authored and
beniz
committed
fixed parameters init for CMA-ES after refactoring of the libcmaes

Emmanuel Benazera
authored and
beniz
committed
provides error to true in CMAESMinimizer.h + preparing for fixed parameters

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

Emmanuel Benazera
authored and
beniz
committed
fixed multiple loading of external lib in fit tutorial for CMA-ES

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

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

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

Emmanuel Benazera
authored and
beniz
committed
connected fUp to CMA-ES confidence interval (minos) computations

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

Emmanuel Benazera
authored and
beniz
committed
did bump the default max function budget for CMA-ES

Emmanuel Benazera
authored and
beniz
committed
added support for MinimizerOptions with cmaes, fixes #4

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

Emmanuel Benazera
authored and
beniz
committed
adapted tutorials to new cmaes performances

Emmanuel Benazera
authored and
beniz
committed
added support for gradient information with cmaes when available

Emmanuel Benazera
authored and
beniz
committed
added cmaes full bench tutorial script

Emmanuel Benazera
authored and
beniz
committed
added more examples + fixes to cmaes bench script

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

Emmanuel Benazera
authored and
beniz
committed
fixed settings of fixed variables in cmaes minimizer

Emmanuel Benazera
authored and
beniz
committed
fixed clearing of parameter object in cmaes wrapper

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

Emmanuel Benazera
authored and
beniz
committed
added new functions to cmaes benchmark, in new format

Emmanuel Benazera
authored and
beniz
committed
added combined fit cmaes benchmark to new format

Emmanuel Benazera
authored and
beniz
committed
completed migration of cmaes benchmarks

Emmanuel Benazera
authored and
beniz
committed
added control of number of cmaes benchmark loops over functions

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

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

Emmanuel Benazera
authored and
beniz
committed
filled up missing functions in CMA-ES minimizer wrapper

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

Emmanuel Benazera
authored and
beniz
committed
clean up of CMA-ES minimizer header

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

Emmanuel Benazera
authored and
beniz
committed
improvements to CMA-ES benchmark suite

Emmanuel Benazera
authored and
beniz
committed
CMA-ES benchmark suite support for multiple lambda values

Emmanuel Benazera
authored and
beniz
committed
logging of freeDim variable

Emmanuel Benazera
authored and
beniz
committed
CMA-ES benchmark suite with multiple lambda values

Emmanuel Benazera
authored and
beniz
committed
reactivate all problems on CMA-ES benchmark

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

Emmanuel Benazera
authored and
beniz
committed
added support for sigma as option to CMA-ES Minimizer

Emmanuel Benazera
authored and
beniz
committed
added optional linear scaling to CMA-ES Minimizer, ref #5

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

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

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

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

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

Emmanuel Benazera
authored and
beniz
committed
added support of numerical gradient injection to cma-es wrapper

Emmanuel Benazera
authored and
beniz
committed
change for setting edm with cma-es

Emmanuel Benazera
authored and
beniz
committed
update to the minuit/cmaes benchmark

Emmanuel Benazera
authored and
beniz
committed
major fix to CMA-ES / Minuit2 benchmark

Emmanuel Benazera
authored and
beniz
committed
updated cmaes due to new setters/getters in libcmaes

Emmanuel Benazera
authored and
beniz
committed
merge with stash

Emmanuel Benazera
authored and
beniz
committed
fixed previous commit

Emmanuel Benazera
authored and
beniz
committed
fixed access to private cmaes pli members

Emmanuel Benazera
authored and
beniz
committed
added support for multihreaded objective function calls to CMA-ES from libcmaes

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

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

Emmanuel Benazera
authored and
beniz
committed
cmaes: fixed activation of gradient function when available from within ROOT

Emmanuel Benazera
authored and
beniz
committed
fix wrt to cmaes API

Emmanuel Benazera
authored and
beniz
committed
cmaes working with cmake

Emmanuel Benazera
authored and
beniz
committed
fixes for cmake and configure building systems with cmaes

Emmanuel Benazera
authored and
beniz
committed
fix for new cmaes pli accesors

Emmanuel Benazera
authored and
beniz
committed
Support for CMA-ES minimizer based on libcmaes

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

Emmanuel Benazera
authored and
beniz
committed
libcmaes and CMA-ES are OFF by default

Emmanuel Benazera
authored and
beniz
committed
fixed libcmaes flag in compilation

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

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

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

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

Emmanuel Benazera
authored and
beniz
committed
activate full CMA-ES Root benchmark

Emmanuel Benazera
authored and
beniz
committed
CMA-ES glue code cleanup

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

Emmanuel Benazera
authored and
beniz
committed
cleanup of the CMA-ES tutorial fit examples

Emmanuel Benazera
authored and
beniz
committed
connected libcmaes contour function

Emmanuel Benazera
authored and
beniz
committed
use libcmaes simplified algo setter

Emmanuel Benazera
authored and
beniz
committed
cleared compilation warnings of CMA-ES Minimizer

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

Emmanuel Benazera
authored and
beniz
committed
added Scan function to CMAESMinimizer

Emmanuel Benazera
authored and
beniz
committed
using libcmaes errors() call for standard deviation

Emmanuel Benazera
authored and
beniz
committed
added proper funding reference of the CMA-ES integration work

Emmanuel Benazera
authored and
beniz
committed
fixed TF1 merge
beniz
committed
cmaes ROOT_USE_PACKAGE removal
beniz
committed