differential-evolution

ES calculation produces unreliable result (inverse risk) for column: 1

对着背影说爱祢 提交于 2019-12-10 19:27:29
问题 I keep getting this error: ES calculation produces unreliable result (inverse risk) for column: 1 message when using DEoptim . Maybe I am overlooking something so I need some help figuring this out. I have searched across the web but cant seem to find the answer. I have a xts object called RETS containing 127 rows and 4 columns which have log returns: library("quantmod") library("PerformanceAnalytics") library("DEoptim") e <- new.env() getSymbols("SPY;QCOR;CLNT;SRNE", from="2007-06-30", to=

parallel/multithread differential evolution in python

久未见 提交于 2019-12-10 18:53:01
问题 I'm trying to model a biochemical process, and I structured my question as an optimization problem, that I solve using differential_evolution from scipy. So far, so good, I'm pretty happy with the implementation of a simplified model with 15-19 parameters. I expanded the model and now, with 32 parameters, is taking way too long. Not totally unexpected, but still an issue, hence the question. I've seen: - an almost identical question for R Parallel differential evolution - and a github issue

Parallel differential evolution

廉价感情. 提交于 2019-12-08 12:18:33
问题 I've been playing around with the differential evolution library in R, and I was wondering: is this an algorithm that it makes sense to parallelize? It seems to me that you could split the optimization interval into several segments, run the algorithm on each segment, and then compare the results of each segment and return the minimum. 回答1: Yes, it should parallelize. It's not too hard to find numerous Google hits for the topic, and the GAUL project on Soureforge has even some code (that is

what is the importance of crossing over in Differential Evolution Algorithm?

瘦欲@ 提交于 2019-12-04 08:05:25
In Differential Evolution Algorithm for optimization problems. There are three evolutionary processes involved, that is mutation crossing over and selection I am just a beginner but I have tried removing the crossing over process and there is no significant difference result from the original algorithm. So what is the importance of crossing over in Differential Evolution Algorithm? If you don't use crossover may be your algorithm just explore the problem search space and doesn't exploit it. In general an evolutionary algorithm succeeds if it makes good balance between exploration and

Explain the Differential Evolution method

偶尔善良 提交于 2019-12-03 05:51:24
问题 Can someone please explain the Differential Evolution method? The Wikipedia definition is extremely technical. A dumbed-down explanation followed by a simple example would be appreciated :) 回答1: Here's a simplified description. DE is an optimisation technique which iteratively modifies a population of candidate solutions to make it converge to an optimum of your function. You first initialise your candidate solutions randomly. Then at each iteration and for each candidate solution x you do

Explain the Differential Evolution method

与世无争的帅哥 提交于 2019-12-02 18:18:23
Can someone please explain the Differential Evolution method? The Wikipedia definition is extremely technical. A dumbed-down explanation followed by a simple example would be appreciated :) Here's a simplified description. DE is an optimisation technique which iteratively modifies a population of candidate solutions to make it converge to an optimum of your function. You first initialise your candidate solutions randomly. Then at each iteration and for each candidate solution x you do the following: you produce a trial vector: v = a + ( b - c ) / 2, where a, b, c are three distinct candidate

What's differential evolution and how does it compare to a genetic algorithm?

旧时模样 提交于 2019-11-30 05:05:12
From what I've read so far they seem very similar. Differential evolution uses floating point numbers instead, and the solutions are called vectors? I'm not quite sure what that means. If someone could provide an overview with a little bit about the advantages and disadvantages of both. Well, both genetic algorithms and differential evolution are examples of evolutionary computation. Genetic algorithms keep pretty closely to the metaphor of genetic reproduction. Even the language is mostly the same-- both talk of chromosomes, both talk of genes, the genes are distinct alphabets, both talk of