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CoolSearch ❄️

A package for optimizing black-box functions.

  • Work in progress

Features

  • Grid-search
  • Random-search
  • Saving previous samples
  • Runtime estimation
  • Polynomial regression model

Usage

The main entry point is the CoolSearch object, that can be instantiated from

  • Class constructor CoolSearch(objective, parameters, ...).
    • This is useful to optimize a function
  • Model validation? CoolSearch.model_validate(model, parameters, ...)
    • This is useful if we have a model fulfilling some assumptions.

What is needed

  • objective is a function y_1,...y_m = f(x_1,...x_n)
  • parameters is a mapping from parameter names to values, ranges or options.

Todo

  • smaller range grid search
  • Gaussian process model

ideas

  • genetic search

note

  • (note to self) package should be installable as pip install -e .

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An attempt at a more user- and computer-friendly gridsearch

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