scipy-style fmin interface¶

import logging

from smac.facade.func_facade import fmin_smac


def rosenbrock_2d(x):
    """ The 2 dimensional Rosenbrock function as a toy model
    The Rosenbrock function is well know in the optimization community and
    often serves as a toy problem. It can be defined for arbitrary
    dimensions. The minimium is always at x_i = 1 with a function value of
    zero. All input parameters are continuous. The search domain for
    all x's is the interval [-5, 10].
    """
    x1 = x[0]
    x2 = x[1]

    val = 100. * (x2 - x1 ** 2.) ** 2. + (1 - x1) ** 2.
    return val


# debug output
logging.basicConfig(level=20)
logger = logging.getLogger("Optimizer")  # Enable to show Debug outputs

# fmin_smac assumes that the function is deterministic
# and uses under the hood the SMAC4HPO
x, cost, _ = fmin_smac(func=rosenbrock_2d,
                       x0=[-3, -4],
                       bounds=[(-5, 10), (-5, 10)],
                       maxfun=10,
                       rng=3)  # Passing a seed makes fmin_smac determistic

print("Best x: %s; with cost: %f" % (str(x), cost))

Total running time of the script: ( 0 minutes 0.000 seconds)

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