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Support for CMA-ES minimizer based on libcmaes #40

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07fa07d
first cmaes addition
beniz May 5, 2014
19851dd
Merge branch 'master' into cmaes4root_master
beniz May 5, 2014
002dbc1
Merge branch 'master' into cmaes4root_master
beniz May 6, 2014
86fda1d
fixed configure for root 6 with cmaes
beniz May 6, 2014
ebe6df6
adding cmaes repository
beniz May 6, 2014
e69e1d1
added cmaes plugin
May 6, 2014
4df6185
first working auto-loaded cmaes
May 6, 2014
073302a
fixed cmaes wrapper + added likelihood gaussian fit to tutorial
May 6, 2014
a687d1c
connecting error estimates to cmaes wrapper
May 6, 2014
e8a2cca
Merge branch 'master' into cmaes4root_master
May 15, 2014
60128d6
libcmaes auto detection
May 15, 2014
89eaa6a
default CMA-ES progress function set to no output
May 15, 2014
a52cc9d
Merge branch 'master' into cmaes4root_master
May 16, 2014
45715cd
added support for box-type constraints with CMA-ES
May 16, 2014
aa85c46
Merge branch 'master' into cmaes4root_master
May 18, 2014
b33c970
Merge branch 'master' into cmaes4root_master
May 19, 2014
c9e85a8
added support to multiple flavors of CMA-ES
May 19, 2014
783d691
added 1D histograms fitting benchmark for CMA-ES
May 19, 2014
9a119c5
fixed loading of libraries in CMA-ES tutorial hist fit
May 19, 2014
e40d79d
fixed status in libcmaes wrapper
May 19, 2014
7843678
fixed initialization of parameters with CMA-ES
May 20, 2014
8f03372
added 2D bench for cmaes
May 20, 2014
30b5b73
added explanations to hist 1D fit for cmaes
May 20, 2014
1bb66ab
Merge branch 'master' into cmaes4root_master
May 20, 2014
5d2237b
fixed parameters init for CMA-ES after refactoring of the libcmaes
May 21, 2014
8bb7470
provides error to true in CMAESMinimizer.h + preparing for fixed para…
May 21, 2014
9416360
Merge branch 'master' into cmaes4root_master
May 23, 2014
75cee76
Merge branch 'master' into cmaes4root_master
May 26, 2014
13db0b4
set default sigma0 for CMA-ES as the max step size across parameters
May 26, 2014
54d92df
fixed multiple loading of external lib in fit tutorial for CMA-ES
May 26, 2014
0664ca9
introduced first MINOS version for CMA-ES + added control of ftoleran…
May 26, 2014
15c636f
added to CMA-ES packagte the same tests that are available for Minuit2
May 26, 2014
a9775a9
fixes and additions to current set of fit tutorials for CMA-ES + new …
May 26, 2014
1f5b561
Merge branch 'master' into cmaes4root_master
May 27, 2014
1c0d780
connected fUp to CMA-ES confidence interval (minos) computations
May 27, 2014
5d0b952
added control of max iterations and max functions eval to CMA-ES thro…
May 27, 2014
0fc7f5e
did bump the default max function budget for CMA-ES
May 27, 2014
f740ca0
Merge branch 'master' into cmaes4root_master
Jun 3, 2014
ee94115
Merge branch 'master' into cmaes4root_master
Jun 13, 2014
33eb441
Merge branch 'master' into cmaes4root_master
Jun 16, 2014
8d23ad1
added support for MinimizerOptions with cmaes, fixes #4
Jun 16, 2014
ad60a3c
using conservative min initial step-size value across all parameters …
Jun 16, 2014
fce8cac
adapted tutorials to new cmaes performances
Jun 16, 2014
c8bb5de
added support for gradient information with cmaes when available
Jun 16, 2014
fc4ffed
added cmaes full bench tutorial script
Jun 17, 2014
ff0c535
added more examples + fixes to cmaes bench script
Jun 18, 2014
862b8e4
added support for cmaes / minuit2 budget and cpu ratio to benchmark
Jun 18, 2014
9a3cced
fixed settings of fixed variables in cmaes minimizer
Jun 18, 2014
3acc44c
fixed clearing of parameter object in cmaes wrapper
Jun 19, 2014
b694568
new scheme in cmaes benchmark in order to compare algorithms on exact…
Jun 19, 2014
36e6d71
added new functions to cmaes benchmark, in new format
Jun 19, 2014
9e84653
added combined fit cmaes benchmark to new format
Jun 19, 2014
0d06688
completed migration of cmaes benchmarks
Jun 19, 2014
a762f37
added control of number of cmaes benchmark loops over functions
Jun 19, 2014
862342d
first release of the cmaes / minuit2 benchmark tool and visualization
Jun 20, 2014
ffb0730
Merge branch 'master' into cmaes4root_master
Jun 24, 2014
d78d362
added support for Edm to ROOT with CMA-ES, closes #6
Jun 24, 2014
d716eaa
filled up missing functions in CMA-ES minimizer wrapper
Jun 24, 2014
1609f4c
made CMA-ES minimizer's status compatible with those of Minuit2, clos…
Jun 24, 2014
675ac58
clean up of CMA-ES minimizer header
Jun 24, 2014
2a5bb1c
logscale + fixes to benchmark suite for CMA-ES and plot
Jun 24, 2014
d5ca1ae
improvements to CMA-ES benchmark suite
Jun 24, 2014
328a5cd
CMA-ES benchmark suite support for multiple lambda values
Jun 25, 2014
e20ce5e
logging of freeDim variable
Jun 25, 2014
6a7ec92
CMA-ES benchmark suite with multiple lambda values
Jun 25, 2014
489ab7b
reactivate all problems on CMA-ES benchmark
Jun 25, 2014
54dedd7
added linear scaling of input parameters to CMA-ES Minimizer, ref #5
Jun 27, 2014
4002d0c
added support for sigma as option to CMA-ES Minimizer
Jun 27, 2014
6af37c4
added optional linear scaling to CMA-ES Minimizer, ref #5
Jun 27, 2014
b02d596
added support for optional linear scaling to CMA-ES benchmark suite, …
Jun 27, 2014
56f92a8
updated CMA-ES lorentz tutorial with control of sigma and lambda
Jun 27, 2014
b682b35
Merge branch 'master' into cmaes4root_master
Jun 30, 2014
55b1350
Merge branch 'master' into cmaes4root_master
Jul 1, 2014
487b580
fixed sigma0 as conservative value when linear scaling is not activat…
Jul 1, 2014
6b3050c
fixed configure so that libcmaes location is configurable from comman…
Jul 2, 2014
473fcce
added computation of error bounds when geno/pheno tranform is active …
Jul 2, 2014
73b4158
Merge branch 'master' into cmaes4root_master
Jul 7, 2014
dd4dd96
refactoring for new Minimizer getters for fTol, fUp and fMaxIter
Jul 7, 2014
8f5cd44
Merge branch 'master' into cmaes4root_master
Jul 8, 2014
2eaab09
Merge branch 'master' into cmaes4root_master
Jul 9, 2014
36cc741
added support of numerical gradient injection to cma-es wrapper
Jul 11, 2014
a1dc520
change for setting edm with cma-es
Jul 11, 2014
628edcd
Merge branch 'master' into cmaes4root_master
Jul 11, 2014
c6700b9
Merge branch 'master' into cmaes4root_master
Aug 11, 2014
0cfe208
Merge branch 'master' into cmaes4root_master
Aug 18, 2014
e940690
update to the minuit/cmaes benchmark
Aug 18, 2014
da7bbd6
major fix to CMA-ES / Minuit2 benchmark
Aug 20, 2014
6892e99
Merge branch 'master' into cmaes4root_master
Sep 9, 2014
1d200ef
updated cmaes due to new setters/getters in libcmaes
Sep 9, 2014
6c06502
merge with stash
Sep 9, 2014
237b738
fixed previous commit
Sep 9, 2014
70883e1
fixed access to private cmaes pli members
Sep 9, 2014
5434a0c
added support for multihreaded objective function calls to CMA-ES fro…
Sep 15, 2014
33a6f08
Merge branch 'master' into cmaes4root_master
Sep 18, 2014
2ccbd83
added support for control of the quiet option of libcmaes through Min…
Sep 18, 2014
f20103e
cmaes: added support for seed as an option + added example of a custo…
Sep 18, 2014
54e1585
cmaes: fixed activation of gradient function when available from with…
Sep 19, 2014
8371dc2
Merge branch 'master' into cmaes4root_master
Sep 26, 2014
d6aa10e
Merge branch 'master' into cmaes4root_master
Oct 25, 2014
d004e71
Merge branch 'master' into cmaes4root_master
Nov 8, 2014
8dd3211
fix wrt to cmaes API
Nov 8, 2014
3f6f5ed
cmaes working with cmake
Nov 10, 2014
a9c69e2
fixes for cmake and configure building systems with cmaes
Nov 10, 2014
c2cc264
Merge branch 'root_master' into cmaes4root_master
Nov 12, 2014
8f51b6a
fix for new cmaes pli accesors
Nov 12, 2014
db4b44d
Merge branch 'master' into cmaes4root_master
Nov 17, 2014
276f559
Support for CMA-ES minimizer based on libcmaes
Nov 18, 2014
7e2dd23
allow cmake build with CMA-ES support without pkg-config nor full ins…
Nov 21, 2014
ba771c8
libcmaes and CMA-ES are OFF by default
Nov 21, 2014
272d67b
fixed libcmaes flag in compilation
Nov 21, 2014
c918352
Merge branch 'master' into cmaes4root_master
Nov 22, 2014
1806b87
cmake download libcmaes and eigen3, install them locally from scratch…
Nov 22, 2014
4f2818f
cmake download libcmaes and eigen3, install them locally from scratch…
Nov 22, 2014
d9d3945
name of export project was confusing cmake
beniz Nov 25, 2014
4843055
only build libcmaes lib with no exe when build from ROOT cmake
beniz Nov 25, 2014
fd43a82
added cmaes support README.md file
Jan 5, 2015
bb487bb
Merge branch 'root_master'
Feb 19, 2015
4938c5d
Merge branch 'master' into cmaes4root_master
Feb 20, 2015
ad85416
Merge branch 'master' into cmaes4root_master
Mar 2, 2015
b1e1ccf
lower the default number of CMA-ES profile likelihood (aka Minos) ite…
Mar 3, 2015
0208657
activate full CMA-ES Root benchmark
Mar 3, 2015
5802811
CMA-ES glue code cleanup
Mar 3, 2015
1d0d235
added support for novel CMA-ES options: uncertainty handling and elitism
Mar 3, 2015
fefa75f
cleanup of the CMA-ES tutorial fit examples
Mar 3, 2015
f67a502
connected libcmaes contour function
Mar 6, 2015
51387d9
Merge branch 'cmaes4root_master' of github.com:beniz/root into cmaes4…
Mar 6, 2015
5f1feae
use libcmaes simplified algo setter
Mar 6, 2015
7531a86
cleared compilation warnings of CMA-ES Minimizer
Mar 6, 2015
f486bf8
disabling libcmaes surrogates as unused in ROOT and for faster build …
Mar 6, 2015
ef9b055
added Scan function to CMAESMinimizer
Mar 6, 2015
4e56d84
using libcmaes errors() call for standard deviation
Mar 9, 2015
021b077
Merge branch 'root_master' into cmaes4root_master
Mar 9, 2015
9c19e74
added proper funding reference of the CMA-ES integration work
Mar 10, 2015
a038166
Merge branch 'cmaes4root_master' of github.com:beniz/root into cmaes4…
Mar 10, 2015
dcb9f30
Merge branch 'master' into cmaes4root_master
Apr 7, 2017
eaecd0c
Merge branch 'master' into cmaes4root_master
Apr 7, 2017
cfdacb6
Merge pull request #11 from beniz/cmaes4root_master
beniz Apr 17, 2017
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added cmaes plugin
Emmanuel Benazera committed May 6, 2014
commit e69e1d13f9e24eb095eb23703c000a1afecd3ea7
5 changes: 5 additions & 0 deletions etc/plugins/ROOT@@Math@@Minimizer/P090_TCMAESMinimizer.C
Original file line number Diff line number Diff line change
@@ -0,0 +1,5 @@
void P090_TCMAESMinimizer()
{
gPluginMgr->AddHandler("ROOT::Math::Minimizer", "cmaes", "ROOT::cmaes::TCMAESMinimizer",
"cmaes", "TCMAESMinimizer(const char *)");
}