Open Source Evolutionary Structured Optimization

Abstract

Nevergrad is a derivative-free optimization platform gathering both a wide range of optimization methods and a wide range of test functions to evaluate them upon. Some of these functions have very particular structures which standard methods are not able to use. The most recent feature of Nevergrad is the ability to conveniently define a search domain, so that many algorithms in Nevergrad can automatically rescale variables and/or take into account their possibly logarithmic nature or their discrete nature, but also take into account any user-defined mutation or recombination operator. Since many problems are efficiently solved using specific operators, Nevergrad therefore now enables using specific operators within generic algorithms: the underlying structure of the problem is user-defined information that several families of optimization methods can use and benefit upon. We explain how this API can help analyze optimization methods and how to use it for the optimization of a structured Photonics physical testbed, and show that this can produce significant improvements.