Nevergrad: OnePlusOne Optimiser addition

docs/source/algorithms.md

@@ -4124,6 +4124,80 @@ package. To use it, you need to have
     - **n_restarts** (int): Number of times to restart the optimizer. Default is 1.
 ```
 
+```{eval-rst}
+.. dropdown:: nevergrad_oneplusone
+
+    .. code-block::
+
+        "nevergrad_oneplusone"
+
+    Minimize a scalar function using the One Plus One Evolutionary algorithm from Nevergrad.
+
+    THe One Plus One evolutionary algorithm iterates to find a set of parameters that minimizes the loss
+    function. It does this by perturbing, or mutating, the parameters from the last iteration (the
+    parent). If the new (child) parameters yield a better result, then the child becomes the new parent
+    whose parameters are perturbed, perhaps more aggressively. If the parent yields a better result, it
+    remains the parent and the next perturbation is less aggressive. Originally proposed by
+    :cite:`Rechenberg1973`. The implementation in Nevergrad is based on the one-fifth adaptation rule,
+    going back to :cite:`Schumer1968.
+
+    - **noise\_handling**: Method for handling the noise, can be
+          - "random": A random point is reevaluated regularly using the one-fifth adaptation rule.
+          - "optimistic": The best optimistic point is reevaluated regularly, embracing optimism in the face of uncertainty.
+          - A float coefficient can be provided to tune the regularity of these reevaluations (default is 0.05). Eg: with 0.05, each evaluation has a 5% chance (i.e., 1 in 20) of being repeated (i.e., the same candidate solution is reevaluated to better estimate its performance). (Default: `None`).
+    - **n\_cores**: Number of cores to use.
+
+    - **stopping.maxfun**: Maximum number of function evaluations.
+    - **mutation**: Type of mutation to apply. Available options are (Default: `"gaussian"`).
+          - "gaussian": Standard mutation by adding a Gaussian random variable (with progressive widening) to the best pessimistic point.
+          - "cauchy": Same as Gaussian but using a Cauchy distribution.
+          - "discrete": Mutates a randomly drawn variable (mutation occurs with probability 1/d in d dimensions, hence ~1 variable per mutation).
+          - "discreteBSO": Follows brainstorm optimization by gradually decreasing mutation rate from 1 to 1/d.
+          - "fastga": Fast Genetic Algorithm mutations from the current best.
+          - "doublefastga": Double-FastGA mutations from the current best :cite:`doerr2017`.
+          - "rls": Randomized Local Search — mutates one and only one variable.
+          - "portfolio": Random number of mutated bits, known as uniform mixing :cite:`dang2016`.
+          - "lengler": Mutation rate is a function of dimension and iteration index.
+          - "lengler{2|3|half|fourth}": Variants of the Lengler mutation rate adaptation.
+    - **sparse**: Whether to apply random mutations that set variables to zero. Default is `False`.
+    - **smoother**: Whether to suggest smooth mutations. Default is `False`.
+    - **annealing**:
+      Annealing schedule to apply to mutation amplitude or temperature-based control. Options are:
+          - "none": No annealing is applied.
+          - "Exp0.9": Exponential decay with rate 0.9.
+          - "Exp0.99": Exponential decay with rate 0.99.
+          - "Exp0.9Auto": Exponential decay with rate 0.9, auto-scaled based on problem horizon.
+          - "Lin100.0": Linear decay from 1 to 0 over 100 iterations.
+          - "Lin1.0": Linear decay from 1 to 0 over 1 iteration.
+          - "LinAuto": Linearly decaying annealing automatically scaled to the problem horizon. Default is `"none"`.
+    - **super\_radii**:
+      Whether to apply extended radii beyond standard bounds for candidate generation, enabling broader
+      exploration. Default is `False`.
+    - **roulette\_size**:
+      Size of the roulette wheel used for selection in the evolutionary process. Affects the sampling
+      diversity from past candidates. (Default: `64`)
+    - **antismooth**:
+      Degree of anti-smoothing applied to prevent premature convergence in smooth landscapes. This alters
+      the landscape by penalizing overly smooth improvements. (Default: `4`)
+    - **crossover**: Whether to include a genetic crossover step every other iteration. Default is `False`.
+    - **crossover\_type**:
+      Method used for genetic crossover between individuals in the population. Available options (Default: `"none"`):
+          - "none": No crossover is applied.
+          - "rand": Randomized selection of crossover point.
+          - "max": Crossover at the point with maximum fitness gain.
+          - "min": Crossover at the point with minimum fitness gain.
+          - "onepoint": One-point crossover, splitting the genome at a single random point.
+          - "twopoint": Two-point crossover, splitting the genome at two points and exchanging the middle section.
+    - **tabu\_length**:
+      Length of the tabu list used to prevent revisiting recently evaluated candidates in local search
+      strategies. Helps in escaping local minima. (Default: `1000`)
+    - **rotation**:
+      Whether to apply rotational transformations to the search space, promoting invariance to axis-
+      aligned structures and enhancing search performance in rotated coordinate systems. (Default:
+      `False`)
+    - **seed**: Seed for the random number generator for reproducibility.
+```
+
 ## References
 
 ```{eval-rst}

docs/source/refs.bib

@@ -927,6 +927,48 @@ @InProceedings{Zambrano2013
   doi = {10.1109/CEC.2013.6557848},
 }
 
+@book{Rechenberg1973,
+  author = {Rechenberg, Ingo},
+  title = {Evolutionsstrategie: Optimierung technischer Systeme nach Prinzipien der biologischen Evolution},
+  publisher = {Frommann-Holzboog Verlag},
+  year = {1973},
+  url = {https://gwern.net/doc/reinforcement-learning/exploration/1973-rechenberg.pdf},
+  address = {Stuttgart},
+  note = {[Evolution Strategy: Optimization of Technical Systems According to the Principles of Biological Evolution]}
+}
+
+@article{Schumer1968,
+  author={Schumer, M. and Steiglitz, K.},
+  journal={IEEE Transactions on Automatic Control}, 
+  title={Adaptive step size random search}, 
+  year={1968},
+  volume={13},
+  number={3},
+  pages={270-276},
+  keywords={Minimization methods;Gradient methods;Search methods;Adaptive control;Communication systems;Q measurement;Cost function;Newton method;Military computing},
+  doi={10.1109/TAC.1968.1098903}
+}
+
+@misc{doerr2017,
+      title={Fast Genetic Algorithms}, 
+      author={Benjamin Doerr and Huu Phuoc Le and Régis Makhmara and Ta Duy Nguyen},
+      year={2017},
+      eprint={1703.03334},
+      archivePrefix={arXiv},
+      primaryClass={cs.NE},
+      url={https://arxiv.org/abs/1703.03334}, 
+}
+
+@misc{dang2016,
+      title={Self-adaptation of Mutation Rates in Non-elitist Populations}, 
+      author={Duc-Cuong Dang and Per Kristian Lehre},
+      year={2016},
+      eprint={1606.05551},
+      archivePrefix={arXiv},
+      primaryClass={cs.NE},
+      url={https://arxiv.org/abs/1606.05551}, 
+}
+
 @Misc{Nogueira2014,
   author={Fernando Nogueira},
   title={{Bayesian Optimization}: Open source constrained global optimization tool for {Python}},

src/optimagic/algorithms.py

@@ -12,7 +12,6 @@
 from typing import Type, cast
 
 from optimagic.optimization.algorithm import Algorithm
-from optimagic.optimizers.bayesian_optimizer import BayesOpt
 from optimagic.optimizers.bhhh import BHHH
 from optimagic.optimizers.fides import Fides
 from optimagic.optimizers.iminuit_migrad import IminuitMigrad
@@ -367,7 +366,6 @@ def Scalar(self) -> BoundedGlobalGradientFreeNonlinearConstrainedScalarAlgorithm
 
 @dataclass(frozen=True)
 class BoundedGlobalGradientFreeScalarAlgorithms(AlgoSelection):
-    bayes_opt: Type[BayesOpt] = BayesOpt
     nevergrad_pso: Type[NevergradPSO] = NevergradPSO
     nlopt_crs2_lm: Type[NloptCRS2LM] = NloptCRS2LM
     nlopt_direct: Type[NloptDirect] = NloptDirect
@@ -1034,7 +1032,6 @@ def Local(self) -> GradientBasedLocalNonlinearConstrainedScalarAlgorithms:
 
 @dataclass(frozen=True)
 class BoundedGlobalGradientFreeAlgorithms(AlgoSelection):
-    bayes_opt: Type[BayesOpt] = BayesOpt
     nevergrad_pso: Type[NevergradPSO] = NevergradPSO
     nlopt_crs2_lm: Type[NloptCRS2LM] = NloptCRS2LM
     nlopt_direct: Type[NloptDirect] = NloptDirect
@@ -1099,7 +1096,6 @@ def Scalar(self) -> GlobalGradientFreeNonlinearConstrainedScalarAlgorithms:
 
 @dataclass(frozen=True)
 class GlobalGradientFreeScalarAlgorithms(AlgoSelection):
-    bayes_opt: Type[BayesOpt] = BayesOpt
     nevergrad_pso: Type[NevergradPSO] = NevergradPSO
     nlopt_crs2_lm: Type[NloptCRS2LM] = NloptCRS2LM
     nlopt_direct: Type[NloptDirect] = NloptDirect
@@ -1309,7 +1305,6 @@ def Scalar(self) -> BoundedGradientFreeNonlinearConstrainedScalarAlgorithms:
 
 @dataclass(frozen=True)
 class BoundedGradientFreeScalarAlgorithms(AlgoSelection):
-    bayes_opt: Type[BayesOpt] = BayesOpt
     nag_pybobyqa: Type[NagPyBOBYQA] = NagPyBOBYQA
     nevergrad_pso: Type[NevergradPSO] = NevergradPSO
     nlopt_bobyqa: Type[NloptBOBYQA] = NloptBOBYQA
@@ -1534,7 +1529,6 @@ def Scalar(self) -> BoundedGlobalNonlinearConstrainedScalarAlgorithms:
 
 @dataclass(frozen=True)
 class BoundedGlobalScalarAlgorithms(AlgoSelection):
-    bayes_opt: Type[BayesOpt] = BayesOpt
     nevergrad_pso: Type[NevergradPSO] = NevergradPSO
     nlopt_crs2_lm: Type[NloptCRS2LM] = NloptCRS2LM
     nlopt_direct: Type[NloptDirect] = NloptDirect
@@ -2147,7 +2141,6 @@ def Local(self) -> GradientBasedLikelihoodLocalAlgorithms:
 
 @dataclass(frozen=True)
 class GlobalGradientFreeAlgorithms(AlgoSelection):
-    bayes_opt: Type[BayesOpt] = BayesOpt
     nevergrad_pso: Type[NevergradPSO] = NevergradPSO
     nlopt_crs2_lm: Type[NloptCRS2LM] = NloptCRS2LM
     nlopt_direct: Type[NloptDirect] = NloptDirect
@@ -2234,7 +2227,6 @@ def Scalar(self) -> GradientFreeLocalScalarAlgorithms:
 
 @dataclass(frozen=True)
 class BoundedGradientFreeAlgorithms(AlgoSelection):
-    bayes_opt: Type[BayesOpt] = BayesOpt
     nag_dfols: Type[NagDFOLS] = NagDFOLS
     nag_pybobyqa: Type[NagPyBOBYQA] = NagPyBOBYQA
     nevergrad_pso: Type[NevergradPSO] = NevergradPSO
@@ -2332,7 +2324,6 @@ def Scalar(self) -> GradientFreeNonlinearConstrainedScalarAlgorithms:
 
 @dataclass(frozen=True)
 class GradientFreeScalarAlgorithms(AlgoSelection):
-    bayes_opt: Type[BayesOpt] = BayesOpt
     nag_pybobyqa: Type[NagPyBOBYQA] = NagPyBOBYQA
     neldermead_parallel: Type[NelderMeadParallel] = NelderMeadParallel
     nevergrad_pso: Type[NevergradPSO] = NevergradPSO
@@ -2456,7 +2447,6 @@ def Scalar(self) -> GradientFreeParallelScalarAlgorithms:
 
 @dataclass(frozen=True)
 class BoundedGlobalAlgorithms(AlgoSelection):
-    bayes_opt: Type[BayesOpt] = BayesOpt
     nevergrad_pso: Type[NevergradPSO] = NevergradPSO
     nlopt_crs2_lm: Type[NloptCRS2LM] = NloptCRS2LM
     nlopt_direct: Type[NloptDirect] = NloptDirect
@@ -2539,7 +2529,6 @@ def Scalar(self) -> GlobalNonlinearConstrainedScalarAlgorithms:
 
 @dataclass(frozen=True)
 class GlobalScalarAlgorithms(AlgoSelection):
-    bayes_opt: Type[BayesOpt] = BayesOpt
     nevergrad_pso: Type[NevergradPSO] = NevergradPSO
     nlopt_crs2_lm: Type[NloptCRS2LM] = NloptCRS2LM
     nlopt_direct: Type[NloptDirect] = NloptDirect
@@ -2854,7 +2843,6 @@ def Scalar(self) -> BoundedNonlinearConstrainedScalarAlgorithms:
 
 @dataclass(frozen=True)
 class BoundedScalarAlgorithms(AlgoSelection):
-    bayes_opt: Type[BayesOpt] = BayesOpt
     fides: Type[Fides] = Fides
     iminuit_migrad: Type[IminuitMigrad] = IminuitMigrad
     ipopt: Type[Ipopt] = Ipopt
@@ -3167,7 +3155,6 @@ def Scalar(self) -> GradientBasedScalarAlgorithms:
 
 @dataclass(frozen=True)
 class GradientFreeAlgorithms(AlgoSelection):
-    bayes_opt: Type[BayesOpt] = BayesOpt
     nag_dfols: Type[NagDFOLS] = NagDFOLS
     nag_pybobyqa: Type[NagPyBOBYQA] = NagPyBOBYQA
     neldermead_parallel: Type[NelderMeadParallel] = NelderMeadParallel
@@ -3242,7 +3229,6 @@ def Scalar(self) -> GradientFreeScalarAlgorithms:
 
 @dataclass(frozen=True)
 class GlobalAlgorithms(AlgoSelection):
-    bayes_opt: Type[BayesOpt] = BayesOpt
     nevergrad_pso: Type[NevergradPSO] = NevergradPSO
     nlopt_crs2_lm: Type[NloptCRS2LM] = NloptCRS2LM
     nlopt_direct: Type[NloptDirect] = NloptDirect
@@ -3372,7 +3358,6 @@ def Scalar(self) -> LocalScalarAlgorithms:
 
 @dataclass(frozen=True)
 class BoundedAlgorithms(AlgoSelection):
-    bayes_opt: Type[BayesOpt] = BayesOpt
     fides: Type[Fides] = Fides
     iminuit_migrad: Type[IminuitMigrad] = IminuitMigrad
     ipopt: Type[Ipopt] = Ipopt
@@ -3510,7 +3495,6 @@ def Scalar(self) -> NonlinearConstrainedScalarAlgorithms:
 
 @dataclass(frozen=True)
 class ScalarAlgorithms(AlgoSelection):
-    bayes_opt: Type[BayesOpt] = BayesOpt
     fides: Type[Fides] = Fides
     iminuit_migrad: Type[IminuitMigrad] = IminuitMigrad
     ipopt: Type[Ipopt] = Ipopt
@@ -3687,7 +3671,6 @@ def Scalar(self) -> ParallelScalarAlgorithms:
 
 @dataclass(frozen=True)
 class Algorithms(AlgoSelection):
-    bayes_opt: Type[BayesOpt] = BayesOpt
     bhhh: Type[BHHH] = BHHH
     fides: Type[Fides] = Fides
     iminuit_migrad: Type[IminuitMigrad] = IminuitMigrad