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Nevergrad - A gradient-free optimization platform

./resources/Nevergrad-LogoMark.png

This documentation is a work in progress, feel free to help us update/improve/restucture it!

Quick start

nevergrad is a Python 3.6+ library. It can be installed with:

pip install nevergrad

You can find other installation options (including for Windows users) in the :ref:`Getting started section <getting_started>`.

Feel free to join Nevergrad users Facebook group.

Minimizing a function using an optimizer (here OnePlusOne) can be easily run with:

.. literalinclude:: ../nevergrad/optimization/test_doc.py
    :language: python
    :dedent: 4
    :start-after: DOC_SIMPLEST_0
    :end-before: DOC_SIMPLEST_1


./resources/TwoPointsDE.gif

Convergence of a population of points to the minima with two-points DE.

nevergrad can also support bounded continuous variables as well as discrete variables, and mixture of those. To do this, one can specify the input space:

.. literalinclude:: ../nevergrad/parametrization/test_param_doc.py
    :language: python
    :dedent: 4
    :start-after: DOC_README_0
    :end-before: DOC_README_1

Learn more about parametrization in the :ref:`Parametrization section <parametrizing>`!

.. toctree::
   :maxdepth: 3
   :caption: Contents

   getting_started.rst
   optimization.rst
   parametrization.rst
   machinelearning.rst
   optimizers_ref.rst
   parametrization_ref.rst
   benchmarking.rst
   benchmarks.rst
   pyomo.rst
   windows.md
   contributing.rst
   opencompetition2020.md


Citing

@misc{nevergrad,
    author = {J. Rapin and O. Teytaud},
    title = {{Nevergrad - A gradient-free optimization platform}},
    year = {2018},
    publisher = {GitHub},
    journal = {GitHub repository},
    howpublished = {\url{https://GitHub.com/FacebookResearch/Nevergrad}},
}

License

nevergrad is released under the MIT license. See LICENSE for additional details about it, as well as our Terms of Use and Privacy Policy.

Indices and tables