ASTARS

Derivative-Free Optimization (DFO) algorithm for noisy convex functions which leverages active subspaces for efficiency

Please see our corresponding paper and technical report on arXiv

Installation instructions:

• If you do not have a computational environment set up to run Python, download Anaconda
• You'll need to clone the active subspaces library, updated to Python 3 by Varis, using git clone https://github.com/variscarey/active_subspaces_py3.git in a destination of your choosing (executed in terminal)
• Inside the active_subspaces_py3 directory you've just created, run python setup.py install (executed in terminal)
• Be sure to navigate outside of active_subspaces_py3 in your terminal before the next step
• Next, clone this ASTARS repo locally, using git clone [email protected]:jordanrhall/ASTARS.git in a destination of your choosing (executed in terminal)
• Inside the ASTARS directory you've just created, run python setup.py install (executed in terminal)

Now you should be able to run any of our examples stored in paper_examples. e.g., Navigate to paper_examples in terminal and run python paper_examples.py (executed in terminal)

Enjoy!