# User Guide¶

Before applying pypop7 to real-world black-box optimization (BBO) problems, the following user guidelines should
be read: *problem definition*, *optimizer setting*, *result analysis*, and *algorithm selection and configuration*.

## Problem Definition¶

First, an *objective function* (called *fitness function* in this library) needs to be defined in the function form. Then, the standard data
structure dict is used as a simple yet
effective way to store all settings related to the optimization problem at hand, such as:

fitness_function: objective function to be

minimized(func),ndim_problem: number of dimensionality (int),

upper_boundary: upper boundary of search range (array_like),

lower_boundary: lower boundary of search range (array_like).

Note that without loss of generality, only the **minimization** process is considered in this library, since
*maximization* can be easily transferred to *minimization* by negating it.

Below is a simple example to define the well-known test function Rosenbrock:

1>>> import numpy as np 2>>> def rosenbrock(x): # define the fitness (cost/objective) function 3... return 100.0*np.sum(np.power(x[1:] - np.power(x[:-1], 2), 2)) + np.sum(np.power(x[:-1] - 1, 2)) 4>>> ndim_problem = 1000 # define its settings 5>>> problem = {'fitness_function': rosenbrock, # cost function 6... 'ndim_problem': ndim_problem, # dimension 7... 'lower_boundary': -10.0*np.ones((ndim_problem,)), # search boundary 8... 'upper_boundary': 10.0*np.ones((ndim_problem,))}

When the fitness function itself involves other *input arguments* except the sampling point x (here we distinguish
*input arguments* and above *problem settings*), there are two simple ways to support this scenario:

to create a class wrapper, e.g.:

1>>> import numpy as np 2>>> def rosenbrock(x, arg): # define the fitness (cost/objective) function 3... return arg*np.sum(np.power(x[1:] - np.power(x[:-1], 2), 2)) + np.sum(np.power(x[:-1] - 1, 2)) 4>>> class Rosenbrock(object): # build a class wrapper 5... def __init__(self, arg): # arg is an extra input argument 6... self.arg = arg 7... def __call__(self, x): # for fitness evaluation 8... return rosenbrock(x, self.arg) 9>>> rosen = Rosenbrock(100.0) 10>>> ndim_problem = 1000 # define its settings 11>>> problem = {'fitness_function': rosen, # cost function 12... 'ndim_problem': ndim_problem, # dimension 13... 'lower_boundary': -10.0*np.ones((ndim_problem,)), # search boundary 14... 'upper_boundary': 10.0*np.ones((ndim_problem,))}

to utilize the easy-to-use unified interface provided for all optimizers in this library, e.g.:

1>>> import numpy as np 2>>> def rosenbrock(x, args): 3... return args*np.sum(np.power(x[1:] - np.power(x[:-1], 2), 2)) + np.sum(np.power(x[:-1] - 1, 2)) 4>>> ndim_problem = 10 5>>> problem = {'fitness_function': rosenbrock, 6... 'ndim_problem': ndim_problem, 7... 'lower_boundary': -5*np.ones((ndim_problem,)), 8... 'upper_boundary': 5*np.ones((ndim_problem,))} 9>>> from pypop7.optimizers.es.maes import MAES # which can be replaced by any other optimizer in this library 10>>> options = {'fitness_threshold': 1e-10, # terminate when the best-so-far fitness is lower than 1e-10 11... 'max_function_evaluations': ndim_problem*10000, # maximum of function evaluations 12... 'seed_rng': 0, # seed of random number generation (which must be set for repeatability) 13... 'sigma': 3.0, # initial global step-size of Gaussian search distribution 14... 'verbose': 500} # to print verbose information every 500 generations 15>>> maes = MAES(problem, options) # initialize the optimizer 16>>> results = maes.optimize(args=100.0) # args as input arguments of fitness function except sampling point 17>>> print(results['best_so_far_y'], results['n_function_evaluations']) 183.98657911234714 100000 # this is a well-recognized *local* attractor rather than the global optimum

When there are multiple (>=2) input arguments except the sampling point x, all of them should be organized via a function or class wrapper with only one input argument except the sampling point x (in dict or tuple form).

Typically, upper_boundary and lower_boundary are enough for end-users to control the search range. However,
sometimes for *benchmarking-of-optimizers* purpose (e.g., to avoid utilizing symmetry and origin to possibly bias the search), we add
two extra settings to control the initialization of the population/individual:

initial_upper_boundary: upper boundary only for initialization (array_like),

initial_lower_boundary: lower boundary only for initialization (array_like).

if *not* given, both initial_upper_boundary and initial_lower_boundary are set to upper_boundary and
lower_boundary, respectively. When initial_upper_boundary and initial_lower_boundary are explicitly given,
the initialization of population/individual will be sampled from [initial_lower_boundary, initial_upper_boundary]
rather than [lower_boundary, upper_boundary].

## Optimizer Setting¶

This library provides a *unified* API for hyper-parameter settings of all black-box optimizers. The following
algorithm options (all stored into a dict) are common for all optimizers:

max_function_evaluations: maximum of function evaluations (int, default: np.Inf),

max_runtime: maximal runtime to be allowed (float, default: np.Inf),

seed_rng: seed for random number generation needed to be

explicitlyset (int).

At least one of two options (max_function_evaluations and max_runtime) should be set, according to the available computing resources or acceptable runtime.

For **repeatability**, seed_rng should be *explicitly* set for random number generation (RNG).

Note that for any optimizer, its *specific* options/settings (see its API documentation for details) can be
naturally added into the dict data structure. Take the well-known Cross-Entropy Method (CEM) as an illustrative example. The settings of
*mean* and *std* of its Gaussian sampling distribution usually have a significant impact on the convergence
rate (see its API for more details about its
hyper-parameters):

1>>> import numpy as np 2>>> from pypop7.benchmarks.base_functions import rosenbrock # function to be minimized 3>>> from pypop7.optimizers.cem.scem import SCEM 4>>> problem = {'fitness_function': rosenbrock, # define problem arguments 5... 'ndim_problem': 10, 6... 'lower_boundary': -5*np.ones((10,)), 7... 'upper_boundary': 5*np.ones((10,))} 8>>> options = {'max_function_evaluations': 1000000, # set optimizer options 9... 'seed_rng': 2022, 10... 'mean': 4*np.ones((10,)), # initial mean of Gaussian search distribution 11... 'sigma': 3.0} # initial std (aka global step-size) of Gaussian search distribution 12>>> scem = SCEM(problem, options) # initialize the optimizer class 13>>> results = scem.optimize() # run the optimization process 14>>> # return the number of function evaluations and best-so-far fitness 15>>> print(f"SCEM: {results['n_function_evaluations']}, {results['best_so_far_y']}") 16SCEM: 1000000, 10.328016143160333

## Result Analysis¶

After the ending of optimization stage, all optimizers return at least the following common results (collected into
a dict) in a **unified** way:

best_so_far_x: the best-so-far solution found during optimization,

best_so_far_y: the best-so-far fitness (aka objective value) found during optimization,

n_function_evaluations: the total number of function evaluations used during optimization (which never exceeds max_function_evaluations),

runtime: the total runtime used during the entire optimization stage (which does not exceed max_runtime),

termination_signal: the termination signal from three common candidates (MAX_FUNCTION_EVALUATIONS, MAX_RUNTIME, and FITNESS_THRESHOLD),

time_function_evaluations: the total runtime spent only in function evaluations,

fitness: a list of fitness (aka objective value) generated during the entire optimization stage.

When the optimizer option saving_fitness is set to False, fitness will be None. When the optimizer option
saving_fitness is set to an integer n (> 0), fitness will be a list of fitness generated every n function
evaluations. Note that both the *first* and *last* fitness are always saved as the *beginning* and *ending* of
optimization.

Below is a simple example to visualize the *fitness convergence* procedure of Evolution Strategy (ES) on the
classical sphere function:

1>>> import numpy as np # https://link.springer.com/chapter/10.1007%2F978-3-662-43505-2_44 2>>> import seaborn as sns 3>>> import matplotlib.pyplot as plt 4>>> from pypop7.benchmarks.base_functions import sphere 5>>> from pypop7.optimizers.es.res import RES 6>>> sns.set_theme(style='darkgrid') 7>>> plt.figure() 8>>> for i in range(3): 9>>> problem = {'fitness_function': sphere, 10... 'ndim_problem': 10} 11... options = {'max_function_evaluations': 1500, 12... 'seed_rng': i, 13... 'saving_fitness': 1, 14... 'x': np.ones((10,)), 15... 'sigma': 1e-9, 16... 'lr_sigma': 1.0/(1.0 + 10.0/3.0), 17... 'is_restart': False} 18... res = RES(problem, options) 19... fitness = res.optimize()['fitness'] 20... plt.plot(fitness[:, 0], np.sqrt(fitness[:, 1]), 'b') # sqrt for distance 21... plt.xticks([0, 500, 1000, 1500]) 22... plt.xlim([0, 1500]) 23... plt.yticks([1e-9, 1e-6, 1e-3, 1e0]) 24... plt.yscale('log') 25>>> plt.show()

## Algorithm Selection and Configuration¶

For most real-world BBO, typically there is few *a prior* knowledge to serve as the base of algorithm selection.
Perhaps the simplest way to algorithm selection is **trial-and-error**. However, here we still hope to provide a
*rule of thumb* to guide algorithm selection according to algorithm classification. Refer to its GitHub homepage for details about three different classification families
(only based on the dimensionality). It is worthwhile noting that this classification is *just a very rough estimation*
for algorithm selection. In practice, the algorithm selection should depend mainly on the final performance criteria (
e.g. convergence rate / solution quality / runtime).

In the future, we expect to add the **Automated Algorithm Selection and Configuration** techniques in this
library, as shown below (just to name a few):

Lindauer, M., Eggensperger, K., Feurer, M., Biedenkapp, A., Deng, D., Benjamins, C., Ruhkopf, T., Sass, R. and Hutter, F., 2022. SMAC3: A versatile Bayesian optimization package for hyperparameter optimization. Journal of Machine Learning Research, 23(54), pp.1-9.

Schede, E., Brandt, J., Tornede, A., Wever, M., Bengs, V., Hüllermeier, E. and Tierney, K., 2022. A survey of methods for automated algorithm configuration. Journal of Artificial Intelligence Research, 75, pp.425-487.

Kerschke, P., Hoos, H.H., Neumann, F. and Trautmann, H., 2019. Automated algorithm selection: Survey and perspectives. Evolutionary Computation, 27(1), pp.3-45.

Hoos, H.H., Neumann, F. and Trautmann, H., 2017. Automated algorithm selection and configuration (Dagstuhl Seminar 16412). Dagstuhl Reports, 6(10), pp.33-74.