Open
Description
Direct search methods provide an avenue for gradient free optimisation. Following the instructions about how to contribute to CoFI given here the idea is to make these solvers available in CoFI and produce a corresponding example in cofi-examples by either creating a new example of building on an existing example.
Examples for the direct search methods we are interested in seeing added to CoFI are
-
Bayesian Adaptive Direct Search
https://acerbilab.github.io/pybads/ -
DIRECT search algorithm
https://scipydirect.readthedocs.io/
https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.direct.html -
Dynamic Nested Sampling
https://dynesty.readthedocs.io/en/latest/dynamic.html