Thanks Hans, I fixed these issues. I don't have much time right now because I'm (trying to) finish my PhD, but maybe I'll implement some additional features once I'm done.
On Thursday, May 1, 2014 10:55:59 AM UTC+2, Hans W Borchers wrote: > > @Billou Thanks for implementing this in Julia. > > I checked your JuliaCMAES code with Julia 0.3.0-prerelease and got an > error and some warning. The error occurs when loading the function: > > ERROR: syntax: incomplete: unterminated multi-line comment #= ... =# > > which happens on l.140. Actually, it was new for me, too, that Julia now > has multi-line comment. That is nice though I like the comment format in, > e.g., Lua more because with placing or deleting a single character the > multi-line comment will be toggled. In this case, adding a space between > '#' and '=' helps. > > When calling the function, we get the following warnings: > > WARNING: min(x) is deprecated, use minimum(x) instead. > in max at deprecated.jl:26 > in cmaes at /home/hwb/cmaes_orig.jl:32 > > and in lines 40, 71, 92, and 179 as well. Correcting this, of course, is > easy though only the one in line 32 needs to be and should be replaced. > (In my own version I assume that a user might want to supply a vector of > sigmas for all directions. This may require some more changes.) > > WARNING: x::Number - A::Array is deprecated, use x .- A instead. > in - at deprecated.jl:26 > in cmaes at /home/hwb/cmaes_orig.jl:71 > > to be corrected as easily. > > May I add that your CMA-ES implementation should allow for lower and upper > boundaries. Most often, in global optimization problems and in stochastic > optimization in general, one is looking for minima/optima in certain > regions while the objective function may take on lower values outside. -- > This functionality is offered in the full Matlab version, too. > > This can easily be done after line 127 (that's about the place where I > introduced reducing to the boundaries in my own implementation). > > > On Tuesday, September 3, 2013 5:52:24 PM UTC+2, Billou Bielour wrote: >> >> Hey, I did an julia port of my favorite optimization algorithm, I've used >> it quite a bit on real problems and I find it pretty good overall. >> >> It's a minimal implementation, lots of features are missing, but on the >> few tests I did it seems to work. Code and example here: >> >> https://github.com/Staross/JuliaCMAES/ >> >> >>
