Add CMAES optimizer from nevergrad

.tools/envs/testenv-linux.yml

@@ -22,6 +22,7 @@ dependencies:
   - pybaum>=0.1.2  # run, tests
   - scipy>=1.2.1  # run, tests
   - sqlalchemy  # run, tests
+  - nevergrad  # run, tests
   - seaborn  # dev, tests
   - mypy=1.14.1  # dev, tests
   - pyyaml  # dev, tests

.tools/envs/testenv-numpy.yml

@@ -20,6 +20,7 @@ dependencies:
   - pybaum>=0.1.2  # run, tests
   - scipy>=1.2.1  # run, tests
   - sqlalchemy  # run, tests
+  - nevergrad  # run, tests
   - seaborn  # dev, tests
   - mypy=1.14.1  # dev, tests
   - pyyaml  # dev, tests

.tools/envs/testenv-others.yml

@@ -20,6 +20,7 @@ dependencies:
   - pybaum>=0.1.2  # run, tests
   - scipy>=1.2.1  # run, tests
   - sqlalchemy  # run, tests
+  - nevergrad  # run, tests
   - seaborn  # dev, tests
   - mypy=1.14.1  # dev, tests
   - pyyaml  # dev, tests

.tools/envs/testenv-pandas.yml

@@ -20,6 +20,7 @@ dependencies:
   - pybaum>=0.1.2  # run, tests
   - scipy>=1.2.1  # run, tests
   - sqlalchemy  # run, tests
+  - nevergrad  # run, tests
   - seaborn  # dev, tests
   - mypy=1.14.1  # dev, tests
   - pyyaml  # dev, tests

environment.yml

@@ -25,6 +25,7 @@ dependencies:
   - scipy>=1.2.1  # run, tests
   - sqlalchemy  # run, tests
   - myst-nb  # docs
+  - nevergrad  # run, tests
   - sphinx  # docs
   - sphinx-copybutton  # docs
   - sphinx-design  # docs

pyproject.toml

@@ -16,6 +16,7 @@ dependencies = [
     "sqlalchemy>=1.3",
     "annotated-types",
     "typing-extensions",
+    "nevergrad",
 ]
 dynamic = ["version"]
 keywords = [
@@ -349,6 +350,7 @@ module = [
     "cyipopt",
     "nlopt",
     "bokeh",
+    "nevergrad",
     "bokeh.layouts",
     "bokeh.models",
     "bokeh.plotting",

src/optimagic/algorithms.py

@@ -17,6 +17,7 @@
 from optimagic.optimizers.ipopt import Ipopt
 from optimagic.optimizers.nag_optimizers import NagDFOLS, NagPyBOBYQA
 from optimagic.optimizers.neldermead import NelderMeadParallel
+from optimagic.optimizers.nevergrad_optimizers import NevergradCMAES
 from optimagic.optimizers.nlopt_optimizers import (
     NloptBOBYQA,
     NloptCCSAQ,
@@ -170,6 +171,7 @@ def Scalar(
 
 @dataclass(frozen=True)
 class BoundedGlobalGradientFreeParallelScalarAlgorithms(AlgoSelection):
+    nevergrad_cmaes: Type[NevergradCMAES] = NevergradCMAES
     pygmo_gaco: Type[PygmoGaco] = PygmoGaco
     pygmo_pso_gen: Type[PygmoPsoGen] = PygmoPsoGen
     scipy_brute: Type[ScipyBrute] = ScipyBrute
@@ -362,6 +364,7 @@ def Scalar(self) -> BoundedGlobalGradientFreeNonlinearConstrainedScalarAlgorithm
 
 @dataclass(frozen=True)
 class BoundedGlobalGradientFreeScalarAlgorithms(AlgoSelection):
+    nevergrad_cmaes: Type[NevergradCMAES] = NevergradCMAES
     nlopt_crs2_lm: Type[NloptCRS2LM] = NloptCRS2LM
     nlopt_direct: Type[NloptDirect] = NloptDirect
     nlopt_esch: Type[NloptESCH] = NloptESCH
@@ -401,6 +404,7 @@ def Parallel(self) -> BoundedGlobalGradientFreeParallelScalarAlgorithms:
 
 @dataclass(frozen=True)
 class BoundedGlobalGradientFreeParallelAlgorithms(AlgoSelection):
+    nevergrad_cmaes: Type[NevergradCMAES] = NevergradCMAES
     pygmo_gaco: Type[PygmoGaco] = PygmoGaco
     pygmo_pso_gen: Type[PygmoPsoGen] = PygmoPsoGen
     scipy_brute: Type[ScipyBrute] = ScipyBrute
@@ -456,6 +460,7 @@ def Scalar(self) -> GlobalGradientFreeNonlinearConstrainedParallelScalarAlgorith
 
 @dataclass(frozen=True)
 class GlobalGradientFreeParallelScalarAlgorithms(AlgoSelection):
+    nevergrad_cmaes: Type[NevergradCMAES] = NevergradCMAES
     pygmo_gaco: Type[PygmoGaco] = PygmoGaco
     pygmo_pso_gen: Type[PygmoPsoGen] = PygmoPsoGen
     scipy_brute: Type[ScipyBrute] = ScipyBrute
@@ -603,6 +608,7 @@ def Scalar(self) -> BoundedGradientFreeNonlinearConstrainedParallelScalarAlgorit
 
 @dataclass(frozen=True)
 class BoundedGradientFreeParallelScalarAlgorithms(AlgoSelection):
+    nevergrad_cmaes: Type[NevergradCMAES] = NevergradCMAES
     pygmo_gaco: Type[PygmoGaco] = PygmoGaco
     pygmo_pso_gen: Type[PygmoPsoGen] = PygmoPsoGen
     scipy_brute: Type[ScipyBrute] = ScipyBrute
@@ -697,6 +703,7 @@ def Scalar(self) -> BoundedGlobalNonlinearConstrainedParallelScalarAlgorithms:
 
 @dataclass(frozen=True)
 class BoundedGlobalParallelScalarAlgorithms(AlgoSelection):
+    nevergrad_cmaes: Type[NevergradCMAES] = NevergradCMAES
     pygmo_gaco: Type[PygmoGaco] = PygmoGaco
     pygmo_pso_gen: Type[PygmoPsoGen] = PygmoPsoGen
     scipy_brute: Type[ScipyBrute] = ScipyBrute
@@ -1020,6 +1027,7 @@ def Local(self) -> GradientBasedLocalNonlinearConstrainedScalarAlgorithms:
 
 @dataclass(frozen=True)
 class BoundedGlobalGradientFreeAlgorithms(AlgoSelection):
+    nevergrad_cmaes: Type[NevergradCMAES] = NevergradCMAES
     nlopt_crs2_lm: Type[NloptCRS2LM] = NloptCRS2LM
     nlopt_direct: Type[NloptDirect] = NloptDirect
     nlopt_esch: Type[NloptESCH] = NloptESCH
@@ -1083,6 +1091,7 @@ def Scalar(self) -> GlobalGradientFreeNonlinearConstrainedScalarAlgorithms:
 
 @dataclass(frozen=True)
 class GlobalGradientFreeScalarAlgorithms(AlgoSelection):
+    nevergrad_cmaes: Type[NevergradCMAES] = NevergradCMAES
     nlopt_crs2_lm: Type[NloptCRS2LM] = NloptCRS2LM
     nlopt_direct: Type[NloptDirect] = NloptDirect
     nlopt_esch: Type[NloptESCH] = NloptESCH
@@ -1126,6 +1135,7 @@ def Parallel(self) -> GlobalGradientFreeParallelScalarAlgorithms:
 
 @dataclass(frozen=True)
 class GlobalGradientFreeParallelAlgorithms(AlgoSelection):
+    nevergrad_cmaes: Type[NevergradCMAES] = NevergradCMAES
     pygmo_gaco: Type[PygmoGaco] = PygmoGaco
     pygmo_pso_gen: Type[PygmoPsoGen] = PygmoPsoGen
     scipy_brute: Type[ScipyBrute] = ScipyBrute
@@ -1291,6 +1301,7 @@ def Scalar(self) -> BoundedGradientFreeNonlinearConstrainedScalarAlgorithms:
 @dataclass(frozen=True)
 class BoundedGradientFreeScalarAlgorithms(AlgoSelection):
     nag_pybobyqa: Type[NagPyBOBYQA] = NagPyBOBYQA
+    nevergrad_cmaes: Type[NevergradCMAES] = NevergradCMAES
     nlopt_bobyqa: Type[NloptBOBYQA] = NloptBOBYQA
     nlopt_cobyla: Type[NloptCOBYLA] = NloptCOBYLA
     nlopt_crs2_lm: Type[NloptCRS2LM] = NloptCRS2LM
@@ -1362,6 +1373,7 @@ def Parallel(self) -> BoundedGradientFreeLeastSquaresParallelAlgorithms:
 
 @dataclass(frozen=True)
 class BoundedGradientFreeParallelAlgorithms(AlgoSelection):
+    nevergrad_cmaes: Type[NevergradCMAES] = NevergradCMAES
     pounders: Type[Pounders] = Pounders
     pygmo_gaco: Type[PygmoGaco] = PygmoGaco
     pygmo_pso_gen: Type[PygmoPsoGen] = PygmoPsoGen
@@ -1443,6 +1455,7 @@ def Scalar(self) -> GradientFreeNonlinearConstrainedParallelScalarAlgorithms:
 @dataclass(frozen=True)
 class GradientFreeParallelScalarAlgorithms(AlgoSelection):
     neldermead_parallel: Type[NelderMeadParallel] = NelderMeadParallel
+    nevergrad_cmaes: Type[NevergradCMAES] = NevergradCMAES
     pygmo_gaco: Type[PygmoGaco] = PygmoGaco
     pygmo_pso_gen: Type[PygmoPsoGen] = PygmoPsoGen
     scipy_brute: Type[ScipyBrute] = ScipyBrute
@@ -1511,6 +1524,7 @@ def Scalar(self) -> BoundedGlobalNonlinearConstrainedScalarAlgorithms:
 
 @dataclass(frozen=True)
 class BoundedGlobalScalarAlgorithms(AlgoSelection):
+    nevergrad_cmaes: Type[NevergradCMAES] = NevergradCMAES
     nlopt_crs2_lm: Type[NloptCRS2LM] = NloptCRS2LM
     nlopt_direct: Type[NloptDirect] = NloptDirect
     nlopt_esch: Type[NloptESCH] = NloptESCH
@@ -1559,6 +1573,7 @@ def Parallel(self) -> BoundedGlobalParallelScalarAlgorithms:
 
 @dataclass(frozen=True)
 class BoundedGlobalParallelAlgorithms(AlgoSelection):
+    nevergrad_cmaes: Type[NevergradCMAES] = NevergradCMAES
     pygmo_gaco: Type[PygmoGaco] = PygmoGaco
     pygmo_pso_gen: Type[PygmoPsoGen] = PygmoPsoGen
     scipy_brute: Type[ScipyBrute] = ScipyBrute
@@ -1627,6 +1642,7 @@ def Scalar(self) -> GlobalNonlinearConstrainedParallelScalarAlgorithms:
 
 @dataclass(frozen=True)
 class GlobalParallelScalarAlgorithms(AlgoSelection):
+    nevergrad_cmaes: Type[NevergradCMAES] = NevergradCMAES
     pygmo_gaco: Type[PygmoGaco] = PygmoGaco
     pygmo_pso_gen: Type[PygmoPsoGen] = PygmoPsoGen
     scipy_brute: Type[ScipyBrute] = ScipyBrute
@@ -1860,6 +1876,7 @@ def Scalar(self) -> BoundedNonlinearConstrainedParallelScalarAlgorithms:
 
 @dataclass(frozen=True)
 class BoundedParallelScalarAlgorithms(AlgoSelection):
+    nevergrad_cmaes: Type[NevergradCMAES] = NevergradCMAES
     pygmo_gaco: Type[PygmoGaco] = PygmoGaco
     pygmo_pso_gen: Type[PygmoPsoGen] = PygmoPsoGen
     scipy_brute: Type[ScipyBrute] = ScipyBrute
@@ -2115,6 +2132,7 @@ def Local(self) -> GradientBasedLikelihoodLocalAlgorithms:
 
 @dataclass(frozen=True)
 class GlobalGradientFreeAlgorithms(AlgoSelection):
+    nevergrad_cmaes: Type[NevergradCMAES] = NevergradCMAES
     nlopt_crs2_lm: Type[NloptCRS2LM] = NloptCRS2LM
     nlopt_direct: Type[NloptDirect] = NloptDirect
     nlopt_esch: Type[NloptESCH] = NloptESCH
@@ -2202,6 +2220,7 @@ def Scalar(self) -> GradientFreeLocalScalarAlgorithms:
 class BoundedGradientFreeAlgorithms(AlgoSelection):
     nag_dfols: Type[NagDFOLS] = NagDFOLS
     nag_pybobyqa: Type[NagPyBOBYQA] = NagPyBOBYQA
+    nevergrad_cmaes: Type[NevergradCMAES] = NevergradCMAES
     nlopt_bobyqa: Type[NloptBOBYQA] = NloptBOBYQA
     nlopt_cobyla: Type[NloptCOBYLA] = NloptCOBYLA
     nlopt_crs2_lm: Type[NloptCRS2LM] = NloptCRS2LM
@@ -2298,6 +2317,7 @@ def Scalar(self) -> GradientFreeNonlinearConstrainedScalarAlgorithms:
 class GradientFreeScalarAlgorithms(AlgoSelection):
     nag_pybobyqa: Type[NagPyBOBYQA] = NagPyBOBYQA
     neldermead_parallel: Type[NelderMeadParallel] = NelderMeadParallel
+    nevergrad_cmaes: Type[NevergradCMAES] = NevergradCMAES
     nlopt_bobyqa: Type[NloptBOBYQA] = NloptBOBYQA
     nlopt_cobyla: Type[NloptCOBYLA] = NloptCOBYLA
     nlopt_crs2_lm: Type[NloptCRS2LM] = NloptCRS2LM
@@ -2378,6 +2398,7 @@ def Parallel(self) -> GradientFreeLeastSquaresParallelAlgorithms:
 @dataclass(frozen=True)
 class GradientFreeParallelAlgorithms(AlgoSelection):
     neldermead_parallel: Type[NelderMeadParallel] = NelderMeadParallel
+    nevergrad_cmaes: Type[NevergradCMAES] = NevergradCMAES
     pounders: Type[Pounders] = Pounders
     pygmo_gaco: Type[PygmoGaco] = PygmoGaco
     pygmo_pso_gen: Type[PygmoPsoGen] = PygmoPsoGen
@@ -2417,6 +2438,7 @@ def Scalar(self) -> GradientFreeParallelScalarAlgorithms:
 
 @dataclass(frozen=True)
 class BoundedGlobalAlgorithms(AlgoSelection):
+    nevergrad_cmaes: Type[NevergradCMAES] = NevergradCMAES
     nlopt_crs2_lm: Type[NloptCRS2LM] = NloptCRS2LM
     nlopt_direct: Type[NloptDirect] = NloptDirect
     nlopt_esch: Type[NloptESCH] = NloptESCH
@@ -2498,6 +2520,7 @@ def Scalar(self) -> GlobalNonlinearConstrainedScalarAlgorithms:
 
 @dataclass(frozen=True)
 class GlobalScalarAlgorithms(AlgoSelection):
+    nevergrad_cmaes: Type[NevergradCMAES] = NevergradCMAES
     nlopt_crs2_lm: Type[NloptCRS2LM] = NloptCRS2LM
     nlopt_direct: Type[NloptDirect] = NloptDirect
     nlopt_esch: Type[NloptESCH] = NloptESCH
@@ -2550,6 +2573,7 @@ def Parallel(self) -> GlobalParallelScalarAlgorithms:
 
 @dataclass(frozen=True)
 class GlobalParallelAlgorithms(AlgoSelection):
+    nevergrad_cmaes: Type[NevergradCMAES] = NevergradCMAES
     pygmo_gaco: Type[PygmoGaco] = PygmoGaco
     pygmo_pso_gen: Type[PygmoPsoGen] = PygmoPsoGen
     scipy_brute: Type[ScipyBrute] = ScipyBrute
@@ -2811,6 +2835,7 @@ class BoundedScalarAlgorithms(AlgoSelection):
     fides: Type[Fides] = Fides
     ipopt: Type[Ipopt] = Ipopt
     nag_pybobyqa: Type[NagPyBOBYQA] = NagPyBOBYQA
+    nevergrad_cmaes: Type[NevergradCMAES] = NevergradCMAES
     nlopt_bobyqa: Type[NloptBOBYQA] = NloptBOBYQA
     nlopt_ccsaq: Type[NloptCCSAQ] = NloptCCSAQ
     nlopt_cobyla: Type[NloptCOBYLA] = NloptCOBYLA
@@ -2911,6 +2936,7 @@ def Parallel(self) -> BoundedLeastSquaresParallelAlgorithms:
 
 @dataclass(frozen=True)
 class BoundedParallelAlgorithms(AlgoSelection):
+    nevergrad_cmaes: Type[NevergradCMAES] = NevergradCMAES
     pounders: Type[Pounders] = Pounders
     pygmo_gaco: Type[PygmoGaco] = PygmoGaco
     pygmo_pso_gen: Type[PygmoPsoGen] = PygmoPsoGen
@@ -3012,6 +3038,7 @@ def Scalar(self) -> NonlinearConstrainedParallelScalarAlgorithms:
 @dataclass(frozen=True)
 class ParallelScalarAlgorithms(AlgoSelection):
     neldermead_parallel: Type[NelderMeadParallel] = NelderMeadParallel
+    nevergrad_cmaes: Type[NevergradCMAES] = NevergradCMAES
     pygmo_gaco: Type[PygmoGaco] = PygmoGaco
     pygmo_pso_gen: Type[PygmoPsoGen] = PygmoPsoGen
     scipy_brute: Type[ScipyBrute] = ScipyBrute
@@ -3118,6 +3145,7 @@ class GradientFreeAlgorithms(AlgoSelection):
     nag_dfols: Type[NagDFOLS] = NagDFOLS
     nag_pybobyqa: Type[NagPyBOBYQA] = NagPyBOBYQA
     neldermead_parallel: Type[NelderMeadParallel] = NelderMeadParallel
+    nevergrad_cmaes: Type[NevergradCMAES] = NevergradCMAES
     nlopt_bobyqa: Type[NloptBOBYQA] = NloptBOBYQA
     nlopt_cobyla: Type[NloptCOBYLA] = NloptCOBYLA
     nlopt_crs2_lm: Type[NloptCRS2LM] = NloptCRS2LM
@@ -3188,6 +3216,7 @@ def Scalar(self) -> GradientFreeScalarAlgorithms:
 
 @dataclass(frozen=True)
 class GlobalAlgorithms(AlgoSelection):
+    nevergrad_cmaes: Type[NevergradCMAES] = NevergradCMAES
     nlopt_crs2_lm: Type[NloptCRS2LM] = NloptCRS2LM
     nlopt_direct: Type[NloptDirect] = NloptDirect
     nlopt_esch: Type[NloptESCH] = NloptESCH
@@ -3319,6 +3348,7 @@ class BoundedAlgorithms(AlgoSelection):
     ipopt: Type[Ipopt] = Ipopt
     nag_dfols: Type[NagDFOLS] = NagDFOLS
     nag_pybobyqa: Type[NagPyBOBYQA] = NagPyBOBYQA
+    nevergrad_cmaes: Type[NevergradCMAES] = NevergradCMAES
     nlopt_bobyqa: Type[NloptBOBYQA] = NloptBOBYQA
     nlopt_ccsaq: Type[NloptCCSAQ] = NloptCCSAQ
     nlopt_cobyla: Type[NloptCOBYLA] = NloptCOBYLA
@@ -3454,6 +3484,7 @@ class ScalarAlgorithms(AlgoSelection):
     ipopt: Type[Ipopt] = Ipopt
     nag_pybobyqa: Type[NagPyBOBYQA] = NagPyBOBYQA
     neldermead_parallel: Type[NelderMeadParallel] = NelderMeadParallel
+    nevergrad_cmaes: Type[NevergradCMAES] = NevergradCMAES
     nlopt_bobyqa: Type[NloptBOBYQA] = NloptBOBYQA
     nlopt_ccsaq: Type[NloptCCSAQ] = NloptCCSAQ
     nlopt_cobyla: Type[NloptCOBYLA] = NloptCOBYLA
@@ -3582,6 +3613,7 @@ def Local(self) -> LikelihoodLocalAlgorithms:
 @dataclass(frozen=True)
 class ParallelAlgorithms(AlgoSelection):
     neldermead_parallel: Type[NelderMeadParallel] = NelderMeadParallel
+    nevergrad_cmaes: Type[NevergradCMAES] = NevergradCMAES
     pounders: Type[Pounders] = Pounders
     pygmo_gaco: Type[PygmoGaco] = PygmoGaco
     pygmo_pso_gen: Type[PygmoPsoGen] = PygmoPsoGen
@@ -3629,6 +3661,7 @@ class Algorithms(AlgoSelection):
     nag_dfols: Type[NagDFOLS] = NagDFOLS
     nag_pybobyqa: Type[NagPyBOBYQA] = NagPyBOBYQA
     neldermead_parallel: Type[NelderMeadParallel] = NelderMeadParallel
+    nevergrad_cmaes: Type[NevergradCMAES] = NevergradCMAES
     nlopt_bobyqa: Type[NloptBOBYQA] = NloptBOBYQA
     nlopt_ccsaq: Type[NloptCCSAQ] = NloptCCSAQ
     nlopt_cobyla: Type[NloptCOBYLA] = NloptCOBYLA

src/optimagic/config.py

@@ -54,6 +54,13 @@
 else:
     IS_PYGMO_INSTALLED = True
 
+try:
+    import nevergrad as ng  # noqa: F401
+except ImportError:
+    IS_NEVERGRAD_INSTALLED = False
+else:
+    IS_NEVERGRAD_INSTALLED = True
+
 try:
     import cyipopt  # noqa: F401
 except ImportError: