[image] GitHub - jbrea/CMAEvolutionStrategy.jl: A julia implementation of the CMA Evolution... A julia implementation of the CMA Evolution Strategy for derivative-free optimization of potentially non-linear, non-convex or noisy functions over continuous domains. …

Could you register? We would like to set this up in GalacticOptim.jl. Also, could you add a batched parallelism interface, i.e. something so that you give the user N parallel points to evaluate at the same time? It would really be nice to get 1000 parameters at once so I can send it to the GPU and g…

Thanks for the interest. [image] ChrisRackauckas: give the user N parallel points to evaluate at the same time I see the following possibilities to switch between parallel and single evaluation (actually, by default I could just evaluate multi-threaded) boolean keyword argument parallel_ev…

A switch would be much much more robust, because otherwise applicable wouldn’t play well on duck typed functions.

What’s the multi_threading one do? Wouldn’t the user just multithread CMAEvolutionStrategy.jl/runtests.jl at master · jbrea/CMAEvolutionStrategy.jl · GitHub ?

Yes, you can use parallel_evaluation = true and write your own multi-threaded evaluation of the objective function. Alternatively, you can pass your ordinary (single evaluation) objective function and profit with multi-threading = true from a generic multi-threaded evaluation .

[ANN]: CMAEvolutionStrategy.jl

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jbrea May 17, 2020, 10:20am 5

It’s registered now and has switches for parallel_evaluation and multi_threading evaluation of the objective function.

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[ANN]: CMAEvolutionStrategy.jl

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