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Re:Intro to Multicriteria Optimization by Zephyr314 on Wednesday August 17, 2016 @12:07PM (#12305709)
The methods in scipy.optimize are great if your function is serial, cheap, deterministic, and convex. Many ML models and real world problems don't fit into this context though.

We have a Jupyter notebook showing how SigOpt compares to several scipy.optimize methods as well as standard methods like grid/random on a simple non-convex problem here [1]. These results only get more striking as the dimensionality increases.

[1]: https://github.com/sigopt/sigopt-examples/blob/master/ipytho...

Re:Intro to Multicriteria Optimization by oli5679 on Thursday August 18, 2016 @06:43AM (#12311505)
Many of these scipy methods can cope with concave, noisy functions. There's a bit of skill/alchemy with selecting starting values and tolerance parameters. Interesting to see that your approach has superior performance in that case, but in many cases these free tools with no need for an api would be sufficient.