[SciPy-Dev] adding FIRE algorithm to scipy.optimize

Jacob Stevenson jstevenson131@gmail....
Sat Mar 23 10:38:44 CDT 2013


I can answer this.  FIRE is not related to Firefly.  Actually FIRE is a local optimiser and Firefly is a global optimiser.

Jake

On 23 Mar 2013, at 12:30, Ralf Gommers wrote:

> 
> 
> 
> On Sat, Mar 16, 2013 at 10:55 AM, Daniel Asenjo <daniel.asenjo@gmail.com> wrote:
> I have an implementation of the FIRE minimization algorithm that I would like add to scipy.optimize.
> 
> The algorithm is described here:
> 
> http://link.aps.org/doi/10.1103/PhysRevLett.97.170201
> 
> FIRE is relatively fast although not as efficient as L-BFGS but it is much more stable as shown in our recently submitted paper:
> 
> http://people.ds.cam.ac.uk/daa32/compareminmeth.pdf
> 
> I think that FIRE would be a good addition to the existing algorithms in scipy.optimize as it is becoming popular within the community.
> 
> What do you think?
> 
> Guess I could figure this out from the papers, but it's easier to ask: is FIRE in any way related to Firefly that Andrea Gavana recently proposed for inclusion in scipy.optimize: http://article.gmane.org/gmane.comp.python.scientific.user/33701/match=firefly ?
> 
> Andrea has a quite extensive benchmark of global optimizers, if you could work with him to include your algorithm then that would help a lot in determining the added value for scipy. Certainly we need a few more good global optimizers, but we need to be confident that they're an improvement on what's already available.
> 
> Ralf
> 
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