The blackbox optimization benchmarking noisy (bbob-noisy) test suite

Abstract

The blackbox optimization benchmarking noisy (bbob-noisy) test suite comprises 30 noisy test functions. Each benchmark function is provided in dimensions [2, 3, 5, 10, 20, 40] with 15 instances. Please refer to the paper for details about each benchmark function.

APIs

class Problem(function_id: int, dimension: int, instance_id: int = 1)

• function_id: ID of the bbob benchmark function to use. It must be in the range of [101, 130].
• dimension: Dimension of the benchmark function. It must be in [2, 3, 5, 10, 20, 40].
• instance_id: ID of the instance of the benchmark function. It must be in the range of [1, 15].

Methods and Properties

• search_space: Return the search space.
  • Returns: dict[str, optuna.distributions.BaseDistribution]
• directions: Return the optimization directions.
  • Returns: list[optuna.study.StudyDirection]
• __call__(trial: optuna.Trial): Evaluate the objective function and return the objective value.
  • Args:
    • trial: Optuna trial object.
  • Returns: float
• evaluate(params: dict[str, float]): Evaluate the objective function given a dictionary of parameters.
  • Args:
    • params: Decision variable like {"x0": x1_value, "x1": x1_value, ..., "xn": xn_value}. The number of parameters must be equal to dimension.
  • Returns: float

The properties defined by cocoex.Problem are also available such as number_of_objectives.

Installation

Please install the coco-experiment package.

pip install -U coco-experiment

Example

import optuna
import optunahub


bbob_noisy = optunahub.load_module("benchmarks/bbob_noisy")
sphere2d_gaussian = bbob_noisy.Problem(function_id=101, dimension=2, instance_id=1)

study = optuna.create_study(directions=sphere2d_gaussian.directions)
study.optimize(sphere2d_gaussian, n_trials=20)

print(study.best_trial.params, study.best_trial.value)

Reference

Nikolaus Hansen, Steffen Finck, Raymond Ros, Anne Auger. Real-Parameter Black-Box Optimization Benchmarking 2009: Noisy Functions Definitions. [Research Report] RR-6869, INRIA. 2009. ⟨inria-00369466⟩