Custom Optimization Algorithms/Procedures

Created at 17 Jan 2019, 05:13
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HE

helberg.andre@gmail.com

Joined 22.01.2018

Custom Optimization Algorithms/Procedures
17 Jan 2019, 05:13


It would be great to be able to write our own optimization algorithms.

This way we can:
* run optimizations from "save points", ie continue optimization where I left off at some other point
* implement things like swarm optimization, gradient desent
* have custom paramaters in a robot, currently there is little flexibility in the type of paramaters that can be optimized, would be really usefull to have things such as arrays and custom classes, since in a custom optimizer I would be in controll of instantiating the robot, I can have any type of paramater.

Unless I'm missing something, it could be as simple as a class that inherits from "Optimization" and has to implement a method "NextRobot" that returns an Instance of Robot.


cTrader
@helberg.andre@gmail.com