Reference documentation

DyCors/G-DyCors

DYCORS (DYnamic COordinate search using Response Surfaces), G-DYCORS (Gradient-enhanced DYnamic COordinate search using Response Surfaces).

Version implemented here is DYCORS-LMSRBF (Local Metric Stochastic Radial Basis Functions) 1.

Both RBF (Radial Basis Functions) and GRBF (Gradient-enhanced Radial Basis Functions) can be used. Three different kernels have been implemented: exponential kernel, Matérn kernel and cubic kernel. The internal parameters of the kernel can be optimized.

Source code available in DyCors code.

Installation

Follow this commands to install DyCors:

git clone https://github.com/aquirosr/DyCors.git
cd DyCors
pip install -e .

API Reference

Contents:

• DyCors Algorithm
• Tools
  • Return object
  • Sampling techniques
  • Kernel functions
    • Exponential Kernel
    • Matérn Kernel
    • Cubic Kernel

Indices and Tables

• Index

• Search Page

References

1

Regis, R G and C A Shoemaker. 2013. Combining radial basis function surrogates and dynamic coordinate search in high-dimensional expensive black-box optimization. Engineering Optimization 45 (5): 529-555.