Differential Evolution Estimator¶
The Differential Evolution estimator is a stochastic global optimization method, a simple and efficient heuristic for global optimization over continuous spaces. More information about this method can be found in the following publication:
- Storn, “Differential evolution - a simple and efficient heuristic for global optimization over continuous spaces,” J. Global Optim. 11(4), 341 - 359 (Dec. 1997).
Below is a list of parameters that a user can adjust when using the Differential Evolution method.
DEDiscover uses the method implemented by Adrian Michel and available on github.
| Name | Description | Constraints and Notes |
|---|---|---|
| Max Generations | Maximum number of generation before termination | Must be >= 0. |
| Population size | Number of candidates created at each generation | Must be >= 0. |
| Mutation Strategy | A number between 1 and 5. The description for each strategy will be added when it is located. | |
| Crossover Factor | Between 0 and 1 | |
| Weight | Between 0 and 1 |