Optimizer Elo Ratings
Produced by
optimizer-elo-ratings using
the
humpday package. See the
article.
Class of objective functions: portfolio
Dimension 03
Function evaluation limit: 130
| Name | Rating | Games | Active |
|---|
| shgo_slsqp_sobol | 2236.0 | 119 | yes |
| shgo_nelder_sobol | 2198.0 | 107 | yes |
| skopt_gp_default | 2155.0 | 659 | yes |
| bobyqa_noise | 2103.0 | 615 | yes |
| shgo_powell_sobol | 2101.0 | 98 | yes |
| bayesopt_poi | 2094.0 | 113 | no |
| dlib | 2040.0 | 685 | yes |
| dlib_default | 2033.0 | 669 | yes |
| nlopt_directl | 2009.0 | 90 | no |
| nlopt_directr | 1994.0 | 56 | no |
| bayesopt_ucb | 1992.0 | 104 | no |
| pysot_dycors | 1992.0 | 80 | no |
| nevergrad_ngopt8 | 1967.0 | 106 | no |
| bobyqa_default | 1962.0 | 654 | yes |
| pysot_srbf | 1961.0 | 63 | no |
| bayesopt_ei | 1950.0 | 94 | no |
| nlopt_direct | 1939.0 | 70 | no |
| nevergrad_ngopt4 | 1938.0 | 93 | no |
| pysot_ei | 1932.0 | 78 | no |
| pymoo_nelder | 1921.0 | 67 | no |
| optuna_cmaes | 1921.0 | 109 | no |
| ax_default | 1873.0 | 39 | no |
| hebo_batch | 1844.0 | 50 | no |
| hebo_sequential | 1841.0 | 39 | no |
| nlopt_ags | 1834.0 | 58 | no |
| freelunch_sade_8 | 1828.0 | 14 | no |
| nlopt_directo | 1819.0 | 74 | no |
| optuna_tpe | 1802.0 | 110 | no |
| ultraopt_forest | 1798.0 | 223 | no |
| pysot_lcb | 1797.0 | 59 | no |
| pymoo_pattern | 1779.0 | 72 | no |
| nevergrad_ngopt | 1766.0 | 85 | no |
| ultraopt_gbrt | 1749.0 | 225 | no |
| nevergrad_oneplus | 1729.0 | 110 | no |
| nlopt_crs2lm | 1725.0 | 65 | no |
| ultraopt_etpe | 1708.0 | 248 | no |
| hebo_sequential | 1673.0 | 10 | no |
| freelunch_sade_21 | 1673.0 | 12 | no |
| freelunch_krillherd_3 | 1624.0 | 2 | no |
| hebo_batch | 1620.0 | 16 | no |
| freelunch_sa_21 | 1615.0 | 9 | no |
| optuna_random_clone_1 | 1600 | 109 | no |
| optuna_random | 1600 | 108 | no |
| optuna_random_clone | 1600 | 107 | no |
| optuna_random_clone_2 | 1600 | 100 | no |
| scipy_nelder | 1600 | 0 | no |
| pymoo_unsga3 | 1600 | 0 | no |
| freelunch_krillherd_8 | 1600 | 0 | no |
| pymoo_nsga3 | 1581.0 | 66 | no |
| freelunch_de_8 | 1553.0 | 16 | no |
| hyperopt_tpe | 1551.0 | 667 | yes |
| freelunch_de_3 | 1549.0 | 25 | no |
| nevergrad_de | 1534.0 | 106 | no |
| nevergrad_portfolio | 1526.0 | 110 | no |
| freelunch_pso_21 | 1524.0 | 14 | no |
| freelunch_de_21 | 1506.0 | 13 | no |
| freelunch_pso_8 | 1499.0 | 18 | no |
| freelunch_pso_3 | 1496.0 | 11 | no |
| hyperopt_atpe | 1495.0 | 673 | yes |
| nevergrad_hammersley | 1459.0 | 103 | no |
| freelunch_sade_3 | 1449.0 | 11 | no |
| platypus_moead | 1448.0 | 80 | no |
| pymoo_nsga2 | 1435.0 | 74 | no |
| hyperopt_rand | 1385.0 | 674 | yes |
| nlopt_isres | 1375.0 | 58 | no |
| freelunch_sa_3 | 1357.0 | 13 | no |
| platypus_smpso | 1355.0 | 71 | no |
| freelunch_sa_8 | 1348.0 | 14 | no |
| platypus_gde3 | 1334.0 | 74 | no |
| platypus_genetic | 1323.0 | 61 | no |
| platypus_ibea | 1320.0 | 56 | no |
| platypus_cmaes | 1307.0 | 64 | no |
| platypus_nsgaii | 1288.0 | 70 | no |
| platypus_spea2 | 1284.0 | 65 | no |
| platypus_evolutionary | 1246.0 | 84 | no |
| platypus_omopso | 1226.0 | 64 | no |
| ultraopt_random | 1222.0 | 207 | no |
| platypus_epsmoea | 1217.0 | 57 | no |
| scipy_powell | 1199.0 | 464 | yes |
| pysot_random | 1164.0 | 71 | no |
| nlopt_esch | 1101.0 | 63 | no |
| scipy_slsqp | 903.0 | 630 | yes |
| scipy_lbfgsb | 644.0 | 431 | yes |