Optimizer Elo Ratings
Produced by
optimizer-elo-ratings using
the
humpday package. See the
article.
Class of objective functions: portfolio
Dimension 13
Function evaluation limit: 80
| Name | Rating | Games | Active |
|---|
| bobyqa_noise | 2633.0 | 463 | yes |
| bobyqa_default | 2601.0 | 434 | yes |
| dlib_default | 2215.0 | 416 | yes |
| dlib | 2063.0 | 463 | yes |
| nevergrad_ngopt8 | 2019.0 | 39 | no |
| nevergrad_ngopt4 | 1989.0 | 39 | no |
| scipy_lbfgsb | 1921.0 | 70 | yes |
| nevergrad_oneplus | 1919.0 | 49 | no |
| ultraopt_etpe | 1870.0 | 148 | no |
| scipy_slsqp | 1855.0 | 314 | yes |
| nevergrad_ngopt | 1793.0 | 44 | no |
| nlopt_directr | 1766.0 | 16 | no |
| nevergrad_hammersley | 1758.0 | 40 | no |
| freelunch_sa_21 | 1739.0 | 7 | no |
| nlopt_direct | 1719.0 | 17 | no |
| scipy_powell | 1717.0 | 451 | yes |
| freelunch_sade_8 | 1713.0 | 7 | no |
| freelunch_sa_8 | 1697.0 | 5 | no |
| nlopt_esch | 1689.0 | 14 | no |
| freelunch_sa_3 | 1638.0 | 6 | no |
| ultraopt_forest | 1622.0 | 133 | no |
| optuna_random | 1600 | 46 | no |
| optuna_random_clone_2 | 1600 | 45 | no |
| optuna_random_clone_1 | 1600 | 44 | no |
| optuna_random_clone | 1600 | 35 | no |
| shgo_slsqp_sobol | 1600 | 0 | yes |
| shgo_powell_sobol | 1600 | 0 | yes |
| shgo_nelder_sobol | 1600 | 0 | yes |
| skopt_gp_default | 1600 | 0 | yes |
| scipy_nelder | 1600 | 0 | no |
| pysot_ei | 1600 | 0 | no |
| pysot_lcb | 1600 | 0 | no |
| pysot_random | 1600 | 0 | no |
| pysot_srbf | 1600 | 0 | no |
| pysot_dycors | 1600 | 0 | no |
| ax_default | 1600 | 0 | no |
| optuna_cmaes | 1600 | 0 | no |
| platypus_genetic | 1600 | 0 | no |
| platypus_evolutionary | 1600 | 0 | no |
| platypus_nsgaii | 1600 | 0 | no |
| platypus_cmaes | 1600 | 0 | no |
| platypus_gde3 | 1600 | 0 | no |
| platypus_ibea | 1600 | 0 | no |
| platypus_omopso | 1600 | 0 | no |
| platypus_smpso | 1600 | 0 | no |
| platypus_spea2 | 1600 | 0 | no |
| platypus_epsmoea | 1600 | 0 | no |
| pymoo_unsga3 | 1600 | 0 | no |
| pymoo_nsga2 | 1600 | 0 | no |
| ultraopt_gbrt | 1600 | 0 | no |
| bayesopt_ucb | 1600 | 0 | no |
| bayesopt_ei | 1600 | 0 | no |
| bayesopt_poi | 1600 | 0 | no |
| nlopt_ags | 1600 | 0 | no |
| hebo_sequential | 1600 | 0 | no |
| hebo_batch | 1600 | 0 | no |
| freelunch_krillherd_3 | 1600 | 0 | no |
| freelunch_krillherd_8 | 1600 | 0 | no |
| freelunch_sade_3 | 1581.0 | 5 | no |
| freelunch_sade_21 | 1581.0 | 9 | no |
| freelunch_de_8 | 1575.0 | 5 | no |
| freelunch_pso_3 | 1573.0 | 3 | no |
| freelunch_de_21 | 1534.0 | 4 | no |
| optuna_tpe | 1517.0 | 37 | no |
| freelunch_pso_8 | 1469.0 | 8 | no |
| freelunch_pso_21 | 1463.0 | 7 | no |
| pymoo_pattern | 1458.0 | 14 | no |
| nlopt_directl | 1455.0 | 12 | no |
| nevergrad_portfolio | 1454.0 | 46 | no |
| nlopt_directo | 1447.0 | 9 | no |
| nevergrad_de | 1441.0 | 44 | no |
| nlopt_isres | 1440.0 | 21 | no |
| pymoo_nelder | 1425.0 | 22 | no |
| nlopt_crs2lm | 1421.0 | 22 | no |
| pymoo_nsga3 | 1370.0 | 18 | no |
| freelunch_de_3 | 1331.0 | 12 | no |
| platypus_moead | 1281.0 | 17 | no |
| ultraopt_random | 1183.0 | 120 | no |
| hyperopt_atpe | 1182.0 | 452 | yes |
| hyperopt_tpe | 1178.0 | 436 | yes |
| hyperopt_rand | 1083.0 | 435 | yes |