Optimizer Elo Ratings
Produced by
optimizer-elo-ratings using
the
humpday package. See the
article.
Class of objective functions: portfolio
Dimension 21
Function evaluation limit: 80
| Name | Rating | Games | Active |
|---|
| bobyqa_noise | 2908.0 | 471 | yes |
| bobyqa_default | 2872.0 | 481 | yes |
| nevergrad_oneplus | 2016.0 | 46 | no |
| scipy_powell | 1928.0 | 409 | yes |
| dlib_default | 1895.0 | 498 | yes |
| dlib | 1893.0 | 454 | yes |
| scipy_lbfgsb | 1892.0 | 33 | yes |
| nevergrad_hammersley | 1885.0 | 54 | no |
| nevergrad_ngopt8 | 1879.0 | 45 | no |
| nevergrad_ngopt4 | 1876.0 | 38 | no |
| nevergrad_ngopt | 1736.0 | 47 | no |
| freelunch_sa_21 | 1727.0 | 4 | no |
| nlopt_esch | 1717.0 | 16 | no |
| freelunch_sa_3 | 1712.0 | 6 | no |
| nlopt_directr | 1707.0 | 14 | no |
| freelunch_sade_8 | 1676.0 | 9 | no |
| freelunch_sa_8 | 1665.0 | 6 | no |
| freelunch_sade_21 | 1628.0 | 11 | no |
| scipy_slsqp | 1609.0 | 262 | yes |
| optuna_random_clone | 1600 | 49 | no |
| optuna_random_clone_2 | 1600 | 43 | no |
| optuna_random | 1600 | 39 | no |
| optuna_random_clone_1 | 1600 | 37 | 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_nelder | 1600 | 0 | no |
| pymoo_unsga3 | 1600 | 0 | no |
| pymoo_pattern | 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 |
| optuna_tpe | 1596.0 | 48 | no |
| ultraopt_etpe | 1592.0 | 122 | no |
| freelunch_de_8 | 1587.0 | 9 | no |
| freelunch_sade_3 | 1585.0 | 5 | no |
| nlopt_crs2lm | 1575.0 | 19 | no |
| freelunch_pso_21 | 1570.0 | 10 | no |
| ultraopt_forest | 1558.0 | 110 | no |
| nlopt_isres | 1556.0 | 18 | no |
| freelunch_de_21 | 1505.0 | 8 | no |
| nevergrad_portfolio | 1480.0 | 39 | no |
| freelunch_pso_8 | 1477.0 | 7 | no |
| nevergrad_de | 1471.0 | 46 | no |
| nlopt_direct | 1455.0 | 18 | no |
| freelunch_pso_3 | 1444.0 | 8 | no |
| nlopt_directo | 1440.0 | 10 | no |
| nlopt_directl | 1408.0 | 16 | no |
| freelunch_de_3 | 1396.0 | 11 | no |
| platypus_moead | 1330.0 | 15 | no |
| pymoo_nsga3 | 1254.0 | 24 | no |
| hyperopt_tpe | 1237.0 | 431 | yes |
| hyperopt_rand | 1169.0 | 452 | yes |
| ultraopt_random | 1155.0 | 132 | no |
| hyperopt_atpe | 1129.0 | 469 | yes |