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v0.12.0

New Algorithms

CatCMA with Margin (GECCO2025) by @​ha-mano

CatCMA with Margin (CatCMAwM) is a method for mixed-variable optimization problems, simultaneously optimizing continuous, integer, and categorical variables. CatCMAwM extends CatCMA by introducing a novel integer handling mechanism, and supports arbitrary combinations of continuous, integer, and categorical variables in a unified framework.

import numpy as np
from cmaes import CatCMAwM
def SphereIntCOM(x, z, c):
return sum(x * x) + sum(z * z) + len(c) - sum(c[:, 0])
def SphereInt(x, z):
return sum(x * x) + sum(z * z)
def SphereCOM(x, c):
return sum(x * x) + len(c) - sum(c[:, 0])
def f_cont_int_cat():
# [lower_bound, upper_bound] for each continuous variable
X = [[-5, 5], [-5, 5]]
# possible values for each integer variable
Z = [[-1, 0, 1], [-2, -1, 0, 1, 2]]
# number of categories for each categorical variable
C = [3, 3]
optimizer = CatCMAwM(x_space=X, z_space=Z, c_space=C)
for generation in range(50):

solutions = []

for _ in range(optimizer.population_size):

sol = optimizer.ask()

value = SphereIntCOM(sol.x, sol.z, sol.c)

solutions.append((sol, value))

print(f"#{generation} {sol} evaluation: {value}")

optimizer.tell(solutions)


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