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CBX: Python and Julia packages for consensus-based interacting particle methods (CBX)

Authors: Rafael Bailo, Alethea Barbaro, Susana N. Gomes, Konstantin Riedl, Tim Roith, Claudia Totzeck, Urbain Vaes

Keywords: Derivative-free optimization

Derivative-free optimization is required, whenever gradients of objective functions are not available or too expensive to evaluate. A typical imaging application, where such a situation arises, is when employing a closed-box classification tool, like a neural network, where only the model output is available. Consensus-based techniques utilize an ensemble of particles exploring a state space, while simultaneously using function evaluations to update their guess of a global minimizer. This strategy is not restricted to optimization but can also be used for sampling.

CBX provides Python and Julia packages that offer a general, high-level interface for consensus-based optimization and sampling.


Publications

CBX: Python and Julia packages for consensus-based interacting particle methods

Bailo R, Barbaro A, Gomes S, Riedl K, Roith T, Totzeck C, Vaes U - arXiv - 2024


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MIT

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