Explicit diff evo

pyproject.toml

@@ -29,7 +29,8 @@ dependencies = [
     "catboost",
     "BorutaShap",
     "dataclasses",
-    "tqdm"
+    "tqdm",
+    "scipy"
 ]
 
 [project.urls]

src/datascitools/optimization.py

@@ -0,0 +1,22 @@
+from typing import List
+from dataclasses import dataclass
+from scipy.optimize import differential_evolution
+
+@dataclass
+class EvoVar:
+    varname : str
+    init : float
+    bounds : tuple
+
+def diff_evo(loss_fn : callable, params : List):
+    varnames = [p.varname for p in params]
+    x0 = tuple([p.init for p in params])
+    bounds = [p.bounds for p in params]
+    opt_val = differential_evolution(loss_fn, x0=x0, bounds=bounds)
+    return dict(zip(varnames, opt_val.x))
+
+# b = EvoVar(varname='b', init=-0.4, bounds=(-4,4))
+# c = EvoVar(varname='c', init=23_000, bounds=(5_000,50_000))
+# w = EvoVar(varname='w', init=0.2, bounds=(0.001,0.999))
+# s = EvoVar(varname='s', init=0.5, bounds=(0.1,2))
+# best_params = diff_evo(get_weighted_loss_wrapper, [b,c,w,s])