optimagic-dev · janosg · Sep 18, 2024 · Sep 13, 2024 · Sep 17, 2024 · Sep 17, 2024
diff --git a/.pre-commit-config.yaml b/.pre-commit-config.yaml
@@ -6,7 +6,7 @@ repos:
       - id: check-useless-excludes
         # - id: identity  # Prints all files passed to pre-commits. Debugging.
   - repo: https://github.com/lyz-code/yamlfix
-    rev: 1.16.0
+    rev: 1.17.0
     hooks:
       - id: yamlfix
         exclude: tests/optimagic/optimizers/_pounders/fixtures
@@ -68,7 +68,7 @@ repos:
           - --blank
         exclude: src/optimagic/optimization/algo_options.py
   - repo: https://github.com/astral-sh/ruff-pre-commit
-    rev: v0.5.7
+    rev: v0.6.3
     hooks:
       # Run the linter.
       - id: ruff
@@ -119,7 +119,7 @@ repos:
         args:
           - --drop-empty-cells
   - repo: https://github.com/pre-commit/mirrors-mypy
-    rev: v1.11.1
+    rev: v1.11.2
     hooks:
       - id: mypy
         files: src|tests

diff --git a/docs/source/estimagic/explanation/bootstrap_montecarlo_comparison.ipynb b/docs/source/estimagic/explanation/bootstrap_montecarlo_comparison.ipynb
@@ -42,13 +42,14 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "import estimagic as em\n",
     "import matplotlib.pyplot as plt\n",
     "import numpy as np\n",
     "import pandas as pd\n",
     "import scipy\n",
     "import statsmodels.api as sm\n",
-    "from joblib import Parallel, delayed"
+    "from joblib import Parallel, delayed\n",
+    "\n",
+    "import estimagic as em"
    ]
   },
   {

diff --git a/docs/source/estimagic/tutorials/bootstrap_overview.ipynb b/docs/source/estimagic/tutorials/bootstrap_overview.ipynb
@@ -19,11 +19,12 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "import estimagic as em\n",
     "import numpy as np\n",
     "import pandas as pd\n",
     "import seaborn as sns\n",
-    "import statsmodels.api as sm"
+    "import statsmodels.api as sm\n",
+    "\n",
+    "import estimagic as em"
    ]
   },
   {

diff --git a/docs/source/estimagic/tutorials/estimation_tables_overview.ipynb b/docs/source/estimagic/tutorials/estimation_tables_overview.ipynb
@@ -24,11 +24,12 @@
    "outputs": [],
    "source": [
     "# Make necessary imports\n",
-    "import estimagic as em\n",
     "import pandas as pd\n",
     "import statsmodels.formula.api as sm\n",
-    "from estimagic.config import EXAMPLE_DIR\n",
-    "from IPython.core.display import HTML"
+    "from IPython.core.display import HTML\n",
+    "\n",
+    "import estimagic as em\n",
+    "from estimagic.config import EXAMPLE_DIR"
    ]
   },
   {

diff --git a/docs/source/estimagic/tutorials/likelihood_overview.ipynb b/docs/source/estimagic/tutorials/likelihood_overview.ipynb
@@ -34,11 +34,12 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "import estimagic as em\n",
     "import numpy as np\n",
     "import pandas as pd\n",
     "from scipy.stats import norm\n",
     "\n",
+    "import estimagic as em\n",
+    "\n",
     "rng = np.random.default_rng(seed=0)"
    ]
   },

diff --git a/docs/source/estimagic/tutorials/msm_overview.ipynb b/docs/source/estimagic/tutorials/msm_overview.ipynb
@@ -42,10 +42,11 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "import estimagic as em\n",
     "import numpy as np\n",
     "import pandas as pd\n",
     "\n",
+    "import estimagic as em\n",
+    "\n",
     "rng = np.random.default_rng(seed=0)"
    ]
   },

diff --git a/docs/source/explanation/why_optimization_is_hard.ipynb b/docs/source/explanation/why_optimization_is_hard.ipynb
@@ -28,8 +28,9 @@
    "outputs": [],
    "source": [
     "import numpy as np\n",
-    "import optimagic as om\n",
-    "import seaborn as sns"
+    "import seaborn as sns\n",
+    "\n",
+    "import optimagic as om"
    ]
   },
   {

diff --git a/docs/source/how_to/how_to_algorithm_selection.ipynb b/docs/source/how_to/how_to_algorithm_selection.ipynb
@@ -34,6 +34,7 @@
    "outputs": [],
    "source": [
     "import numpy as np\n",
+    "\n",
     "import optimagic as om"
    ]
   },

diff --git a/docs/source/how_to/how_to_bounds.ipynb b/docs/source/how_to/how_to_bounds.ipynb
@@ -32,6 +32,7 @@
    "outputs": [],
    "source": [
     "import numpy as np\n",
+    "\n",
     "import optimagic as om"
    ]
   },

diff --git a/docs/source/how_to/how_to_criterion_function.ipynb b/docs/source/how_to/how_to_criterion_function.ipynb
@@ -25,6 +25,7 @@
    "outputs": [],
    "source": [
     "import numpy as np\n",
+    "\n",
     "import optimagic as om\n",
     "\n",
     "\n",

diff --git a/docs/source/how_to/how_to_derivatives.ipynb b/docs/source/how_to/how_to_derivatives.ipynb
@@ -38,6 +38,7 @@
    "outputs": [],
    "source": [
     "import numpy as np\n",
+    "\n",
     "import optimagic as om\n",
     "\n",
     "\n",

diff --git a/docs/source/how_to/how_to_errors_during_optimization.ipynb b/docs/source/how_to/how_to_errors_during_optimization.ipynb
@@ -49,9 +49,10 @@
     "import warnings\n",
     "\n",
     "import numpy as np\n",
-    "import optimagic as om\n",
     "from scipy.optimize import minimize as scipy_minimize\n",
     "\n",
+    "import optimagic as om\n",
+    "\n",
     "warnings.simplefilter(\"ignore\")"
    ]
   },

diff --git a/docs/source/how_to/how_to_logging.ipynb b/docs/source/how_to/how_to_logging.ipynb
@@ -30,6 +30,7 @@
     "from pathlib import Path\n",
     "\n",
     "import numpy as np\n",
+    "\n",
     "import optimagic as om"
    ]
   },

diff --git a/docs/source/how_to/how_to_multistart.ipynb b/docs/source/how_to/how_to_multistart.ipynb
@@ -36,6 +36,7 @@
    "outputs": [],
    "source": [
     "import numpy as np\n",
+    "\n",
     "import optimagic as om\n",
     "\n",
     "\n",

diff --git a/docs/source/how_to/how_to_slice_plot.ipynb b/docs/source/how_to/how_to_slice_plot.ipynb
@@ -31,6 +31,7 @@
    "outputs": [],
    "source": [
     "import numpy as np\n",
+    "\n",
     "import optimagic as om"
    ]
   },

diff --git a/docs/source/how_to/how_to_visualize_histories.ipynb b/docs/source/how_to/how_to_visualize_histories.ipynb
@@ -23,6 +23,7 @@
    "outputs": [],
    "source": [
     "import numpy as np\n",
+    "\n",
     "import optimagic as om"
    ]
   },

diff --git a/docs/source/tutorials/numdiff_overview.ipynb b/docs/source/tutorials/numdiff_overview.ipynb
@@ -17,8 +17,9 @@
    "outputs": [],
    "source": [
     "import numpy as np\n",
-    "import optimagic as om\n",
-    "import pandas as pd"
+    "import pandas as pd\n",
+    "\n",
+    "import optimagic as om"
    ]
   },
   {

diff --git a/docs/source/tutorials/optimization_overview.ipynb b/docs/source/tutorials/optimization_overview.ipynb
@@ -16,15 +16,18 @@
    "outputs": [],
    "source": [
     "import numpy as np\n",
-    "import optimagic as om\n",
-    "import pandas as pd"
+    "import pandas as pd\n",
+    "\n",
+    "import optimagic as om"
    ]
   },
   {
    "cell_type": "markdown",
    "metadata": {},
    "source": [
-    "## Basic usage of `minimize`"
+    "## Basic usage of `minimize`\n",
+    "\n",
+    "The basic usage of `optimagic.minimize` is very similar to `scipy.optimize.minimize`"
    ]
   },
   {
@@ -43,13 +46,13 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "res = om.minimize(\n",
+    "lbfgsb_res = om.minimize(\n",
     "    fun=sphere,\n",
     "    params=np.arange(5),\n",
     "    algorithm=\"scipy_lbfgsb\",\n",
     ")\n",
     "\n",
-    "res.params.round(5)"
+    "lbfgsb_res.params.round(5)"
    ]
   },
   {
@@ -58,7 +61,7 @@
    "source": [
     "## `params` do not have to be vectors\n",
     "\n",
-    "In optimagic, params can by arbitrary [pytrees](https://jax.readthedocs.io/en/latest/pytrees.html). Examples are (nested) dictionaries of numbers, arrays and pandas objects. "
+    "In optimagic, params can by arbitrary [pytrees](https://jax.readthedocs.io/en/latest/pytrees.html). Examples are (nested) dictionaries of numbers, arrays and pandas objects. This is very useful if you have many parameters!"
    ]
   },
   {
@@ -77,20 +80,22 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "res = om.minimize(\n",
+    "nm_res = om.minimize(\n",
     "    fun=dict_sphere,\n",
     "    params={\"a\": 0, \"b\": 1, \"c\": pd.Series([2, 3, 4])},\n",
-    "    algorithm=\"scipy_powell\",\n",
+    "    algorithm=\"scipy_neldermead\",\n",
     ")\n",
     "\n",
-    "res.params"
+    "nm_res.params"
    ]
   },
   {
    "cell_type": "markdown",
    "metadata": {},
    "source": [
-    "## The result contains all you need to know"
+    "## You can compare optimizers\n",
+    "\n",
+    "In practice, it is super hard to pick the right optimizer for your problem. With optimagic, you can simply try a few and compare their results!"
    ]
   },
   {
@@ -99,29 +104,16 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "res = om.minimize(\n",
-    "    fun=dict_sphere,\n",
-    "    params={\"a\": 0, \"b\": 1, \"c\": pd.Series([2, 3, 4])},\n",
-    "    algorithm=\"scipy_neldermead\",\n",
-    ")\n",
-    "res"
+    "results = {\"lbfgsb\": lbfgsb_res, \"nelder_mead\": nm_res}\n",
+    "fig = om.criterion_plot(results, max_evaluations=300)\n",
+    "fig.show(renderer=\"png\")"
    ]
   },
   {
    "cell_type": "markdown",
    "metadata": {},
    "source": [
-    "## You can visualize the convergence"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "fig = om.criterion_plot(res, max_evaluations=300)\n",
-    "fig.show(renderer=\"png\")"
+    "You can also zoom in on the history of specific parameters. This can be super helpful to diagnose problems in the optimization. "
    ]
   },
   {
@@ -131,7 +123,7 @@
    "outputs": [],
    "source": [
     "fig = om.params_plot(\n",
-    "    res,\n",
+    "    nm_res,\n",
     "    max_evaluations=300,\n",
     "    # optionally select a subset of parameters to plot\n",
     "    selector=lambda params: params[\"c\"],\n",
@@ -145,20 +137,23 @@
    "source": [
     "## There are many optimizers\n",
     "\n",
-    "If you install some optional dependencies, you can choose from a large (and growing) set of optimization algorithms -- all with the same interface!\n",
+    "By default, optimagic comes with optimizers from scipy, including global optimizers \n",
+    "and least-squares optimizers. But we also have wrappers for algorithms from **NlOpt**, \n",
+    "**Pygmo**, as well as several optimizers from individual packages like **fides**, \n",
+    "**ipopt**, **pybobyqa** and **dfols**. \n",
     "\n",
-    "For example, we wrap optimizers from `scipy.optimize`, `nlopt`, `cyipopt`, `pygmo`, `fides`, `tao` and others. \n",
+    "To use optimizers that are not from scipy, follow our [installation guide](../installation.md) for optional dependencies. To see which optimizers we have, check out the [full list](../algorithms.md).\n",
     "\n",
-    "We also have some optimizers that are not part of other packages. Examples are a `parallel Nelder-Mead` algorithm, The `BHHH` algorithm and a `parallel Pounders` algorithm.\n",
-    "\n",
-    "See the full list [here](../how_to_guides/optimization/how_to_specify_algorithm_and_algo_options"
+    "If you are missing your favorite optimizer in the list, let us know with an [issue](https://github.com/optimagic-dev/optimagic/issues)"
    ]
   },
   {
    "cell_type": "markdown",
    "metadata": {},
    "source": [
-    "## You can add bounds"
+    "## You can add bounds\n",
+    "\n",
+    "As any optimizer library, optimagic lets you specify bounds for the parameters."
    ]
   },
   {
@@ -183,7 +178,9 @@
    "cell_type": "markdown",
    "metadata": {},
    "source": [
-    "## You can fix parameters "
+    "## You can fix parameters \n",
+    "\n",
+    "On top of bounds, you can also fix one or more parameters during the optimization. "
    ]
   },
   {

diff --git a/pyproject.toml b/pyproject.toml
@@ -40,8 +40,9 @@ classifiers = [
     "Operating System :: MacOS :: MacOS X",
     "Operating System :: Microsoft :: Windows",
     "Operating System :: POSIX",
-    "Programming Language :: Python :: 3",
-    "Programming Language :: Python :: 3 :: Only",
+    "Programming Language :: Python :: 3.10",
+    "Programming Language :: Python :: 3.11",
+    "Programming Language :: Python :: 3.12",
     "Topic :: Scientific/Engineering",
 ]
 authors = [