[SciPy-User] Fitting procedure to take advantage of cluster
Dan Goodman
dg.gmane at thesamovar.net
Thu Jun 30 10:00:04 EDT 2011
Our package Playdoh might be what you're looking for:
http://code.google.com/p/playdoh/
It has some global optimisation algorithms built in, including particle
swarm, genetic algorithms and CMA-ES.
Dan
On 29/06/2011 18:54, J. David Lee wrote:
> Hello,
>
> I'm attempting to perform a fit of a model function's output to some
> measured data. The model has around 12 parameters, and takes tens of
> minutes to run. I have access to a cluster with several thousand
> processors that can run the simulations in parallel, so I'm wondering if
> there are any algorithms out there that I can use to leverage this
> computing power to efficiently solve my problem - that is, besides grid
> searches or Monte-Carlo methods.
>
> Thanks for your help,
>
> David
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