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Results

Each figure answers one question and states the conditions it holds under: budgets (evaluations per dimension), dimensions, instance ids, seeds, competitor versions and the commit. The curves and the cell map follow the COCO convention: the measure is the fraction of (function, target) pairs reached, with 51 targets from 10² down to 10⁻⁸, functions weighted equally. Dimensions are never pooled, because dimension is a fact of your problem that you can use to choose an algorithm.

AMM (c46)pycma IPOPpycma BIPOPSLSQPDETPE (Optuna)NGOpt (Nevergrad)HCMA (COCO archive)

1. Share of targets reached, per dimension

Section titled “1. Share of targets reached, per dimension”
Five line charts, one per dimension (2, 5, 10, 20 and 40), of the fraction of function-target pairs reached against budget from 10 to 1000 times the dimension, on the final-test instances. AMM's thick line is the highest, or level with the highest, at every budget in every chart. At the largest budget the nearest competitors are differential evolution, HCMA's archive levels and the CMA-ES variants in two dimensions, HCMA's archive levels in 5 to 20 dimensions, and restarted SLSQP in 40 dimensions. NGOpt, drawn at every dimension, is below AMM everywhere; in 5 dimensions it reaches about half of the pairs at 300 times the dimension and falls back at 1000.
final testFinal test FT1: fraction of (function, target) pairs reached versus budget, bbob f1 to f24. Grey band: the best method in each cell. HCMA is shown at the COCO archive's own levels (D 2 to 20, other instances), not rerun. NGOpt is shown at every dimension.
Reproduce this figure
command
final_ft1.py with no arguments, and ft1_plots.py as run for v2 (batch b095_final_ft1)
seed
9000, one run per function, dimension, instance and budget (6,000 runs of AMM)
instance ids
101-110, never used by any design decision
budgets
10, 30, 100, 300, 1000 x D
commit
frozen configuration c46, config hash 2153948ebed51150 (tagged history in the research archive)
competitors
pycma IPOP/BIPOP, SLSQP, DE, TPE (capped slice) and NGOpt in the same harness; HCMA from the COCO archive
hardware
pending: filled from the run manifest
cost
pending: filled from the run manifest

2. The preregistered comparisons: AMM against IPOP and against SLSQP

Section titled “2. The preregistered comparisons: AMM against IPOP and against SLSQP”

Before any final-test run, the comparisons and the ranges they should fall in were written down. Each number is the mean over 120 (function, dimension) cells of AMM’s share of targets minus the competitor’s, with a 95% bootstrap interval over cells (2,000 resamples) and a Holm correction over the five budgets. Every budget is above zero for both comparisons.

Budget AMM minus IPOP (F1) Predicted AMM minus SLSQP (F4) Predicted
10 x D +.121 [+.080, +.168] +.06 to +.17 +.015 [+.007, +.022] −.01 to +.03
30 x D +.203 [+.153, +.254] +.12 to +.25 +.037 [+.020, +.053] .00 to +.05
100 x D +.303 [+.244, +.361] +.20 to +.36 +.118 [+.085, +.156] +.05 to +.15
300 x D +.312 [+.251, +.375] +.20 to +.36 +.225 [+.183, +.276] +.13 to +.27
1000 x D +.222 [+.170, +.280] +.12 to +.27 +.302 [+.246, +.362] +.20 to +.35

All ten results fell inside the predicted ranges, and so did the two cell counts below: every preregistered prediction of the final test held. The lead over SLSQP is small at small budgets, where a quasi-Newton method is hard to beat on smooth functions, and grows with the budget.

3. Cell by cell: where AMM leads and where it trails

Section titled “3. Cell by cell: where AMM leads and where it trails”

Each cell is one function at one dimension and budget. Blue means AMM leads the best competitor in that cell by more than 0.02; orange means it trails by more than 0.02, with the leader named. Cells within 0.02 are pale. This is a descriptive plotting rule on the mean over the ten instances, not a significance test, and it is not the “credibly behind” rule used for the counts below, so the map shows more orange cells than the 35 that the preregistered rule counts.

A heatmap of 24 bbob functions (rows) by five dimensions and five budgets (columns) for the final test. Blue cells, where AMM leads the best competitor, are concentrated at larger budgets and on functions f3, f4, f12, f20 and f22 in higher dimensions. Orange cells, where a named competitor leads, are mostly at small budgets in two to ten dimensions on f2 and f8 to f14, where SLSQP leads, plus cells led by HCMA's archive levels, IPOP, BIPOP, TPE, DE and, on f9 and a few other cells at small budgets, NGOpt. Many cells are pale, meaning a difference below 0.02.
final testAMM minus the best competitor, per cell, final test. Values of at least .05 are printed; the leader is named where AMM trails by more than .02. NGOpt is shown at every dimension.
Reproduce this figure
command
ft1_plots.py, as run for v2
seed
9000
instance ids
101-110
budgets
10, 30, 100, 300, 1000 x D
commit
frozen configuration c46, config hash 2153948ebed51150 (tagged history in the research archive)
competitors
best of pycma IPOP/BIPOP, SLSQP, DE, TPE, NGOpt in the same harness, and HCMA (archive)
hardware
pending: filled from the run manifest
cost
pending: filled from the run manifest

The preregistered counts use a stricter, probabilistic rule: a cell counts as credibly behind when some competitor leads by more than .02 with posterior probability above .9 over the ten paired runs, and as credibly ahead when AMM does so against every competitor that ran the cell.

382of 600 cells: AMM has the highest mean (ties included)
35of 600 cells: credibly behind some competitor
110of 600 cells: credibly ahead of every competitor that ran it

The preregistered ranges were 30 to 75 cells credibly behind and 70 to 120 credibly ahead of all. Both results fell inside their ranges. The cell-level intervals are about 25% too narrow, so these are counts and not statements of significance. Every one of the 35 cells where AMM is credibly behind is listed, with the competitor that leads, on the limits page. The research log records how the analysis was run.

Where AMM has the highest mean, per budget (cells out of 120, ties included):

Budget 10 x D 30 x D 100 x D 300 x D 1000 x D
AMM 57 61 79 90 95

Against HCMA’s archive levels (which are on other instances, D 2 to 20, 96 cells per budget), AMM’s share of targets minus HCMA’s is +.016, +.120, +.174, +.104 and +.103 at 10, 30, 100, 300 and 1000 times the dimension. The margin at 10 x D is small, so read the lead as holding from 30 x D.

Development context (in-sample, ids 61-70)

Section titled “Development context (in-sample, ids 61-70)”

These figures come from instances used while AMM was being built. They are not held out and are shown because they were the basis for the final-test predictions; the final-test numbers above were within about .01 of them for the per-budget comparisons.

4. Share of targets reached, per dimension

Section titled “4. Share of targets reached, per dimension”
Five line charts, one per dimension (2, 5, 10, 20 and 40), of the fraction of function-target pairs reached against budget from 10 to 1000 times the dimension, on the development instances. AMM's thick line is at or near the top of every chart; competitor lines sit below it, with differential evolution and BIPOP catching up only at the largest budget in two dimensions.
development, in-sampleDevelopment data: fraction of (function, target) pairs reached versus budget, bbob f1 to f24. Grey band: the best method in each cell. HCMA is shown at the COCO archive's own levels, not rerun.
Reproduce this figure
command
pending: filled from the run manifest
seed
one seed per run
instance ids
61-70 (in-sample)
budgets
10, 30, 100, 300, 1000 x D
commit
frozen configuration c46, config hash 2153948ebed51150 (tagged history in the research archive); the in-sample runs were made by development commits (c45 for 528 of 600 cells), see Reproduce
competitors
pycma IPOP/BIPOP, SLSQP, DE, TPE, NGOpt run in the same harness; HCMA from the COCO archive
hardware
pending: filled from the run manifest
cost
pending: filled from the run manifest

With the same descriptive rule as the final-test cell map (more than 0.02 apart), the development comparison has:

179in-samplecells where AMM is ahead by more than 0.02
313in-samplecells within 0.02 of the best
108in-samplecells where it is behind by more than 0.02
A heatmap of 24 bbob functions (rows) by five dimensions and five budgets (columns) on the development instances. Blue cells, where AMM leads the best competitor, are concentrated at larger budgets and on functions f3, f4, f20 and f22; orange cells, where a named competitor leads, appear mostly at small budgets and on f7, f8, f9 and f12. Many cells are pale, meaning a difference of less than 0.02.
development, in-sampleDevelopment data: AMM minus the best competitor, per cell. Blue: AMM leads by more than 0.02. Orange: a competitor leads by more than 0.02, named in the cell.
Reproduce this figure
command
pending: filled from the run manifest
seed
pending: filled from the run manifest
instance ids
61-70 (in-sample)
budgets
10, 30, 100, 300, 1000 x D
commit
frozen configuration c46, config hash 2153948ebed51150 (tagged history in the research archive); the in-sample runs were made by development commits (c45 for 528 of 600 cells), see Reproduce
competitors
best of pycma IPOP/BIPOP, SLSQP, DE, TPE, NGOpt (same harness) and HCMA (archive)
hardware
pending: filled from the run manifest
cost
pending: filled from the run manifest
A five by five grid of line charts: rows are the five bbob function groups, columns are dimensions 2, 5, 10, 20 and 40, each showing the share of targets reached against budget. AMM's thick line is at or near the top in most panels. It is not on top for the multimodal group f15 to f19 in two dimensions, where differential evolution is higher at the largest budget, and for f6 to f9 at 10 and 20 dimensions at the largest budget, where the CMA-ES variants reach the top.
development, in-sampleThe same measure split by function group: f1-f5 separable, f6-f9 low or moderate conditioning, f10-f14 high conditioning unimodal, f15-f19 multimodal with adequate structure, f20-f24 multimodal with weak structure.
Reproduce this figure
command
pending: filled from the run manifest
seed
pending: filled from the run manifest
instance ids
61-70 (in-sample)
budgets
pending: filled from the run manifest
commit
development commits, see Reproduce
competitors
pending: filled from the run manifest
hardware
pending: filled from the run manifest
cost
pending: filled from the run manifest
  • Final test: one seed per (function, dimension, instance, budget), ten instances per cell. HCMA is archive data on other instances and exists for D 2 to 20 only; TPE ran a capped slice of the grid; NGOpt ran at every dimension. Where a competitor is missing (HCMA at D 40, most of TPE), the best competitor is the best of the others, so those cells are easier to win than a full comparison would be.
  • Development data: one seed per instance, ten instances. The AMM series is a composite: 528 of the 600 cells come from the full-grid run of the previous configuration c45, and 72 cells (D 10, 20 and 40 at 100 x D) from the literal frozen configuration c46, which differs from c45 by one parameter from D = 10.
  • Package versions recorded for the development runs: Python 3.12.10, NumPy 2.5.4, SciPy 1.18.1, pycma 4.5.0, cocoex 2.8.2. The Optuna and Nevergrad versions and the hardware were not recorded for these runs.
  • Intervals on the curves. Bootstrap intervals over instances for every ECDF curve.
  • Problems beyond bbob: not yet testedpending.
  • Wall-clock cost per evaluation and run-to-run seed variance (see the limits page).
  • Raw data downloads: one CSV per figure with a manifest of hashes, generated with the final run.