Add optimizers from nevergrad (#591)

Author: gauravmanmode

.github/workflows/main.yml

@@ -146,6 +146,35 @@ jobs:
         run: |
           micromamba activate optimagic
           pytest -m "not slow and not jax"
+  run-tests-nevergrad:
+    # This job is for running test related to nevergrad with pinned version of
+    # bayesian_optimization == 1.4.0
+    name: Run tests for ubuntu-latest on ${{ matrix.python-version }} bayes_opt==1.4.0
+    runs-on: ${{ matrix.os }}
+    strategy:
+      fail-fast: false
+      matrix:
+        os:
+          - ubuntu-latest
+        python-version:
+          - '3.10'
+          - '3.11'
+          - '3.12'
+          - '3.13'
+    steps:
+      - uses: actions/checkout@v4
+      - name: create build environment
+        uses: mamba-org/setup-micromamba@v1
+        with:
+          environment-file: ./.tools/envs/testenv-nevergrad.yml
+          cache-environment: true
+          create-args: |
+            python=${{ matrix.python-version }}
+      - name: run pytest
+        shell: bash -l {0}
+        run: |
+          micromamba activate optimagic
+          pytest tests/optimagic/optimizers/test_nevergrad.py
   code-in-docs:
     name: Run code snippets in documentation
     runs-on: ubuntu-latest

.tools/envs/testenv-linux.yml

@@ -28,13 +28,14 @@ dependencies:
   - jinja2  # dev, tests
   - annotated-types  # dev, tests
   - iminuit  # dev, tests
+  - cma  # dev, tests
   - pip:  # dev, tests, docs
       - bayesian-optimization>=2.0.4  # dev, tests
-      - nevergrad  # dev, tests
       - DFO-LS>=1.5.3  # dev, tests
       - Py-BOBYQA  # dev, tests
       - fides==0.7.4  # dev, tests
       - kaleido>=1.0  # dev, tests
+      - bayes_optim  # dev, tests
       - pandas-stubs  # dev, tests
       - types-cffi  # dev, tests
       - types-openpyxl  # dev, tests

.tools/envs/testenv-nevergrad.yml

@@ -0,0 +1,44 @@
+---
+name: optimagic
+channels:
+  - conda-forge
+  - nodefaults
+dependencies:
+  - cyipopt>=1.4.0  # dev, tests
+  - pygmo>=2.19.0  # dev, tests, docs
+  - nlopt  # dev, tests, docs
+  - pip  # dev, tests, docs
+  - pytest  # dev, tests
+  - pytest-cov  # tests
+  - pytest-xdist  # dev, tests
+  - statsmodels  # dev, tests
+  - cloudpickle  # run, tests
+  - joblib  # run, tests
+  - numpy >= 2  # run, tests
+  - pandas  # run, tests
+  - plotly>=6.2  # run, tests
+  - pybaum>=0.1.2  # run, tests
+  - scipy>=1.2.1  # run, tests
+  - sqlalchemy  # run, tests
+  - seaborn  # dev, tests
+  - mypy=1.14.1  # dev, tests
+  - pyyaml  # dev, tests
+  - jinja2  # dev, tests
+  - annotated-types  # dev, tests
+  - iminuit  # dev, tests
+  - cma  # dev, tests
+  - pip:  # dev, tests, docs
+      - DFO-LS>=1.5.3  # dev, tests
+      - Py-BOBYQA  # dev, tests
+      - fides==0.7.4  # dev, tests
+      - kaleido>=1.0  # dev, tests
+      - bayes_optim  # dev, tests
+      - pandas-stubs  # dev, tests
+      - types-cffi  # dev, tests
+      - types-openpyxl  # dev, tests
+      - types-jinja2  # dev, tests
+      - sqlalchemy-stubs  # dev, tests
+      - sphinxcontrib-mermaid  # dev, tests, docs
+      - -e ../../
+      - bayesian_optimization==1.4.0
+      - nevergrad

.tools/envs/testenv-numpy.yml

@@ -26,13 +26,14 @@ dependencies:
   - jinja2  # dev, tests
   - annotated-types  # dev, tests
   - iminuit  # dev, tests
+  - cma  # dev, tests
   - pip:  # dev, tests, docs
       - bayesian-optimization>=2.0.4  # dev, tests
-      - nevergrad  # dev, tests
       - DFO-LS>=1.5.3  # dev, tests
       - Py-BOBYQA  # dev, tests
       - fides==0.7.4  # dev, tests
       - kaleido>=1.0  # dev, tests
+      - bayes_optim  # dev, tests
       - types-cffi  # dev, tests
       - types-openpyxl  # dev, tests
       - types-jinja2  # dev, tests

.tools/envs/testenv-others.yml

@@ -26,13 +26,14 @@ dependencies:
   - jinja2  # dev, tests
   - annotated-types  # dev, tests
   - iminuit  # dev, tests
+  - cma  # dev, tests
   - pip:  # dev, tests, docs
       - bayesian-optimization>=2.0.4  # dev, tests
-      - nevergrad  # dev, tests
       - DFO-LS>=1.5.3  # dev, tests
       - Py-BOBYQA  # dev, tests
       - fides==0.7.4  # dev, tests
       - kaleido>=1.0  # dev, tests
+      - bayes_optim  # dev, tests
       - pandas-stubs  # dev, tests
       - types-cffi  # dev, tests
       - types-openpyxl  # dev, tests

.tools/envs/testenv-pandas.yml

@@ -26,13 +26,14 @@ dependencies:
   - jinja2  # dev, tests
   - annotated-types  # dev, tests
   - iminuit  # dev, tests
+  - cma  # dev, tests
   - pip:  # dev, tests, docs
       - bayesian-optimization>=2.0.4  # dev, tests
-      - nevergrad  # dev, tests
       - DFO-LS>=1.5.3  # dev, tests
       - Py-BOBYQA  # dev, tests
       - fides==0.7.4  # dev, tests
       - kaleido>=1.0  # dev, tests
+      - bayes_optim  # dev, tests
       - types-cffi  # dev, tests
       - types-openpyxl  # dev, tests
       - types-jinja2  # dev, tests

.tools/envs/testenv-plotly.yml

@@ -26,12 +26,13 @@ dependencies:
   - jinja2  # dev, tests
   - annotated-types  # dev, tests
   - iminuit  # dev, tests
+  - cma  # dev, tests
   - pip:  # dev, tests, docs
       - bayesian-optimization>=2.0.4  # dev, tests
-      - nevergrad  # dev, tests
       - DFO-LS>=1.5.3  # dev, tests
       - Py-BOBYQA  # dev, tests
       - fides==0.7.4  # dev, tests
+      - bayes_optim  # dev, tests
       - pandas-stubs  # dev, tests
       - types-cffi  # dev, tests
       - types-openpyxl  # dev, tests

.tools/update_envs.py

@@ -54,19 +54,28 @@ def main() -> None:
     test_env_plotly.insert(_insert_idx, "  - plotly<6")
     test_env_plotly.insert(_insert_idx_pip, "      - kaleido<0.3")
 
+    test_env_nevergrad = deepcopy(test_env)
+    for pkg in ["bayesian-optimization"]:
+        test_env_nevergrad = [line for line in test_env_nevergrad if pkg not in line]
+        test_env_nevergrad.insert(_insert_idx_pip, "      - nevergrad")
+        test_env_nevergrad.insert(
+            _insert_idx_pip, "      - bayesian_optimization==1.4.0"
+        )
+
     # test environment for documentation
     docs_env = [line for line in lines if _keep_line(line, "docs")]
     docs_env.append("      - -e ../../")  # add local installation
 
     # write environments
     for name, env in zip(
-        ["linux", "others", "pandas", "numpy", "plotly"],
+        ["linux", "others", "pandas", "numpy", "plotly", "nevergrad"],
         [
             test_env_linux,
             test_env_others,
             test_env_pandas,
             test_env_numpy,
             test_env_plotly,
+            test_env_nevergrad,
         ],
         strict=False,
     ):