reckless-minimax

code for On the Application of Danskin’s Theorem to Derivative-Free Minimax Optimization

Installation:

• Under src/helper_files you can find environment.yml which lists the requirements. If you have conda:

conda env create -f ./environment.yml

and then activate the environment

source activate reckless

Running Experiments:

cd to the main directory:

export PYTHONPATH=.
python experiments/es_experiment.py

This would run experiments for ES variants. Likewise, feval_experiments.py is for convergence experiments (regret vs. function evalutions), budget_experiment.py is for steps along the decent direction, and scale_experiment.py is for scalability experiments. Experiments results are stored under experiments/results/ in the form of json files

To generate figures of the papers:

python utils/generate_plots.py

Figures will be generated under experiments/results/figs/ corresponding to json files in experiments/results