Contents Menu Expand Light mode Dark mode Auto light/dark mode
Optimiz-rs Documentation
Logo
Optimiz-rs Documentation

Getting Started

  • Getting Started
  • Installation Guide
  • Quick Start Guide
  • Examples

Algorithms

  • Differential Evolution
  • Mean Field Games
  • Hidden Markov Models
  • MCMC Sampling
  • Sparse Optimization
  • Optimal Control
  • Risk Metrics
  • Grid Search
  • Point Processes & Fractional Brownian Motion

v1.1 Numerical Primitives

  • Matrix Riccati Solver
  • Asynchronous Covariance (Hayashi–Yoshida)
  • Discrete and Maximum-Overlap Wavelet Transforms
  • Risk Measures: VaR and CVaR
  • Graph Laplacians and Spectral Clustering
  • Topological Data Analysis
  • Volterra and Fractional Solvers
  • Path Signatures

v2.0 Generic Stochastic Control & PDE

  • BSDE — θ-scheme and deep-BSDE bridge
  • 10 — BSDE θ-scheme
  • PDE — Fokker–Planck, HJB, elliptic Poisson
  • 11 — PDE solvers
  • Stochastic control — switching, Pontryagin, two-sided intensities
  • 12 — Stochastic control
  • Quadratic-impact control — closed-form Riccati
  • 13 — Quadratic-impact controlled SDE
  • McKean–Vlasov — propagation of chaos
  • 14 — McKean–Vlasov mean-reverting dynamics
  • Agent-based — bounded-confidence consensus
  • 15 — Agent-based dynamics
  • Inference — Huber-IRLS robust drift estimator
  • 16 — Robust drift estimation
  • Generative calibration — Gaussian-MMD loss
  • 17 — MMD calibration loss

API Reference

  • API: differential_evolution
  • API: grid_search
  • API Reference: Hidden Markov Model (HMM)
  • API: mcmc_sample
  • API: Sparse Optimization
  • API: Optimal Control / Kalman
  • API: Risk Metrics
  • API Reference: Point Processes

Advanced

  • Mathematical Foundations
  • Mean Field Games Tutorial (Production)
  • Benchmarks
  • Contributing
  • Changelog
Back to top

API: grid_search¶

from optimizr import grid_search

best_params, best_score = grid_search(
    objective_fn,
    param_grid,
)
  • objective_fn: callable receiving a dict of parameters and returning a scalar loss

  • param_grid: dict of name -> list of values to enumerate

  • Returns (best_params: dict, best_score: float)

Next
API Reference: Hidden Markov Model (HMM)
Previous
API: differential_evolution
Copyright © 2026, HFThot Research Lab
Made with Sphinx and @pradyunsg's Furo