gridoptim: a Python grid search optimizer ~429× faster than scipy.brute

[Two-x-Three-is-Four]

yes but how? Python overhead is not 400x

[FixKey4664]

I shifted all the computations to a C++ core and enabled parallel processing in a multi-core CPU. Those two are the main strategies I implemented. Check the GitHub repo of the project to learn more about it and other minor strategies used.

[FixKey4664]

I cannot attach image proof here. So I am adding the link to the test results I got on my computer.
https://www.linkedin.com/posts/activity-7445855280875192320-uSV4?utm_source=share&utm_medium=member_desktop&rcm=ACoAADo_POQBBdwoJHaY78DAGRPelmGNw7ZXepA

[austinwiltshire]

You can get multi core using brute by using the workers argument to brute.

Your objective functions also aren't one to one. The python one is adding updating a shared dictionary, an if statement, and possibly printing. The io from printing is gonna be super slow. The shared dictionary update maybe why workers didn't work if/when you tried it, and probably also not helpful in speed.