OPTIMIZATION • METAHEURISTICS

EGO: Entropy-Guided Optimization

A metaheuristic algorithm where entropy dynamically balances exploration vs exploitation.

Entropy Formula

The entropy of the population fitness distribution is calculated as:

$$ H = - \sum_{i=1}^n p_i \log(p_i) $$

where \( p_i \) is the normalized probability of fitness rank \( i \). High entropy → explore more. Low entropy → exploit best candidates.

Performance: Breaking the Curse of Dimensionality

Most optimization algorithms degrade exponentially as dimensions increase. EGO defies this trend. In recent benchmarks (Jan 2026), EGO was tested against industry standards (PSO, DE, GA) in 100-Dimensional environments.

The "Step" Test (100D)

Navigating flat plateaus where gradients die.

PSO Loss: 274,000.0
EGO Loss: 1.25

99.9% Efficiency Gain

The "Rosenbrock" Valley (100D)

Escaping deceptive local minima.

DE Loss: 1,880.0
EGO Loss: 538.0

3x More Accurate

Impact

EGO shows that information-theoretic signals (entropy) can improve optimization stability. Future extensions: neural architecture search and ML hyperparameter tuning.

terminal-install

pip install ego-optimizer

Official Paper & Documentation

View on PyPI
Read the Paper (PDF)