SPOT: Sequential Parameter Optimization Toolbox

A set of tools for model based optimization and tuning of algorithms. It includes surrogate models, optimizers and design of experiment approaches. The main interface is spot, which uses sequentially updated surrogate models for the purpose of efficient optimization. The main goal is to ease the burden of objective function evaluations, when a single evaluation requires a significant amount of resources.

AuthorThomas Bartz-Beielstein [aut], Joerg Stork [aut], Martin Zaefferer [aut, cre], Margarita Rebolledo [ctb], Christian Lasarczyk [ctb], Joerg Ziegenhirt [ctb], Wolfgang Konen [ctb], Oliver Flasch [ctb], Patrick Koch [ctb], Martina Friese [ctb]
Date of publication2017-03-08 16:37:21
MaintainerMartin Zaefferer <martin.zaefferer@gmx.de>
LicenseGPL (>= 2)
Version2.0.1

View on CRAN

Man pages

buildEnsembleStack: Ensemble: Stacking

buildKriging: Build Kriging Model

buildKrigingDACE: Build DACE model

buildLM: Linear Model Interface

buildRandomForest: Random Forest Interface

buildSO: Second Order Linear Model Interface

calculationBarthMuschelknautz: Cyclone Simulation: Barth/Muschelknautz

corrcubic: Correlation: Cubic

correxp: Correlation: Exp

correxpg: Correlation: Expg

corrgauss: Correlation: Gauss

corrkriging: Correlation: Kriging

corrlin: Correlation: Lin

corrnoisygauss: Correlation: Noisy Gauss

corrnoisykriging: Correlation: Noisy Kriging

corrspherical: Correlation: Spherical

corrspline: Correlation: Spline

daceEvalFit: Evaluate DACE fit

daceFixTheta: Fix model parameters DACE

daceGetFit: Get DACE fit

daceLikelihood: Wrapper for Maximum Likelihood Estimation

daceObjfunc: DACE objective function

dacePrepareFit: Prepare DACE fit

daceStartParameters: Start parameter setup DACE

dataGasSensor: Gas Sensor Data

designLHD: Latin Hypercube Design Generator

designLHDNorm: Normalized LHD Design

designUniformRandom: Uniform Design Generator

duplicateAndReplicateHandling: Handle Duplicates and Replicates

evaluateModel: Evaluate Model

expectedImprovement: Expected Improvement

funCyclone: Objective function - Cyclone Simulation: Barth/Muschelknautz

funSphere: Sphere Test Function

krigingLikelihood: Calculate negative log-likelihood

normalizeMatrix: Normalize design

normalizeMatrix2: Normalize design 2

objectiveFunctionEvaluation: Objective Function Evaluation

OCBA: Low Level OCBA

optimLBFGSB: Minimization by L-BFGS-B

optimLHD: Minimization by Latin Hypercube Sampling

predict.dace: DACE predictor

predict.ensembleStack: Predict Stacked Ensemble

predict.kriging: Predict Kriging Model

predictKrigingReinterpolation: Predict Kriging Model (Re-interpolating)

predict.spotLinearModel: Prediction method for linear model

predict.spotRandomForest: Prediction method for random forest

predict.spotSecondOrderModel: Prediction method for linear model

print: Print Function DACE Kriging

print.spotLinearModel: Print method for linear model

print.spotRandomForest: Print method for random forest

print.spotSecondOrderModel: Print method for linear model

regpoly0: Regression: Regpoly0

regpoly1: Regression: Regpoly1

regpoly2: Regression: Regpoly2

repairNonNumeric: Repair Non-numeric Values

repeatsOCBA: Optimal Computing Budget Allocation

repmat: repmat

spot: Sequential Parameter Optimization

spotHelpBslash: Backslash operator.

SPOT-package: Sequential Parameter Optimization Toolbox

Functions

buildEnsembleStack Man page
buildKriging Man page
buildKrigingDACE Man page
buildLM Man page
buildRandomForest Man page
buildSO Man page
calculationBarthMuschelknautz Man page
corrcubic Man page
correxp Man page
correxpg Man page
corrgauss Man page
corrkriging Man page
corrlin Man page
corrnoisygauss Man page
corrnoisykriging Man page
corrspherical Man page
corrspline Man page
daceEvalFit Man page
daceFixTheta Man page
daceGetFit Man page
daceLikelihood Man page
daceObjfunc Man page
dacePrepareFit Man page
daceStartParameters Man page
dataGasSensor Man page
designLHD Man page
designLHDNorm Man page
designUniformRandom Man page
duplicateAndReplicateHandling Man page
evaluateModel Man page
expectedImprovement Man page
funCyclone Man page
funSphere Man page
krigingLikelihood Man page
normalizeMatrix Man page
normalizeMatrix2 Man page
objectiveFunctionEvaluation Man page
OCBA Man page
optimLBFGSB Man page
optimLHD Man page
predict.dace Man page
predict.ensembleStack Man page
predict.kriging Man page
predictKrigingReinterpolation Man page
predict.spotLinearModel Man page
predict.spotRandomForest Man page
predict.spotSecondOrderModel Man page
print.dace Man page
print.kriging Man page
print.spotLinearModel Man page
print.spotRandomForest Man page
print.spotSecondOrderModel Man page
regpoly0 Man page
regpoly1 Man page
regpoly2 Man page
repairNonNumeric Man page
repeatsOCBA Man page
repmat Man page
spot Man page
SPOT Man page
spotHelpBslash Man page
SPOT-package Man page

Files

SPOT
SPOT/inst
SPOT/inst/CITATION
SPOT/tests
SPOT/tests/testthat.R
SPOT/tests/testthat
SPOT/tests/testthat/test.main.R
SPOT/tests/testthat/test.designLHD.R
SPOT/tests/testthat/test.designUinformRandom.R
SPOT/NAMESPACE
SPOT/NEWS
SPOT/data
SPOT/data/dataGasSensor.RData
SPOT/R
SPOT/R/dataGasSensor.R SPOT/R/buildRandomForest.R SPOT/R/objectiveFunctionEvaluation.R SPOT/R/evaluate.R SPOT/R/buildLM.R SPOT/R/buildEnsembleStack.R SPOT/R/buildSO.R SPOT/R/duplicateHandling.R SPOT/R/designUniformRandom.R SPOT/R/optimLHD.R SPOT/R/repeatsOCBA.R SPOT/R/designLHD.R SPOT/R/buildKrigingForrester.R SPOT/R/sphere.R SPOT/R/optimLBFGSB.R SPOT/R/spot.R SPOT/R/buildKrigingDACE.R SPOT/R/package.R SPOT/R/repair.R SPOT/R/infill.R SPOT/R/cyclone.R
SPOT/MD5
SPOT/DESCRIPTION
SPOT/man
SPOT/man/daceStartParameters.Rd SPOT/man/predict.spotLinearModel.Rd SPOT/man/buildKrigingDACE.Rd SPOT/man/funCyclone.Rd SPOT/man/expectedImprovement.Rd SPOT/man/SPOT-package.Rd SPOT/man/objectiveFunctionEvaluation.Rd SPOT/man/buildEnsembleStack.Rd SPOT/man/calculationBarthMuschelknautz.Rd SPOT/man/spotHelpBslash.Rd SPOT/man/predict.kriging.Rd SPOT/man/corrnoisygauss.Rd SPOT/man/optimLBFGSB.Rd SPOT/man/designLHDNorm.Rd SPOT/man/repmat.Rd SPOT/man/corrkriging.Rd SPOT/man/normalizeMatrix2.Rd SPOT/man/evaluateModel.Rd SPOT/man/corrspherical.Rd SPOT/man/predict.dace.Rd SPOT/man/corrspline.Rd SPOT/man/daceObjfunc.Rd SPOT/man/optimLHD.Rd SPOT/man/predict.spotRandomForest.Rd SPOT/man/print.spotRandomForest.Rd SPOT/man/correxpg.Rd SPOT/man/predict.ensembleStack.Rd SPOT/man/corrcubic.Rd SPOT/man/correxp.Rd SPOT/man/designLHD.Rd SPOT/man/dacePrepareFit.Rd SPOT/man/repairNonNumeric.Rd SPOT/man/designUniformRandom.Rd SPOT/man/daceFixTheta.Rd SPOT/man/buildKriging.Rd SPOT/man/buildSO.Rd SPOT/man/normalizeMatrix.Rd SPOT/man/regpoly2.Rd SPOT/man/corrnoisykriging.Rd SPOT/man/dataGasSensor.Rd SPOT/man/repeatsOCBA.Rd SPOT/man/regpoly1.Rd SPOT/man/predictKrigingReinterpolation.Rd SPOT/man/daceGetFit.Rd SPOT/man/buildLM.Rd SPOT/man/daceLikelihood.Rd SPOT/man/daceEvalFit.Rd SPOT/man/predict.spotSecondOrderModel.Rd SPOT/man/print.spotLinearModel.Rd SPOT/man/spot.Rd SPOT/man/buildRandomForest.Rd SPOT/man/krigingLikelihood.Rd SPOT/man/corrgauss.Rd SPOT/man/print.spotSecondOrderModel.Rd SPOT/man/print.Rd SPOT/man/OCBA.Rd SPOT/man/funSphere.Rd SPOT/man/regpoly0.Rd SPOT/man/duplicateAndReplicateHandling.Rd SPOT/man/corrlin.Rd
SPOT/.Rinstignore

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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