wrapFunction: Function Evaluation Wrapper

In SPOT: Sequential Parameter Optimization Toolbox

Function Evaluation Wrapper

Description

This is a simple wrapper that turns a function of type y=f(x), where x is a vector and y is a scalar, into a function that accepts and returns matrices, as required by spot. Note that the wrapper essentially makes use of the apply function. This is effective, but not necessarily efficient. The wrapper is intended to make the use of spot easier, but it could be faster if the user spends some time on a more efficient vectorization of the target function.

Usage

wrapFunction(fun)

Arguments

fun	the function y=f(x) to be wrapped, with x a vector and y a numeric

Value

a function in the style of y=f(x), accepting and returning a matrix

Examples

## example function
branin <- function (x) {  
  y <- (x[2]  - 5.1/(4 * pi^2) * (x[1] ^2) + 5/pi * x[1]  - 6)^2 + 
    10 * (1 - 1/(8 * pi)) * cos(x[1] ) + 10
  y  
}
## vectorize / wrap
braninWrapped <-wrapFunction(branin)
## test original
branin(c(1,2))
branin(c(2,2))
branin(c(2,1))
## test wrapped
braninWrapped(matrix(c(1,2,2,2,2,1),3,2,byrow=TRUE))

SPOT documentation built on June 26, 2022, 1:06 a.m.