Perform BFGS tuning.

Description

Perform a parameter tuning by Broyden, Fletcher, Goldfarb and Shanno (BFGS) method. The L-BFGS-B version allowing box constraints is used.

Usage

1
bfgsTuner(confFile, tdm, envT, dataObj)

Arguments

confFile

task configuration for tuning algorithm

tdm

the TDMR object

envT

the environment variable

dataObj

the TDMdata object containing the data set (train/vali part and test part)

Value

the result of BFGS tuning, i.e. the list envT$spotConfig, extended by

bfgs

the return value from optim(...,method="L-BFGS-B")

bfgs$count

the number of calls to tdmStartOther

Author(s)

Wolfgang Konen wolfgang.konen@Th-koeln.de, Patrick Koch

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