bfgsTuner: Perform BFGS tuning.

In TDMR: Tuned Data Mining in R

Description

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

Usage

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 [e-mail], Patrick Koch

TDMR documentation built on March 3, 2020, 1:06 a.m.