mlr_tuners_cmaes: Hyperparameter Tuning with Covariance Matrix Adaptation...

In mlr3tuning: Hyperparameter Optimization for 'mlr3'

Hyperparameter Tuning with Covariance Matrix Adaptation Evolution Strategy

Description

Subclass for Covariance Matrix Adaptation Evolution Strategy (CMA-ES). Calls adagio::pureCMAES() from package adagio.

Dictionary

This Tuner can be instantiated with the associated sugar function tnr():

tnr("cmaes")

Control Parameters

start_values

character(1)
Create random start values or based on center of search space? In the latter case, it is the center of the parameters before a trafo is applied.

For the meaning of the control parameters, see adagio::pureCMAES(). Note that we have removed all control parameters which refer to the termination of the algorithm and where our terminators allow to obtain the same behavior.

Progress Bars

⁠$optimize()⁠ supports progress bars via the package progressr combined with a Terminator. Simply wrap the function in progressr::with_progress() to enable them. We recommend to use package progress as backend; enable with progressr::handlers("progress").

Logging

All Tuners use a logger (as implemented in lgr) from package bbotk. Use lgr::get_logger("bbotk") to access and control the logger.

Optimizer

This Tuner is based on bbotk::OptimizerCmaes which can be applied on any black box optimization problem. See also the documentation of bbotk.

Resources

There are several sections about hyperparameter optimization in the mlr3book.

• Learn more about tuners.

The gallery features a collection of case studies and demos about optimization.

• Use the Hyperband optimizer with different budget parameters.

Super classes

mlr3tuning::Tuner -> mlr3tuning::TunerFromOptimizer -> TunerCmaes

Methods

Public methods

• TunerCmaes$new()

• TunerCmaes$clone()

Inherited methods

• mlr3tuning::Tuner$format()
• mlr3tuning::Tuner$help()
• mlr3tuning::Tuner$print()
• mlr3tuning::TunerFromOptimizer$optimize()

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Method new()

Creates a new instance of this R6 class.

Usage

TunerCmaes$new()

---

Method clone()

The objects of this class are cloneable with this method.

Usage

TunerCmaes$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Source

Hansen N (2016). “The CMA Evolution Strategy: A Tutorial.” 1604.00772.

See Also

Other Tuner: mlr_tuners_design_points, mlr_tuners_gensa, mlr_tuners_grid_search, mlr_tuners_irace, mlr_tuners_nloptr, mlr_tuners_random_search, mlr_tuners

Examples

# Hyperparameter Optimization

# load learner and set search space
learner = lrn("classif.rpart",
  cp = to_tune(1e-04, 1e-1, logscale = TRUE),
  minsplit = to_tune(p_dbl(2, 128, trafo = as.integer)),
  minbucket = to_tune(p_dbl(1, 64, trafo = as.integer))
)

# run hyperparameter tuning on the Palmer Penguins data set
instance = tune(
  tuner = tnr("cmaes"),
  task = tsk("penguins"),
  learner = learner,
  resampling = rsmp("holdout"),
  measure = msr("classif.ce"),
  term_evals = 10)

# best performing hyperparameter configuration
instance$result

# all evaluated hyperparameter configuration
as.data.table(instance$archive)

# fit final model on complete data set
learner$param_set$values = instance$result_learner_param_vals
learner$train(tsk("penguins"))

mlr3tuning documentation built on Nov. 21, 2023, 1:06 a.m.