algorithm: Algorithm Packages (MLE, MAP)

In multiRL: Reinforcement Learning Tools for Multi-Armed Bandit

Algorithm Packages (MLE, MAP)

Description

The package supports the following eight optimization packages for finding the optimal values of the model's free parameters (default: global = "NLOPT_GN_MLSL", local = "NLOPT_LN_BOBYQA").

Class

algorithm [Character]

Packages

1. L-BFGS-B (from stats::optim)

2. Simulated Annealing (GenSA::GenSA)

3. Genetic Algorithm (GA::ga)

4. Differential Evolution (DEoptim::DEoptim)

5. Bayesian Optimization (mlrMBO::mbo)

6. Particle Swarm Optimization (pso::psoptim)

7. Covariance Matrix Adapting Evolutionary Strategy (cmaes::cma_es)

8. Nonlinear Optimization (nloptr::nloptr)

Example

 # supported algorithms
control = list(
 algorithm = c(
   "L-BFGS-B", "GenSA", "GA", "DEoptim",
   "Bayesian", "PSO", "CMA-ES", "NLOPT_GN_MLSL"
 )
)

multiRL documentation built on March 31, 2026, 5:06 p.m.