zoomgrid-package: zoomgrid: grid search with zoom-in layers

In zoomgrid: Grid Search Algorithm with a Zoom

zoomgrid: grid search with zoom-in layers

Description

The zoomgrid package implements a grid search algorithm with optional zoom-in layers. The method is intended for objective functions with multiple local optima, where standard optimisation routines may be sensitive to initial values.

Details

Core idea. A standard grid search proceeds as follows:

1. Construct a grid of candidate points over a bounded parameter domain.

2. Evaluate the objective function at each grid point.

3. Return the best point(s) found on the grid (for minimisation or maximisation).

A sufficiently fine grid may yield a good approximation to the global optimum, but the number of grid points grows quickly with dimension, making exhaustive evaluation expensive.

Zoom-in layers. To reduce computational cost, zoomgrid provides an optional zoom-in mechanism. After an initial grid search, the algorithm selects the best n points (controlled by num) and constructs smaller subgrids around those points. This procedure is repeated for k additional layers (controlled by zoom). At each layer, subgrid sizes shrink according to the decay rate decay, which allows the algorithm to concentrate evaluations in promising neighbourhoods while keeping the total number of function evaluations manageable.

In typical use, the method serves one of the following purposes:

• provide suitable initial values for subsequent optimisation,

• or approximate the optimiser when a very fine one-shot grid is impractical.

Parallel evaluation. Function evaluations can be parallelised by setting parallel = TRUE. Parallel execution is implemented via the future framework using a cross-platform backend. The packages future and future.apply are listed under ‘Suggests’ and are required only when parallel execution is requested.

Author and Maintainer

Yukai Yang

Department of Statistics, Uppsala University

[e-mail]

References

Yang, Y. (2012). Modelling Nonlinear Vector Economic Time Series. PhD thesis, Aarhus University, Department of Economics and Business and CREATES. See Section 1.5.4.

Main functions

• build_grid: construct a grid over the parameter domain.

• grid_search: perform grid search with optional zoom-in layers.

• grid_search_check: estimate runtime under given settings.

Author(s)

Maintainer: Yukai Yang [e-mail] (ORCID)

See Also

Useful links:

• https://github.com/yukai-yang/zoomgrid

• Report bugs at https://github.com/yukai-yang/zoomgrid/issues

zoomgrid documentation built on March 1, 2026, 1:07 a.m.