spotAlgEs: Evolution Strategy Implementation

In bartzbeielstein/SPOT: Sequential Parameter Optimization Toolbox

Description

This function is used by optimES as a main loop for running the Evolution Strategy with the given parameter set specified by SPOT.

Usage

spotAlgEs(
  mue = 10,
  nu = 10,
  dimension = 2,
  mutation = 2,
  sigmaInit = 1,
  nSigma = 1,
  tau0 = 0,
  tau = 1,
  rho = "bi",
  sel = -1,
  stratReco = 1,
  objReco = 2,
  maxGen = Inf,
  maxIter = Inf,
  seed = 1,
  noise = 0,
  fName = funSphere,
  lowerLimit = -1,
  upperLimit = 1,
  verbosity = 0,
  plotResult = FALSE,
  logPlotResult = FALSE,
  sigmaRestart = 0.1,
  preScanMult = 1,
  globalOpt = NULL,
  ...
)

Arguments

mue	number of parents, default is 10
nu	selection pressure. That means, number of offspring (lambda) is mue multiplied with nu. Default is 10
dimension	dimension number of the target function, default is 2
mutation	mutation type, either 1 or 2, default is 1
sigmaInit	initial sigma value (step size), default is 1.0
nSigma	number of different sigmas, default is 1
tau0	number, default is 0.0. tau0 is the general multiplier.
tau	number, learning parameter for self adaption, default is 1.0. tau is the local multiplier for step sizes (for each dimension).
rho	number of parents involved in the procreation of an offspring (mixing number), default is "bi"
sel	number of selected individuals, default is 1
stratReco	Recombination operator for strategy variables. 1: none. 2: dominant/discrete (default). 3: intermediate. 4: variation of intermediate recombination.
objReco	Recombination operator for object variables. 1: none. 2: dominant/discrete (default). 3: intermediate. 4: variation of intermediate recombination.
maxGen	number of generations, stopping criterion, default is Inf
maxIter	number of iterations (function evaluations), stopping criterion, default is 100
seed	number, random seed, default is 1
noise	number, value of noise added to fitness values, default is 0.0
fName	function, fitness function, default is funSphere
lowerLimit	number, lower limit for search space, default is -1.0
upperLimit	number, upper limit for search space, default is 1.0
verbosity	defines output verbosity of the ES, default is 0
plotResult	boolean, asks if results are plotted, default is FALSE
logPlotResult	boolean, asks if plot results should be logarithmic, default is FALSE
sigmaRestart	number, value of sigma on restart, default is 0.1
preScanMult	initial population size is multiplied by this number for a pre-scan, default is 1
globalOpt	termination criterion on reaching a desired optimum value, should be a vector of length dimension (LOCATION of the optimum). Default to NULL, which means it is ignored.
...	additional parameters to be passed on to fName

bartzbeielstein/SPOT documentation built on June 13, 2020, 5:58 p.m.