spotLoop: Sequential Parameter Optimization Main Loop
In bartzbeielstein/SPOT: Sequential Parameter Optimization Toolbox

Description Usage Arguments Value Examples

SPOT is usually started via the function spot. However, SPOT runs can be continued (i.e., with a larger budget specified in control$funEvals) by using spotLoop. This is the main loop of SPOT iterations. It requires the user to give the same inputs as specified for spot.

1	spotLoop(x, y, fun, lower, upper, control, ...)

`x`	are the known candidate solutions that the SPOT loop is started with, specified as a matrix. One row for each point, and one column for each optimized parameter.
`y`	are the corresponding observations for each solution in `x`, specified as a matrix. One row for each point.
`fun`	is the objective function. It should receive a matrix x and return a matrix y. In case the function uses external code and is noisy, an additional seed parameter may be used, see the `control$seedFun` argument below for details.
`lower`	is a vector that defines the lower boundary of search space. This determines also the dimensionality of the problem.
`upper`	is a vector that defines the upper boundary of search space.
`control`	is a list with control settings for spot. See `spotControl`.
`...`	additional parameters passed to `fun`.

This function returns a list with:

xbest: Parameters of the best found solution (matrix).
ybest: Objective function value of the best found solution (matrix).
x: Archive of all evaluation parameters (matrix).
y: Archive of the respective objective function values (matrix).
count: Number of performed objective function evaluations.
msg: Message specifying the reason of termination.
modelFit: The fit of the last build model, i.e., an object returned by the last call to the function specified by control$model.

## Most simple example: Kriging + LHS + predicted 
## mean optimization (not expected improvement)
control <- list(funEvals=20)
res <- spot(,funSphere,c(-2,-3),c(1,2),control)
## now continue with larger budget
control$funEvals <- 25
res2 <- spotLoop(res$x,res$y,funSphere,c(-2,-3),c(1,2),control)
res2$xbest
res2$ybest