rsmac_minimize: Smac minimization function

In grayskripko/rsmac: R wrapper for pysmac

Description

Smac minimization function

Usage

rsmac_minimize(grid, objective, pysmac_args = NULL, init_rcode = NULL)

Arguments

grid	list like list(x1=list(type='continuous', init=0, min=-5, max=10), x2=..)
objective	objective function to minimize
pysmac_args	list of pysmac additional parameters. The description is here: https://github.com/automl/pysmac/blob/a3452d56aa1f3352c36ec0750be75a1f8fafe509/pysmac/optimize.py#L32-L38
init_rcode	r code expression that will be runned once before pysmac

Examples

## Not run: 
objective <- function(x1, x2) {
  (x2 - (5.1 / (4*pi^2))*x1^2 + (5 / pi)*x1 - 6)^2 +
    10*(1-(1 / (8*pi))) * cos(x1) + 10
}

grid <- list(
  x1=list(type='continuous', init=0, min=-5, max=10),
  x2=list(type='continuous', init=0, min=0, max=15))

res <- rsmac_minimize(grid, objective, list(max_evaluations=100))

stopifnot(abs(res$target_min - 0.6) < 0.1)
stopifnot(abs(res$optimized_x$x1 - 2.937) < 0.1)
stopifnot(abs(res$optimized_x$x2 - 2.365) < 0.1)
cat('\n')
print(res) 

## End(Not run)

grayskripko/rsmac documentation built on May 17, 2019, 8:34 a.m.