parameter.descent: Parameter Search

In tbrycekelly/TheSource: TheSource: It Will Hold Your Beer

Parameter Search

Description

Implements a recursive grid search routine to solve optimization problems in arbitrary dimensions.

Usage

parameter.descent(
  cost,
  guess = NULL,
  ...,
  bounds = NULL,
  max.iter = 100,
  progression = NULL,
  step = NULL,
  tol = 1e-08,
  verbose = T
)

Arguments

cost	The cost function which must return a numeric value and accept parameter values as the first arguments and in the order they are provided.
...	Optional argument that is passed directly onto the cost function
bounds	A dataframe containing the minimum and maximum values permitted of each parameter
progression	The size of the new search-space to interrogate. A value between 1 and splits/2. Default value (NULL) will yeield a progression of max(1, splits/4), good for most problems.
n	Number of recursions to perform
splits	The number of subdivisions to perform for each dimension (so grid size is n x splits ^ dimensionality)

Author(s)

Thomas Bryce Kelly

tbrycekelly/TheSource documentation built on Nov. 7, 2023, 12:48 a.m.