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TDMR (version 2.2)

bfgsTuner: Perform BFGS tuning.

Description

Perform a parameter tuning by Broyden, Fletcher, Goldfarb and Shanno (BFGS) method. The L-BFGS-B version allowing box constraints is used.

Usage

bfgsTuner(confFile, tdm, envT, dataObj)

Arguments

confFile

task configuration for tuning algorithm

tdm

the TDMR object

envT

the environment variable

dataObj

the TDMdata object containing the data set (train/vali part and test part)

Value

the result of BFGS tuning, i.e. the list envT$spotConfig, extended by

bfgs

the return value from optim(...,method="L-BFGS-B")

bfgs$count

the number of calls to tdmStartOther