Perform a parameter tuning by Broyden, Fletcher, Goldfarb and Shanno (BFGS) method. The L-BFGS-B version allowing box constraints is used.
bfgsTuner(confFile, tdm, envT, dataObj)
task configuration for tuning algorithm
the TDMR object
the environment variable
the TDMdata
object containing the data set (train/vali part and test part)
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