bbotk (version 0.3.1)

mlr_optimizers_cmaes: Optimization via Covariance Matrix Adaptation Evolution Strategy

Description

OptimizerCmaes class that implements CMA-ES. Calls adagio::pureCMAES() from package adagio.

Dictionary

This Optimizer can be instantiated via the dictionary mlr_optimizers or with the associated sugar function opt():

mlr_optimizers$get("cmaes")
opt("cmaes")

Parameters

sigma

numeric(1)

start_values

character(1) Create random start values or based on center of search space? In the latter case, it is the center of the parameters before a trafo is applied.

For the meaning of the control parameters, see adagio::pureCMAES(). Note that we have removed all control parameters which refer to the termination of the algorithm and where our terminators allow to obtain the same behavior.

Progress Bars

$optimize() supports progress bars via the package progressr combined with a Terminator. Simply wrap the function in progressr::with_progress() to enable them. We recommend to use package progress as backend; enable with progressr::handlers("progress").

Super class

bbotk::Optimizer -> OptimizerCmaes

Methods

Public methods

• OptimizerCmaes$new()

• OptimizerCmaes$clone()

• bbotk::Optimizer$format()

• bbotk::Optimizer$optimize()

• bbotk::Optimizer$print()

Method new()

Creates a new instance of this R6 class.

Usage

OptimizerCmaes$new()

Method clone()

The objects of this class are cloneable with this method.

Usage

OptimizerCmaes$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Examples

# NOT RUN {
if(requireNamespace("adagio")) {
library(paradox)

domain = ParamSet$new(list(ParamDbl$new("x", lower = -1, upper = 1)))

search_space = ParamSet$new(list(ParamDbl$new("x", lower = -1, upper = 1)))

codomain = ParamSet$new(list(ParamDbl$new("y", tags = "minimize")))

objective_function = function(xs) {
  list(y = as.numeric(xs)^2)
}

objective = ObjectiveRFun$new(fun = objective_function,
                              domain = domain,
                              codomain = codomain)
terminator = trm("evals", n_evals = 10)
instance = OptimInstanceSingleCrit$new(
 objective = objective,
 search_space = search_space,
 terminator = terminator)


optimizer = opt("cmaes")

# Modifies the instance by reference
optimizer$optimize(instance)

# Returns best scoring evaluation
instance$result

# Allows access of data.table of full path of all evaluations
as.data.table(instance$archive$data)
}
# }