bbotk (version 0.8.0)

bb_optimize: Black-Box Optimization

Description

This function optimizes a function or Objective with a given method.

Usage

bb_optimize(
  x,
  method = "random_search",
  max_evals = 1000,
  max_time = NULL,
  ...
)
# S3 method for `function`
bb_optimize(
  x,
  method = "random_search",
  max_evals = 1000,
  max_time = NULL,
  lower = NULL,
  upper = NULL,
  maximize = FALSE,
  ...
)
# S3 method for Objective
bb_optimize(
  x,
  method = "random_search",
  max_evals = 1000,
  max_time = NULL,
  search_space = NULL,
  ...
)

Value

list of

• "par" - Best found parameters

• "value" - Optimal outcome

• "instance" - OptimInstanceSingleCrit | OptimInstanceMultiCrit

Arguments

x

(function | Objective).

method

(character(1) | Optimizer)
Key to retrieve optimizer from mlr_optimizers dictionary or Optimizer.

max_evals

(integer(1))
Number of allowed evaluations.

max_time

(integer(1))
Maximum allowed time in seconds.

...

(named list())
Named arguments passed to objective function. Ignored if Objective is optimized.

lower

(numeric())
Lower bounds on the parameters. If named, names are used to create the domain.

upper

(numeric())
Upper bounds on the parameters.

maximize

(logical())
Logical vector used to create the codomain e.g. c(TRUE, FALSE) -> ps(y1 = p_dbl(tags = "maximize"), y2 = pd_dbl(tags = "minimize")). If named, names are used to create the codomain.

search_space

(paradox::ParamSet).

Examples

# function and bounds
fun = function(xs) {
  -(xs[[1]] - 2)^2 - (xs[[2]] + 3)^2 + 10
}

bb_optimize(fun, lower = c(-10, -5), upper = c(10, 5), max_evals = 10)

# function and constant
fun = function(xs, c) {
  -(xs[[1]] - 2)^2 - (xs[[2]] + 3)^2 + c
}

bb_optimize(fun, lower = c(-10, -5), upper = c(10, 5), max_evals = 10, c = 1)

# objective
fun = function(xs) {
  c(z = -(xs[[1]] - 2)^2 - (xs[[2]] + 3)^2 + 10)
}

# define domain and codomain using a `ParamSet` from paradox
domain = ps(x1 = p_dbl(-10, 10), x2 = p_dbl(-5, 5))
codomain = ps(z = p_dbl(tags = "minimize"))
objective = ObjectiveRFun$new(fun, domain, codomain)

bb_optimize(objective, method = "random_search", max_evals = 10)