Sequential Parameter Optimization Toolbox

A set of tools for model-based optimization and tuning of algorithms (hyperparameter tuning respectively hyperparameter optimization). It includes surrogate models, optimizers, and design of experiment approaches. The main interface is spot, which uses sequentially updated surrogate models for the purpose of efficient optimization. The main goal is to ease the burden of objective function evaluations, when a single evaluation requires a significant amount of resources.


Reference manual

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install.packages("SPOT")

2.11.14 by Thomas Bartz-Beielstein, 4 years ago


https://www.spotseven.de


Browse source code at https://github.com/cran/SPOT


Authors: Thomas Bartz-Beielstein [aut, cre] , Martin Zaefferer [aut] , Frederik Rehbach [aut] , Margarita Rebolledo [ctb] , Joerg Stork [ctb] , Christian Lasarczyk [ctb]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports DEoptim, ggplot2, glmnet, graphics, grDevices, laGP, MASS, nloptr, plgp, plotly, rpart, randomForest, ranger, rgenoud, rsm, stats, utils

Suggests batchtools, car, farff, knitr, microbenchmark, rmarkdown, OpenML, party, RColorBrewer, readr, testthat


See at CRAN