OptimizerGenSA class that implements generalized simulated annealing. Calls GenSA::GenSA() from package GenSA.

Source

Tsallis C, Stariolo DA (1996). “Generalized simulated annealing.” Physica A: Statistical Mechanics and its Applications, 233(1-2), 395--406. doi: 10.1016/s0378-4371(96)00271-3 .

Xiang Y, Gubian S, Suomela B, Hoeng J (2013). “Generalized Simulated Annealing for Global Optimization: The GenSA Package.” The R Journal, 5(1), 13. doi: 10.32614/rj-2013-002 .

Dictionary

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

mlr_optimizers$get("gensa")
opt("gensa")

Parameters

smooth

logical(1)

temperature

numeric(1)

acceptance.param

numeric(1)

verbose

logical(1)

trace.mat

logical(1)

For the meaning of the control parameters, see GenSA::GenSA(). 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 -> OptimizerGenSA

Methods

Public methods

Inherited methods

Method new()

Creates a new instance of this R6 class.

Usage

OptimizerGenSA$new()


Method clone()

The objects of this class are cloneable with this method.

Usage

OptimizerGenSA$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Examples

if(requireNamespace("GenSA")) { search_space = domain = ps(x = p_dbl(lower = -1, upper = 1)) codomain = ps(y = p_dbl(tags = "minimize")) objective_function = function(xs) { list(y = as.numeric(xs)^2) } objective = ObjectiveRFun$new( fun = objective_function, domain = domain, codomain = codomain) instance = OptimInstanceSingleCrit$new( objective = objective, search_space = search_space, terminator = trm("evals", n_evals = 10)) 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) }
#> Loading required namespace: GenSA
#> Warning: CMA-ES is typically applied to search space dimensions between three and fifty. A lower search space dimension might crash.
#> x y x_domain timestamp batch_nr #> 1: 0.24023076 0.057710820 <list[1]> 2021-09-17 04:11:52 1 #> 2: -0.97656091 0.953671213 <list[1]> 2021-09-17 04:11:52 2 #> 3: -0.22191587 0.049246652 <list[1]> 2021-09-17 04:11:52 3 #> 4: -0.63463741 0.402764647 <list[1]> 2021-09-17 04:11:52 4 #> 5: 0.03938558 0.001551224 <list[1]> 2021-09-17 04:11:52 5 #> 6: 1.00000000 1.000000000 <list[1]> 2021-09-17 04:11:52 6 #> 7: -0.81987020 0.672187138 <list[1]> 2021-09-17 04:11:52 7 #> 8: 0.61639058 0.379937345 <list[1]> 2021-09-17 04:11:53 8 #> 9: -0.60987571 0.371948385 <list[1]> 2021-09-17 04:11:53 9 #> 10: 0.52542766 0.276074230 <list[1]> 2021-09-17 04:11:53 10