CMA Evolution Strategy with method cmaes::cma_es.
Can handle numeric(vector) and integer(vector) hyperparameters, but no dependencies.
For integers the internally proposed numeric values are automatically rounded.
The sigma variance parameter is initialized to 1/4 of the span of box-constraints per
makeTuneControlCMAES(same.resampling.instance = TRUE,
impute.val = NULL, start = NULL, tune.threshold = FALSE,
tune.threshold.args = list(), log.fun = "default",
final.dw.perc = NULL, budget = NULL, ...)
Should the same resampling instance be used for all evaluations to reduce variance?
If something goes wrong during optimization (e.g. the learner crashes),
this value is fed back to the tuner, so the tuning algorithm does not abort.
It is not stored in the optimization path, an NA and a corresponding error message are
Note that this value is later multiplied by -1 for maximization measures internally, so you
need to enter a larger positive value for maximization here as well.
Default is the worst obtainable value of the performance measure you optimize for when
you aggregate by mean value, or
For multi-criteria optimization pass a vector of imputation values, one for each of your measures,
in the same order as your measures.
Named list of initial parameter values.
Should the threshold be tuned for the measure at hand, after each hyperparameter evaluation,
Only works for classification if the predict type is “prob”.
Further arguments for threshold tuning that are passed down to tuneThreshold.
Default is none.
Function used for logging. If set to “default” (the default), the evaluated design points, the resulting
performances, and the runtime will be reported.
If set to “memory” the memory usage for each evaluation will also be displayed, with
character(1) small increase
in run time.
character(1) function with arguments
prev.stage is expected.
The default displays the performance measures, the time needed for evaluating,
the currently used memory and the max memory ever used before
(the latter two both taken from gc).
See the implementation for details.
If a Learner wrapped by a makeDownsampleWrapper is used, you can define the value of
dw.perc which is used to train the Learner with the final parameter setting found by the tuning.
NULL which will not change anything.
Maximum budget for tuning. This value restricts the number of function
budget corresponds to the product of the number of generations
maxit) and the number of offsprings per generation
Further control parameters passed to the
control arguments of
cmaes::cma_es or GenSA::GenSA, as well as
tunerConfig argument of irace::irace.