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Hyperparameter Tuning with Non-linear Optimization

Source: R/TunerBatchNLoptr.R
mlr_tuners_nloptr.Rd

Subclass for non-linear optimization (NLopt). Calls nloptr::nloptr from package nloptr.

Source

Johnson, G S (2020). “The NLopt nonlinear-optimization package.” https://github.com/stevengj/nlopt.

Details

The termination conditions stopval, maxtime and maxeval of nloptr::nloptr() are deactivated and replaced by the bbotk::Terminator subclasses. The x and function value tolerance termination conditions (xtol_rel = 10^-4, xtol_abs = rep(0.0, length(x0)), ftol_rel = 0.0 and ftol_abs = 0.0) are still available and implemented with their package defaults. To deactivate these conditions, set them to -1.

Dictionary

This Tuner can be instantiated with the associated sugar function tnr():

tnr("nloptr")

Logging

All Tuners use a logger (as implemented in lgr) from package bbotk. Use lgr::get_logger("bbotk") to access and control the logger.

Optimizer

This Tuner is based on bbotk::OptimizerBatchNLoptr which can be applied on any black box optimization problem. See also the documentation of bbotk.

Parameters

algorithm

character(1)

eval_g_ineq

function()

xtol_rel

numeric(1)

xtol_abs

numeric(1)

ftol_rel

numeric(1)

ftol_abs

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 nloptr::nloptr() and nloptr::nloptr.print.options().

The termination conditions stopval, maxtime and maxeval of nloptr::nloptr() are deactivated and replaced by the Terminator subclasses. The x and function value tolerance termination conditions (xtol_rel = 10^-4, xtol_abs = rep(0.0, length(x0)), ftol_rel = 0.0 and ftol_abs = 0.0) are still available and implemented with their package defaults. To deactivate these conditions, set them to -1.

Resources

There are several sections about hyperparameter optimization in the mlr3book.

The gallery features a collection of case studies and demos about optimization.

The cheatsheet summarizes the most important functions of mlr3tuning.

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").

See also

Other Tuner: Tuner, mlr_tuners, mlr_tuners_cmaes, mlr_tuners_design_points, mlr_tuners_gensa, mlr_tuners_grid_search, mlr_tuners_internal, mlr_tuners_irace, mlr_tuners_random_search

Super classes

mlr3tuning::Tuner -> mlr3tuning::TunerBatch -> mlr3tuning::TunerBatchFromOptimizerBatch -> TunerBatchNLoptr

Methods

Public methods

Inherited methods

Method new()

Creates a new instance of this R6 class.

Usage

TunerBatchNLoptr$new()

Method clone()

The objects of this class are cloneable with this method.

Usage

TunerBatchNLoptr$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Examples

# Hyperparameter Optimization
# \donttest{

# load learner and set search space
learner = lrn("classif.rpart",
  cp = to_tune(1e-04, 1e-1, logscale = TRUE)
)

# run hyperparameter tuning on the Palmer Penguins data set
instance = tune(
  tuner = tnr("nloptr", algorithm = "NLOPT_LN_BOBYQA"),
  task = tsk("penguins"),
  learner = learner,
  resampling = rsmp("holdout"),
  measure = msr("classif.ce")
)

# best performing hyperparameter configuration
instance$result
#>           cp learner_param_vals  x_domain classif.ce
#>        <num>             <list>    <list>      <num>
#> 1: -5.081957          <list[2]> <list[1]> 0.07826087

# all evaluated hyperparameter configuration
as.data.table(instance$archive)
#>            cp classif.ce runtime_learners           timestamp warnings errors
#>         <num>      <num>            <num>              <POSc>    <int>  <int>
#>  1: -5.081957 0.07826087            0.005 2024-11-22 11:43:53        0      0
#>  2: -5.081957 0.07826087            0.005 2024-11-22 11:43:53        0      0
#>  3: -5.081957 0.07826087            0.005 2024-11-22 11:43:53        0      0
#>  4: -3.355018 0.07826087            0.005 2024-11-22 11:43:53        0      0
#>  5: -6.808896 0.07826087            0.005 2024-11-22 11:43:53        0      0
#>  6: -5.064688 0.07826087            0.005 2024-11-22 11:43:53        0      0
#>  7: -5.099226 0.07826087            0.005 2024-11-22 11:43:53        0      0
#>  8: -5.080230 0.07826087            0.005 2024-11-22 11:43:54        0      0
#>  9: -5.083684 0.07826087            0.005 2024-11-22 11:43:54        0      0
#> 10: -5.081957 0.07826087            0.006 2024-11-22 11:43:54        0      0
#>      x_domain batch_nr  resample_result
#>        <list>    <int>           <list>
#>  1: <list[1]>        1 <ResampleResult>
#>  2: <list[1]>        2 <ResampleResult>
#>  3: <list[1]>        3 <ResampleResult>
#>  4: <list[1]>        4 <ResampleResult>
#>  5: <list[1]>        5 <ResampleResult>
#>  6: <list[1]>        6 <ResampleResult>
#>  7: <list[1]>        7 <ResampleResult>
#>  8: <list[1]>        8 <ResampleResult>
#>  9: <list[1]>        9 <ResampleResult>
#> 10: <list[1]>       10 <ResampleResult>

# fit final model on complete data set
learner$param_set$values = instance$result_learner_param_vals
learner$train(tsk("penguins"))
# }