Hyperparameter Tuning with Non-linear Optimization

TunerNLoptr class that implements non-linear optimization. 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 via the dictionary mlr_tuners or with the associated sugar function tnr():

TunerNLoptr$new()
mlr_tuners$get("nloptr")
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::OptimizerNLoptr 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.

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

Package mlr3hyperband for hyperband tuning.

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

Super classes

mlr3tuning::Tuner -> mlr3tuning::TunerFromOptimizer -> TunerNLoptr

Methods

Public methods

• TunerNLoptr$new()

• TunerNLoptr$clone()

Inherited methods

• mlr3tuning::Tuner$format()

• mlr3tuning::Tuner$help()

• mlr3tuning::Tuner$print()

• mlr3tuning::TunerFromOptimizer$optimize()

---

Method new()

Creates a new instance of this R6 class.

Usage

TunerNLoptr$new()

---

Method clone()

The objects of this class are cloneable with this method.

Usage

TunerNLoptr$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Examples

if (FALSE) {
# retrieve task
task = tsk("pima")

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

# hyperparameter tuning on the pima indians diabetes data set
instance = tune(
  method = "nloptr",
  task = task,
  learner = learner,
  resampling = rsmp("holdout"),
  measure = msr("classif.ce"),
  algorithm = "NLOPT_LN_BOBYQA"
)

# best performing hyperparameter configuration
instance$result

# all evaluated hyperparameter configuration
as.data.table(instance$archive)

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