Difference between revisions of "Config:Optimizer"
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| − | '''Generated for SUMO toolbox version | + | This page lists some optimizer configurations that can be used in conjunction with OptimizerModelBuilder <AdaptiveModelBuilder> to find the best hyperparameters (= model parameters) for you problem. |
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| + | '''Generated for SUMO toolbox version 7.0'''. | ||
''We are well aware that documentation is not always complete and possibly even out of date in some cases. We try to document everything as best we can but much is limited by available time and manpower. We are are a university research group after all. The most up to date documentation can always be found (if not here) in the default.xml configuration file and, of course, in the source files. If something is unclear please dont hesitate to [[Reporting problems|ask]].'' | ''We are well aware that documentation is not always complete and possibly even out of date in some cases. We try to document everything as best we can but much is limited by available time and manpower. We are are a university research group after all. The most up to date documentation can always be found (if not here) in the default.xml configuration file and, of course, in the source files. If something is unclear please dont hesitate to [[Reporting problems|ask]].'' | ||
== Optimizer == | == Optimizer == | ||
=== directOptimizer === | === directOptimizer === | ||
| − | DIRECT | + | The DIviding RECtangles (DIRECT) optimization technique of Donald D. R. Jones |
<source xmlns:saxon="http://icl.com/saxon" lang="xml"> | <source xmlns:saxon="http://icl.com/saxon" lang="xml"> | ||
<[[Config:Optimizer|Optimizer]] type="[[Optimizer#DirectOptimizer|DirectOptimizer]]"> | <[[Config:Optimizer|Optimizer]] type="[[Optimizer#DirectOptimizer|DirectOptimizer]]"> | ||
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</source> | </source> | ||
=== patternsearch === | === patternsearch === | ||
| − | Matlab | + | Matlab Pattern search (patternsearch function of Matlab Direct Search toolbox) |
<source xmlns:saxon="http://icl.com/saxon" lang="xml"> | <source xmlns:saxon="http://icl.com/saxon" lang="xml"> | ||
<[[Config:Optimizer|Optimizer]] type="[[Optimizer#MatlabPatternSearch|MatlabPatternSearch]]"> | <[[Config:Optimizer|Optimizer]] type="[[Optimizer#MatlabPatternSearch|MatlabPatternSearch]]"> | ||
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</source> | </source> | ||
=== fminconWithDerivatives === | === fminconWithDerivatives === | ||
| − | + | Matlab fmincon (Active-set) using derivative information (used for kriging models in SUMO-toolbox) | |
<source xmlns:saxon="http://icl.com/saxon" lang="xml"> | <source xmlns:saxon="http://icl.com/saxon" lang="xml"> | ||
<[[Config:Optimizer|Optimizer]] type="[[Optimizer#MatlabOptimizer|MatlabOptimizer]]"> | <[[Config:Optimizer|Optimizer]] type="[[Optimizer#MatlabOptimizer|MatlabOptimizer]]"> | ||
Latest revision as of 17:25, 30 January 2012
This page lists some optimizer configurations that can be used in conjunction with OptimizerModelBuilder <AdaptiveModelBuilder> to find the best hyperparameters (= model parameters) for you problem.
Generated for SUMO toolbox version 7.0. We are well aware that documentation is not always complete and possibly even out of date in some cases. We try to document everything as best we can but much is limited by available time and manpower. We are are a university research group after all. The most up to date documentation can always be found (if not here) in the default.xml configuration file and, of course, in the source files. If something is unclear please dont hesitate to ask.
Optimizer
directOptimizer
The DIviding RECtangles (DIRECT) optimization technique of Donald D. R. Jones
<[[Config:Optimizer|Optimizer]] type="[[Optimizer#DirectOptimizer|DirectOptimizer]]">
<Option key="maxevals" value="1000"/>
<Option key="maxits" value="300"/>
</[[Config:Optimizer|Optimizer]]>
patternsearch
Matlab Pattern search (patternsearch function of Matlab Direct Search toolbox)
<[[Config:Optimizer|Optimizer]] type="[[Optimizer#MatlabPatternSearch|MatlabPatternSearch]]">
<Option key="maxIterations" value="500"/>
<Option key="maxFunEvals" value="1000"/>
</[[Config:Optimizer|Optimizer]]>
fminconWithDerivatives
Matlab fmincon (Active-set) using derivative information (used for kriging models in SUMO-toolbox)
<[[Config:Optimizer|Optimizer]] type="[[Optimizer#MatlabOptimizer|MatlabOptimizer]]">
<Option key="gradobj" value="on"/>
<Option key="derivativecheck" value="off"/>
<Option key="diagnostics" value="off"/>
<Option key="algorithm" value="active-set"/>
</[[Config:Optimizer|Optimizer]]>
