mosmafsTermEvals

mosmafsTermGenerations

mosmafsTermTime

mosmafsTermFidelity

mosmafsTermStagnationHV

mosmafsTermStagnationObjStatistic

<code>[integer(1)]</code> limit evals.

evals

<code>[integer(1)]</code> limit generations. Initial population does
not count.

generations

<code>[numeric(1)]</code> limit evaluation time (which does not count
holdout fitting time.

time

<code>[numeric(1)]</code> total fidelity evaluation to limit.

fidelity

<code>[integer(1)]</code> number of generations (or other measures)
without progress in hypervolume or mean objective value.

stag

<code>[character(1)]</code> one of <code>"generations"</code> (default),
<code>"evals"</code>, <code>"time"</code>, <code>"fidelity"</code>: What index to count <code>stag</code> against when
aborting after stagnation.

stag.index

<code>[character(1)]</code> what statistic of the objective to test.
One of "min", "mean", "max". Default "mean".

obj.stat

<code>[integer | logical]</code> index of objective(s) to consider. Terminates
if all the objectives listed here stagnate. <code>TRUE</code> for all objectives. Default <code>TRUE</code>.

objective.index

These create functions that can be given to <code>slickEcr</code>'s <code>generations</code> argument
The stagnation terminators only count stagnation from the last time
the fidelity was changed in a way that led to population re-evaluation.

Performs simultaneous hyperparameter tuning and
feature selection through both single-objective and multi-objective
optimization as described in Binder, Moosbauer et al. (2019) <arXiv:1912.12912>.
Uses the 'ecr'-package as basis but adds mixed integer
evolutionary strategies and multi-fidelity functionality as well as operators
specific for the problem of feature selection.

Martin Binder

mosmafs

Multi-Objective Simultaneous Model and Feature Selection

Susanne Dandl

Julia Moosbauer

mosmafsTermEvals function

<dl><dt>evals</dt>
<dd><code>[integer(1)]</code> limit evals.</dd>
<dt>generations</dt>
<dd><code>[integer(1)]</code> limit generations. Initial population does
not count.</dd>
<dt>time</dt>
<dd><code>[numeric(1)]</code> limit evaluation time (which does not count
holdout fitting time.</dd>
<dt>fidelity</dt>
<dd><code>[numeric(1)]</code> total fidelity evaluation to limit.</dd>
<dt>stag</dt>
<dd><code>[integer(1)]</code> number of generations (or other measures)
without progress in hypervolume or mean objective value.</dd>
<dt>stag.index</dt>
<dd><code>[character(1)]</code> one of <code>"generations"</code> (default),
<code>"evals"</code>, <code>"time"</code>, <code>"fidelity"</code>: What index to count <code>stag</code> against when
aborting after stagnation.</dd>
<dt>obj.stat</dt>
<dd><code>[character(1)]</code> what statistic of the objective to test.
One of "min", "mean", "max". Default "mean".</dd>
<dt>objective.index</dt>
<dd><code>[integer | logical]</code> index of objective(s) to consider. Terminates
if all the objectives listed here stagnate. <code>TRUE</code> for all objectives. Default <code>TRUE</code>.</dd></dl>

Arguments

Termination Function Creator — mosmafsTermEvals

<dl>

<dt>evals</dt>
<dd><code>[integer(1)]</code> limit evals.</dd>


<dt>generations</dt>
<dd><code>[integer(1)]</code> limit generations. Initial population does
not count.</dd>


<dt>time</dt>
<dd><code>[numeric(1)]</code> limit evaluation time (which does not count
holdout fitting time.</dd>


<dt>fidelity</dt>
<dd><code>[numeric(1)]</code> total fidelity evaluation to limit.</dd>


<dt>stag</dt>
<dd><code>[integer(1)]</code> number of generations (or other measures)
without progress in hypervolume or mean objective value.</dd>


<dt>stag.index</dt>
<dd><code>[character(1)]</code> one of <code>"generations"</code> (default),
<code>"evals"</code>, <code>"time"</code>, <code>"fidelity"</code>: What index to count <code>stag</code> against when
aborting after stagnation.</dd>


<dt>obj.stat</dt>
<dd><code>[character(1)]</code> what statistic of the objective to test.
One of "min", "mean", "max". Default "mean".</dd>


<dt>objective.index</dt>
<dd><code>[integer | logical]</code> index of objective(s) to consider. Terminates
if all the objectives listed here stagnate. <code>TRUE</code> for all objectives. Default <code>TRUE</code>.</dd>

</dl>

mosmafsTermEvals: Termination Function Creator

Description

Usage

Value

Arguments