SPOT: An R Package For Automatic and Interactive Tuning of Optimization Algorithms by Sequential Parameter Optimization

The sequential parameter optimization (spot) package for R (R Development Core Team, 2008) is a toolbox for tuning and understanding simulation and optimization algorithms. Model-based investigations are common approaches in simulation and optimization. Sequential parameter optimization has been developed, because there is a strong need for sound statistical analysis of simulation and optimization algorithms. spot includes methods for tuning based on classical regression and analysis of variance techniques; tree-based models such as CART and random forest; Gaussian process models (Kriging), and combinations of different metamodeling approaches. This article exemplifies how spot can be used for automatic and interactive tuning.

• Type: Journal
• Year: 2010
• Where: CORR
• Authors: Thomas Bartz-Beielstein
• Keywords: CORR 2010, Development Core Team, Education, Optimization Algorithms, Sequential Parameter Optimization