Config:Optimizer

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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 We are well aware that documentation is not always complete and possibly even out of date in some cases.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.

Contents

Optimizer

directOptimizer

The DIviding RECtangles (DIRECT) optimization technique of Donald D. R. Jones

<Optimizer type="DirectOptimizer">
   <Option key="maxevals" value="1000"/>
   <Option key="maxits" value="300"/>
</Optimizer>

patternsearch

Matlab Pattern search (patternsearch function of Matlab Direct Search toolbox)

<Optimizer type="MatlabPatternSearch">
   <Option key="maxIterations" value="500"/>
   <Option key="maxFunEvals" value="1000"/>
</Optimizer>

fminconWithDerivatives

Matlab fmincon (Active-set) using derivative information (used for kriging models in SUMO-toolbox)

<Optimizer type="MatlabOptimizer">
   <Option key="gradobj" value="on"/>
   <Option key="derivativecheck" value="off"/>
   <Option key="diagnostics" value="off"/>
   <Option key="algorithm" value="active-set"/>
</Optimizer>
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