Hyperparameter tuning for multiple measures at once.

Source: R/tuneParamsMultiCrit.R

Optimizes the hyperparameters of a learner in a multi-criteria fashion. Allows for different optimization methods, such as grid search, evolutionary strategies, etc. You can select such an algorithm (and its settings) by passing a corresponding control object. For a complete list of implemented algorithms look at [TuneMultiCritControl].

tuneParamsMultiCrit(learner, task, resampling, measures, par.set, control,
  show.info = getMlrOption("show.info"), resample.fun = resample)

Arguments

learner	(Learner | character(1)) The learner. If you pass a string the learner will be created via makeLearner.
task	(Task) The task.
resampling	([ResampleInstance] | [ResampleDesc]) Resampling strategy to evaluate points in hyperparameter space. If you pass a description, it is instantiated once at the beginning by default, so all points are evaluated on the same training/test sets. If you want to change that behavior, look at [TuneMultiCritControl].
measures	[list of [Measure]) Performance measures to optimize simultaneously.
par.set	([ParamHelpers::ParamSet]) Collection of parameters and their constraints for optimization. Dependent parameters with a `requires` field must use `quote` and not `expression` to define it.
control	([TuneMultiCritControl]) Control object for search method. Also selects the optimization algorithm for tuning.
show.info	(logical(1)) Print verbose output on console? Default is set via configureMlr.
resample.fun	([closure]) The function to use for resampling. Defaults to [resample] and should take the same arguments as, and return the same result type as, [resample].

Value

([TuneMultiCritResult]).

See also

Other tune_multicrit: TuneMultiCritControl, plotTuneMultiCritResult

Examples

# multi-criteria optimization of (tpr, fpr) with NGSA-II
lrn =  makeLearner("classif.ksvm")
rdesc = makeResampleDesc("Holdout")
ps = makeParamSet(
  makeNumericParam("C", lower = -12, upper = 12, trafo = function(x) 2^x),
  makeNumericParam("sigma", lower = -12, upper = 12, trafo = function(x) 2^x)
)
ctrl = makeTuneMultiCritControlNSGA2(popsize = 4L, generations = 1L)
res = tuneParamsMultiCrit(lrn, sonar.task, rdesc, par.set = ps,
  measures = list(tpr, fpr), control = ctrl)
plotTuneMultiCritResult(res, path = TRUE)