Package: mlr3mbo 1.1.1

Marc Becker

mlr3mbo: Flexible Bayesian Optimization

A modern and flexible approach to Bayesian Optimization / Model Based Optimization building on the 'bbotk' package. 'mlr3mbo' is a toolbox providing both ready-to-use optimization algorithms as well as their fundamental building blocks allowing for straightforward implementation of custom algorithms. Single- and multi-objective optimization is supported as well as mixed continuous, categorical and conditional search spaces. Moreover, using 'mlr3mbo' for hyperparameter optimization of machine learning models within the 'mlr3' ecosystem is straightforward via 'mlr3tuning'. Examples of ready-to-use optimization algorithms include Efficient Global Optimization by Jones et al. (1998) <doi:10.1023/A:1008306431147>, ParEGO by Knowles (2006) <doi:10.1109/TEVC.2005.851274> and SMS-EGO by Ponweiser et al. (2008) <doi:10.1007/978-3-540-87700-4_78>.

Authors:Marc Becker [cre, aut], Lennart Schneider [aut], Jakob Richter [aut], Michel Lang [aut], Bernd Bischl [aut], Florian Pfisterer [aut], Martin Binder [aut], Sebastian Fischer [aut], Michael H. Buselli [cph], Wessel Dankers [cph], Carlos Fonseca [cph], Manuel Lopez-Ibanez [cph], Luis Paquete [cph]

mlr3mbo_1.1.1.tar.gz
mlr3mbo_1.1.1.zip(r-4.7)mlr3mbo_1.1.1.zip(r-4.6)mlr3mbo_1.1.1.zip(r-4.5)
mlr3mbo_1.1.1.tgz(r-4.6-x86_64)mlr3mbo_1.1.1.tgz(r-4.6-arm64)mlr3mbo_1.1.1.tgz(r-4.5-x86_64)mlr3mbo_1.1.1.tgz(r-4.5-arm64)
mlr3mbo_1.1.1.tar.gz(r-4.7-arm64)mlr3mbo_1.1.1.tar.gz(r-4.7-x86_64)mlr3mbo_1.1.1.tar.gz(r-4.6-arm64)mlr3mbo_1.1.1.tar.gz(r-4.6-x86_64)
mlr3mbo_1.1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html
card.svg |card.png
mlr3mbo/json (API)
NEWS

# Install 'mlr3mbo' in R:
install.packages('mlr3mbo', repos = c('https://mlr-org.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/mlr-org/mlr3mbo/issues

Pkgdown/docs site:https://mlr3mbo.mlr-org.com

On CRAN:

Conda:

automlbayesian-optimizationbbotkblack-box-optimizationgaussian-processhpohyperparameterhyperparameter-optimizationhyperparameter-tuningmachine-learningmlr3model-based-optimizationoptimizationoptimizerrandom-foresttuning

9.57 score 26 stars 5 packages 168 scripts 8.3k downloads 66 exports 29 dependencies

Last updated from:464d3ef577 (on v1.1.1). Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
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linux-devel-x86_64OK347
source / vignettesOK196
linux-release-arm64OK331
linux-release-x86_64OK371
macos-release-arm64OK228
macos-release-x86_64OK512
macos-oldrel-arm64OK278
macos-oldrel-x86_64OK692
windows-develOK331
windows-releaseOK325
windows-oldrelOK347
wasm-releaseOK109

Exports:acqfacqfsAcqFunctionAcqFunctionAEIAcqFunctionCBAcqFunctionEHVIAcqFunctionEHVIGHAcqFunctionEIAcqFunctionEILogAcqFunctionEIPSAcqFunctionMeanAcqFunctionMultiAcqFunctionPIAcqFunctionSDAcqFunctionSmsEgoAcqFunctionStochasticCBAcqFunctionStochasticEIacqoAcqOptimizerAcqOptimizerDirectAcqOptimizerLbfgsbAcqOptimizerLocalSearchAcqOptimizerRandomSearchbayesopt_egobayesopt_emobayesopt_mpclbayesopt_paregobayesopt_smsegodefault_acqfunctiondefault_acqoptimizerdefault_gpdefault_loop_functiondefault_result_assignerdefault_rfdefault_surrogateerror_acq_optimizererror_random_interleaveerror_surrogate_updateInputTrafoInputTrafoUnitcubeitmlr_acqfunctionsmlr_acqoptimizersmlr_input_trafosmlr_loop_functionsmlr_output_trafosmlr_result_assignersOptimizerADBOOptimizerAsyncMboOptimizerMbootOutputTrafoOutputTrafoLogOutputTrafoStandardizerasredis_availableResultAssignerResultAssignerArchiveResultAssignerSurrogatesrlrnSurrogateSurrogateLearnerSurrogateLearnerCollectionTunerADBOTunerAsyncMboTunerMbo

Dependencies:backportsbbotkcheckmateclicodetoolsdata.tabledigestevaluatefuturefuture.applyglobalslgrlistenvmiraimlbenchmlr3mlr3measuresmlr3miscmlr3tuningnanonextpalmerpenguinsparadoxparallellyPRROCR6Rcpprlangspacefillruuid

Readme and manuals

Help Manual

Help pageTopics
mlr3mbo: Flexible Bayesian Optimizationmlr3mbo-package mlr3mbo
Syntactic Sugar Acquisition Function Constructionacqf
Syntactic Sugar Acquisition Functions Constructionacqfs
Acquisition Function Base ClassAcqFunction
Syntactic Sugar Acquisition Function Optimizer Constructionacqo
Acquisition Function OptimizerAcqOptimizer
Direct Acquisition Function OptimizerAcqOptimizerDirect
L-BFGS-B Acquisition Function OptimizerAcqOptimizerLbfgsb
Local Search Acquisition Function OptimizerAcqOptimizerLocalSearch
Random Search Acquisition Function OptimizerAcqOptimizerRandomSearch
Default Acquisition Functiondefault_acqfunction
Default Acquisition Function Optimizerdefault_acqoptimizer
Default Gaussian Processdefault_gp
Default Loop Functiondefault_loop_function
Default Result Assignerdefault_result_assigner
Default Random Forestdefault_rf
Default Surrogatedefault_surrogate
Input Transformation Base ClassInputTrafo
Input Transformation UnitcubeInputTrafoUnitcube
Syntactic Sugar Input Trafo Constructionit
Loop Functions for Bayesian Optimizationloop_function
Defaults for OptimizerMbombo_defaults
Dictionary of Acquisition Functionsmlr_acqfunctions
Acquisition Function Augmented Expected ImprovementAcqFunctionAEI mlr_acqfunctions_aei
Acquisition Function Confidence BoundAcqFunctionCB mlr_acqfunctions_cb
Acquisition Function Expected Hypervolume ImprovementAcqFunctionEHVI mlr_acqfunctions_ehvi
Acquisition Function Expected Hypervolume Improvement via Gauss-Hermite QuadratureAcqFunctionEHVIGH mlr_acqfunctions_ehvigh
Acquisition Function Expected ImprovementAcqFunctionEI mlr_acqfunctions_ei
Acquisition Function Expected Improvement on Log ScaleAcqFunctionEILog mlr_acqfunctions_ei_log
Acquisition Function Expected Improvement Per SecondAcqFunctionEIPS mlr_acqfunctions_eips
Acquisition Function MeanAcqFunctionMean mlr_acqfunctions_mean
Acquisition Function Wrapping Multiple Acquisition FunctionsAcqFunctionMulti mlr_acqfunctions_multi
Acquisition Function Probability of ImprovementAcqFunctionPI mlr_acqfunctions_pi
Acquisition Function Standard DeviationAcqFunctionSD mlr_acqfunctions_sd
Acquisition Function SMS-EGOAcqFunctionSmsEgo mlr_acqfunctions_smsego
Acquisition Function Stochastic Confidence BoundAcqFunctionStochasticCB mlr_acqfunctions_stochastic_cb
Acquisition Function Stochastic Expected ImprovementAcqFunctionStochasticEI mlr_acqfunctions_stochastic_ei
Dictionary of Acquisition Function Optimizersmlr_acqoptimizers
Dictionary of Input Transformationsmlr_input_trafos
Dictionary of Loop Functionsmlr_loop_functions
Sequential Single-Objective Bayesian Optimizationbayesopt_ego mlr_loop_functions_ego
Sequential Multi-Objective Bayesian Optimizationbayesopt_emo mlr_loop_functions_emo
Single-Objective Bayesian Optimization via Multipoint Constant Liarbayesopt_mpcl mlr_loop_functions_mpcl
Multi-Objective Bayesian Optimization via ParEGObayesopt_parego mlr_loop_functions_parego
Sequential Multi-Objective Bayesian Optimization via SMS-EGObayesopt_smsego mlr_loop_functions_smsego
Asynchronous Decentralized Bayesian Optimizationmlr_optimizers_adbo OptimizerADBO
Asynchronous Model Based Optimizationmlr_optimizers_async_mbo OptimizerAsyncMbo
Model Based Optimizationmlr_optimizers_mbo OptimizerMbo
Dictionary of Output Transformationsmlr_output_trafos
Dictionary of Result Assignersmlr_result_assigners
Result Assigner Based on the Archivemlr_result_assigners_archive ResultAssignerArchive
Result Assigner Based on a Surrogate Mean Predictionmlr_result_assigners_surrogate ResultAssignerSurrogate
TunerAsync using Asynchronous Decentralized Bayesian Optimizationmlr_tuners_adbo TunerADBO
TunerAsync using Asynchronous Model Based Optimizationmlr_tuners_async_mbo TunerAsyncMbo
TunerBatch using Model Based Optimizationmlr_tuners_mbo TunerMbo
Condition Classes for mlr3mboerror_acq_optimizer error_random_interleave error_surrogate_update mlr3mbo_conditions
Syntactic Sugar Output Trafo Constructionot
Output Transformation Base ClassOutputTrafo
Output Transformation LogOutputTrafoLog
Output Transformation StandardizationOutputTrafoStandardize
Syntactic Sugar Result Assigner Constructionras
Check if Redis Server is Availableredis_available
Result Assigner Base ClassResultAssigner
Syntactic Sugar Surrogate Constructionsrlrn
Surrogate ModelSurrogate
Surrogate Model Containing a Single LearnerSurrogateLearner
Surrogate Model Containing Multiple LearnersSurrogateLearnerCollection