randomsearch

Random Search for Expensive Functions

Simple Random Search function for the smoof and ParamHelpers ecosystem with termination criteria and parallelization.

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Installation

We recommend to install the official release version:

install.packages("randomsearch")

For experimental use you can install the latest development version:

devtools::install_github("jakob-r/randomsearch")

Usage

library(randomsearch)
fun = function(x) x[1]^2 + sin(x[2])
res = randomsearch(fun, lower = c(-1, -2), upper = c(2,4), minimize = TRUE, max.evals = 30)
summary(res)

## Randomsearch Result: 
## Eval no.: 9
## x: x=-0.262,-1.75
## y: -0.9158972

For a more detailed documentation you can check the Vignette.