Computer Science – Neural and Evolutionary Computing
Scientific paper
2010-06-23
Computer Science
Neural and Evolutionary Computing
Related software can be downloaded from http://cran.r-project.org/web/packages/SPOT/index.html
Scientific paper
The sequential parameter optimization (SPOT) package for R 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 meta-modeling approaches. This article exemplifies how SPOT can be used for automatic and interactive tuning.
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