Description
Graphical and Numerical Checks for Mode-Finding Routines.
Description
Tools for checking that the output of an optimization algorithm is indeed at a local mode of the objective function. This is accomplished graphically by calculating all one-dimensional "projection plots" of the objective function, i.e., varying each input variable one at a time with all other elements of the potential solution being fixed. The numerical values in these plots can be readily extracted for the purpose of automated and systematic unit-testing of optimization routines.
README.md
Graphical and numerical checks for mode-finding routines
Martin Lysy
March 14, 2018
Description:
Tools for checking that the output of an optimization algorithm is indeed at a local mode of the objective function. This is accomplished graphically by calculating all one-dimensional "projection plots" of the objective function, i.e., varying each input variable one at a time with all other elements of the potential solution being fixed. The numerical values in these plots can be readily extracted for the purpose of automated and systematic unit-testing of optimization routines.
Installation:
Install the Rdevtools package and run
devtools::install_github("mlysy/optimCheck")
Usage:
A quick tutorial is provided by the package vignette.