Description

Sequential parameter optimization can be described as a tuning algorithm with the following properties:spotOfficial

  • (i) Use the available budget (e.g., simulator runs, number of function evaluations) sequentially, i.e., use information from the exploration of the search space to guide the search by building one or several meta models. Choose new design points based on predictions from the meta model(s). Rene the meta model(s)) stepwise to improve knowledge about the search space.
  • (ii) Try to cope with noise by improving condence. Guarantee comparable confidence for search points.
  • (iii) Collect information to learn from this tuning process, e.g., apply explorative data analysis.
  • (iv) Provide mechanisms both for interactive and automated tuning.

SPOT was developed over the last years by Thomas Bartz-Beielstein, Christian Lasarczyk, and Mike Preuss. The main purpose of SPOT is to determine improved parameter settings for optimization algorithms to analyze and understand their performance.

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SPOT was successfully applied to numerous optimization algorithms, especially in the field of evolutionary computation, i.e., evolution strategies, particle swarm optimization, algorithmic chemistries etc. in the following domains:

  • machine engineering: design of mold temperature control
  • aerospace industry: airfoil design optimization
  • simulation and optimization: elevator group control
  • technical thermodynamics: non sharp separation
  • economy: agri-environmental policy-switchings
  • algorithm engineering: graph drawing
  • statistics: selection under uncertainty (optimal computational budget allocation) for PSO
  • evolution strategies: threshold selection and step-size adaptation
  • genetic chromodynamics
  • computational intelligence: algorithmic chemistry
  • particle swarm optimization: analysis and application
  • numerics: comparison and analysis of classical and modern optimization algorithms
  • vehicle routing and door-assignment problems
  • bioinformatics
  • storm water management
  • differential and integral equations
  • time series analysis

An R version of this toolbox for interactive and automatic optimization of algorithms can be downloaded from CRAN.

People

Thomas Bartz-Beielstein, Christian Lasarczyk, and Mike Preuss

Publications

2012

Bartz-Beielstein, Thomas; Friese, Martina; Naujoks, Boris; Zaefferer, Martin

SPOT Applied to Non-Stochastic Optimization Problems---An Experimental Study Inproceedings

Rodriguez, Katya; Blum, Christian (Hrsg.): GECCO 2012 Late breaking abstracts workshop, S. 645–646, ACM, Philadelphia, Pennsylvania, USA, 2012, ISBN: 978-1-4503-1178-6.

BibTeX

Bartz-Beielstein, Thomas

Spot Seven Sonstige

Presentation---ESF Workshop Rome, 2012.

BibTeX

2011

Bartz-Beielstein, Thomas; Zaefferer, Martin

SPOT Package Vignette Forschungsbericht

Cologne University of Applied Sciences 2011.

Links | BibTeX

2010

Bartz-Beielstein, Thomas

Automatic and Interactive Tuning of Algorithms---The Sequential Parameter Optimization Toolbox (Invited talk) Sonstige

Leiden University NL, 2010.

BibTeX

Bartz-Beielstein, Thomas

SPOT: An R Package For Automatic and Interactive Tuning of Optimization Algorithms by Sequential Parameter Optimization Forschungsbericht

Research Center CIOP (Computational Intelligence, Optimization andData Mining) Cologne University of Applied Science, Faculty of Computer Scienceand Engineering Science, (05/10), 2010, ISSN: 2191-365X, (Comments: Related software can be downloaded from http://cran.r-project.org/web/packages/SPOT/index.html).

Links | BibTeX

Bartz-Beielstein, Thomas; Lasarczyk, Christian; Preuss, Mike

The Sequential Parameter Optimization Toolbox Buchkapitel mit eigenem Titel

Bartz-Beielstein, Thomas; Chiarandini, Marco; Paquete, Luis; Preuss, Mike (Hrsg.): Experimental Methods for the Analysis of Optimization Algorithms, S. 337–360, Springer, Berlin, Heidelberg, New York, 2010.

BibTeX

Bartz-Beielstein, Thomas

Tuning and Statistical Analysis of Optimization Algorithms - The Sequential Parameter Optimization Toolbox Unveröffentlicht

2010, (Invited Talk: The 2010 International Workshop on Nature Inspired Computation and Applications (IWNICA)).

BibTeX

Bartz-Beielstein, Thomas

Writing Interfaces for the Sequential Parameter Optimization ToolboxSPOT Forschungsbericht

Cologne University of Applied Sciences Cologne University of Applied Science, Faculty of Computer Science and Engineering Science, (07/10), 2010, ISSN: 2191-365X.

Links | BibTeX

Bartz-Beielstein, Thomas

Writing Interfaces for the Sequential Parameter Optimization Toolbox SPOT Forschungsbericht

Cologne University of Applied Sciences Cologne University of Applied Science, Faculty of Computer Science and Engineering Science, (07/10), 2010, ISSN: 2191-365X.

Links | BibTeX

Bartz-Beielstein, Thomas

Performing Meta Experiments Using the Sequential Parameter Optimization Toolbox SPOT Forschungsbericht

Cologne University of Applied Sciences Cologne University of Applied Science, Faculty of Computer Science and Engineering Science, (08/10), 2010, ISSN: 2191-365X.

Links | BibTeX

Bartz-Beielstein, Thomas; Flasch, Oliver; Koch, Patrick; Konen, Wolfgang

SPOT: A Toolbox for Interactive and Automatic Tuning in the R Environment Inproceedings

Hoffmann, Frank; Hüllermeier, Eyke (Hrsg.): Proceedings 20. Workshop Computational Intelligence, S. 264–273, Universitätsverlag Karlsruhe, 2010.

BibTeX

2008

Bartz-Beielstein, Thomas; Lasarczyk, Christian; Preuss, Mike

Sequential Parameter Optimization Toolbox Forschungsbericht

Universität Dortmund 2008.

Links | BibTeX

Bartz-Beielstein, Thomas; Lasarczyk, Christian; Preuss, Mike

SPOT - Sequential Parameter Optimization Toolbox (Documentation) Forschungsbericht

Research Center CIOP (Computational Intelligence, Optimization andData Mining) Cologne University of Applied Science, Faculty of Computer Scienceand Engineering Science, (01/08), 2008, ISSN: 2191-365X.

Links | BibTeX

2006

Bartz-Beielstein, Thomas; Preuss, Mike

Sequential parameter optimization (SPO) and the role of tuning in experimental analysis Inproceedings

Workshop On Empirical Methods for the Analysis of Algorithms (EMAA). Held in conjunction with the International Conference on Parallel Problem Solving From Nature (PPSN IX), S. 5–6, 2006, (Invited talk).

BibTeX

2005

Bartz-Beielstein, Thomas; Lasarczyk, Christian; Preuss, Mike

Sequential Parameter Optimization Inproceedings

B.~McKay, ; others, (Hrsg.): Proceedings 2005 Congress on Evolutionary Computation (CEC'05), Edinburgh, Scotland, S. 773–780, IEEE Press, Piscataway NJ, 2005.

BibTeX