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R

In this page we briefly discuss the R wrapper, which provides most of Optunity's functionality. For a general overview, we recommend reading the :doc:`/user/index`.

For installation instructions, please refer to |installation|. To use the package has to be loaded like all R packages by:

library(optunity)

Manual

All functions in R wrapper have documentation available in R's help system, e.g., ?cv.particle_swarm gives help for cross-validation (CV) using particle swarms. To see the list of available functions type optunity::<TAB><TAB> in R's command line.

For R following main functions are available:

  • cv.setup for setting up CV, specifying data and the number of folds
  • cv.particle_swarm, cv.nelder_mead, cv.grid_search, cv.random_search for optimizing hyperparameters in CV setting.
  • auc_roc and auc_pr for calculating AUC of ROC and precision-recall curve.
  • early_rie and early_bedroc for early discovery metrics.
  • mean_se and mean_ae for regression loss functions, mean squared error and mean absolute error.
  • particle_swarm, nelder_mead, grid_search, random_search for minimizing (or maximizing) regular functionals.
  • cv.run performs a cross-validation evaluation for the given values of the hyperparameters (no optimization).

General workflow is to first create a CV object using cv.setup and then use it to run CV, by using functions like cv.particle_swarms, cv.random_search etc.

Examples

Please see the example pages, :doc:`/examples/r/ridgereg` and :doc:`/examples/r/svm`. The R help pages for each function contain examples showing how to use them.

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