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

Abstract: 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.