[R] Can DEoptim trace output be customized?

[William Dunlap]

You can also turn off DEoptim's trace code and add your own to the function
that you supply to DEoptim.  You can add print statements to your function
by hand or use trace() on it or use the following tracer that keeps track of how
many times your function has been called and prints a report once every 'period'
calls.

> fnTracer
function (FUN, period = 500) 
{
    nIter <- 0
    function(...) {
        nIter <<- nIter + 1
        value <- FUN(...)
        if (nIter%%period == 1) 
            cat("Iteration", nIter, "-> value", value, "\n")
        value
    }
}
<environment: R_GlobalEnv>
> DEoptim(fnTracer(function(x)(x[1]-7)^2 + 3 * (x[2]-5) ^2 + 177), lower=c(0,0), upper=c(10,10), control=DEoptim.control(trace=FALSE)) -> p
Iteration 1 -> value 225.4371 
Iteration 501 -> value 177.0001 
Iteration 1001 -> value 177 
Iteration 1501 -> value 177 
Iteration 2001 -> value 177 
Iteration 2501 -> value 177 
Iteration 3001 -> value 177 
Iteration 3501 -> value 177 
Iteration 4001 -> value 177
> summary(p)

***** summary of DEoptim object ***** 
best member   :  7 5 
best value    :  177 
after         :  200 generations 
fn evaluated  :  402 times 
*************************************

(The iteration number is not what DEoptim calls the generation number, as it calls the
function many times per generation.  It does tell how many times your function has
been called.)

The technique works for any optimizer or similar function that repeatedly evaluates
a function that you give it.   It can be adapted to save, instead of printing, the trace
information.

Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com


> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf
> Of Katharine Mullen
> Sent: Thursday, May 09, 2013 12:01 PM
> To: David Reiner
> Cc: r-help at r-project.org
> Subject: Re: [R] Can DEoptim trace output be customized?
> 
> Dear David,
> 
> The package doesn't have an option to customize the output of the trace.
> 
> However, you can create a custom version of the package that doesn't print
> the
> parameters.  Get the package source code, uncompress it, and find the file
> de4_0.c in the src/ directory.  Then comment out the calls to Rprintf that
> print the parameter values, to read:
> 
>         Rprintf("Iteration: %d bestvalit: %f bestmemit:", i_iter, t_bestC);
>         // for (j = 0; j < i_D; j++)
>         //  Rprintf("%12.6f", gt_bestP[j]);
>         Rprintf("\n");
> 
> Then re-build and re-install the package (instructions are at
> http://cran.r-project.org/doc/manuals/r-release/R-exts.html#Checking-and-building-
> packages
> ).
> 
> 
> On Thu, May 9, 2013 at 11:27 AM, David Reiner <David.Reiner at xrtrading.com>wrote:
> 
> > I'm running DEoptim - it works great!
> > (A HUGE THANK YOU to David Ardia, Katharine Mullen, Brian Peterson, and
> > Joshua Ulrich, and  Kris Boudt!!!).
> > Sometimes I set trace to a number so I can see a few intermediate points
> > in the optimization.
> > However, I have a large number of variables and would like to omit the
> > bestmemit, which hides what I'm more interested in: bestvalit.
> >
> > Is there a way to customize the output of trace so it omits the best
> > member?
> >
> > Thanks,
> > David L. Reiner
> >
> >
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