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GPopt for R

Thierry Moudiki looks at an R port of a Python package:

Keep in mind that this package is for Machine Learning hyperparameter tuning: the global minimum won’t always be found, but this isn’t an issue, since it means you aren’t overfitting the training set.

It’s ported the same way as nnetsauce for R was: with uv to create an isolated Python virtual environment containing the Python GPopt package, and reticulate to call into it from R. Every function in this R package is a thin wrapper that returns the underlying Python object; the general rule is: object accesses with .’s in Python are replaced by $’s in R.

Click through for the instructions and examples of how it works. H/T R-Bloggers.

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