ao

Alternating optimization in R

https://github.com/loelschlaeger/ao

Science Score: 36.0%

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Low similarity (18.1%) to scientific vocabulary

Keywords

optimization rstats

Keywords from Contributors

transformation

Last synced: 11 months ago · JSON representation

Repository

Alternating optimization in R

Basic Info

Host: GitHub
Owner: loelschlaeger
License: gpl-3.0
Language: R
Default Branch: main
Homepage: http://loelschlaeger.de/ao/
Size: 8.48 MB

Statistics

Stars: 2
Watchers: 1
Forks: 2
Open Issues: 0
Releases: 1

Topics

optimization rstats

Created about 5 years ago · Last pushed about 1 year ago

Metadata Files

Readme Changelog License

README.Rmd

---
output: github_document
---



```{r setup, include = FALSE}
knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>",
  fig.path = "man/figures/README-"
)
library("ao")
```

# Alternating optimization 


[![CRAN status](https://www.r-pkg.org/badges/version/ao)](https://CRAN.R-project.org/package=ao)
[![CRAN downloads](https://cranlogs.r-pkg.org/badges/grand-total/ao)](https://CRAN.R-project.org/package=ao)
[![R-CMD-check](https://github.com/loelschlaeger/ao/workflows/R-CMD-check/badge.svg)](https://github.com/loelschlaeger/ao/actions)
[![future-tests](https://github.com/loelschlaeger/ao/workflows/future_tests/badge.svg)](https://github.com/loelschlaeger/ao/actions)
[![Codecov test coverage](https://codecov.io/gh/loelschlaeger/ao/branch/main/graph/badge.svg)](https://app.codecov.io/gh/loelschlaeger/ao?branch=main)


The `{ao}` package implements alternating optimization (AO) in [R](https://cran.r-project.org/).

## Why?

AO is an iterative process that optimizes a function by alternately performing restricted optimization over parameter subsets. Instead of joint optimization, it breaks the optimization problem down into simpler sub-problems. This approach can make optimization feasible when joint optimization is too difficult. 

The AO process implemented in `{ao}` can be

- viewed as a generalization of joint optimization, 

- used for minimization and maximization problems and with custom partitions of the parameters,

- randomized by changing the parameter partition randomly after each iteration, 

- run in multiple parallel processes for different initial values, parameter partitions, and/or base optimizers.

See the [package vignette](https://loelschlaeger.de/ao/articles/ao.html) for more details.

## How?

You can install the released package version from [CRAN](https://CRAN.R-project.org) with:

``` r
install.packages("ao")
```

Then load the package via `library("ao")` and you should be ready to go. Here is a simple example of alternating minimization of the [Rosenbrock function](https://en.wikipedia.org/wiki/Rosenbrock_function):

```{r, rosenbrock}
rosenbrock <- function(x) (1 - x[1])^2 + (x[2] - x[1]^2)^2
```

The resulting optimization path ...

```{r, rosenbrock_ao_path, echo = FALSE, warning = FALSE}
out <- ao(f = rosenbrock, initial = c(2, 2))
library("ggplot2")
x <- y <- seq(0.9, 2.1, 0.05)
grid <- expand.grid(x, y)
grid$z <- apply(grid, 1, rosenbrock)
ggplot(grid) +
  geom_raster(aes(x = Var1, y = Var2, fill = z)) +
  geom_contour(aes(x = Var1, y = Var2, z = z), colour = "white", bins = 40) +
  scale_fill_gradient(low = "blue", high = "red") +
  theme_minimal() +
  theme(
    axis.text.y = element_text(angle = 90)
  ) +
  labs(
    x = "x",
    y = "y",
    fill = "value",
    title = "Rosenbrock function with AO path"
  ) +
  coord_fixed() +
  scale_x_continuous(breaks = c(1, 2)) +
  scale_y_continuous(breaks = c(1, 2)) +
  geom_path(
    data = out$details, aes(x = p1, y = p2), linewidth = 1
  )
```

... is obtained as follows:

```{r, ao rosenbrock}
ao(f = rosenbrock, initial = c(2, 2))
```

## Contact?

If you have any questions, found a bug, need a feature, [just file an issue on GitHub](https://github.com/loelschlaeger/ao/issues/new/choose).

Owner

Name: Lennart Oelschläger
Login: loelschlaeger
Kind: user
Location: Bielefeld, Germany
Company: Bielefeld University

Website: loelschlaeger.de
Twitter: l_oelschlaeger
Repositories: 13
Profile: https://github.com/loelschlaeger

Research Associate and PhD Student in Econometrics

GitHub Events

Total

Issues event: 6
Push event: 15
Pull request event: 1

Last Year

Issues event: 6
Push event: 15
Pull request event: 1

Committers

Last synced: over 2 years ago

All Time

Total Commits: 161
Total Committers: 4
Avg Commits per committer: 40.25
Development Distribution Score (DDS): 0.472

Past Year

Commits: 68
Committers: 3
Avg Commits per committer: 22.667
Development Distribution Score (DDS): 0.044

Top Committers

Name	Email	Commits
Lennart	l**r@u**e	85
lennart.oelschlaeger	o**t@g**m	73
unknown		2
loelschlaeger	l****r	1

Committer Domains (Top 20 + Academic)

uni-bielefeld.de: 1

Issues and Pull Requests

Last synced: 12 months ago

All Time

Total issues: 7
Total pull requests: 5
Average time to close issues: 3 months
Average time to close pull requests: about 2 months
Total issue authors: 2
Total pull request authors: 1
Average comments per issue: 0.86
Average comments per pull request: 0.2
Merged pull requests: 5
Bot issues: 0
Bot pull requests: 0

Past Year

Issues: 4
Pull requests: 3
Average time to close issues: 5 months
Average time to close pull requests: 2 months
Issue authors: 2
Pull request authors: 1
Average comments per issue: 1.5
Average comments per pull request: 0.0
Merged pull requests: 3
Bot issues: 0
Bot pull requests: 0

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Top Authors

Issue Authors

loelschlaeger (7)
sepi1881 (1)

Pull Request Authors

loelschlaeger (7)

Top Labels

Issue Labels

enhancement (2) bug (2)

Pull Request Labels

Packages

Total packages: 1
Total downloads:
- cran 589 last-month
Total docker downloads: 21,613

Total dependent packages: 1
Total dependent repositories: 1
Total versions: 20
Total maintainers: 1

cran.r-project.org: ao

Alternating Optimization

Homepage: https://loelschlaeger.de/ao/
Documentation: http://cran.r-project.org/web/packages/ao/ao.pdf
License: GPL-3
Latest release: 1.2.1
published about 1 year ago

Versions: 20
Dependent Packages: 1
Dependent Repositories: 1
Downloads: 589 Last month
Docker Downloads: 21,613

Rankings

Forks count: 17.2%

Dependent repos count: 24.4%

Average: 25.6%

Dependent packages count: 28.0%

Stargazers count: 28.0%

Downloads: 30.2%

Maintainers (1)

oelschlaeger.lennart@gmail.com

Last synced: 12 months ago

Dependencies

DESCRIPTION cran

R >= 4.0.0 depends
optimizeR * depends
ggplot2 * imports
lifecycle * imports
rlang * imports
covr * suggests
knitr * suggests
rmarkdown * suggests
testthat >= 3.0.0 suggests

.github/workflows/checks.yaml actions

actions/checkout v2 composite
r-lib/actions/check-r-package v2 composite
r-lib/actions/setup-pandoc v2 composite
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r-lib/actions/setup-r-dependencies v2 composite

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actions/checkout v2 composite
r-lib/actions/setup-r v2 composite
r-lib/actions/setup-r-dependencies v2 composite

.github/workflows/styler.yaml actions

actions/checkout v2 composite
r-lib/actions/setup-pandoc v2 composite
r-lib/actions/setup-r v2 composite

ecosyste.ms

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ao

Science Score: 36.0%

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README.Rmd

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cran.r-project.org: ao

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