Trust Region Optimization for Nonlinear Functions with Sparse Hessians

Trust region algorithm for nonlinear optimization. Efficient when the Hessian of the objective function is sparse (i.e., relatively few nonzero cross-partial derivatives). See Braun, M. (2014) .

Plots for Visualizing the Data Produced by the 'irace' Package

Graphical visualization tools for analyzing the data produced by 'irace'. The 'iraceplot' package enables users to analyze the performance and the parameter space data sampled by the configuration during the search process. It provides a set of functions that generate different plots to visualize the configurations sampled during the execution of 'irace' and their performance. The functions just require the log file generated by 'irace' and, in some cases, they can be used with user-provided data.

'ROI' Plug-in 'GLPK'

Enhances the 'R' Optimization Infrastructure ('ROI') package by registering the free 'GLPK' solver. It allows for solving mixed integer linear programming ('MILP') problems as well as all variants/combinations of 'LP', 'IP'.

Matrix Clustering with Gaussian and Manly Mixture Models

Matrix clustering with finite mixture models.

'Rcpp' Integration for the 'Armadillo' Templated Linear Algebra Library

'Armadillo' is a templated C++ linear algebra library aiming towards a good balance between speed and ease of use. It provides high-level syntax and functionality deliberately similar to Matlab. It is useful for algorithm development directly in C++, or quick conversion of research code into production environments. It provides efficient classes for vectors, matrices and cubes where dense and sparse matrices are supported. Integer, floating point and complex numbers are supported. A sophisticated expression evaluator (based on template meta-programming) automatically combines several operations to increase speed and efficiency. Dynamic evaluation automatically chooses optimal code paths based on detected matrix structures. Matrix decompositions are provided through integration with LAPACK, or one of its high performance drop-in replacements (such as 'MKL' or 'OpenBLAS'). It can automatically use 'OpenMP' multi-threading (parallelisation) to speed up computationally expensive operations. The 'RcppArmadillo' package includes the header files from the 'Armadillo' library; users do not need to install 'Armadillo' itself in order to use 'RcppArmadillo'. Starting from release 15.0.0, the minimum compilation standard is C++14 so 'Armadillo' version 14.6.3 is included as a fallback when an R package forces the C++11 standard. Package authors should set a '#define' to select the 'current' version, or select the 'legacy' version (also chosen as default) if they must. See 'GitHub issue #475' for details. Since release 7.800.0, 'Armadillo' is licensed under Apache License 2; previous releases were under licensed as MPL 2.0 from version 3.800.0 onwards and LGPL-3 prior to that; 'RcppArmadillo' (the 'Rcpp' bindings/bridge to Armadillo) is licensed under the GNU GPL version 2 or later, as is the rest of 'Rcpp'.

L1 (Lasso and Fused Lasso) and L2 (Ridge) Penalized Estimation in GLMs and in the Cox Model

Fitting possibly high dimensional penalized regression models. The penalty structure can be any combination of an L1 penalty (lasso and fused lasso), an L2 penalty (ridge) and a positivity constraint on the regression coefficients. The supported regression models are linear, logistic and Poisson regression and the Cox Proportional Hazards model. Cross-validation routines allow optimization of the tuning parameters.

Unconstrained Numerical Optimization Algorithms

Optimization algorithms implemented in R, including conjugate gradient (CG), Broyden-Fletcher-Goldfarb-Shanno (BFGS) and the limited memory BFGS (L-BFGS) methods. Most internal parameters can be set through the call interface. The solvers hold up quite well for higher-dimensional problems.

Sequential Parameter Optimization Toolbox

A set of tools for model-based optimization and tuning of algorithms (hyperparameter tuning respectively hyperparameter optimization). It includes surrogate models, optimizers, and design of experiment approaches. The main interface is spot, which uses sequentially updated surrogate models for the purpose of efficient optimization. The main goal is to ease the burden of objective function evaluations, when a single evaluation requires a significant amount of resources.

Searching for Optimal Clustering Procedure for a Data Set

Distance measures (GDM1, GDM2, Sokal-Michener, Bray-Curtis, for symbolic interval-valued data), cluster quality indices (Calinski-Harabasz, Baker-Hubert, Hubert-Levine, Silhouette, Krzanowski-Lai, Hartigan, Gap, Davies-Bouldin), data normalization formulas (metric data, interval-valued symbolic data), data generation (typical and non-typical data), HINoV method, replication analysis, linear ordering methods, spectral clustering, agreement indices between two partitions, plot functions (for categorical and symbolic interval-valued data). (MILLIGAN, G.W., COOPER, M.C. (1985) , HUBERT, L., ARABIE, P. (1985) , RAND, W.M. (1971) , JAJUGA, K., WALESIAK, M. (2000) , MILLIGAN, G.W., COOPER, M.C. (1988) , JAJUGA, K., WALESIAK, M., BAK, A. (2003) , DAVIES, D.L., BOULDIN, D.W. (1979) , CALINSKI, T., HARABASZ, J. (1974) , HUBERT, L. (1974) , TIBSHIRANI, R., WALTHER, G., HASTIE, T. (2001) , BRECKENRIDGE, J.N. (2000) , WALESIAK, M., DUDEK, A. (2008) ).

Colony Formation Assay: Taking into Account Cellular Cooperation

Cellular cooperation compromises the plating efficiency-based analysis of clonogenic survival data. This tool provides functions that enable a robust analysis of colony formation assay (CFA) data in presence or absence of cellular cooperation. The implemented method has been described in Brix et al. (2020). (Brix, N., Samaga, D., Hennel, R. et al. "The clonogenic assay: robustness of plating efficiency-based analysis is strongly compromised by cellular cooperation." Radiat Oncol 15, 248 (2020). ) Power regression for parameter estimation, calculation of survival fractions, uncertainty analysis and plotting functions are provided.