Member-only story

optim: Streamlining Machine Learning Optimization in R

btd
5 min readNov 24, 2023

--

The optim function in R is a versatile optimization routine that can be used to minimize or maximize a function. It is commonly employed in various fields, including statistics, machine learning, and mathematical modeling. Here's an overview of key aspects of optimization using the optim function:

1. Installation and Loading:

The optim function is part of the base R installation, so there's no need to install additional packages. You can load it directly.

# No installation needed, just load the optim package
library(stats)

2. Basic Syntax:

The basic syntax of the optim function is as follows:

optim(par, fn, ..., method = "BFGS", control = list())
  • par: Initial values for the parameters to be optimized.
  • fn: The objective function to be minimized or maximized.
  • ...: Additional arguments to be passed to the objective function.
  • method: The optimization algorithm to be used (default is "BFGS").
  • control: A list of control parameters for the optimization method.

3. Objective Function:

--

--

btd
btd

No responses yet