Re: [R] Optimization Grid Search Slow

On Thu, 17 Sep 2015, "Patzelt, Edward" writes: > R Help - > > I am trying to use a grid search for a 2 free parameter reinforcement > learning model and the grid search is incredibly slow. I've used optimx but > can't seem to get reasonable answers. Is there a way to speed up this grid > search d

Re: [R] Optimization Grid Search Slow

optimx does nothing to speed up optim or the other component optimizers. In fact, it does a lot of checking and extra work to improve reliability and add KKT tests that actually slow things down. The purpose of optimx is to allow comparison of methods and discovery of improved approaches to a p

[R] Optimization Grid Search Slow

R Help - I am trying to use a grid search for a 2 free parameter reinforcement learning model and the grid search is incredibly slow. I've used optimx but can't seem to get reasonable answers. Is there a way to speed up this grid search dramatically? dat <- structure(list(choice = c(0, 1, 1, 1,