Optimization with SpotOptim

Thomas Bartz-Beielstein

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arXiv · 2604.13672

Optimization with SpotOptim

Thomas Bartz-Beielstein

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Abstract

The spotoptim package implements surrogate-model-based optimization of expensive black-box functions in Python. Building on two decades of Sequential Parameter Optimization (SPO) methodology, it provides a Kriging-based optimization loop with Expected Improvement, support for continuous, integer, and categorical variables, noise-aware evaluation via Optimal Computing Budget Allocation (OCBA), and multi-objective extensions. A success-rate-based restart mechanism detects stagnation while preserving the best solution found. The package returns scipy-compatible OptimizeResult objects and accepts any scikit-learn-compatible surrogate model. Built-in TensorBoard logging provides real-time monitoring of convergence and surrogate quality. This report describes the architecture and module structure of spotoptim, provides worked examples including neural network hyperparameter tuning, and compares the framework with BoTorch, Optuna, RayTune, BOHB, SMAC, and Hyperopt. The package is open-source (AGPL-3.0).

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BibTeX RIS

Thomas Bartz-Beielstein. 2026-08-13. Optimization with SpotOptim. https://arxiv.org/abs/2604.13672

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