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I've used Hyperopt in Python, but I'm looking for a package with similar capabilities in R. Does a package like this exist?

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Give a try to DEoptim(). This package might solve your problem. For the documentation and more information visit-

Hope it helps!

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You could just use hyperopt directly through reticulate. I've added a small wrapper on github: https://github.com/njnmco/hopticulate

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