Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Add support for noisy optimization #170

Open
danielhorn opened this issue Mar 23, 2017 · 0 comments
Open

Add support for noisy optimization #170

danielhorn opened this issue Mar 23, 2017 · 0 comments
Assignees

Comments

@danielhorn
Copy link
Collaborator

An optimization path should know wether the optimization is noisy or deterministic.

The main difference is: In deterministic optimization, there will be a single objective value / vector for each parameter setting. In noisy optimization, there can and will be multiple different objective values. This should be represented be our internal structure.

Moreover, there should be some specialized getter-Functions for noisy optimization, for example:
getDistinctOptPathLength - how many different settings have been evaluated?
getNumerOfEvaluations - for each parameter setting: how many evaluations have been done
getAggregatedOptPath - use an aggregation function on the objective values for each parameter setting. Most common application: Get the mean value.

Some existing funktion must be adapted. For example:
getOptPathParetoFront and getOptPathBestIndex should return the best Elements value with respect to some aggregation, for example the mean.

We must think about how to extend the concept DOB and EOL. Are they properties of a parameter setting or of an evaluation?

I will do this in the near future, but we should talk about the details before.

@danielhorn danielhorn self-assigned this Mar 23, 2017
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant