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CLOP for Noisy Black-Box Parameter Optimization
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Rémi Coulom



Joined: 24 Apr 2006
Posts: 350
PostPost subject: Re: CLOP for Noisy Black-Box Parameter Optimization    Posted: Sat Sep 10, 2011 9:49 am Reply to topic Reply with quote
Rémi Coulom wrote:
lkaufman wrote:
Does it make a huge difference in this limit or just a small one?


For that part of the question: if parameters are strongly correlated, then, yes, it makes a big difference. I tried "Correlations none" on the "Correlated" problem of the paper, and it performed really bad. I'll post the plot if I have time tomorrow.

Rémi




The dotted blue line is CLOP with "Correlations none", the solid blue line is with "Correlations all". Log-log scale, see paper for details. As you can see "Correlations none" is not a big improvement over "Correlations all" when parameters are completely independent. But when they are actually correlated, "Correlations none" performs really badly.

So I'll have to find a way to scale "Correlations all" to higher dimensions.

Rémi
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Subject Author Date/Time
CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Thu Sep 01, 2011 10:32 am
      Re: CLOP for Noisy Black-Box Parameter Optimization Joona Kiiski Fri Sep 02, 2011 8:52 am
            Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Fri Sep 02, 2011 9:45 am
                  Re: CLOP for Noisy Black-Box Parameter Optimization Marco Costalba Fri Sep 02, 2011 5:34 pm
            Re: CLOP for Noisy Black-Box Parameter Optimization Zach Wegner Fri Sep 02, 2011 4:44 pm
                  Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Fri Sep 02, 2011 7:58 pm
      Re: CLOP for Noisy Black-Box Parameter Optimization Rein Halbersma Fri Sep 02, 2011 10:07 pm
            Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Sat Sep 03, 2011 9:24 am
                  Re: CLOP for Noisy Black-Box Parameter Optimization Rein Halbersma Sat Sep 03, 2011 5:01 pm
                        Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Sat Sep 03, 2011 5:28 pm
      Re: CLOP for Noisy Black-Box Parameter Optimization Andres Valverde Sat Sep 03, 2011 10:28 am
            Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Sat Sep 03, 2011 10:40 am
      Re: CLOP for Noisy Black-Box Parameter Optimization Peter Österlund Sat Sep 03, 2011 6:54 pm
            Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Sat Sep 03, 2011 7:34 pm
                  Re: CLOP for Noisy Black-Box Parameter Optimization Ernest Bonnem Sun Sep 04, 2011 4:49 pm
      Re: CLOP for Noisy Black-Box Parameter Optimization Don Dailey Wed Sep 07, 2011 4:57 pm
            Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Wed Sep 07, 2011 5:47 pm
                  Re: CLOP for Noisy Black-Box Parameter Optimization Don Dailey Wed Sep 07, 2011 6:09 pm
                        Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Wed Sep 07, 2011 6:26 pm
                        Re: CLOP for Noisy Black-Box Parameter Optimization F. Bluemers Wed Sep 07, 2011 6:39 pm
      Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Wed Sep 07, 2011 8:19 pm
            Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Thu Sep 08, 2011 4:44 pm
                  Re: CLOP for Noisy Black-Box Parameter Optimization Larry Kaufman Fri Sep 09, 2011 3:36 am
                        Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Fri Sep 09, 2011 6:11 am
                              Re: CLOP for Noisy Black-Box Parameter Optimization Larry Kaufman Fri Sep 09, 2011 2:43 pm
                                    Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Fri Sep 09, 2011 7:47 pm
                                          Re: CLOP for Noisy Black-Box Parameter Optimization Marco Costalba Sun Nov 06, 2011 8:24 am
                                                Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Sun Nov 06, 2011 8:30 am
                                          Re: CLOP for Noisy Black-Box Parameter Optimization Marco Costalba Sun Nov 06, 2011 8:50 am
                                                Re: CLOP for Noisy Black-Box Parameter Optimization Peter Österlund Sun Nov 06, 2011 1:11 pm
                                                      Re: CLOP for Noisy Black-Box Parameter Optimization Marco Costalba Sun Nov 06, 2011 4:53 pm
                                                      Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Sun Nov 06, 2011 5:14 pm
                                                            Re: CLOP for Noisy Black-Box Parameter Optimization Peter Österlund Sun Nov 06, 2011 11:11 pm
                                                                  Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Mon Nov 07, 2011 11:18 am
                                                Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Sun Nov 06, 2011 5:05 pm
                                    Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Fri Sep 09, 2011 7:52 pm
                                          Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Sat Sep 10, 2011 9:49 am
                                                Re: CLOP for Noisy Black-Box Parameter Optimization Michel Van den Bergh Sun Sep 25, 2011 8:18 am
                                                      Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Sun Sep 25, 2011 8:47 am
                                                            Re: CLOP for Noisy Black-Box Parameter Optimization Michel Van den Bergh Mon Sep 26, 2011 10:55 am
                                                                  Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Mon Sep 26, 2011 1:40 pm
                                                                        Re: CLOP for Noisy Black-Box Parameter Optimization Michel Van den Bergh Tue Sep 27, 2011 7:54 am
                                                                              Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Tue Sep 27, 2011 8:39 am
                                                                                    Re: CLOP for Noisy Black-Box Parameter Optimization Michel Van den Bergh Thu Sep 29, 2011 2:04 pm
                                                                                          Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Thu Sep 29, 2011 3:38 pm
                                                                        Re: CLOP for Noisy Black-Box Parameter Optimization Daniel Shawul Mon Oct 17, 2011 2:03 am
                                                                              Re: CLOP for Noisy Black-Box Parameter Optimization Michel Van den Bergh Mon Oct 17, 2011 7:51 am
                                                                              Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Mon Oct 17, 2011 7:56 am
                                                                                    Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Mon Oct 17, 2011 8:02 am
                                                                                          Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Mon Oct 17, 2011 8:11 am
                                                                                    Re: CLOP for Noisy Black-Box Parameter Optimization Daniel Shawul Mon Oct 17, 2011 9:54 am
                                                                                          Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Mon Oct 17, 2011 11:10 am
      Re: CLOP for Noisy Black-Box Parameter Optimization david nash Wed Oct 05, 2011 12:19 am
      Re: CLOP - a trial for xiangqi engine Edward Yu Fri Oct 07, 2011 11:58 am
            Re: CLOP - a trial for xiangqi engine Rémi Coulom Fri Oct 07, 2011 1:17 pm
                  Re: CLOP - a trial for xiangqi engine Edward Yu Fri Oct 07, 2011 4:01 pm
                        Re: CLOP - a trial for xiangqi engine Rémi Coulom Fri Oct 07, 2011 4:30 pm
                              Re: CLOP - a trial for xiangqi engine Edward Yu Sat Oct 08, 2011 3:59 am
                                    Re: CLOP - a trial for xiangqi engine Rémi Coulom Sat Oct 08, 2011 7:49 am
                                          Re: CLOP - a trial for xiangqi engine Edward Yu Tue Oct 11, 2011 4:04 pm
                                                Re: CLOP - a trial for xiangqi engine Rémi Coulom Tue Oct 11, 2011 4:22 pm
                                                      Re: CLOP - a trial for xiangqi engine Daniel Shawul Tue Oct 11, 2011 4:49 pm
                                                            Re: CLOP - a trial for xiangqi engine Rémi Coulom Tue Oct 11, 2011 5:27 pm
                                                                  Issue.... Michel Van den Bergh Sat Oct 15, 2011 2:51 pm
                                                                        Re: Issue.... Rémi Coulom Sun Oct 16, 2011 6:30 am
                                                                              Re: Issue.... Michel Van den Bergh Sun Oct 16, 2011 8:10 am
                                                                                    Re: Issue.... Rémi Coulom Sun Oct 16, 2011 9:02 am
                                                                                          Re: Issue.... Michel Van den Bergh Sun Oct 16, 2011 3:10 pm
                                                                                          Re: Issue.... Rémi Coulom Sun Oct 16, 2011 7:25 pm
                              Re: CLOP Michel Van den Bergh Sat Oct 08, 2011 6:00 am
                                    Re: CLOP Rémi Coulom Sat Oct 08, 2011 7:53 am
                                          Re: CLOP Rémi Coulom Sat Oct 08, 2011 8:27 am
      Re: CLOP for Noisy Black-Box Parameter Optimization Ferdinand Mosca Tue Oct 11, 2011 8:22 am
            Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Tue Oct 11, 2011 1:38 pm
                  Re: CLOP for Noisy Black-Box Parameter Optimization Ferdinand Mosca Sun Oct 23, 2011 7:39 pm
                        Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Sun Oct 23, 2011 8:55 pm
                              Re: CLOP for Noisy Black-Box Parameter Optimization Ferdinand Mosca Sun Oct 23, 2011 10:47 pm
                                    Re: CLOP for Noisy Black-Box Parameter Optimization Jonatan Pettersson Fri Nov 04, 2011 9:42 am
                                          Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Fri Nov 04, 2011 9:58 am
                                                Re: CLOP for Noisy Black-Box Parameter Optimization Jonatan Pettersson Fri Nov 04, 2011 10:17 am
                                                      Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Fri Nov 04, 2011 10:30 am
                                                            Re: CLOP for Noisy Black-Box Parameter Optimization Jonatan Pettersson Fri Nov 04, 2011 10:44 am
                                                                  Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Fri Nov 04, 2011 10:56 am
                                                                        Re: CLOP for Noisy Black-Box Parameter Optimization Jonatan Pettersson Fri Nov 04, 2011 11:04 am
                                                                              Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Fri Nov 04, 2011 11:56 am
                                                                                    Re: CLOP for Noisy Black-Box Parameter Optimization Jonatan Pettersson Fri Nov 04, 2011 4:16 pm
                                                                                          Re: CLOP for Noisy Black-Box Parameter Optimization Jonatan Pettersson Fri Nov 04, 2011 5:48 pm
      Re: CLOP for Noisy Black-Box Parameter Optimization Sergei S. Markoff Fri Nov 04, 2011 3:02 pm
      Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Sat Nov 05, 2011 7:45 pm
            Re: CLOP for Noisy Black-Box Parameter Optimization Jonatan Pettersson Sat Nov 05, 2011 10:49 pm
            Re: CLOP for Noisy Black-Box Parameter Optimization Ilari Pihlajisto Sat Nov 05, 2011 11:17 pm
                  Re: CLOP for Noisy Black-Box Parameter Optimization Jonatan Pettersson Sun Nov 06, 2011 12:06 am
                        Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Sun Nov 06, 2011 8:00 am
                              Re: CLOP for Noisy Black-Box Parameter Optimization Jonatan Pettersson Sun Nov 06, 2011 10:20 am
                                    Re: CLOP for Noisy Black-Box Parameter Optimization Rémi Coulom Sun Nov 06, 2011 5:10 pm
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