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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: Sun Nov 06, 2011 5:05 pm Reply to topic Reply with quote
mcostalba wrote:
Rémi Coulom wrote:
More generally, you can try to be creative to reduce the dimensionality of the optimization problem.


Thanks for your quick answer to previous question. Here is the next one Wink

Why don't you reduce the dimensionality by yourself ?

I mean user asks to tune p1,....,p8 and then he sets also a new parameter that is "dimensionality": given dimensionality = 2 you tune the two derived values c1 and c2 that are derived from p1,..p8 for instance (but here you are much more creative than me) by a linear combination of p1...p8.

If you remember the ampli+bias idea that Joona and me reported, this is a kind of generalization of that idea.

What do you think ?


P.S: After many months tuning SF I made up my mind that the secret of a good tuning is the choice of the starting variables to tune. So a mapping of P1,...,Pn to C1,...,Ck and tune Ck could yield, if done properly, a much faster and better tune.


There are ways to do it. I am thinking about using sparse regression techniques to handle the high-dimensional case.

But nothing will completely replace the intelligence of the user. It is like building an evaluation function. You can try to use a universal function approximator, with the chess board as input and the evaluation as output, and optimize that approximator somehow. But no generic solution will work better than manually building domain-specific features.

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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