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From Luc Maisonobe <Luc.Maison...@free.fr>
Subject Re: [math] CMA-ES optimization algorithm
Date Fri, 26 Nov 2010 14:47:10 GMT
Le 26/11/2010 14:14, Gilles Sadowski a écrit :
> Hello.
> 
>>> Should we simply allow user to register an instance of some optimizer
>> reconfigurator interface in the constructor ? Something like:
>>>
>>>  public MultiStartDifferentiableMultivariateVectorialOptimizer(
>>>         DifferentiableMultivariateVectorialOptimizer optimizer,
>>>         int starts,
>>>         RandomVectorGenerator generator,
>>>         OptimizerReconfigurator reconfigurator)
>>
>>> with
>>
>>> public interface OptimizerReconfigurator {
>>>  public DifferentiableMultivariateVectorialOptimizer
>>>         reconfigure(DifferentiableMultivariateVectorialOptimizer);
>>> }
>>
>> +1 from me. 
>> Question is how reconfigure() is configured?
>> In the CMA-ES case this would mean how the population increase factor
>> Is defined. May be simply by an additional parameter for the 
>> optimization algo?
> 
> "reconfigure" returns the _new_ optimizer instance that will be used for the
> next start.
> 
> However, can we slow down on the new features? (Am I saying this? ;-))

You are right, my bad.

Luc

> [We previously agreed that the main algorithm code should be put in place
> before any other bells and whistles.]
> 
> 
> Best regards,
> Gilles
> 
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