Tom Robinson

My feedback

  1. 31 votes
    Vote
    Sign in
    Check!
    (thinking…)
    Reset
    or sign in with
    • facebook
    • google
      Password icon
      Signed in as (Sign out)
      You have left! (?) (thinking…)
      under review  ·  0 comments  ·  Math.NET Numerics  ·  Flag idea as inappropriate…  ·  Admin →
      Tom Robinson supported this idea  · 
    • 171 votes
      Vote
      Sign in
      Check!
      (thinking…)
      Reset
      or sign in with
      • facebook
      • google
        Password icon
        Signed in as (Sign out)
        You have left! (?) (thinking…)
        started  ·  14 comments  ·  Math.NET Numerics  ·  Flag idea as inappropriate…  ·  Admin →
        Tom Robinson commented  · 

        Optimisation methods would be very useful.

        Tom Robinson supported this idea  · 
      • 3 votes
        Vote
        Sign in
        Check!
        (thinking…)
        Reset
        or sign in with
        • facebook
        • google
          Password icon
          Signed in as (Sign out)
          You have left! (?) (thinking…)
          1 comment  ·  Math.NET Numerics  ·  Flag idea as inappropriate…  ·  Admin →
          Tom Robinson commented  · 

          This is a general stochastic method for finding the global optimum of an unknown function in any number of dimensions. It is most useful for expensive black box functions (i.e. a objective 'function' which takes minutes/hours for a single iteration).

          This method has various added benefits. One being: As the optimisation is performed, a response surface is fitted to the unknown function which can be used as a surrogate for future function evaluations. The 'kriging' response model parameterises the unknown functions input variables in terms of output sensitivity and smoothness.

          An outline of the original method is described in:

          Jones, D., Schonlau, M., and Welch, W., 1998, “Efficient Global Optimization
          of Expensive Black-Box Functions,” J. Global Optim., 134, pp. 455–492.

          A copy of which can be found via Google search here:

          http://www.ressources-actuarielles.net/EXT/ISFA/1226.nsf/9c8e3fd4d8874d60c1257052003eced6/f84f7ac703bf5862c12576d8002f5259/$FILE/Jones98.pdf

          Tom Robinson shared this idea  · 

        Feedback and Knowledge Base