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by thomasahle 1683 days ago
Yes, I'm using a binary outcome, since that's what I get from playing a game. To get probabilities I'd have to play a lot of games with the same settings/features/point and take the mean, but it seems that defeats the point of Bayesian optimization finding the best point to evaluate for each iteration.

The SPSA method seems to work quite well with binary outcomes. This is what I was trying to beat. Unfortunately I was never able to converge faster than SPSA (or even close to that) even increasing the number of samples. There is a pretty long thread of us trying to make it work here: https://www.talkchess.com/forum3/viewtopic.php?f=7&t=71650&h...

I got some feedback form the botorch team back then: https://github.com/pytorch/botorch/issues/347#:~:text=thomas...