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by ramgorur 4068 days ago
1. You do not know what the function looks like, even there is no gradient information

2. You have a fixed number of probes M

2. Among M, You have N number probes to get the silhouette of the function (exploration).

3. Then from the rest of the (M - N) trials, you need to find the optima (exploiation).

Sounds more like a pseudo-science than a math problem to me.

1 comments

Huh? Who said it was a math problem? And pseudoscience? Most real world optimization problems are like this. Sometimes don't get gradient information or unlimited trials.

The point of the task is to reward methods that work efficiently with limited trials and domain information, rather than who can run hillclimbing on the biggest computer or hand tune the parameters the best.