Thank you, Remi and Olivier. I implemented the test functions in my project, and tested the performance of my optimizers, which reached the regret to 1e-3 with 1e7 samples in the 1-dimensional LOG function. In the CLOP paper, it reports that CLOP can reach the regret to 1e-5 with 1e7 samples. It is very interesting that how CLOP can perform so well. I am going to trace the CLOP codes by gdb, but I cannot find the script that can reproduce the experimental results in Fig.4 (a). I guess the script is located in programs/clop/script/artificial but I am not sure which script can reproduce the experiments.
I will be glad if anyone can give me some hints. Best regards, Chin-Chang Yang, 2013/3/21 -----Original Message----- From: computer-go-boun...@dvandva.org [mailto:computer-go-boun...@dvandva.org] On Behalf Of Remi Coulom Sent: Wednesday, March 6, 2013 5:37 PM To: computer-go@dvandva.org Subject: Re: [Computer-go] CLOP: Confident Local Optimization for Noisy Black-Box Parameter Tuning Yes. f(x) is not the output. The output is either 0 or 1, and f(x) is the probability of 1. Rémi On 6 mars 2013, at 09:04, Chin-Chang Yang wrote: > Thank you, Olivier. > > Let the observable function value be o(x). It can be defined as: > > o(x) = 1, with probability f(x); > o(x) = 0, with probability (1 - f(x)). > > where f(x) = 1 / (1 + e(-r(x))) has been defined in the paper. Also, we can > see that the expected value is f(x). > Did I get this correct? > > Best regards, > Chin-Chang Yang, 2013/03/06 > 2013/3/6 Olivier Teytaud <teyt...@lri.fr> It's a Bernoulli noise. > define f (x) = 1/ (1 + e(−r(x)) ) > and the objective function at x is 1 with probability f(x). > So the expected value at x is f(x), but the values you get are noisy. > > Best regards, > Olivier > > Since the functions are not noise-free, they should be defined in terms of > some noise. I really need the definition of the noise for comparison between > CLOP and other optimizers. > > I have downloaded the source codes, but I cannot find the codes related to > the noise currently. > > > _______________________________________________ > Computer-go mailing list > Computer-go@dvandva.org > http://dvandva.org/cgi-bin/mailman/listinfo/computer-go > > > > -- > Chin-Chang Yang _______________________________________________ > Computer-go mailing list > Computer-go@dvandva.org > http://dvandva.org/cgi-bin/mailman/listinfo/computer-go _______________________________________________ Computer-go mailing list Computer-go@dvandva.org http://dvandva.org/cgi-bin/mailman/listinfo/computer-go _______________________________________________ Computer-go mailing list Computer-go@dvandva.org http://dvandva.org/cgi-bin/mailman/listinfo/computer-go
