On Tue, Nov 23, 2010 at 10:19:06AM -0500, josef.p...@gmail.com wrote: > > I have a Nelder-Mead that seems to be working quite well on a few toy > > problems.
> Assuming your function is well behaved, one possible idea is to try > replacing the integer objective function with a continuous > interpolation. Or maybe fit a bellshaped curve to a few gridpoints. It > might get you faster into the right neighborhood to do an exact > search. I've actually been wondering if Gaussian Process regression (aka Krigin) would not be useful here :). It's fairly good at fitting processes for which there is very irregular information. Now I am perfectly aware that any move in this direction would require significant work, so this is more day dreaming than project planning. Gael _______________________________________________ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
