Re: [Computer-go] CLOP: Confident Local Optimization for Noisy Black-Box Parameter Tuning

2013-03-06 Thread Olivier Teytaud
By the way I think that these testcases are much more relevant for noisy optimization than the BBOB noisy optimization, in which noise is not the main issue. But maybe there is a lot of room for debates around that, and it becomes far from computer-go :-) Olivier ___

Re: [Computer-go] CLOP: Confident Local Optimization for Noisy Black-Box Parameter Tuning

2013-03-06 Thread Rémi Coulom
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

Re: [Computer-go] CLOP: Confident Local Optimization for Noisy Black-Box Parameter Tuning

2013-03-06 Thread Chin-Chang Yang
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? B