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HIPS / Spearmint

Spearmint Bayesian optimization codebase
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What's a good stopping condition #84

Open cuihenggang opened 7 years ago

cuihenggang commented 7 years ago

I'm wondering is there a good stopping condition that people usually use to decide convergence? Suppose I hope to find the function inputs that give me a function value that is allowed to differ from the optimal value by 10%. Is there a way to do that?

If that is impossible, what's the rule of thumb way of deciding how long to run Spearmint for?

Thank you very much!

xiongzhp commented 5 years ago

Hi do you have any updates or ideas for this question? I am also wondering that. For a model with a few hyper-parameters to optimization, it's almost impossible to arrive at a convergence as the simple demo shows. The good news is that it truly works and gets fairly good results just after a few iterations, although it could be fluctuating a lot.