Improve Nelder Mead adaptation

Helmholtz-AI-Energy / propulate

Propulate is an asynchronous population-based optimization algorithm and software package for global optimization and hyperparameter search on high-performance computers.

https://doi.org/10.1007/978-3-031-32041-5_6

BSD 3-Clause "New" or "Revised" License

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Improve Nelder Mead adaptation #134

Open oskar-taubert opened 5 months ago

oskar-taubert commented 5 months ago

Ideas to improve the propulate adaptation for simplex optimization:

expand should go in the direction of the best known solution, not reflect
find a way to make better contract choices
check if it improves, if a stochastic component scaled to the size of the simplex is added to the sampled point