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acerbilab / bads

Bayesian Adaptive Direct Search (BADS) optimization algorithm for model fitting in MATLAB
GNU General Public License v3.0
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parallel function evaluations? #7

Closed hyiltiz closed 4 years ago

hyiltiz commented 6 years ago

Is it possible to evaluate multiple cost functions at once, then produce the next set of likely parameters to evaluate, a.k.a. batch updating the internal model state with parallel function evaluation?

lacerbi commented 6 years ago

No, that's not supported in BADS. There is plenty of work on batch/parallel evaluation for Bayesian optimization, but it wouldn't be straightforward to implement as of now.