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rmcantin / bayesopt

BayesOpt: A toolbox for bayesian optimization, experimental design and stochastic bandits.
GNU Affero General Public License v3.0
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Why it doesn't converge to the right value #20

Closed zhaozhongch closed 6 years ago

zhaozhongch commented 6 years ago

Hi Thanks for viewing the question. I run the bayes optimization for my problem and get the data below. The first column is output y and second column is x 317.402,-0.278159//10 sample, 70 iteration 485.787,-0.325544 489.675,-0.256076 577.022,-0.244675 339.859,-0.310618 289.268,-0.282267 603.213,-0.241337 383.85,-0.314427 428.921,-0.265534 264.013,-0.296477// sample ends 296.115,-0.2817 297.359,-0.2817 296.15,-0.2817 295.788,-0.2817 296.233,-0.2817 296.172,-0.2817 295.955,-0.2817 295.969,-0.2817 295.711,-0.2817 295.864,-0.2817 296.037,-0.2817 296.08,-0.2817 .....

As you can see the value of x converge to -0.2817, however you can see when x = 0.296477, the output is smaller(264). In fact as I run my function by adding 0.001 to x from -0.33 to 0.23 I found when x is about -0.2917 y will output the smallest value. In my problem the output is not deterministic because an algorithm called RANSAC but it will be near a certain value as you can see when x = -0.2817 y has different values but won't change too much. So what might be the problem? Why the bayesopt cannot find the minimum? I use the default parameter.

rmcantin commented 6 years ago

The default parameters are for deterministic functions.