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free lunch killed it on this problem #42

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microprediction opened this issue Mar 3, 2023 · 5 comments
Open

free lunch killed it on this problem #42

microprediction opened this issue Mar 3, 2023 · 5 comments

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@microprediction
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Check this out:
https://medium.com/@microprediction/a-new-family-of-diffeomorphisms-from-the-simplex-to-the-cube-6d358714f429

@MDCHAMP
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MDCHAMP commented Mar 3, 2023

Very cool! I've not read the paper but very interested in the approach. Just from the figures in the article I wonder about if there is sufficient sampling close to the verticies of the simplex? I remember that was something we had trouble getting around. I would guess that a lot of 'optimal' solutiuons to real world problems (portfolios, discrete event probability etc.) are going to be on or near to verticies... but hard to know for sure.

Cool to see freelunch doing well. I wonder why SA is performing so well here?

@microprediction
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The boundary is an issue, yes. I'm working on smoothing that out.

Question: does freelunch support constaints? I'm reading your docs now...

@microprediction
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By the way I'm thinking of creating a new chatgpt-written objective test suite of objective functions. It is not bad at suggesting them!

@MDCHAMP
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MDCHAMP commented Mar 6, 2023

In answer to your question, freelunch is extensible to arbitrary bounding strategies 👍 we offer hypercuboid bounding out of the box, but custom logic can be implemented to overwrite the opt.bounder method.

Interesting that GPT can suggest obj functions... does it write the code or just describe the function?

@microprediction
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microprediction commented Mar 6, 2023 via email

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