3 ms·
Hi there, Very loosely, but not particularly. Simple makes an effort to interpolate between points rather than using the Lipschitz constant to estimate an upp
by chroem- 9y ago
Hi there,
Very loosely, but not particularly. Simple makes an effort to interpolate between points rather than using the Lipschitz constant to estimate an upper bound. This is important for regions of the search space which are "objective deserts." LIPO would continue to sample a large but poorly performing region of the search space even after it had been demonstrated to not contain good candidates, simply because its estimated upper bound varies linearly with distance from a sample. Simple combines a separate measure of how much it has already explored a region of space with the interpolated objective value to handle these cases better.