4 ms·
One simple trick is doing a bijective transformation between your constrained input space and the unconstrained optimizer space. For example, if you have x>0 in
by bbwwnn 6y ago
One simple trick is doing a bijective transformation between your constrained input space and the unconstrained optimizer space. For example, if you have x>0 in your input space, you take the input from your optimizer and apply e^x to it. Or if you have a<x<b you can do a+b*logit(x). What exactly you choose will depend on your prior on how your function behaves.