examples of oodace default setting problem
use problem: prob = 'Shekel_curve()'
(---optional) in matlab add path: Utility, problems, ooDACE-1.4, ND_sort, globalsolver
run parameter_ei.m to set parameters:
param_ei.init_size = 5;
param_ei.iter_size = 50;
run: believerdemo.m
behaviour:
by the 26th iteration, the approximation starts to deteriorate
* Potential trap in Train_DACE method
hyperparameter training inialize theta range [lb, ub] as in line:
Fit_DACE(X, Y, @Regpoly0, @Corrgauss, theta_start', lb, ub);
How lb ub is decided? X is training data
range = minmax(X');
lb = max(1e-6,range(:,1));
ub = range(:,2);
Problem is if lb is 1e-6 or beyond
ub > lb,
then
Training data CANNOT have a range smaller than 0