dysonance/Strategems.jl

Random Sampling of Parameter Space Combinations

Closed this issue · 2 comments

Instead of running all possible combinations of all parameters in the space, it probably wouldn't be too bad to implement functionality that randomly samples a user-suppled number n parameter combinations from the entire space. Then you could run an optimization much more quickly if desired while still getting a broader span of the parameter space than doing the combinations sequentially.

Should also support an argument that allows setting the seed of the random number generator.

Bonus advantage: could greatly expedite test cases.

Working on solution here.