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to Ruben Martinez-Cantin, BayesOpt discussion
I think I didn't understand your question question correctly.
Are you talking about the error | E[F(x)] - y_observation(x) | over the input space?
Cumprimentos,
José Nogueira
Lukas M
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Dec 21, 2015, 10:14:59 AM12/21/15
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to BayesOpt discussion, rmca...@unizar.es
I meant the case where e.g. the black box function crashes and returns an error, hence y_observation(x) = False or something similar. As Ruben pointed out, this would be heteroscedastic noise and thus cannot be handled right now.
Ruben Martinez-Cantin
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Dec 21, 2015, 12:57:26 PM12/21/15
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to BayesOpt discussion
From the point of view of optimization, that's not an error/noise, but
a constrain.
Then you should use the evaluate the function inside the
checkReachability method where you can return True or False depending
on the success. Then, return the computed value in evaluateSample
method.
This way is only available in C++ and might not guarantee convergence
to the optimum.