Thank you a lot for your answer.
What's is challenging in my problem is how to model a neural network that has:
1. an Xi input which is a vector of features (e.g. hundreds or thousands of variations are possible)
2. Yi is a scalar value which generated by simulating Xi
Because I am not able to simulate all Xi space I want to use Yi (output of each vector) to give me a path where to look for the new Xinew where the max Yi is located.
First mapping xi->yi (creating a model and updating the function each 5 iteration)
and based on yi (for max or min values ) propose a new vector features Xinew within the space.
It is complicated since I want to make an active learner but I am not sure if Neural Networks (FFNN could be able to perform in such case?). Moreover how to build a model that gives me samples as output.