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polish noise notebook (minor)
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nikohansen committed Oct 23, 2024
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17 changes: 7 additions & 10 deletions notebooks/notebook-usecases-noise.ipynb
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"cell_type": "markdown",
"metadata": {},
"source": [
"Sanity check without noise."
"We start by a sanity check without noise."
]
},
{
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"cell_type": "markdown",
"metadata": {},
"source": [
"CMA-ES without noise handling in the Rosenbrock function with additive uniform noise."
"Next, we run CMA-ES _without_ noise handling on the Rosenbrock function with additive uniform noise."
]
},
{
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"cell_type": "markdown",
"metadata": {},
"source": [
"With noise handling, the CMA-ES does not get stuck and keeps searching with a somewhat constant variance (which will never converge). The step-size (green line) systematically increases, the smallest standard deviation (magenta line) does never drop far below $10^{-2}$."
"With noise handling, the CMA-ES does not get stuck and keeps searching with a somewhat constant variance (which will never converge). The step-size (green line in the upper left figure) systematically increases, the smallest standard deviation (lower magenta line) does never drop far below $10^{-2}$."
]
},
{
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"cell_type": "markdown",
"metadata": {},
"source": [
"All entries in `xfavorite` get consistently close-ish to 1. We could probably estimate a notably better solution by averaging the mean over some past iterations where the $f$-value was stagnating."
"All entries in `xfavorite` get consistently close-ish to 1. We could probably estimate a notably better solution by averaging the mean over some past iterations when the $f$-value was stagnating."
]
},
{
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"cell_type": "markdown",
"metadata": {},
"source": [
"We increase the population size by a factor of four."
"Now, we increase the population size by a factor of four."
]
},
{
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}
],
"metadata": {
"interpreter": {
"hash": "d63c44124e99970b36478bac7366f7234ff1cfabe1191de4da3d5c25c8ed9e11"
},
"kernelspec": {
"display_name": "Python 3.7.6 64-bit ('base': conda)",
"display_name": "py312",
"language": "python",
"name": "python3"
},
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"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.12.0"
"version": "3.12.2"
},
"orig_nbformat": 4
},
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