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Returning minimum of mean instead of minimum sample #7

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akangasr opened this issue Feb 1, 2016 · 1 comment
Open

Returning minimum of mean instead of minimum sample #7

akangasr opened this issue Feb 1, 2016 · 1 comment

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@akangasr
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akangasr commented Feb 1, 2016

Currently the optimization routine returns the x_i with smallest y_i observed. While this makes sense with deterministic functions, it doesn't make that much sense with stochastic functions where the minimum of the mean doesn't always coincide with the sample minimum. For this reason, it would be good to have an option for retrieving the minimum of the mean function instead of the minimum sampled value.

@rmcantin
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rmcantin commented Feb 5, 2016

Send a pull request and we will include it. Note that it should be he minimum of the mean only at the observed points.

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