The parameter space is only two dimensional here, so it’s not hard to eyeball roughly where the minimum is if I sample enough. I can say very little about the noise. I’m more interested being able to approximate the optimum quickly (since simulation time adds up) than hitting it exactly. The approach taken in this paper based on a non-parametric tau test looks interesting.
Thanks for the SA paper!
The parameter space is only two dimensional here, so it’s not hard to eyeball roughly where the minimum is if I sample enough. I can say very little about the noise. I’m more interested being able to approximate the optimum quickly (since simulation time adds up) than hitting it exactly. The approach taken in this paper based on a non-parametric tau test looks interesting.