Bayesopt: min observed objective not decreasing

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Stephen Wu
Stephen Wu 2019-4-1
回答： Alan Weiss 2019-4-1
I am optimizing the parameters of a neural network using bayesopt in Matlab. Interestingly, the min observed objective sometimes jumps up which is counterintuitive since I expect that number to be non-increasing. Would appreciate any insights on this. By the way, I used a coupled constraint model: whenever the constraint is not satisfied the objective function will return an error. I also as 'IsObjectiveDeterministic' to true. Thanks!min_observed_obj.png
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Stephen Wu
Stephen Wu 2019-4-1
To be more clear, I expect that the min observed objective to be non-increasing with respect to the number of iterations. But it is not the case in my problem (as can be seen in the plot, the min observed objective sometimes bumps up). Thanks.

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Alan Weiss
Alan Weiss 2019-4-1
Take a look at the note in the documentation of Coupled Constraints.
Alan Weiss
MATLAB mathematical toolbox documentation

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