> This is very interesting! I'd be intrigued to know how well this works > for you in practice, e.g. how many games are required for basic tuning > of few [0,1](R values. > > I would say that this number of games scales as d/epsilon^2 with d the dimension and epsilon the required precision; this is I think reached by the QLR software (papers on QLR on Rémi Coulom's web page), if there's no problem with bad conditionning or too complicated functions. At least there are upper complexity bounds like that :-) The parallel complexity is very good - which suggests (unsurprisingly) that using clusters or grids is good for this. Rémi, your feeling on this ? Olivier
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