I don't know how you'd choose the points to sample, but once you have them a soft-margin SVM solves for the boundary.
https://en.wikipedia.org/wiki/Support_vector_machine Marshall On Wed, Apr 05, 2023 at 03:44:49AM -0700, Elijah Stone wrote: > I know not the first thing about linear programming or numerical > optimisation, but I have a problem which I think is related; can anyone > point me in the right direction? > > I have a set of variables x y... (usually not more than two, though there > might be in some cases), and an oracle which can tell, given a value for > each variable, whether the result is 'good'. The goal is to construct a > model for the oracle. > > The oracle is reasonably nice: it is continuous and monotonic, but slightly > noisy; it might end up being locally non-monotonic, but the model should > still be monotonic. > > I expect the oracle can generally be modeled by a simple equation like: 0 < > a + (b*x) + (c*y)--then the goal is to find values for a, b, and c;--or > possibly the second-order equivalent of the same; or possibly a piecewise > composition of such equations. The model should be fast to evaluate, so it > shouldn't have any more terms than are necessary to construct a reasonable > approximation. > > Any pointers? > > -E > ---------------------------------------------------------------------- > For information about J forums see http://www.jsoftware.com/forums.htm ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
