Depending on how complicated the function you're trying to approximate is, I'd take a look at a simple linear model (using %. ; take a look at the best fit lab), or a neural network (see e.g. the neural network example on the J Playground, which classifies 2d data).
Another classifier often used is decision trees and random forests, implementations of which can be found in e.g. Python's sci-kit learn. The neural network and others are not necessarily going to be monotonic... Hope this helps. Otherwise a toy problem would be handy... Jan-Pieter On Wed, 5 Apr 2023, 13:23 'Bo Jacoby' via Programming, < [email protected]> wrote: > See https://en.wikipedia.org/wiki/Automated_machine_learning > Good luck! > Bo. > Den onsdag den 5. april 2023 kl. 12.44.56 CEST skrev Elijah Stone < > [email protected]>: > > 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 > ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
