Not J, but it sounds like convex optimization maybe?
https://www.cvxpy.org/examples/basic/linear_program.html ... or maybe one
of the examples more resonates with your problem :
https://www.cvxpy.org/examples/ .. I'd be very interested in J solutions to
some of these examples

Not necessarily fast to evaluate but I've also messed with
https://rosettacode.org/wiki/Amb#J in a similar domain years ago

On Wed, Apr 5, 2023 at 8:35 AM Jan-Pieter Jacobs <[email protected]>
wrote:

> 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
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