Some problems

Idea for a more efficient grid search:

  1. Apply a Latin Hypercube Sampling
    1. Divide each dimension of the search space in M intervals (bins)
    2. Sample N points s.t. each interval (bin) has only one sample point


    3. This way the search space should be explored evenly
  2. Select the configuration with the best result
  3. Recursively apply LHS in a more fine-grained search space around that sample

Important question

Should I try this type of optimisation or should I just try to apply a known external optimsation framework and somehow adapt it to this problem?

Main concern

Other questions