Dynamic optimization

The SUMO-Toolbox generates surrogate models (= metamodels, response surface models) automatically while adaptively sampling the design space. This means that the hyperparameter optimization problem is a dynamic one, it changes as more data becomes available. This causes some problems later on in the modeling process but also allows for some smart optimizations.

To see what really changes, the SUMO-Toolbox allows you to generate a movie of the process. An example (though admittedly, not the best one) is the following:



It shows how the surface changes as more data arrives. When I have a more extreme example I will post it as well.

--Dirk