Comments (2)
Hi @Kh-im,
it seems difficult to obtain good proposition from EI
Could you elaborate on what problem you are running into specifically? Are you trying to attain a proposal that is sparse itself?
The second idea is
If all your features F
are actually functions of B
, why not just parameterize the entire optimization problem with B
to begin with? I.e. run the optimization on reparameterized_objective(B1, B2, B3, B4) = objective(F1(B1, ..., B4), F2(B1, ..., B4), ..., FD(B1, ..., B4))
?
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