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implement parallel Nelder-Mead algorithm #96

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zenogantner opened this issue Oct 26, 2011 · 0 comments
Open

implement parallel Nelder-Mead algorithm #96

zenogantner opened this issue Oct 26, 2011 · 0 comments

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@zenogantner
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We have Nelder-Mead for hyperparameter search, but it would be nice to make use of multi-core/multi-processor systems in hyperparameter search.

The Dror/Koenigstein/Koren paper at RecSys 2011 refers to a paper by Lee and Wiswall about parallel Nelder-Mead.
http://www.eng.tau.ac.il/~noamk/papers/DKK11.pdf

Here is the paper: http://homepages.nyu.edu/~mw109/lee_wiswall_2007.pdf

@zenogantner zenogantner removed this from the 6.0 milestone Apr 29, 2019
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