I developed a heuristic optimization algorithm to estimate a set of parameters from a simulation model. The fitness landscape is quite complex, not only because it is rough, but also because its shape may change with the parameters. Traditional non-linear optimization procedures do not work, and even genetic algorithms and other heuristic methods seem to fail. My algorithm is computationally expensive and inefficient as it does unessessary greedy searches. It also requires a large number of Monte Carlo simulations in order to generate stable estimates. Nevertheless it does the job.
I need you to improve my algorithm or to come up with a better one. I want to significantly reduce the computational time that it takes to get the estimates. You must have expertiese in computational optimization problems, statistics, Monte Carlo simulation and machine learning. The code is written in Python, the simulation model is relatively simple and the algorithm is well documented. Take this project as a challenge, can you beat it?
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Hello. I am an expert in machine learning. I have many experiences in optimization and in programming in Python/Matlab. I am sure I can help you. We can discuss the details via chat. I wait for you now. Thanks.
Very much enthusiastic towards complex problems and would like to know more about your problem and also assure you with a guarantee to complete or present a faster solution.