More than 40 dimensions about bads HOT 3 CLOSED

Hi obj999 - yes, the Sobol initialization will fail but BADS will then use another initialization instead (a Latin hypercube sampling: https://en.wikipedia.org/wiki/Latin_hypercube_sampling) and keep running, so what's the issue?
I could remove the warning but it is also a good reminder that BADS is unlikely to work well in high dimension (it's not designed for D >> 20).

from bads.

Thanks for your quick reply Lacerbi!

I have include a plotting function to show a geometric parameter change during the optimisation process, and observed that some dimensions are not changing for a long time with the increasing of number of function evaluation. So I suspected that it might be the problem of the dimension limitation and the bads was not working properly.

According to your reply, the bads optimisation should still work properly even with the warning message. So I guess that was just my misunderstanding. It is good to know that bads is unlikely to work well in high dimension. Now I guess I should focus on reconstructing the optimisation problem with lower dimensions...

Many thanks!

from bads.

Yes, BADS will still work even with the I4_SOBOL failure warning message, it will just use another initialization.
The fact that BADS is unlikely to work well in high dimension is unrelated to the initialization.
As usual, I warmly recommend users to check out the extensive documentation, both on the main page and the FAQ.

from bads.