StoSOO (Stochastic Simultaneous Optimistic Optimization)
This is a blackbox function optimization toolkit that finds the global optimum of a function given a finite budget of noisy evaluations. The algorithm does not require the knowledge of the function’s smoothness.
Reference: Michal Valko, Alexandra Carpentier, Rémi Munos: Stochastic Simultaneous Optimistic Optimization, in 30th International Conference on Machine Learning (ICML 2013)
Paper: http://hal.inria.fr/hal-00789606
Software: StoSOO (Matlab) v1.0
Video: http://youtu.be/Vx1tB6ADc-M
