Quote: Original post by alvaro
If we use MML or a Bayesian approach (which in my view are optimization problems where the function to maximize is likelihood)
That would just be maximum likelihood estimation (ML) and not what I was advocating... although you could get it to work (this is basically the naive Bayes classifier).
Quote: I don't know enough about those methods to make good choices
That's what research publications are for! ;)
Quote: By putting it in code, you have an opportunity to show us what a reasonable application of those methods to this case would look like. I am honestly interested in seeing that code.
I doubt that seeing it in code would be any more useful in aiding your understanding than reading any of the vast quantities of publications or books on the subject. Indeed, code will simply obfuscate the issues as it isn't a natural language for the expression of mathematical or logical principles.
Unfortunately I don't have the time to sit down and write my own code for an MML solution at the moment. I have 3 other unfinished code projects on my desk at the moment, marking to do, 2 papers I'm trying to write and I'm about to have to mark nearly 300 exam papers, so things aren't going to get any better for me any time soon. Hence my suggestion for using pre-written code for those that want emperical results.
Quote: That depends on your definition of "correct". I inspected the results, and it looks like indeed it produces groupings where the averages are all close.
If all that was required was something that 'looks right' then you could probably get away with any number of sub-optimal or approximation methods and we could have avoided this whole conversation in the first place! ;)
Quote: I believe there is some theorem that can be used to prove that the probability of SA finding the global optimum tends to 1 as the number of iterations tends to infinity.
That assumes essentially that you have an unbiased generator of starting states such that in the limit as restarts goes to infinity, you cover all possible trajectories through the optimisation space. Clearly this isn't a reasonable limit or a useful theory. What we'd like to know is, given a number N of restarts, what is the expectation of the ratio of the current best solution to the global solution... and we'd like to know at what rate this ratio converges (or event that it converges uniformly to 1). I don't think this is computable in the original problem space... but I digress... this isn't particularly relevant (sorry).