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Support for surrogates on top of any strategy #80
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This ticket requires the ability for a strategy (e.g. a surrogate) to use another strategy (e.g. a restart scheme). This is a bit involved wrt the structure of the code, so here is a dedicated ticket #81. |
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For now surrogatestrategy.h puts surrogates on top of the main CMAStrategy class, which prevents from using BIPOP, IPOP and any other custom restart strategy easily with surrogate support.
Solution is to update surrogatestrategy.h classes so that they rely on templated strategies.
In addition, a new header, e.g. surrcmaes.h should, much like cmaes.h, allow for simplified use of the templated classes and cover most likely usages, providing access to surrogates on top of any strategies in a single line of code.EDIT: the one liner would require to have a machine learning algorithm straight into the lib. Later on, if required, there will be the ability to decide whether to have the ranking SVM implementation directly into the lib. First thought would be that an externally maintained library would be better.
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