给定样本，求出未知目标函数的最大值

Question

I have a function that takes 4 variable and returns a single float value in range [0,1].

I want to know which inputs will maximize function's output. However, this function runs slow, so I just made 1000 random samples. ie 1000 tuples of (input, output)

Is there any good method to predict values that maximize my function with these tuples? I don't care if there are more function running, but not many.

Thanks in advance.

Answer 1

No there is no general method to do what you're asking.

Global optimization is a collection of techniques (and a whole field of study) that are used to minimize a function based on some of its general properties. Without more information about the underlying function, niave random sampling (as you're doing) is a 'reasonable' approach.

You're best best is to find additional information about the character of your function mapping (is the output spikey or smoothly varying with the input? Are there lots of minima, or just a few?), or just keep sampling.