Hi all,
when running a parameter optimization, I understand that Zorro selects the best parameter values according to the most stable/robust area and not the peak of the fitness function (as defined by objective() within default.c)
I would like to better understand how the parameter selection is made, specially under brute force optimization (i.e. all possible combinations).
When there is only one parameter, the selection is straight forward and I can check it directly with a 2D plot of the fitness function result vs parameter values.
When there are 2 parameters to be optimized, I undersant Zorro select the best combination by finding the most stable area in a 3D plot. Is this correct?
What happens when there are 3 or more parameters? Is Zorro selecting the most stable n-dimensional area of the fitness function, or it is looking at single or pairs of parameters to decide?
And last question: is it possible to customize the parameter selection algorithm after an optimization cycle, to be able to define my own?
Thanks for your help!