Move variance of fixed features check to predictive strategy #441
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bertiqwerty
changed the title
jduerholt
approved these changes
Oct 8, 2024
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Just one question: what is the purpose of a multitask optimization when your historical data is only for one task and you only want candidates in the future for the same task?
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Sorry. I wasn't clear in my formulation above. I have historical data of task 1 and I want to optimize task 2. The data I measure during optimization is also for task 2.
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I think it is okay to check for variance in fixed features only in predictive strategies. This helps to add data from only one task to the random strategy (or any strategy without surrogate) in case you have a multi-task domain. This might be useful in case you have a stepwise strategy with a random step to get initial random data from one of the tasks where you might not have historical data of.