Different Bayes Optimization Results

Sorry if it is a dumb question but is it normal to get different values despite using the same seed value? Or Am I making a mistake? I am using rng(1234,'twister') as seed value and Bayesian optimization in parallel. Thanks for the help.

[John D'Errico]

Hard to tell without seeing sufficient code. Probable user error. :)

Using rng as you did will reset the seed. Thus we see:

rng(1234,'twister')
>> rand
ans =
      0.19152
>> rand
ans =
      0.62211
>> rng(1234,'twister')
>> rand
ans =
      0.19152

So when I use rng again, the sequence repeats. Perhaps you are doing something along the line to interrupt that sequence, thus perhaps a rng('shuffle") is done somewhere, perhaps by some other code you are using, even something you may have downloaded. As I said, hard to know.

Answer 1

[Alan Weiss]

Sorry, it is not clearly documented, but when running Bayesian optimization in parallel, results are not reproducible. You can see this from the Parallel Bayesian Algorithm description, where it discusses what happens if too many workers are idle. The algorithm can perform differently depending on the state of the workers, so is not reproducible.

Alan Weiss

MATLAB mathematical toolbox documentation

[MByk]

Thanks for the answer sir. So nothing wrong with the code but for reproducibility I must shut down the parallel pool.

[John D'Errico]

So even in MATLAB, idle workers are a problem. ;-)