Thanks Brian for this comment:
> 1) It is very important to limit the number of parameters concurrently > optimized. E.g., to 4 or fewer. The optimum might be 3. > I do something similar (with other optimization algorithms); in large dimension, I optimize only a few parameters, and then I slowly add new parameters. A little bit like Sieves method in statistics. I try to mathematically justify this process, which is not that much documented in noisy optimization papers and which might be a good optimization trick... Best regards, Olivier
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