I recently made a graph where I show the error bars for a certain number of "experiment". In another way, in my algorithm I'm minimizing the objective function so I would expect that increasing the sampling I'll get lower value of the objective function.
As you can see in the graph, the second value from the left, `2.5` on the x-axis, contain only 2.5% of the configurations, so we wouldn't expect it to perform as well as if we used 100% of the configurations.
I think that this is related to the **asymmetry** of the distributions. Is there any approach that can fix this problem - aka a method to compute CI for asymmetric unknown distributions?
This example should be useful to make this graph understandable!
Now I'm able to make those error bars like `mu_100 + - 2 * sigma_100`....i = number of replicates (with different seed so different sampling every replicate)
z = objective function value
n = number of configurations
j = 1...n
Example: `n=1000`, `i=100`
1. Step 1. Analyze all the `1000` configurations and compute the minimum
of `z_j`. Store it and replicate for `i`. Then compute mu and sigma of
those `z_i`
2. Step 2. Analyze `50%` of the initial `1000` configuration and
compute the minimum of `z_j`. Store it and replicate for i. Then
compute mu and sigma of those `z_i`
3. Step 3. Analyze `10%` of the initial `1000`
4. Step 4. Analyze `5%` of the initial `1000`
5. Step 5. Analyze `2.5%` of the initial `1000`
So we will have `mu_100`, `mu_50`, `mu_10`, `mu_5`, `mu_2.5` and `mu_1` and `sigma_100`, `sigma_50`,...
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