Hi
I need some help with optimization. I developed two different black box models (let’s assume I used RandomForest) with inputs xs and outputs ys:
𝑦1 = f(𝑥_1,𝑥_2, 𝑥_3, 𝑥_4 … 𝑥_𝑛,)
𝑦2 = f(𝑥_1,𝑥_2, 𝑥_3, 𝑥_4 … 𝑥_𝑛, )
where: y1 and y2 are different outputs,
and x are inputs.
I want to optimize y1 and y2 with constraints (assume optimization using a genetic algorithm). Please, how do I do this?
Note: y1 and y2 have a nonlinear relationship to the inputs (i.e no linear objective function)
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