Optimization in High-D
We present an approach to optimizing a high-dimensional scalar function that systematically explores the parameter space. Our core idea is the following two-stage technique: We start with a sparse sampling of the parameter space and apply a statistical model to estimate the response of the segmentation algorithm. The statistical model incorporates a model of uncertainty of the estimation which we use in conjunction with the actual estimate in (visually) guiding the user towards areas that need refinement by placing additional sample points. In the second stage the user navigates through the parameter space in order to determine areas where the response value is high.