A Details on the Weighting Function

Neural Information Processing Systems 

Only when kN < 1 this fails to hold. Finally, we discuss some potential questions about the rank-based weighting. Why do the weights need to be normalized? By normalizing the weights, it is easier to identify hyperparameter settings that work robustly across different problems, thereby allowing weighted retraining to be applied with minimal tuning. Why not use a weight function directly based on the objective function value?

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