# For a training iteration or the evaluation simulation (after training), is burn-in period implemented in SDDP.jl?

**URL:** <https://discourse.julialang.org/t/for-a-training-iteration-or-the-evaluation-simulation-after-training-is-burn-in-period-implemented-in-sddp-jl/129652>\
**Category:** Optimization (Mathematical)\
**Tags:** sddp\
**Created:** [June 4, 2025, 6:19pm UTC](https://discourse.julialang.org/t/for-a-training-iteration-or-the-evaluation-simulation-after-training-is-burn-in-period-implemented-in-sddp-jl/129652 "2025-06-04T18:19:17Z")\
**Posts on this page:** 5\
**Page:** 1

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**Author:** ![Engr\_Moiz\_Ahmad](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/engr_moiz_ahmad/32/214621_2.png) [@Engr\_Moiz\_Ahmad](https://discourse.julialang.org/u/Engr_Moiz_Ahmad)\
**Post date:** [June 4, 2025, 6:19pm UTC](https://discourse.julialang.org/t/for-a-training-iteration-or-the-evaluation-simulation-after-training-is-burn-in-period-implemented-in-sddp-jl/129652/1 "2025-06-04T18:19:17Z")

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I am dealing with a multi-stage mixed-integer stochastic global supply chain optimization problem.

In this regard, I want to determine whether the burn-in period (for the random sampling process) is already incorporated in the implementation of SDDP.jl. I want to ask this because I am receiving inconsistent data while conducting evaluation simulation rounds (with a statistically significant number of replications) several times after training.

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**Author:** ![odow](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/odow/32/28685_2.png) [@odow](https://discourse.julialang.org/u/odow)\
**Post date:** [June 4, 2025, 9:04pm UTC](https://discourse.julialang.org/t/for-a-training-iteration-or-the-evaluation-simulation-after-training-is-burn-in-period-implemented-in-sddp-jl/129652/2 "2025-06-04T21:04:06Z")

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SDDP.jl does not have the concept of a burn-in period.

Can you share a reproducible example of the problem you are experiencing? What do you mean by “inconsistent data”?

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**Author:** ![Engr\_Moiz\_Ahmad](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/engr_moiz_ahmad/32/214621_2.png) [@Engr\_Moiz\_Ahmad](https://discourse.julialang.org/u/Engr_Moiz_Ahmad)\
**Post date:** [June 6, 2025, 8:17pm UTC](https://discourse.julialang.org/t/for-a-training-iteration-or-the-evaluation-simulation-after-training-is-burn-in-period-implemented-in-sddp-jl/129652/3 "2025-06-06T20:17:30Z")

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Thanks for your response. I realized that I had to sample more data during the evaluation phase due to a large number of scenarios. That way, the issue is resolved.

However, I do think that burn-in time is an important consideration, and it should be incorporated in future releases of SDDP.jl.  
If @odow recommends, should I open a GitHub issue for it?

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**Author:** ![odow](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/odow/32/28685_2.png) [@odow](https://discourse.julialang.org/u/odow)\
**Post date:** [June 6, 2025, 9:33pm UTC](https://discourse.julialang.org/t/for-a-training-iteration-or-the-evaluation-simulation-after-training-is-burn-in-period-implemented-in-sddp-jl/129652/4 "2025-06-06T21:33:39Z")

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SDDP.jl does not have the concept of a burn in time. We measure the cost from the root node using a discounted expected cost.

If you want to drop some of the initial periods thats up to you, but I don’t plan to add it as a feature.

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**Author:** ![Engr\_Moiz\_Ahmad](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/engr_moiz_ahmad/32/214621_2.png) [@Engr\_Moiz\_Ahmad](https://discourse.julialang.org/u/Engr_Moiz_Ahmad)\
**Post date:** [June 6, 2025, 9:35pm UTC](https://discourse.julialang.org/t/for-a-training-iteration-or-the-evaluation-simulation-after-training-is-burn-in-period-implemented-in-sddp-jl/129652/5 "2025-06-06T21:35:11Z")

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Got it, thanks.