Timeline for Gradient Descent
Current License: CC BY-SA 3.0
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| May 5, 2015 at 1:46 | comment | added | user15259 | Sounds like a good idea. Interestingly, the problem is actually a large non-linear regression problem with linear and exponential terms combined. Maybe what could be done is: set the fitness value as the predictor and the gradient vector elements for multiple iterations as the dependent variables, and then use multivariate normal regression with multiple $y$ values regressed on fitness. Whenever fitness decreases (not a descent step), make a prediction of the next lowest gradient values assuming fitness increased by a given increment. Even though this is a linear approach, it may work. | |
| May 4, 2015 at 3:02 | history | answered | Brian Borchers | CC BY-SA 3.0 |