Learn when black-box optimization beats gradient descent
Overview of Simulated Annealing, Hill Climbing, Nelder-Mead methods
Optimize functions without computing gradients or Hessians
Key quotes
“Stochastic gradient descent is a universal choice for optimizing deep learning models.”
“With black-box optimization algorithms, you can evaluate a target function $f(x): \mathbb{R}^n \to \mathbb{R}$, even when you don’t know the precise analytic form of $f(x)$ and thus cannot compute gradients or the Hessian matrix.”
Transcript
Stochastic gradient descent is a universal choice for optimizing deep learning models. However, it is not the only option. With black-box optimization algorithms, you can evaluate a target function $f(x): \mathbb{R}^n \to \mathbb{R}$, even when you don’t know the precise analytic form of $f(x)$ and thus cannot compute gradients or the Hessian matrix. Examples of black-box optimization methods include Simulated Annealing , Hill Climbing and Nelder-Mead method .
