[Numpy-discussion] N dimensional dichotomy optimization

Gael Varoquaux gael.varoquaux@normalesup....
Tue Nov 23 07:50:57 CST 2010


On Tue, Nov 23, 2010 at 02:47:10PM +0100, Sebastian Walter wrote:
> Well, I don't know what the best method is to solve your problem, so
> take the following with a grain of salt:
> Wouldn't it be better to change the model than modifying the
> optimization algorithm?

In this case, that's not possible. You can think of this parameter as the
number of components in a PCA (it's actually a more complex dictionnary
learning framework), so it's a parameter that is discrete, and I can't do
anything about it :).

> It sounds as if the resulting objective function is piecewise
> constant.

> AFAIK most optimization algorithms for continuous problems require at
> least Lipschitz continuous functions to work ''acceptable well''. Not
> sure if this is also true for Nelder-Mead.

Yes correct. We do have a problem.

I have a Nelder-Mead that seems to be working quite well on a few toy
problems.

Gaël


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