A Theoretical and Empirical Comparison of Gradient Approximations in Derivative-Free Optimization
Albert S. Berahas, Liyuan Cao, Krzysztof Choromański, Katya Scheinberg
Topics & Concepts
SmoothingLine searchInterpolation (computer graphics)MathematicsApplied mathematicsGaussianGradient descentMathematical optimizationGaussian blurDerivative-free optimizationFunction (biology)Derivative (finance)Descent directionConvergence (economics)Line (geometry)Optimization problemRADIUSComputer scienceStatisticsGeometryEconomic growthFinancial economicsComputer graphics (images)Machine learningEconomicsArtificial neural networkArtificial intelligenceEvolutionary biologyImage restorationImage processingComputer securityMulti-swarm optimizationPhysicsBiologyQuantum mechanicsAnimationImage (mathematics)Advanced Optimization Algorithms ResearchSparse and Compressive Sensing TechniquesStochastic Gradient Optimization Techniques