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- Adaptive_coordinate_descent abstract "Adaptive coordinate descent is an extension of Coordinate descent algorithm to non-separable optimization. Adaptive coordinate descent approach gradually builds a transformation of the coordinate system such that the new coordinates are as decorrelated as possible with respect to the objective function. The adaptive coordinate descent was shown to be competitive to the state-of-the-art evolutionary algorithms and has the following invariance properties: Invariance with respect to monotonous transformations of the function (scaling) Invariance with respect to orthogonal transformations of the search space (rotation).CMA-like Adaptive Encoding Update (b) mostly based on Principal Component Analysis (a) is used to extend Coordinate Descent method (c) to the optimization of non-separable problems (d).The adaptation of an appropriate coordinate system allows Adaptive Coordinate Descent to outperform Coordinate Descent on non-separable functions. The following figure illustrates the convergence of both algorithms on 2-dimensional Rosenbrock function up to a target function value , starting from the initial point .The Adaptive Coordinate Descent reaches the target value after only 325 function evaluations (about 70 times faster than Coordinate Descent), that is comparable to gradient-based methods. The algorithm has linear time complexity if update coordinate system every D iterations, it is also suitable for large-scale (D>>100) non-linear optimization.".
- Adaptive_coordinate_descent thumbnail Adaptive_Coordinate_Descent_illustration.png?width=300.
- Adaptive_coordinate_descent wikiPageExternalLink acid.html.
- Adaptive_coordinate_descent wikiPageID "36844918".
- Adaptive_coordinate_descent wikiPageRevisionID "597058928".
- Adaptive_coordinate_descent hasPhotoCollection Adaptive_coordinate_descent.
- Adaptive_coordinate_descent subject Category:Optimization_algorithms_and_methods.
- Adaptive_coordinate_descent comment "Adaptive coordinate descent is an extension of Coordinate descent algorithm to non-separable optimization. Adaptive coordinate descent approach gradually builds a transformation of the coordinate system such that the new coordinates are as decorrelated as possible with respect to the objective function.".
- Adaptive_coordinate_descent label "Adaptive coordinate descent".
- Adaptive_coordinate_descent sameAs m.0m0pvxc.
- Adaptive_coordinate_descent sameAs Q4680733.
- Adaptive_coordinate_descent sameAs Q4680733.
- Adaptive_coordinate_descent wasDerivedFrom Adaptive_coordinate_descent?oldid=597058928.
- Adaptive_coordinate_descent depiction Adaptive_Coordinate_Descent_illustration.png.
- Adaptive_coordinate_descent isPrimaryTopicOf Adaptive_coordinate_descent.
