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Re: [Octave Forge] Possible addition of gradient-descent framework for o


From: Daniel Kraft
Subject: Re: [Octave Forge] Possible addition of gradient-descent framework for optim package
Date: Fri, 23 Oct 2015 10:39:53 +0200
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Hi!

On 2015-10-23 09:56, Olaf Till wrote:
> Since you say your problem needs an algorithm with line search, a new
> algorithm would indeed have to be added. But as you say your problem
> can't be transformed into one in which just vector elements are
> optimized, this would indeed be a blocker from using existing
> frontends of optim.

Yes, that's precisely the case.  I can still define "points" and
"directions" separately and provide a function that is equivalent to
computing a step as "x + a * y", but this would have to be used
everywhere in the existing code.

> If that is so, I'd favour leaving your code in 'levelset' or in a
> separate package. A similar issue are neural nets, where optimization
> is performed, too, but the code is not in the 'optim' package.

Ok, then I agree here.  I think I'll leave the code for now in the
level-set package as it is.  If someone ever wants to build a more
general package for shape optimisation or optimisatino on manifolds,
they can keep that in mind (or I will revisit the question then). :)

Thanks for your input!  Yours,
Daniel

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