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It's called random optimization or random search depending on whether you sample from a normal or uniform distribution for the random direction. MC typically re
by hacker42 10y ago
It's called random optimization or random search depending on whether you sample from a normal or uniform distribution for the random direction. MC typically refers to any algorithm that computes approximated solutions using random numbers (as opposed to Las Vegas algorithms which use random numbers to always compute the correct solution). So, yes, RO, RS and gradient descent are MC local optimization algorithms.