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> [We] are able to solve this mixed type problem much more efficiently than techniques like gradient decent. Naive gradient descent is probably the simplest st
by wolfgke 10y ago
> [We] are able to solve this mixed type problem much more efficiently than techniques like gradient decent.
Naive gradient descent is probably the simplest strategy that one can imagine. How do your algorithms compare to Newton methods for minimizing the primal-dual gap (interior point methods)?
- Zephyr314 10y agoWe compare to some standard convex optimization techniques implemented in scipy here [1]. We have comparisons to some other Bayesian methods here [2]. I'm happy to answer any questions! [1]: https://github.com/sigopt/sigopt-examples/blob/master/ipython-notebook-example/SigOpt_Introduction.ipynb https://github.com/sigopt/sigopt-examples/blob/master/ipytho... [2]: http://arxiv.org/abs/1603.09441 http://arxiv.org/abs/1603.09441