3 ms·
Absolutely no. Random search does not work in high dimensions because of the "curse of dimensionality" - the number of directions to search grows exponentially
by pavelchristof 9y ago
Absolutely no. Random search does not work in high dimensions because of the "curse of dimensionality" - the number of directions to search grows exponentially with dimension. Gradient descent avoids the problem because it knows the right direction.
Evolutionary strategies are doing (natural) gradient descent using an estimate of the gradient. Here's a good article: http://www.inference.vc/evolutionary-strategies-embarrassingly-parallelizable-optimization/ http://www.inference.vc/evolutionary-strategies-embarrassing...