4 ms·
I don't understand? It's a piecewise differentiable function and you maximize how you maximize any such function: do gradient ascent where it's differentiable a
by mlevental 7y ago
I don't understand? It's a piecewise differentiable function and you maximize how you maximize any such function: do gradient ascent where it's differentiable and compare against values at the boundary points (ie start, end of interval and points at which there's a removable discontinuity).
- alexmlamb 7y agoYeah sometimes this is called a "subgradient".
- chillee 7y agoI don't disagree that a gradient exists. As the other commenter commented, the gradient/subgradient will usually exist. What I'm arguing is that this gradient will not allow you to optimize anything of interest for the vast majority of programs.