3 ms·
A Ray Tracing Technique for the Navigation on a Non-Convex Pareto Front
- ingenieroariel 7y agoThese kind of geometrical solutions are easier to grasp than other traditional solutions. If geometry is not your thing but programming is, I really recommend Introduction to Applied Linear Algebra – Vectors, Matrices, and Least Squares [0] by Stanford's prof Boyd, he has written about fast methods using linear algebra that are guaranteed to converge if they meet certain criteria [1]. [0] http://vmls-book.stanford.edu/ http://vmls-book.stanford.edu/ [1] https://arxiv.org/abs/1511.06324 https://arxiv.org/abs/1511.06324
- LolWolf 7y agoYes, would highly recommend the book! Our lab does plenty of work with optimization theory and linear algebra, but his approach is very practical :) It's a book that, when read from front to back along with a good number of the exercises, you'll come out being able to solve quite a large range of problems. We've gotten many fun emails from ex-students who said that they got a few jobs just due to the methods taught in this class!
- cs702 7y agoHow does it compare in practice to modern forms of stochastic gradient descent with momentum (e.g., RAdam SGD) when applied to challenging, multi-million-variable non-convex optimization problems?