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Can a gradient based optimization be a noisy optimization?


Asked by Denver Jenkins on Dec 09, 2021 FAQ



Noisy gradients. Many optimization methods rely on gradients of the objective function. If the gradient function is not given, they are computed numerically, which induces errors. In such situation, even if the objective function is not noisy, a gradient-based optimization may be a noisy optimization.
Keeping this in consideration,
Gradient-Based Optimization •Most ML algorithms involve optimization •Minimize/maximize a function f (x)by altering x –Usually stated a minimization –Maximization accomplished by minimizing –f(x) •f (x)referred to as objective function or criterion
Similarly, Based on our first question “How much data should be used for an update” optimization algorithms can be classified as Gradient Descent, Mini batch Gradient Descent, and Stochastic Gradient Descent. In fact, the basic algorithm is Gradient Descent.
Next,
The most popular gradient-based search methods include the Newton’s method [23], Quasi-Newton method [24], Levenberg Marquardt (LM) algorithm [25], and the conjugate direction method [26]. These methods have been applied in many studies to solve different types of optimization problems.
In respect to this,
Optimizing smooth functions is easier (true in the context of black-box optimization, otherwise Linear Programming is an example of methods which deal very efficiently with piece-wise linear functions). 2.7.1.3. Noisy versus exact cost functions ¶ Many optimization methods rely on gradients of the objective function.