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### What is the difference between derivative free optimization and derivative optimization in terms of advantages/disadvantages?

I understand the basic operation of the algorithms however i'm unclear as to when to use one over the other and what advantages/disadvantages they offer over each other. Also as an aside, if anyone ...
1k views

### Gradient descent overshoot - why does it diverge?

I'm thinking about gradient descent, but I don't get it. I understand that it can overshoot the minimum when the learning rate is too large. But I can't understand why it would diverge. Let's say we ...
25 views

### Solving analytic gradient of loss function for neural networks [closed]

Please note that I am talking in about theory rather than ''what someone would do in a real, practical situation''. Given a multi-layer Perceptron with at least 1 hidden layer, and sigmoid (or other ...
33 views

### Is SGD used in machine learning libraries?

SGD (Stochastic Gradient Descent) is used in most libraries of different programming languages. Is it also used in machine learning libraries?
23 views

### How is momentum an approximation of Hessian based optimization?

In the answer to "what is the Hessian" at this site: https://stackoverflow.com/questions/23297090/how-calculating-hessian-works-for-neural-network-learning the person answering the question ...
211 views

I've been reading some papers on reinforcement learning. $$\Delta w=\frac{\partial ln\ p_w}{\partial w}r$$ I often see expressions, similar to the above one, where the weights (denoted by $w$) are ...
20 views

### Inverse kinematics step

I am working on an implementation of inverse kinematics using the jacobian transpose method. The implementation seems to be working as it does find the "theta" vector, although sometimes it might take ...
8 views

### Clarification on descending direction in optimization of function

Could someone clarify for me why given $f:\mathbb{R}^n \rightarrow\mathbb{R}$ to optimize an iterative function according to : $p^k=-M\nabla f(x^k)$ for $p^k$ to be descending direction the matrix M ...
61 views

### Why don't Artificial Neural Networks Commonly Diverge?

Introduction: I'm using divergence here as to mean that the gradient is getting further and further from zero in stochastic gradient descent. I've written my own feed-forward neural network and tried ...
74 views

### Is there a universal learning rate for NeuralNetworks?

I'm currently creating a NeuralNetwork with backpropagation/gradient descent. There is this hyperparameter introduced called "learning rate" (η). Which has to be chosen to guarantee not overshooting ...
2k views

### Is it possible to solve the Mountain Car reinforcement learning task with linear Q-Learning using the state as direct input?

I'm trying to solve the Mountain Car task on OpenAI Gym (reach the top in 110 steps or less, having a maximum of 200 steps per episode) using linear Q-learning (the algorithm in figure 11.16, except ...