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### Algorithms for curve construction

I am interested in algorithms that construct continuous curves between two points in such a way that minimizes an energy functional of the curve. What sort of algorithms are most used for such tasks? ...
124 views

### Speed up minimizing quadratic function by FFT

I'm trying to understand the following excerpt from a paper: Subproblem 1: computing $S$. The $S$ estimation subproblem corresponds to minimizing  \sum_{p}(S_p - I_p)^2 + \beta((\partial_xS_p -...
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### 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 ...
24 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 ...
45 views

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### 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 ...
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 ...
37 views

### 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 ...
33 views

### Gradient Descent in MLPs using Computational Graphs

I'm working through Deep Learning by Goodfellow et al. The textbook introduces backpropagation for MLPs in page 203 (http://www.deeplearningbook.org/contents/mlp.html). However, it does not expand ...
62 views

I'm playing around with some historical stock data and attempting to optimize a portfolio. I essentially have created a function that generates certain statistics about a portfolio (right now it's ...