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7 - Non-linear Optimization

Published online by Cambridge University Press:  23 March 2023

William W. Hsieh
Affiliation:
University of British Columbia, Vancouver
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Summary

Many machine learning methods require non-linear optimization, performed by the backward propagation of model errors, with the process complicated by the presence of multiple minima and saddle points. Numerous gradient descent algorithms are available for optimization, including stochastic gradient descent, conjugate gradient, quasi-Newton and non-linear least squares such as Levenberg-Marquardt. In contrast to deterministic optimization, stochastic optimization methods repeatedly introduce randomness during the search process to avoid getting trapped in a local minimum. Evolutionary algorithms, borrowing concepts from evolution to solve optimization problems, include genetic algorithm and differential evolution.

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Publisher: Cambridge University Press
Print publication year: 2023

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  • Non-linear Optimization
  • William W. Hsieh, University of British Columbia, Vancouver
  • Book: Introduction to Environmental Data Science
  • Online publication: 23 March 2023
  • Chapter DOI: https://doi.org/10.1017/9781107588493.008
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  • Non-linear Optimization
  • William W. Hsieh, University of British Columbia, Vancouver
  • Book: Introduction to Environmental Data Science
  • Online publication: 23 March 2023
  • Chapter DOI: https://doi.org/10.1017/9781107588493.008
Available formats
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Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

  • Non-linear Optimization
  • William W. Hsieh, University of British Columbia, Vancouver
  • Book: Introduction to Environmental Data Science
  • Online publication: 23 March 2023
  • Chapter DOI: https://doi.org/10.1017/9781107588493.008
Available formats
×