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Re: [CPROG] Finde globalt max/min



Carsten Svaneborg <sslug@sslug> writes:

> Sune Fischer wrote:
> > Hvis problemet er som du beskriver (en mapping f:R->R) så er SA
> > at skyde gåspurve med kanoner.
> Hvis funktionen er kontinuert og differentiabel så er gradient
> descent metoder bedrer, hvis funktionen ikke er differentiabel,
> eller hvis det er meget dyrt at udregne afledede så kunne man
> bruge SA.

Så vidt jeg har forstået er der et problemet at de ikke er
interesserede i at finde et lokalt minimum. Her er en meget simpel
beskrivelse af simulated annealing
http://www.generation5.org/anneal.shtml

Her er en meget fornøjelig artikel, som er sprængfyld af matematik.
Der er nogle folk der har brugt en masse fysik til at finde minima i
deres neural netværk. De har tilføjet deres system en slags masse og
en termostat (nose hover). Den er sikkert for indviklet til at være
nyttig.  
http://eivind.imm.dtu.dk/staff/joe/nh.ps.gz

Med hensyn til mit indlæg, så kan de ikke bruge det. Jeg misforstod
jeres spørgsmål, for jeg troede at de først samlede data ind og
derefter ledte efter minimummert. Men nu kan jeg forstå at de kan
bruger iterative metoder.

-- 
Niels L Ellegaard  http://dirac.ruc.dk/~gnalle/
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