groupe-dfo-bbo:acteurs:intern:amal-flimine:reunion-2022-05-26

Title : Discussing first implementation of Speculative Line Search (SLS) with Youssef Diouane.

  • Presentation of my project. Getting insight on his research journey.
  • Idea 1 : Tune step length using 1D optimizatio argmin_{a>0} [ f(x+a.d) ] at each iteration.
  • Idea 2 : Idea 1 using dynamic model/surrogate.
  • Idea 3 : Dynamic scaling using Hessian approximation (inspired from CMA-ES algorithm). Using maximum eigenvalue as steplength for descent approx and its eigenvector as descent direction approx. Iterative construction of the Hessian ? (to be continued).
  • Discussing possible PhD opportunities. NSERC funding…
  • Readings: article on the scaling of Δ, δ | TREGO | MCS (smarter DiRect) | CMA-ES
  • groupe-dfo-bbo/acteurs/intern/amal-flimine/reunion-2022-05-26.txt
  • Dernière modification: 2022/06/01 03:42
  • par flimamal