Numerical Optimization System

A Numerical Optimization System is a optimization system that implements a numerical optimization algorithm to solve a numerical optimization task.

• AKA: Mathematical Optimization System, Optimizer.
• Example(s):
  • Proximal Gradient Descent Optimizer,
  • Adam,
  • RMSProp,
  • AdaGrad.
  • ...
• Counter-Example(s):
  • Cross-Validation System,
  • Decision Tree Training System,
  • Linear Programming System,
  • Parameter Estimation System.
• See: Operations Research, Domain of a Function, Mathematics, Optimization Problem, Maxima And Minima, Function of a Real Variable, Argument of a Function, Value (Mathematics), Applied Mathematics.

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References

2018a

• (Wikipedia, 2018) ⇒ https://en.wikipedia.org/wiki/Mathematical_optimization Retrieved:2018-5-13.
  • In mathematics, computer science and operations research, mathematical optimization or mathematical programming, alternatively spelled optimisation, is the selection of a best element (with regard to some criterion) from some set of available alternatives.

    In the simplest case, an optimization problem consists of maximizing or minimizing a real function by systematically choosing input values from within an allowed set and computing the value of the function. The generalization of optimization theory and techniques to other formulations constitutes a large area of applied mathematics. More generally, optimization includes finding "best available" values of some objective function given a defined domain (or input), including a variety of different types of objective functions and different types of domains.

2018b

• (ML Glossary, 2018) ⇒ (2008). Optimizer. In: Machine Learning Glossary https://developers.google.com/machine-learning/glossary/ Retrieved:2018-5-13.
  • QUOTE: A specific implementation of the gradient descent algorithm. TensorFlow's base class for optimizers is tf.train.Optimizer. Different optimizers may leverage one or more of the following concepts to enhance the effectiveness of gradient descent on a given training set:
    • momentum (Momentum)
    • update frequency (AdaGrad = ADAptive GRADient descent; Adam = ADAptive with Momentum; RMSProp)
    • sparsity/regularization (Ftrl)
    • more complex math (Proximal, and others)

You might even imagine an NN-driven optimizer.

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