JustYeti32 commented on pull request #1240: URL: https://github.com/apache/systemds/pull/1240#issuecomment-847975587
@j143 most literature suggests the [BHHH algorithm](https://en.wikipedia.org/wiki/Berndt%E2%80%93Hall%E2%80%93Hall%E2%80%93Hausman_algorithm) or [BFGS](https://en.wikipedia.org/wiki/Broyden%E2%80%93Fletcher%E2%80%93Goldfarb%E2%80%93Shanno_algorithm) (like it is used in R). I think the best move would be to update to such a proper optimizer if it becomes available for systemds. For this optimization method I followed the advice of @mboehm7 who suggested using a sort of meta-heuristic in order to avoid the complexity of implementing one of the above. I however tried to incorporate some ideas of gradient descent and ideas of simulated annealing. -- This is an automated message from the Apache Git Service. To respond to the message, please log on to GitHub and use the URL above to go to the specific comment. For queries about this service, please contact Infrastructure at: [email protected]
