view doc/v2_planning/optimization.txt @ 1013:5e9a3d9bc0b4

optimization - added some text
author James Bergstra <bergstrj@iro.umontreal.ca>
date Fri, 03 Sep 2010 14:07:34 -0400
parents dc5185cca21e
children 618b9fdbfda5
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Discussion of Optimization-Related Issues
=========================================

Members: JB, PL, OD

Representative: JB


Previous work - scikits, openopt, scipy  provide function optimization
algorithms.  These are not currently GPU-enabled but may be in the future.


IS PREVIOUS WORK SUFFICIENT?
--------------------------------

In many cases it is (I used it for sparse coding, and it was ok).

These packages provide batch optimization, whereas we typically need online
optimization.

It can be faster (to run) and more convenient (to implement) to have
optimization algorithms as as Theano update expressions.


What optimization algorithms to we want/need?
---------------------------------------------

 - sgd 
 - sgd + momentum
 - sgd with annealing schedule
 - TONGA
 - James Marten's Hessian-free

Do we need anything to make batch algos work better with Pylearn things?
 - conjugate methods?
 - L-BFGS?