A consensus-based global optimization method with adaptive momentum estimation

DOI10.4208/CICP.OA-2021-0144MaRDI QIDQ5077702zbMATH OpenFDO

Authors

Publication date 19 May 2022

Published in Communications in Computational Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2012.04827

zbMATH Keywords

machine learningcurse of dimensionalityglobal optimizationconsensus-based optimization

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Applications of mathematical programming (90C90) Nonconvex programming, global optimization (90C26) Stochastic programming (90C15)

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Cites work

• scientific article; zbMATH DE number 4048925 (Why is no real title available?)
• A Simplex Method for Function Minimization
• A consensus-based global optimization method for high dimensional machine learning problems
• Adaptive subgradient methods for online learning and stochastic optimization
• Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning
• An analytical framework for consensus-based global optimization method
• Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
• Convergence and error estimates for time-discrete consensus-based optimization algorithms
• Convergence of a first-order consensus-based global optimization algorithm
• Frequency Principle: Fourier Analysis Sheds Light on Deep Neural Networks
• Large-scale machine learning with stochastic gradient descent
• Optimization by simulated annealing
• The deep Ritz method: a deep learning-based numerical algorithm for solving variational problems

Cited in

(13)

• A short discussion is followed by an agreement on the global minimum: consensus-based global optimization
• scientific article; zbMATH DE number 7626752 (Why is no real title available?)
• Trends in Consensus-Based Optimization
• Time-discrete momentum consensus-based optimization algorithm and its application to Lyapunov function approximation
• A consensus-based global optimization method for high dimensional machine learning problems
• Constrained Consensus-Based Optimization
• Consensus-based optimization methods converge globally
• Convergence of a first-order consensus-based global optimization algorithm
• Binary interaction methods for high dimensional global optimization and machine learning
• Consensus-based global optimization with personal best
• A consensus-based global optimization method with adaptive momentum estimation
• Convergence analysis of the discrete consensus-based optimization algorithm with random batch interactions and heterogeneous noises
• Kinetic-based optimization enhanced by genetic dynamics

Describes a project that uses

Uses Software

• ADADELTA
• Adam
• RMSprop
• AdaGrad
• fminsearch

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