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nemenman>Ilya at 23:57, 12 March 2017

2017-03-12T23:57:58Z

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{{PHYS212-2017}}

Why is fitting hard: Large dimensionality, multiple minima, flat regions.
What is the maximum accuracy of optimization?

For future lectures, start reading:
*http://docs.scipy.org/doc/scipy/reference/optimize.html -- Optimization with Python/SciPy
In the class lectures for this module, we will talk about the following methods:
*Multi-dimensional linear regression (no derivations) using numpy.linalg.lstsq http://docs.scipy.org/doc/numpy-1.10.0/reference/generated/numpy.linalg.lstsq.html
*General considerations for nonlinear minimization (with and without derivatives; with and without second derivatives)
*Golden mean 1-d search
*Parabolic interpolation
*Newton method

;Your turn: Write down a parabolic interpolation or Newton method minimizer of 1-d functions. Minimize a <math>{\rm cosh} x</math> using your minimizer. Do you get the expected result?

*[https://docs.google.com/forms/d/e/1FAIpQLSeNvrPddCgvMfHdlSA8uYDddBFqLK81Rrr4l7jfozud6J7iww/viewform Submit your work].

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Physics 212, 2017: Lecture 14 - Revision history

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nemenman>Ilya at 23:57, 12 March 2017