Simulated Annealing is a stochastic global search optimization algorithm. This means that it makes use of randomness as part of the search process. This makes the algorithm appropriate for nonlinear objective functions where other local search algorithms do not operate well. Like the stochastic hill climbing local search algorithm, it modifies a single solution and searches the relatively local area of the search space until the local optima is located. Unlike the hill climbing algorithm, it may accept worse solutions […]

The No Free Lunch Theorem is often thrown around in the field of optimization and machine learning, often with little understanding of what it means or implies. The theorem states that all optimization algorithms perform equally well when their performance is averaged across all possible problems. It implies that there is no single best optimization algorithm. Because of the close relationship between optimization, search, and machine learning, it also implies that there is no single best machine learning algorithm for […]

Stochastic optimization refers to the use of randomness in the objective function or in the optimization algorithm. Challenging optimization algorithms, such as high-dimensional nonlinear objective problems, may contain multiple local optima in which deterministic optimization algorithms may get stuck. Stochastic optimization algorithms provide an alternative approach that permits less optimal local decisions to be made within the search procedure that may increase the probability of the procedure locating the global optima of the objective function. In this tutorial, you will […]