How to Optimize a Function with One Variable? Univariate function optimization involves finding the input to a function that results in the optimal output from an objective function. This is a common procedure in machine learning when fitting a model with one parameter or tuning a model that has a single hyperparameter. An efficient algorithm is required to solve optimization problems of this type that will find the best solution with the minimum number of evaluations of the objective function, […]

Typically, a simpler and better-performing machine learning model can be developed by removing input features (columns) from the training dataset. This is called feature selection and there are many different types of algorithms that can be used. It is possible to frame the problem of feature selection as an optimization problem. In the case that there are few input features, all possible combinations of input features can be evaluated and the best subset found definitively. In the case of a […]

Optimization is the problem of finding a set of inputs to an objective function that results in a maximum or minimum function evaluation. It is the challenging problem that underlies many machine learning algorithms, from fitting logistic regression models to training artificial neural networks. There are perhaps hundreds of popular optimization algorithms, and perhaps tens of algorithms to choose from in popular scientific code libraries. This can make it challenging to know which algorithms to consider for a given optimization […]

Curve fitting is a type of optimization that finds an optimal set of parameters for a defined function that best fits a given set of observations. Unlike supervised learning, curve fitting requires that you define the function that maps examples of inputs to outputs. The mapping function, also called the basis function can have any form you like, including a straight line (linear regression), a curved line (polynomial regression), and much more. This provides the flexibility and control to define […]

Stochastic Hill climbing is an optimization algorithm. 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. It is also a local search algorithm, meaning that it modifies a single solution and searches the relatively local area of the search space until the local optima is located. This means that it is appropriate on unimodal optimization problems or for use after […]

Genetic Programming (GP) is an algorithm for evolving programs to solve specific well-defined problems. It is a type of automatic programming intended for challenging problems where the task is well defined and solutions can be checked easily at a low cost, although the search space of possible solutions is vast, and there is little intuition as to the best way to solve the problem. This often includes open problems such as controller design, circuit design, as well as predictive modeling […]

Deep learning neural network models are fit on training data using the stochastic gradient descent optimization algorithm. Updates to the weights of the model are made, using the backpropagation of error algorithm. The combination of the optimization and weight update algorithm was carefully chosen and is the most efficient approach known to fit neural networks. Nevertheless, it is possible to use alternate optimization algorithms to fit a neural network model to a training dataset. This can be a useful exercise […]

Last Updated on September 28, 2020 Applied machine learning is challenging because the designing of a perfect learning system for a given problem is intractable. There is no best training data or best algorithm for your problem, only the best that you can discover. The application of machine learning is best thought of as search problem for the best mapping of inputs to outputs given the knowledge and resources available to you for a given project. In this post, you […]