groupe-dfo-bbo:acteurs:intern:amal-flimine:reunion-2022-05-26

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groupe-dfo-bbo:acteurs:intern:amal-flimine:reunion-2022-05-26 [2022/06/01 03:42]
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   * Presentation of my project. Getting insight on his research journey.   * Presentation of my project. Getting insight on his research journey.
-  * Idea 1 : Tune step length using 1D optimizatio argmin_{a>​0} [ f(x+a.d)] at each iteration.+  * Idea 1 : Tune step length using 1D optimizatio ​''​argmin_{a>​0} [ f(x+a.d) ]'' ​at each iteration.
   * Idea 2 : Idea 1 using dynamic model/​surrogate.   * Idea 2 : Idea 1 using dynamic model/​surrogate.
   * Idea 3 : Dynamic scaling using Hessian approximation (inspired from CMA-ES algorithm). Using maximum eigenvalue as steplength for descent approx and its eigenvector as descent direction approx. Iterative construction of the Hessian ? (to be continued).   * Idea 3 : Dynamic scaling using Hessian approximation (inspired from CMA-ES algorithm). Using maximum eigenvalue as steplength for descent approx and its eigenvector as descent direction approx. Iterative construction of the Hessian ? (to be continued).
   * Discussing possible PhD opportunities. NSERC funding...   * Discussing possible PhD opportunities. NSERC funding...
   * Readings: article on the scaling of Δ, δ | TREGO | MCS (smarter DiRect) | CMA-ES ​   * Readings: article on the scaling of Δ, δ | TREGO | MCS (smarter DiRect) | CMA-ES ​
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