gradients and objectives
Apr. 13th, 2009 07:57 pmGiven a differentiable objective function f: Rn --> R, it's straightforward to numerically compute a gradient term, which can be iteratively followed to reach (local) maxima (as long as the size of the steps shrink exponentially as they approach the maximum).
But given a way of computing an update term, can you work back to an analytical description of f? I think Lyapunov function may be the answer.
But given a way of computing an update term, can you work back to an analytical description of f? I think Lyapunov function may be the answer.