m8ta
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{474} | ||
http://delsys.com/KnowledgeCenter/FAQ_EMGSensor.html
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{821} |
ref: work-0
tags: differential evolution function optimization
date: 07-09-2010 14:46 gmt
revision:3
[2] [1] [0] [head]
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Differential evolution (DE) is an optimization method, somewhat like Neidler-Mead or simulated annealing (SA). Much like genetic algorithms, it utilizes a population of solutions and selection to explore and optimize the objective function. However, it instead of perturbing vectors randomly or greedily descending the objective function gradient, it uses the difference between individual population vectors to update hypothetical solutions. See below for an illustration. At my rather cursory reading, this serves to adapt the distribution of hypothetical solutions (or population of solutions, to use the evolutionary term) to the structure of the underlying function to be optimized. Judging from images/821_1.pdf Price and Storn (the inventors), DE works in situations where simulated annealing (which I am using presently, in the robot vision system) fails, and is applicable to higher-dimensional problems than simplex methods or SA. The paper tests DE on 100 dimensional problems, and it is able to solve these with on the order of 50k function evaluations. Furthermore, they show that it finds function extrema quicker than stochastic differential equations (SDE, alas from 85) which uses the gradient of the function to be optimized. I'm surprised that this method slipped under my radar for so long - why hasn't anyone mentioned this? Is it because it has no proofs of convergence? has it more recently been superseded? (the paper is from 1997). Yet, I'm pleased because it means that there are also many other algorithms equally clever and novel (and simple?), out their in the literature or waiting to be discovered. | ||
{609} |
ref: -0
tags: differential dynamic programming machine learning
date: 09-24-2008 23:39 gmt
revision:2
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{367} |
ref: notes-0
tags: RF telemetry differential phase shift key prosthesis power transmission TETS PSK
date: 05-12-2007 23:13 gmt
revision:0
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transcutaneous data telemetry system tolerant to power telemetry interference
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