July 2017 Archives

Annealing Down

A few years ago we saw how we could search for a local minimum of a function, being a point for which it returns a lesser value than any in its immediate vicinity, by taking random steps and rejecting those that lead uphill; an algorithm that we dubbed the blindfolded hill climber. Whilst we have since seen that we could progress towards a minimum much more rapidly by choosing the directions in which to step deterministically, there is a way that we can use random steps to yield better results.

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