LM-CMA: an Alternative to L-BFGS for Large Scale Black-box Optimization

1 Nov 2015 Ilya Loshchilov

The limited memory BFGS method (L-BFGS) of Liu and Nocedal (1989) is often considered to be the method of choice for continuous optimization when first- and/or second- order information is available. However, the use of L-BFGS can be complicated in a black-box scenario where gradient information is not available and therefore should be numerically estimated... (read more)

PDF Abstract
No code implementations yet. Submit your code now

Tasks


Datasets


  Add Datasets introduced or used in this paper

Results from the Paper


  Submit results from this paper to get state-of-the-art GitHub badges and help the community compare results to other papers.

Methods used in the Paper


METHOD TYPE
🤖 No Methods Found Help the community by adding them if they're not listed; e.g. Deep Residual Learning for Image Recognition uses ResNet