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huizezhang-sherry / paper-ferrn

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names of optimizers #12

Closed nlangrene closed 3 years ago

nlangrene commented 3 years ago

By definition, simulated annealing contains a probability to accept a worse basis (jump out). Cooling refers to the decrease of the probability of acceptance (not of the step size). So, what we currently call SAJO should be actually called Simulated Annealing, and we need to find the right name of what we currently call SA ("Basic random search"?)

nlangrene commented 3 years ago

I found this book chapter https://onlinelibrary.wiley.com/doi/abs/10.1002/9780470400531.eorms0704, which is a very good literature summary on random search, makes is clear that SAJO should be referred to as Simulated Annealing, and should help us to dig out the actual name (if any) of our basic random search.

huizezhang-sherry commented 3 years ago

In the latest version of the paper (and ferrn),

Creeping Random Search (CRS): search_better() Simulated Annealing (SA): search_better_random() Pseudo Derivative (PD): search_geodesic()