mmilk1231 / MirrorDescentSearch

MIT License
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Gaussian accelerated mirror descent search #1

Open FatherShawn opened 5 years ago

FatherShawn commented 5 years ago

Apologies if I have missed it. Comparing this repository to your paper, I do not see G-AMDS. Is that implemented here?

mmilk1231 commented 5 years ago

I am sorry for the late reply. I implement G-AMDS as amds.py: https://github.com/mmilk1231/MirrorDescentSearch/blob/042ddb621e7cd28ee0c6da7fed4e55e9c26aebf5/agents/amds.py .

At line 59 in amds.py, gauss_pdf means using Gaussian probability density function. https://github.com/mmilk1231/MirrorDescentSearch/blob/042ddb621e7cd28ee0c6da7fed4e55e9c26aebf5/agents/amds.py#L59

I add a document to make clearly understandable in https://github.com/mmilk1231/MirrorDescentSearch/commit/0ed5783496f830a9c92d634310a16bb11ec81e09. Thank you for your comment.