Comparison of Gradient Ascent and Hill Climbing

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N/A 2016-11-19
回答： Alan Weiss 2016-11-21
I'm running both gradient ascent and hill climbing on a landscape to assess which one can reach the greatest height in less steps. The outcome of my test is that hill climbing always manages to reach greater heights in less increments in comparison to gradient ascent. What's reason behind this. Because I thought gradient ascent would be more efficient. Does anyone have experience with the algorithms that may have something to say.
Thank you.

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Alan Weiss
Alan Weiss 2016-11-21
This example might give you some ideas about potential problems with the steepest descent algorithm.
Efficient optimization algorithms use gradient information, but use an approximate Hessian instead of straightforward steepest descent. For details, see any optimization book, or the Optimization Toolbox documentation on nonlinear optimization algorithms.
Alan Weiss
MATLAB mathematical toolbox documentation

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