What is the benefit to supply the gradient for function minimization?
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Do you know if is it better to supply the gradient using 'fminunc'? For better I mean the time spent for analysis, and its accuracy.
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Honglei Chen
2017-11-7
编辑:Honglei Chen
2017-11-7
I'm not an expert on this, but I believe that if you don't provide the gradient function, then it has to be numerically estimated from your function. Thus providing the gradient (if available) can help the algorithm to converge faster.
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