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Randomized heuristics for exploiting Jacobian scarcity.
- Source :
- Optimization Methods & Software; Apr2012, Vol. 27 Issue 2, p311-322, 12p, 6 Diagrams
- Publication Year :
- 2012
-
Abstract
- In this paper, we describe a code transformation technique that, given a code for a vector function F, produces a code suitable for computing collections of Jacobian-vector products F′(x)x˙ or Jacobian-transpose-vector products F′(x)T y¯. Exploitation of scarcity – a measure of the degrees of freedom in the Jacobian matrix – requires solving a combinatorial optimization problem that is believed to be hard. Our heuristics transform the computational graph for F, producing, in the form of a transformed graph G′, a representation of the Jacobian F′(x) that is both concise and suitable for evaluating large collections of the Jacobian-vector products or the Jacobian-transpose-vector products. Our heuristics are randomized and compare favourably in all cases with the best known heuristics. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 10556788
- Volume :
- 27
- Issue :
- 2
- Database :
- Complementary Index
- Journal :
- Optimization Methods & Software
- Publication Type :
- Academic Journal
- Accession number :
- 73326757
- Full Text :
- https://doi.org/10.1080/10556788.2011.577774