Provenance of R’s Gradient Optimizers

Abstract:

Gradient optimization methods (function minimizers) are well-represented in both the base and package universe of R (R Core Team, 2019). However, some of the methods and the codes developed from them were published before standards for hardware and software were established, in particular the IEEE arithmetic (IEEE, 1985). There have been cases of unexpected behaviour or outright errors, and these are the focus of the histoRicalg project. A summary history of some of the tools in R for gradient optimization methods is presented to give perspective on such methods and the occasions where they could be used effectively.

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Author

Affiliation

John C. Nash

 

Published

May 31, 2020

DOI

10.32614/RJ-2020-029

Volume

Pages

12/1

477 - 483

Footnotes

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    Text and figures are licensed under Creative Commons Attribution CC BY 4.0. The figures that have been reused from other sources don't fall under this license and can be recognized by a note in their caption: "Figure from ...".

    Citation

    For attribution, please cite this work as

    Nash, "The R Journal: Provenance of R’s Gradient Optimizers", The R Journal, 2020

    BibTeX citation

    @article{RJ-2020-029,
      author = {Nash, John C.},
      title = {The R Journal: Provenance of R’s Gradient Optimizers},
      journal = {The R Journal},
      year = {2020},
      note = {https://doi.org/10.32614/RJ-2020-029},
      doi = {10.32614/RJ-2020-029},
      volume = {12},
      issue = {1},
      issn = {2073-4859},
      pages = {477-483}
    }