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by jaen
1039 days ago
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It requires the final function to have a numerically reasonable finite difference gradient, which is somewhat different from what is commonly referred to as "differentiable" - eg. the insides of that function could still use non-differentiable/non-analytic functions. It seems to be based on numeric.js, which is based on the classic Fortran UNCMIN [1] optimizer. [1]: https://perception.lab.uiowa.edu/UNCMIN |
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