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by quanto
447 days ago
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> “Our algorithm right now is provably faster, in theory,” Ahmadi said. He’s hopeful, he added, that in 10 to 20 years, it will also be so in practice. I don't see what a decade or two will add to this technique. My understanding is that the proposed method is faster in the sense of sampling efficiency (of the cost function to construct the Taylor series), but not in the sense of FLOPS. The higher derivatives do not come for free. It was never the interesting to see the mathematical maneuver to massage the Taylor series into a more digestible form and prove the error bounds. |
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It also depends on your stopping tolerance. Computing a higher order derivative incurs a constant cost, whereas a higher order method converges faster, but not just by a constant. Hence, as you ask for more and more precise results, the ratio of cost of your high order to your low order method will go to zero.
The cost of Newton's method is not so much computing the second derivative anyways, but solving the resulting linear system... So, for small dimensional problems, Newton's method is still the go-to optimization method, it is stupidly efficient. (with a good line search, this partly answers your "I don't see what a decade or two will add")