Consider Newton's Method. What happens when the gradient is small, and how may you optimise in this regime?单项选择题

题目图片
A

lim 𝑓 ′ ( 𝑥 ) → 0 𝑓 ( 𝑥 ) 𝑓 ′ ( 𝑥 ) = 0 - Newton's method is already robust to small gradients and is able to suitably handle optimisation in this regime.

B

lim 𝑓 ′ ( 𝑥 ) → 0 𝑓 ( 𝑥 ) 𝑓 ′ ( 𝑥 ) = ± ∞ - Newton's method is a global optimisation method, so the code will work stably in this regime with suitable handling of the division. Numerically, we can handle this by buffering (adding a small value to the denominator to perform a safe division). That is: 𝑥 𝑖 + 1 = 𝑥 𝑖 − 𝑓 ( 𝑥 ) 𝑓 ′ ( 𝑥 ) + 𝜖 where 𝜖 = 1 e − 16 .

C

lim 𝑓 ( 𝑥 ) → 0 , 𝑓 ′ ( 𝑥 ) → 0 𝑓 ( 𝑥 ) 𝑓 ′ ( 𝑥 ) = 0 - Newton's method is a local optimisation method, so the code will work stably in this regime because of the function value approaching zero. This limit is always numerically stable, even when crossing stationary points away from the root of 𝑓 ( 𝑥 ) .

D

lim 𝑓 ′ ( 𝑥 ) → 0 𝑓 ( 𝑥 ) 𝑓 ′ ( 𝑥 ) = ± ∞ - Newton's method is a local optimisation method, so for the code to work stably in this regime it should be applied to smoothly differentiable functions around critical points. Numerically, we can handle this by buffering (adding a small value to the denominator to perform a safe division). That is: 𝑥 𝑖 + 1 = 𝑥 𝑖 − 𝑓 ( 𝑥 ) 𝑓 ′ ( 𝑥 ) + 𝜖 where 𝜖 = 1 e − 16 .

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