Backtracking line search

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InfluxDB - Power Real-Time Data Analytics at Scale
Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.
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  • lineSearch

    Line-Search algorithm

    • You want to be greedy and use the current gradient for as large as change as possible. If you are using a second order method, the theoretical optimal step size is 1. However you could go higher for some problems. You can try my own line search algorithm and perhaps get some inspiration 🙂 good luck!

  • InfluxDB

    Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.

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