Re:Introduction to High-Performance Scientific Computing
by BeetleB on Tuesday January 24, 2017 @06:16PM
(#13476714)
I guess I misunderstood the audience for the book - I took it more as an introductory level book that goes deep into topics (some of the items listed in the TOC are very "basic", which was why I was surprised it had some advanced topics but not all the basics).
As for "laptop can do in seconds" - well, not if your objective function takes a few minutes to run. The last time I needed it, the objective function took about 2 minutes, and there were 8 parameters we were optimizing over. Standard derivative based optimizing algorithms will require 9 invocations of the function per iteration. So one iteration of the algorithm took about 18 minutes. Certainly not "seconds". Of course, those evaluations could be done in parallel, so I just had them run on multiple cores, bringing it down to only a few minutes per iteration.
Without knowing something about the algorithms my library was using, I would have been totally lost (not to mention I would have likely picked the wrong algorithm for the job at hand).
But yes - I did not write my own algorithm - just used an off the shelf one. However, if you expect that someone who hasn't studied the topic can just use a random optimization algorithm and get things to work, you are mistaken.
As for "laptop can do in seconds" - well, not if your objective function takes a few minutes to run. The last time I needed it, the objective function took about 2 minutes, and there were 8 parameters we were optimizing over. Standard derivative based optimizing algorithms will require 9 invocations of the function per iteration. So one iteration of the algorithm took about 18 minutes. Certainly not "seconds". Of course, those evaluations could be done in parallel, so I just had them run on multiple cores, bringing it down to only a few minutes per iteration.
Without knowing something about the algorithms my library was using, I would have been totally lost (not to mention I would have likely picked the wrong algorithm for the job at hand).
But yes - I did not write my own algorithm - just used an off the shelf one. However, if you expect that someone who hasn't studied the topic can just use a random optimization algorithm and get things to work, you are mistaken.