gss
Golden Section Search for javascript. (a line search technique used to minimize or maximize the output a function, also known as `argmax`).
npm install gss
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Version | 0.1.2 last updated 2 years ago |
License | MIT |
Repository | git://github.com/DTrejo/gss.git (git) |
Dependencies | None |
Golden Section Search
A line search technique to help you find the minimum or maximum of a function. I've adapted the version from wikipedia to support async functions as well as synchronous ones :)
How to use
npm install gss
The arguments are a bit bad, but here's how you'd use it:
gss(asyncFunctionToMinimize, lowerBound, middleNumber, upperBound, precision, callback(err, min))
asyncFunctionToMinimize(x, cb)
: takes one argument,x
, for which you are finding the argmax, and a callback that it calls when finished. It should call its callback like this:cb(null, result)
.lowerBound
: a number you think makes a lower bound to the solutionmiddleNumber
: any number between the upper and lower boundsupperBound
: a number you think makes an upper bound to the solutioncallback(err, min)
: a function to receive the results of the line search
The synchronous version takes a function that returns the result, and when it finishes it returns the result, so you don't need a callback. See the example below.
Async example:
var gss = require('gss').gss
// f(x) = x^2
var f = function(x, cb) { cb(null, Math.pow(x, 2)); }
gss(f, -10, -7, 1, Math.sqrt(1e-10), function(err, min) {
//
// Now we have the min!
//
console.log(min, 'this should be prettty close to zero.');
});
Sync example (you bad bad noder ;):
var gssSync = require('gss').gssSync
var f = function(x) { return Math.pow(x, 2); } // f(x) = x^2
var min = gssSync(_.memoize(f), -100, -50, 100, Math.sqrt(1e-10))
console.log(min, 'should be pretty darn close to zero.');
Gotchas
I recommend you use _.memoize
to make the minimization go as quickly as possible. If you'd like to maximize instead, have your function multiply by -1 before returning.
TODOs:
- tests
- automatically choose the
middleNumber
, to simplify API