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@jemoka / Jemoka Knowledge Base / raw/concept/kbhsimulated_annealing.md
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--- title: "simulated annealing" source: https://www.jemoka.com/posts/kbhsimulated_annealing/ --- Uses a randomness temperature, which starts high for exploration and slowly decreases by one of the Simulated Annealing Schedules. Whenever you are about to take a step, each step must be “accepted” with probability given by the Metropolis Criteria. Intuition: “sometimes, you try something that’s bad, to jump out of local optima.” Metropolis Criteria \begin{align} P(\text{accept}) = \begin{cases} 1, \text{if}\ \Delta y \leq 0\\ \min \qty(e^{-\frac{\Delta y}{t}}, 1), \text{otherwise} \end{cases} \end{align} where \(t\) is the temperature; meaning—-even if the next point \(\Delta y > 0\) (meaning its bad, because it increases loss), we sometimes take that ponit still. Simulated Annealing Schedule we need to decrease \(t\) by a schedule over time Log \begin{equation} t = t \frac{\ln (2)}{\ln (k+1)} \end{equation} Exponential best one \begin{equation} t = \gamma t \end{equation} Fast \begin{equation} t = \frac{t}{k} \end{equation}