2022-01-06

optimization is terrible

I had a great conversation this morning with Kiyan Tavangar (Chicago) and Adrian Price-Whelan (Flatiron) about finding a dynamical model for the GD-1 stellar stream and the (purported) compact mass perturber that distorted the stream. They are building a likelihood function and trying to optimize in the kinematic parameters of the perturber. But it's hard! Because every model involves a full forward model for the stream, and how do you compare a particle simulation to a set of observed stars? We've worked on problems like this for years, and we don't have extremely satisfying answers. But the question we talked about today is: Even once you have a good likelihood function implementation: How to initialize the optimization? My position is that optimization needs to be principled, but initialization of that optimization can be arbitrarily nasty. We discussed nasty options. My experiene is that optimization is the hardest part of many of the projects I've done in my life.

No comments:

Post a Comment