Provenance of R’s Gradient Optimizers

Authors

John C. Nash, University of Ottawa

Date of this Version

6-2020

Document Type

Article

Citation

The R Journal (June 2020) 12(1); Editor: Michael J. Kane

Comments

Copyright 2020, The R Foundation. Open access material. License: CC BY 4.0 International

Abstract

Gradient optimization methods (function minimizers) are well-represented in both the base and package universe of R (R Core Team, 2019). However, some of the methods and the codes developed from them were published before standards for hardware and software were established, in particular the IEEE arithmetic (IEEE, 1985). There have been cases of unexpected behaviour or outright errors, and these are the focus of the histoRicalg project. A summary history of some of the tools in R for gradient optimization methods is presented to give perspective on such methods and the occasions where they could be used effectively.