Structured stochastic curve fitting without gradient calculation

Abstract

Optimization of parameters and hyperparameters is a general process for any data analysis. Because not all models are mathematically well-behaved, stochastic optimization can be useful in many analyses by randomly choosing parameters in each optimization iteration. Many such algorithms have been reported and applied in chemistry data analysis, but the one reported here is interesting to check out, where a naïve algorithm searches each parameter sequentially and randomly in its bounds. Then it picks the best for the next iteration. Thus, one can ignore irrational solution of the model itself or its gradient in parameter space and continue the optimization.