Euler methodIn mathematics and computational science, the Euler method (also called the forward Euler method) is a first-order numerical procedure for solving ordinary differential equations (ODEs) with a given initial value. It is the most basic explicit method for numerical integration of ordinary differential equations and is the simplest Runge–Kutta method. The Euler method is named after Leonhard Euler, who first proposed it in his book Institutionum calculi integralis (published 1768–1870).
Iterative methodIn computational mathematics, an iterative method is a mathematical procedure that uses an initial value to generate a sequence of improving approximate solutions for a class of problems, in which the n-th approximation is derived from the previous ones. A specific implementation with termination criteria for a given iterative method like gradient descent, hill climbing, Newton's method, or quasi-Newton methods like BFGS, is an algorithm of the iterative method.
Heun's methodIn mathematics and computational science, Heun's method may refer to the improved or modified Euler's method (that is, the explicit trapezoidal rule), or a similar two-stage Runge–Kutta method. It is named after Karl Heun and is a numerical procedure for solving ordinary differential equations (ODEs) with a given initial value. Both variants can be seen as extensions of the Euler method into two-stage second-order Runge–Kutta methods.
Rate of convergenceIn numerical analysis, the order of convergence and the rate of convergence of a convergent sequence are quantities that represent how quickly the sequence approaches its limit. A sequence that converges to is said to have order of convergence and rate of convergence if The rate of convergence is also called the asymptotic error constant. Note that this terminology is not standardized and some authors will use rate where this article uses order (e.g., ).
Jacobi methodIn numerical linear algebra, the Jacobi method (a.k.a. the Jacobi iteration method) is an iterative algorithm for determining the solutions of a strictly diagonally dominant system of linear equations. Each diagonal element is solved for, and an approximate value is plugged in. The process is then iterated until it converges. This algorithm is a stripped-down version of the Jacobi transformation method of matrix diagonalization. The method is named after Carl Gustav Jacob Jacobi.
Discriminative modelDiscriminative models, also referred to as conditional models, are a class of logistical models used for classification or regression. They distinguish decision boundaries through observed data, such as pass/fail, win/lose, alive/dead or healthy/sick. Typical discriminative models include logistic regression (LR), conditional random fields (CRFs) (specified over an undirected graph), decision trees, and many others. Typical generative model approaches include naive Bayes classifiers, Gaussian mixture models, variational autoencoders, generative adversarial networks and others.
Optimal controlOptimal control theory is a branch of mathematical optimization that deals with finding a control for a dynamical system over a period of time such that an objective function is optimized. It has numerous applications in science, engineering and operations research. For example, the dynamical system might be a spacecraft with controls corresponding to rocket thrusters, and the objective might be to reach the moon with minimum fuel expenditure.
Decision tree learningDecision tree learning is a supervised learning approach used in statistics, data mining and machine learning. In this formalism, a classification or regression decision tree is used as a predictive model to draw conclusions about a set of observations. Tree models where the target variable can take a discrete set of values are called classification trees; in these tree structures, leaves represent class labels and branches represent conjunctions of features that lead to those class labels.
Decision treeA decision tree is a decision support hierarchical model that uses a tree-like model of decisions and their possible consequences, including chance event outcomes, resource costs, and utility. It is one way to display an algorithm that only contains conditional control statements. Decision trees are commonly used in operations research, specifically in decision analysis, to help identify a strategy most likely to reach a goal, but are also a popular tool in machine learning.
Conditional random fieldConditional random fields (CRFs) are a class of statistical modeling methods often applied in pattern recognition and machine learning and used for structured prediction. Whereas a classifier predicts a label for a single sample without considering "neighbouring" samples, a CRF can take context into account. To do so, the predictions are modelled as a graphical model, which represents the presence of dependencies between the predictions. What kind of graph is used depends on the application.