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Mar 13, 2018 at 17:00 comment added Hari @DikranMarsupial Will warm start while selecting the bandwidth for the pre-image algorithm in kernel PCA?
Nov 10, 2014 at 15:04 comment added Dikran Marsupial Gradient descent isn't actually that much faster than Nelder Mead simplex in practice as computing the gradient information takes time. There can also be a problem with over-fitting the model selection criterion, which means you don't want to optimise it too agressively, which is easy to do with gradient descent.
Nov 10, 2014 at 14:01 comment added bdeonovic +1 for gradient descent, first thing I thought about when I read the question.
Nov 10, 2014 at 12:54 history answered Dikran Marsupial CC BY-SA 3.0