{"id":3789,"date":"2023-08-22T20:16:35","date_gmt":"2023-08-22T11:16:35","guid":{"rendered":"https:\/\/julialang.kr\/?p=3789"},"modified":"2023-08-22T20:17:21","modified_gmt":"2023-08-22T11:17:21","slug":"julia-%ed%86%b5%ea%b3%84-sampler-turing-mlw-map-optimizer-%eb%b9%84%ea%b5%90-with-chatgpt","status":"publish","type":"post","link":"https:\/\/julialang.kr\/?p=3789","title":{"rendered":"[Julia, \ud1b5\uacc4,Optimizer] Turing MLE, MAP Optimizer \ube44\uad50 (with ChatGPT)"},"content":{"rendered":"\n<p>[Q] turing\uc5d0\uc11c \uc0ac\uc6a9\ud558\ub294 MLE, MAP\uc758 opimizer\ub97c \ub098\uc5f4\ud558\uace0 \ube44\uad50\ud574\uc918<\/p>\n\n\n\n<p>[A] <\/p>\n\n\n\n<p>Turing.jl\uc740 \ub2e4\uc591\ud55c \ucd5c\uc801\ud654 \uc54c\uace0\ub9ac\uc998\uc744 \uc81c\uacf5\ud558\ub294 Optim.jl \ub77c\uc774\ube0c\ub7ec\ub9ac\uc640 \ud568\uaed8 \uc791\ub3d9\ud558\uc5ec MLE (Maximum Likelihood Estimation) \ubc0f MAP (Maximum A Posteriori) \ucd94\uc815\uc744 \uc218\ud589\ud569\ub2c8\ub2e4.<\/p>\n\n\n\n<p>Optim.jl\uc5d0\ub294 \uc5ec\ub7ec \ucd5c\uc801\ud654 \uc54c\uace0\ub9ac\uc998\uc774 \ud3ec\ud568\ub418\uc5b4 \uc788\uc2b5\ub2c8\ub2e4. \uc8fc\uc694\ud55c \uac83\ub4e4\uc740 \ub2e4\uc74c\uacfc \uac19\uc2b5\ub2c8\ub2e4:<\/p>\n\n\n\n<ol>\n<li><strong>L-BFGS (Limited-memory Broyden\u2013Fletcher\u2013Goldfarb\u2013Shanno) Algorithm<\/strong>:\n<ul>\n<li>\ube44\uc120\ud615 \ucd5c\uc801\ud654 \ubb38\uc81c\uc5d0 \uc0ac\uc6a9\ub418\ub294 \ubc18\ubcf5\uc801\uc778 \uc54c\uace0\ub9ac\uc998\uc785\ub2c8\ub2e4.<\/li>\n\n\n\n<li>\uba54\ubaa8\ub9ac\uc5d0 \ub300\ud55c \uc694\uad6c \uc0ac\ud56d\uc774 \uc81c\ud55c\uc801\uc774\uba70, \ub530\ub77c\uc11c \ub300\uaddc\ubaa8 \ubb38\uc81c\uc5d0 \ud6a8\uacfc\uc801\uc785\ub2c8\ub2e4.<\/li>\n<\/ul>\n<\/li>\n\n\n\n<li><strong>Conjugate Gradient Method<\/strong>:\n<ul>\n<li>\ube44\uc120\ud615 \ucd5c\uc801\ud654 \ubb38\uc81c\ub97c \ud574\uacb0\ud558\ub294 \ub370 \uc0ac\uc6a9\ub429\ub2c8\ub2e4.<\/li>\n\n\n\n<li>\ubc29\ud5a5\uc744 \uc5c5\ub370\uc774\ud2b8\ud558\uae30 \uc704\ud574 \uc774\uc804 \ub2e8\uacc4\uc758 \uc815\ubcf4\ub97c \uc0ac\uc6a9\ud569\ub2c8\ub2e4.<\/li>\n<\/ul>\n<\/li>\n\n\n\n<li><strong>Gradient Descent<\/strong>:\n<ul>\n<li>\uac00\uc7a5 \uac04\ub2e8\ud558\uace0 \ub110\ub9ac \uc54c\ub824\uc9c4 \ucd5c\uc801\ud654 \ubc29\ubc95\uc785\ub2c8\ub2e4.<\/li>\n\n\n\n<li>\ud604\uc7ac \uc704\uce58\uc5d0\uc11c\uc758 \uae30\uc6b8\uae30\uc5d0 \ub530\ub77c \ub9e4 \ub2e8\uacc4\uc5d0\uc11c \uac12\uc744 \uc5c5\ub370\uc774\ud2b8\ud569\ub2c8\ub2e4.<\/li>\n<\/ul>\n<\/li>\n\n\n\n<li><strong>Newton&#8217;s Method<\/strong>:\n<ul>\n<li>\uc774\ucc28 \ud615\ud0dc\uc758 \ubaa9\uc801 \ud568\uc218\uc5d0\uc11c \ud6a8\uacfc\uc801\uc785\ub2c8\ub2e4.<\/li>\n\n\n\n<li>\uac01 \ub2e8\uacc4\uc5d0\uc11c \ubaa9\uc801 \ud568\uc218\uc758 \uc774\ucc28 \uadfc\uc0ac\ub97c \uc0ac\uc6a9\ud558\uc5ec \uc5c5\ub370\uc774\ud2b8\ud569\ub2c8\ub2e4.<\/li>\n<\/ul>\n<\/li>\n\n\n\n<li><strong>Nelder-Mead Simplex Method<\/strong>:\n<ul>\n<li>\uae30\uc6b8\uae30 \uc815\ubcf4\uac00 \ud544\uc694 \uc5c6\ub294 \uc9c1\uc811 \uac80\uc0c9 \ubc29\ubc95\uc785\ub2c8\ub2e4.<\/li>\n\n\n\n<li>\ub2e4\ucc28\uc6d0 \ucd5c\uc801\ud654 \ubb38\uc81c\uc5d0 \uc0ac\uc6a9\ub429\ub2c8\ub2e4.<\/li>\n<\/ul>\n<\/li>\n\n\n\n<li><strong>Simulated Annealing<\/strong>:\n<ul>\n<li>\ud655\ub960\uc801 \ucd5c\uc801\ud654 \ubc29\ubc95\uc73c\ub85c \uc804\uc5ed \ucd5c\uc801\ud574\ub97c \ucc3e\uc744 \ud655\ub960\uc744 \ub192\uc774\uae30 \uc704\ud574 \uc0ac\uc6a9\ub429\ub2c8\ub2e4.<\/li>\n\n\n\n<li>\ucd08\uae30\uc5d0\ub294 \ud0d0\uc0c9 \ubc94\uc704\uac00 \ud06c\uace0, \uc2dc\uac04\uc774 \uc9c0\ub0a8\uc5d0 \ub530\ub77c \uc810\ucc28 \uc904\uc5b4\ub4ed\ub2c8\ub2e4.<\/li>\n<\/ul>\n<\/li>\n\n\n\n<li><strong>BFGS (Broyden\u2013Fletcher\u2013Goldfarb\u2013Shanno) Algorithm<\/strong>:\n<ul>\n<li>L-BFGS\uc758 &#8220;\uc81c\ud55c\ub41c \uba54\ubaa8\ub9ac&#8221;\uac00 \uc5c6\ub294 \ubc84\uc804\uc785\ub2c8\ub2e4.<\/li>\n\n\n\n<li>\ucffc\uc2dc-\ub274\ud134 \ubc29\ubc95\uc758 \ud55c \ud615\ud0dc\ub85c, Hessian\uc758 \uadfc\uc0ac\ub97c \uc5c5\ub370\uc774\ud2b8\ud558\uc5ec \uc0ac\uc6a9\ud569\ub2c8\ub2e4.<\/li>\n<\/ul>\n<\/li>\n<\/ol>\n\n\n\n<p><strong>\ube44\uad50<\/strong>:<\/p>\n\n\n\n<ul>\n<li><strong>\uba54\ubaa8\ub9ac \uc0ac\uc6a9<\/strong>: L-BFGS\ub294 \ub300\uaddc\ubaa8 \ubb38\uc81c\uc5d0\uc11c BFGS\ubcf4\ub2e4 \uba54\ubaa8\ub9ac \ud6a8\uc728\uc801\uc785\ub2c8\ub2e4.<\/li>\n\n\n\n<li><strong>\uc18d\ub3c4<\/strong>: \uc77c\ubc18\uc801\uc73c\ub85c Newton \ubc29\ubc95\uc774\ub098 L-BFGS\uc640 \uac19\uc740 2\ucc28 \uba54\uc11c\ub4dc\ub294 Gradient Descent\ubcf4\ub2e4 \ube60\ub974\uac8c \uc218\ub834\ud569\ub2c8\ub2e4.<\/li>\n\n\n\n<li><strong>\uc815\ubcf4 \uc694\uad6c \uc0ac\ud56d<\/strong>: Nelder-Mead\uc640 \uac19\uc740 \uc54c\uace0\ub9ac\uc998\uc740 \uae30\uc6b8\uae30 \uc815\ubcf4\uac00 \ud544\uc694 \uc5c6\uc9c0\ub9cc, \ub2e4\ub978 \uc54c\uace0\ub9ac\uc998\ub4e4\uc740 \uae30\uc6b8\uae30\ub098 \ud5e4\uc2dc\uc548\uc744 \uc694\uad6c\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n\n\n\n<li><strong>\uc801\uc6a9\uc131<\/strong>: Simulated Annealing\uacfc \uac19\uc740 \ud655\ub960\uc801 \ubc29\ubc95\uc740 \ubcf5\uc7a1\ud55c, \ub2e4\uc591\ud55c \ucd5c\uc801\uac12\uc744 \uac00\uc9c4 \ubb38\uc81c\uc5d0 \uc720\uc6a9\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n<\/ul>\n\n\n\n<p>Turing.jl\uc5d0\uc11c \uc0ac\uc6a9\ud560 \ucd5c\uc801\ud654 \uc54c\uace0\ub9ac\uc998\uc740 \ubaa8\ub378\uacfc \ub370\uc774\ud130\uc758 \ud2b9\uc131\uc5d0 \ub530\ub77c \ub2e4\ub97c \uc218 \uc788\uc2b5\ub2c8\ub2e4. \ub530\ub77c\uc11c, \uc8fc\uc5b4\uc9c4 \ubb38\uc81c\uc5d0 \uac00\uc7a5 \uc801\ud569\ud55c \uc54c\uace0\ub9ac\uc998\uc744 \uc120\ud0dd\ud558\ub294 \uac83\uc774 \uc911\uc694\ud569\ub2c8\ub2e4.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>[Q] turing\uc5d0\uc11c \uc0ac\uc6a9\ud558\ub294 MLE, MAP\uc758 opimizer\ub97c \ub098\uc5f4\ud558\uace0 \ube44\uad50\ud574\uc918 [A] Turing.jl\uc740 \ub2e4\uc591\ud55c \ucd5c\uc801\ud654 \uc54c\uace0\ub9ac\uc998\uc744 \uc81c\uacf5\ud558\ub294 Optim.jl \ub77c\uc774\ube0c\ub7ec\ub9ac\uc640 \ud568\uaed8 \uc791\ub3d9\ud558\uc5ec MLE (Maximum Likelihood Estimation) \ubc0f MAP (Maximum A Posteriori) \ucd94\uc815\uc744 \uc218\ud589\ud569\ub2c8\ub2e4. Optim.jl\uc5d0\ub294 \uc5ec\ub7ec \ucd5c\uc801\ud654 \uc54c\uace0\ub9ac\uc998\uc774 \ud3ec\ud568\ub418\uc5b4 \uc788\uc2b5\ub2c8\ub2e4. \uc8fc\uc694\ud55c \uac83\ub4e4\uc740 \ub2e4\uc74c\uacfc \uac19\uc2b5\ub2c8\ub2e4: \ube44\uad50: Turing.jl\uc5d0\uc11c \uc0ac\uc6a9\ud560 \ucd5c\uc801\ud654 \uc54c\uace0\ub9ac\uc998\uc740 \ubaa8\ub378\uacfc \ub370\uc774\ud130\uc758 \ud2b9\uc131\uc5d0 \ub530\ub77c \ub2e4\ub97c \uc218 \uc788\uc2b5\ub2c8\ub2e4. \ub530\ub77c\uc11c, \uc8fc\uc5b4\uc9c4 \ubb38\uc81c\uc5d0 \uac00\uc7a5 [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"default","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"default","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""}},"footnotes":""},"categories":[54,41,20,82],"tags":[],"_links":{"self":[{"href":"https:\/\/julialang.kr\/index.php?rest_route=\/wp\/v2\/posts\/3789"}],"collection":[{"href":"https:\/\/julialang.kr\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/julialang.kr\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/julialang.kr\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/julialang.kr\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=3789"}],"version-history":[{"count":2,"href":"https:\/\/julialang.kr\/index.php?rest_route=\/wp\/v2\/posts\/3789\/revisions"}],"predecessor-version":[{"id":3791,"href":"https:\/\/julialang.kr\/index.php?rest_route=\/wp\/v2\/posts\/3789\/revisions\/3791"}],"wp:attachment":[{"href":"https:\/\/julialang.kr\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=3789"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/julialang.kr\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=3789"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/julialang.kr\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=3789"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}