Non-Convex Optimization

Dual-Radial Descent

Escape local minima where gradient descent fails. Population-based radial dynamics with adaptive momentum for neural networks and complex optimization landscapes.

85%
Escape Rate
2x
More Stable
64+
Population Agents
Local Min Local Min Global Min DRD Agents

Product Preview

Experience the dashboard interface

How DRD Works

Dual-lane population dynamics with radial scaling and inter-lane momentum exchange.

🌀

Radial Scaling

Dynamic inward/outward phases balance exploration and exploitation. Starts broad, narrows to precision.

👥

Population-Based

64+ agents explore simultaneously. Leader-trailer dynamics share information across the population.

Inter-Lane Momentum

Adaptive chase mechanism transfers momentum between lanes, accelerating convergence to global optima.

🛡️

Gradient Clipping

Built-in stability with gradient clipping prevents explosive updates on ill-conditioned landscapes.

📈

Adaptive Learning

Learning rate adjusts based on loss gap between leaders. Speeds up in flat regions, slows near optima.

🎯

Elite Preservation

Top 20% of agents preserved across iterations. Never lose your best solutions.

DRD vs. Traditional Optimizers

When standard methods get stuck, DRD finds a way.

Feature SGD/Adam CMA-ES DRD
Escapes Local Minima ✗ Poor ✓ Good ✓ Excellent
High-Dimensional (1000+) ✓ Excellent ✗ Struggles ✓ Good
Ill-Conditioned Problems ✗ Unstable ✓ Good ✓ Excellent
Neural Network Training ✓ Standard ✗ Slow ✓ Competitive
No Hyperparameter Tuning ✗ Heavy tuning ✓ Minimal ✓ Self-adaptive

Use Cases

DRD excels on non-convex landscapes where gradient methods fail.

🧠 Neural Architecture Search

Optimize hyperparameters and architecture choices across complex, non-smooth loss landscapes.

🔬 Physics Simulations

Fit complex physical models with many local minima. Energy minimization, molecular dynamics.

📊 Model Calibration

Calibrate financial models, simulation parameters, and sensor systems with noisy objectives.

🎮 Reinforcement Learning

Policy optimization on complex reward landscapes. Escape deceptive local optima.

Drop-in Replacement

Use DRD anywhere you'd use Adam or SGD. Same interface, better global optimization.

  • PyTorch-compatible optimizer
  • Population size auto-scales
  • Built-in convergence tracking
  • GPU acceleration ready
  • Checkpoint and resume
import thalosforge as tf
import numpy as np

# Define non-convex objective (Rastrigin)
def rastrigin(x):
    A = 10
    return A * len(x) + sum(
        xi**2 - A * np.cos(2 * np.pi * xi) 
        for xi in x
    )

# Run DRD
optimizer = tf.DRDOptimizer(
    loss_fn=rastrigin,
    dimensions=10,
    population_size=64,
    R_start=3.0,
    adaptive_chase=True
)

result = optimizer.optimize(max_iterations=1000)

print(f"Best loss: {result.best_loss:.6f}")
print(f"Best solution: {result.best_params}")
print(f"Iterations: {result.iterations}")
print(f"Escape events: {result.escape_count}")

Stop Getting Stuck in Local Minima

Let DRD explore the full landscape while you focus on building.