I would like to evaluate the overall performance of an optimization.
What you would like to have is a pronounced minimum of the cost function. In the figure, you can see that this is the case for the blue graph, although the red graph has a lower minimum.
As a bad example for a optimization I also inserted the green graph.
Is there any measure such as curvature which allows to quantify the overall success of an optimization? Maybe the sum of the curvature over a discrete number of values at x? Or just the difference (maximum - minimum) of the cost function? Any other ideas?
Cheers
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