A discontinuous function changes through a jump, break, or other noncontinuous transition. Differential Evolution (DE) is used to approximate such functions because it compares agent components individually instead of relying on global gradient optimization. section 4.5.1
A DE approximation proceeds by repeatedly:
- Selecting three random agents and combining the first with a scaled, component-wise difference between the other two. section 4.5.1
- Evaluating the modified agent and replacing the target when the new fitness is better. section 4.5.1
- Changing the function type and runtime in a notebook to compare approximation behavior on polynomial, absolute, and step functions. section 4.5.1
