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Adaptive initial step size selection for Simultaneous Perturbation Stochastic Approximation
A difficulty in using Simultaneous Perturbation Stochastics Approximation (SPSA) is its performance sensitivity to the step sizes chosen at the initial stage of the iteration. If the step size is too large, the solution estimate may fail to converge. The proposed adaptive stepping method automatical...
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| Publicado no: | Springerplus |
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| Main Authors: | , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Springer International Publishing
2016
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4769712/ https://ncbi.nlm.nih.gov/pubmed/27026896 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1186/s40064-016-1823-3 |
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