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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer International Publishing
2016
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4769712/ https://www.ncbi.nlm.nih.gov/pubmed/27026896 http://dx.doi.org/10.1186/s40064-016-1823-3 |