Adaptive stochastic approximation algorithm (Q1689446)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Adaptive stochastic approximation algorithm |
scientific article; zbMATH DE number 6825426
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive stochastic approximation algorithm |
scientific article; zbMATH DE number 6825426 |
Statements
Adaptive stochastic approximation algorithm (English)
0 references
12 January 2018
0 references
The authors propose a new adaptive step size scheme for the stochastic approximation algorithms based on the tracking of previously noisy function values. Numerical expriments verify better performance of the proposed algorithm with adaptive step sizes compared to the existing algorithms.
0 references
unconstrained optimization
0 references
stochastic optimization
0 references
stochastic approximation
0 references
noisy function
0 references
adaptive step size
0 references
gradient method
0 references
descent direction
0 references
numerical experiment
0 references
algorithm
0 references
0 references
0 references
