| Title |
Adaptive initial step size selection for Simultaneous Perturbation Stochastic Approximation
|
|---|---|
| Published in |
SpringerPlus, February 2016
|
| DOI | 10.1186/s40064-016-1823-3 |
| Pubmed ID | |
| Authors |
Keiichi Ito, Tom Dhaene |
| Abstract |
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 automatically reduces the initial step size of the SPSA so that reduction of the objective function value occurs more reliably. Ten mathematical functions each with three different noise levels were used to empirically show the effectiveness of the proposed idea. A parameter estimation example of a nonlinear dynamical system is also included. |
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Geographical breakdown
| Country | Count | As % |
|---|---|---|
| Belgium | 1 | 100% |
Demographic breakdown
| Type | Count | As % |
|---|---|---|
| Members of the public | 1 | 100% |
Mendeley readers
The data shown below were compiled from readership statistics for 13 Mendeley readers of this research output. Click here to see the associated Mendeley record.
Geographical breakdown
| Country | Count | As % |
|---|---|---|
| Unknown | 13 | 100% |
Demographic breakdown
| Readers by professional status | Count | As % |
|---|---|---|
| Researcher | 4 | 31% |
| Student > Ph. D. Student | 2 | 15% |
| Professor | 1 | 8% |
| Student > Bachelor | 1 | 8% |
| Professor > Associate Professor | 1 | 8% |
| Other | 0 | 0% |
| Unknown | 4 | 31% |
| Readers by discipline | Count | As % |
|---|---|---|
| Engineering | 5 | 38% |
| Mathematics | 2 | 15% |
| Physics and Astronomy | 1 | 8% |
| Unspecified | 1 | 8% |
| Unknown | 4 | 31% |
Attention Score in Context
This research output has an Altmetric Attention Score of 1. This is our high-level measure of the quality and quantity of online attention that it has received. This Attention Score, as well as the ranking and number of research outputs shown below, was calculated when the research output was last mentioned on 10 June 2016.
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#20,332,117
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Outputs of similar age from SpringerPlus
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