Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
Reads0
Chats0
TLDR
The paper presents an SA algorithm that is based on a simultaneous perturbation gradient approximation instead of the standard finite-difference approximation of Keifer-Wolfowitz type procedures that can be significantly more efficient than the standard algorithms in large-dimensional problems.Abstract:
The problem of finding a root of the multivariate gradient equation that arises in function minimization is considered. When only noisy measurements of the function are available, a stochastic approximation (SA) algorithm for the general Kiefer-Wolfowitz type is appropriate for estimating the root. The paper presents an SA algorithm that is based on a simultaneous perturbation gradient approximation instead of the standard finite-difference approximation of Keifer-Wolfowitz type procedures. Theory and numerical experience indicate that the algorithm can be significantly more efficient than the standard algorithms in large-dimensional problems. >read more
Citations
More filters
Proceedings ArticleDOI
Data Transfer Advisor with Transport Profiling Optimization
TL;DR: ProbData, a PRofiling Optimization Based DAta Transfer Advisor, is designed and implemented to help users determine the most effective data transfer method with the most appropriate control parameter values to achieve the best data transfer performance.
Journal ArticleDOI
Integrated Traffic and Emission Simulation: a Model Calibration Approach Using Aggregate Information
TL;DR: The research effort to integrate traffic, emission, and dispersion processes into a common distributed computational framework, which makes it efficient to quantify and analyze correlations among dynamic traffic conditions, emission impacts, and air quality consequences.
Proceedings ArticleDOI
Simultaneous perturbation stochastic approximation based neural networks for online learning
TL;DR: Results show that the SPSA-NN based multi-agent system manages to outperform the existing technique and the mean delay of all vehicles has been reduced by 44% compared to theexisting technique.
Posted Content
A Black-Box Attack Model for Visually-Aware Recommender Systems
TL;DR: This work demonstrates how a new visual attack model can effectively influence the item scores and rankings in a black-box approach, i.e., without knowing the parameters of the model.
Journal ArticleDOI
A data-centric predictive control approach for nonlinear chemical processes
Ruigang Wang,Jie Bao,Yuchen Yao +2 more
TL;DR: The proposed DPC approach can significantly improve the system performance by using the existing operational data and is demonstrated by a case study on control of the aluminum smelter cell, which is under logic control in current industrial practice.
References
More filters
Journal ArticleDOI
An Introduction to Probability Theory and Its Applications.
Journal ArticleDOI
Stochastic Estimation of the Maximum of a Regression Function
J. Kiefer,Jacob Wolfowitz +1 more
TL;DR: In this article, the authors give a scheme whereby, starting from an arbitrary point, one obtains successively $x_2, x_3, \cdots$ such that the regression function converges to the unknown point in probability as n \rightarrow \infty.
Journal ArticleDOI
Multidimensional Stochastic Approximation Methods
TL;DR: In this paper, a multidimensional stochastic approximation scheme is presented, and conditions are given for these schemes to converge a.s.p.s to the solutions of $k-stochastic equations in $k$ unknowns.
Journal ArticleDOI
Accelerated Stochastic Approximation
TL;DR: In this article, the Robbins-Monro procedure and the Kiefer-Wolfowitz procedure are considered, for which the magnitude of the $n$th step depends on the number of changes in sign in $(X_i - X_{i - 1})$ for n = 2, \cdots, n.