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Journal ArticleDOI

Random search in the presence of noise, with application to machine learning

Sidney Yakowitz, +1 more
- 01 Jul 1990 - 
- Vol. 11, Iss: 4, pp 702-712
TLDR
A search for the global minimum of a function is proposed; the search is on the basis of sequential noisy measurements and the search plan is shown to be convergent in probability to a set of minimizers.
Abstract
A search for the global minimum of a function is proposed; the search is on the basis of sequential noisy measurements. Because no unimodality assumptions are made, stochastic approximation and other well-known methods are not directly applicable. The search plan is shown to be convergent in probability to a set of minimizers. This study was motivated by investigations into machine learning. This setting is explained, and the methodology is applied to create an adaptively improving strategy for 8-puzzle problems.

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Citations
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Journal ArticleDOI

A Simulated Annealing Algorithm with Constant Temperature for Discrete Stochastic Optimization

TL;DR: A modification of the simulated annealing algorithm designed for solving discrete stochastic optimization problems that uses a constant (rather than decreasing) temperature for estimating the optimal solution and shows that both variants of the method are guaranteed to converge almost surely to the set of global optimal solutions.
Journal ArticleDOI

Selecting concise training sets from clean data

TL;DR: Experimental results indicate that training upon exemplars selected in this fashion can save computation in general purpose use as well, and its use during network training is demonstrated.
Journal ArticleDOI

A method for discrete stochastic optimization

TL;DR: In this article, the authors present two versions of a new iterative method for solving discrete stochastic optimization problems where the objective function is evaluated using transient or steady-state simulation.
Journal ArticleDOI

Accelerating the convergence of random search methods for discrete stochastic optimization

TL;DR: A new variant of the stochastic comparison method is proved that it is guaranteed to converge almost surely to the set of global optimal solutions and a result is presented that demonstrates that this method is likely to perform well in practice.
Journal ArticleDOI

Adaptive problem-solving for large-scale scheduling problems: a case study

TL;DR: In this article, a learning system explores a space of possible heuristic methods for one well-suited to the eccentricities of the given domain and problem distribution, and identifies strategies that not only decrease the amount of CPU time required to produce schedules, but also increase the percentage of problems that are solvable within computational resource limitations.
References
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Journal ArticleDOI

Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images

TL;DR: The analogy between images and statistical mechanics systems is made and the analogous operation under the posterior distribution yields the maximum a posteriori (MAP) estimate of the image given the degraded observations, creating a highly parallel ``relaxation'' algorithm for MAP estimation.
Book

Principles of Artificial Intelligence

TL;DR: This classic introduction to artificial intelligence describes fundamental AI ideas that underlie applications such as natural language processing, automatic programming, robotics, machine vision, automatic theorem proving, and intelligent data retrieval.
Journal ArticleDOI

Stochastic Estimation of the Maximum of a Regression Function

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

Weak and strong uniform consistency of kernel regression estimates

TL;DR: In this article, under mild conditions on the window, the bandwidth and the underlying distribution of the bivariate observations, the weak and strong uniform convergence rates on a bounded interval were obtained.