Simultaneous Perturbation Stochastic Approximation (SPSA)
1 2 3 4 5 6 7 8 | optimizer_SPSA(
alpha = 0.602,
gamma = 0.101,
stepSize = 0.16,
evaluationStepSize = 0.3,
maxIterations = 1e+05,
tolerance = 1e-05
)
|
alpha |
Scaling exponent for the step size. |
gamma |
Scaling exponent for evaluation step size. |
stepSize |
Scaling parameter for step size. |
evaluationStepSize |
Scaling parameter for evaluation step size. |
maxIterations |
Maximum number of iterations allowed (0 means no limit). |
tolerance |
Maximum absolute tolerance to terminate algorithm. |
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