mathieugerber/PFoptim: Global Stochastic Optimization using a Particle Filter Algorithm
This package implements the G-PFSO (Global Particle Filter Stochastic Optimization) algorithm of Gerber and Douc (2021) for finding the global minimizer of a function defined through an expectation. Informally speaking, G-PFSO can be seen as a particle and derivative-free version of stochastic gradient methods.
Getting started
Browse package contents
Package details |
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| Author | Mathieu Gerber |
| Maintainer | Mathieu Gerber <mathieu.gerber@bristol.ac.uk> |
| License | GPL (>= 2) |
| Version | 1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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