scholarly journals Rates of Convergence of Adaptive Step-Size of Stochastic Approximation Algorithms

2000 ◽  
Vol 244 (2) ◽  
pp. 333-347
Author(s):  
S. Shao ◽  
Percy P.C. Yip
Keyword(s):  
Approximation Algorithms ◽  
Stochastic Approximation ◽  
Rates Of Convergence ◽  
Step Size ◽  
Adaptive Step Size ◽  
Adaptive Step

scholarly journals APPLICATION OF AN ADAPTIVE STEP-SIZE ALGORITHM IN MODELS OF HYPERINFLATION

2012 ◽  
Vol 16 (S3) ◽  
pp. 355-375 ◽  
Author(s):  
Olena Kostyshyna
Keyword(s):  
New York ◽  
Mean Squared Error ◽  
American Economic Review ◽  
Sufficient Information ◽  
Recursive Algorithms ◽  
Time Varying ◽  
Step Size ◽  
Adaptive Step Size ◽  
Squared Error ◽  
Adaptive Step

An adaptive step-size algorithm [Kushner and Yin,Stochastic Approximation and Recursive Algorithms and Applications, 2nd ed., New York: Springer-Verlag (2003)] is used to model time-varying learning, and its performance is illustrated in the environment of Marcet and Nicolini [American Economic Review93 (2003), 1476–1498]. The resulting model gives qualitatively similar results to those of Marcet and Nicolini, and performs quantitatively somewhat better, based on the criterion of mean squared error. The model generates increasing gain during hyperinflations and decreasing gain after hyperinflations end, which matches findings in the data. An agent using this model behaves cautiously when faced with sudden changes in policy, and is able to recognize a regime change after acquiring sufficient information.

An Adaptive Invasive Weed Optimization Algorithm

2015 ◽  
Vol 29 (02) ◽  
pp. 1559004 ◽  
Author(s):  
Shuo Peng ◽  
A.-J. Ouyang ◽  
Jeff Jun Zhang
Keyword(s):  
Optimization Algorithm ◽  
Initial Step ◽  
Local Extremum ◽  
Invasive Weed Optimization ◽  
Step Size ◽  
Invasive Weed ◽  
Adaptive Step Size ◽  
Initial Step Size ◽  
Adaptive Step ◽  
Optimization Search

With regards to the low search accuracy of the basic invasive weed optimization algorithm which is easy to get into local extremum, this paper proposes an adaptive invasive weed optimization (AIWO) algorithm. The algorithm sets the initial step size and the final step size as the adaptive step size to guide the global search of the algorithm, and it is applied to 20 famous benchmark functions for a test, the results of which show that the AIWO algorithm owns better global optimization search capacity, faster convergence speed and higher computation accuracy compared with other advanced algorithms.

Continuation Power Flow: a Parameterization Technique and Adaptive Step Size Control

2021 ◽  
Author(s):  
Alfredo Bonini Neto ◽  
Luis Roberto Almeida Gabriel Filho ◽  
Dilson Amancio Alves
Keyword(s):  
Power Flow ◽  
Size Control ◽  
Step Size ◽  
Adaptive Step Size ◽  
Continuation Power Flow ◽  
Step Size Control ◽  
Adaptive Step
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