We concentrate on a specific example from the general family of methods, corresponding to a particular choice of the scaling function, and from it derive two new algorithms. The relative numerical performance of
本文属于强化学习方向,从标题我们可以看出,作者们希望能够设计一种 Quasi-Newton的 policy gradient算法。我们知道,policy gradient 是 RL 中常用的方法,而 Quasi-Newton 多用于优化方向,好处在于可以让算法获得二阶收敛性。首先,文章提出了一套 policy optimization 问题的 quasi-Newton type 算法,由于牛顿法所需的 He...
Rank-one positive definite Quasi-Newton algorithms for unconstrained minimization of the type described by Kleinmichel and Spedicato are numerically evaluated versus the BFS algorithm. Results show that, while on certain functions some rank-one methods perform better, overall the BFS still comes first,...
Luenberger, Self-scaling variable metric (ssvm) algorithms i: criteria and sufficient conditions for scaling a class of algorithms. Manag. Sci. 20, 845–862 (1974) Article Google Scholar S.S. Oren, E. Spedicato, Optimal conditioning of self-scaling variable metric algorithms. Math. Program....
The proposed algorithm removes the restriction of groupwise orthogonal condition needed in coordinate descent and LARS algorithms for group variable selection. Numerical results show that the proposed algorithm outperforms the coordinate descent based algorithms in both efficiency and accuracy.KEYWORDS: Lower...
15.A Class of Generalized Quasi-Newton Algorithms with Superlinear Convergence;具有超线性收敛性质的一类广义拟牛顿算法 16.Nonmonotone Quasi-Newton Trust Region Algorithm for Unconstraint Optimization一种无约束优化的非单调拟牛顿信赖域算法 17.Research on the tracking channel changes capacity of a quasi-Newt...
[9] Nonlinear programming algorithms. http://www.math.bme.hu/~bog/GlobOpt/Chapter5.pdf. [10] Oerview of quasi-newton optimization methods. https://homes.cs.washington.edu/~galen/files/quasi-newton-notes.pdf. [11] Quasi-newton method. http://en.wikipedia.org/wiki/Quasi-Newton_method. [...
[9] Nonlinear programming algorithms. http://www.math.bme.hu/~bog/GlobOpt/Chapter5.pdf.[10] Oerview of quasi-newton optimization methods. https://homes.cs.washington.edu/~galen/files/quasi-newton-notes.pdf.[11] Quasi-newton method. http://en.wikipedia.org/wiki/Quasi-Newton_method....
17.A Class of Generalized Quasi-Newton Algorithms with Superlinear Convergence;具有超线性收敛性质的一类广义拟牛顿算法 18.Smoothing Quasi-Newton for P_0 Function Nonlinear Complementarity Problem;P_0函数非线性互补问题的光滑化拟牛顿法 相关短句/例句 ...
Quasi-Newton methods can be described as algorithms which use approximations to the Jacobian in the Newton method in order to solve nonlinear systems. The approximations are generated using information from previous iterations. Suppose that we want to find\({\bar{x}}\in \mathbb {R}^N\)such ...