Optimal random perturbations for stochastic approximation using a simultaneous perturbation gradient approximation

Keyphrases

• Bernoulli 33%
• Design of Experiments 33%
• Direct Gradients 33%
• Gradient-based 33%
• High Efficiency 33%
• Loss Function 66%
• Mean Square Error 33%
• Monte Carlo 33%
• Monte Carlo Process 33%
• Optimal Distribution 66%
• Optimization Problem 33%
• Perturbation Approximation 33%
• Perturbation Vector 33%
• Random Perturbation 100%
• Random Vector 33%
• Simultaneous Perturbation 100%
• Simultaneous Perturbation Gradient Approximation 100%
• Simultaneous Perturbation Stochastic Approximation 66%
• Stochastic Approximation 100%
• Symmetric Regions 33%

Mathematics

• Experimental Design 50%
• Loss Function 100%
• Mean Square Error 50%
• Minimizes 50%
• Monte Carlo 100%
• Numerical Analysis 50%
• Random Vector 50%
• Stochastic Approximation Algorithm 50%
• Stochastics 100%
• True Parameter 50%