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GECCO
2010
Springer

Benchmarking SPSA on BBOB-2010 noisy function testbed

9 years 2 months ago
Benchmarking SPSA on BBOB-2010 noisy function testbed
This paper presents the result for Simultaneous Perturbation Stochastic Approximation (SPSA) on the BBOB 2010 noisy testbed. SPSA is a stochastic gradient approximation strategy which uses random directions for the gradient estimate. The paper describes the steps performed by the strategy and the experimental setup. The chosen setup represents a rather basic variant of SPSA. The strategy can successfully solve 5 functions for D = 2, 2 for D = 3, and 1 for D = 5. For each function at least one target level is reached up to D = 3. Categories and Subject Descriptors
Steffen Finck, Hans-Georg Beyer
Added 30 Aug 2010
Updated 30 Aug 2010
Type Conference
Year 2010
Where GECCO
Authors Steffen Finck, Hans-Georg Beyer
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