spsa-0.1.1.0: Simultaneous Perturbation Stochastic Approximation Optimization Algorithm

Safe Haskell	None

Math.Optimization.SPSA

Documentation

data SPSA Source

Constructors

SPSA
Fields loss :: LossFn constraint :: ConstraintFn ak :: [Double] ck :: [Double] delta :: [Vector Double]

type LossFn = Vector Double -> Double Source

type ConstraintFn = Vector Double -> Vector Double Source

optimize :: SPSA -> Int -> Vector Double -> Vector Double Source

standardAk :: Double -> Int -> Double -> [Double]Source

standardCk :: Double -> Double -> [Double]Source

semiautomaticTuning :: Double -> Double -> ([Double], [Double])Source

bernoulli :: Int -> IO [Vector Double]Source

mkUnconstrainedSPSA :: LossFn -> [Double] -> [Double] -> Int -> IO SPSA Source