spsa-0.1.0.0: Simultaneous Perturbation Stochastic Approximation Optimization Algorithm
Math.Optimization.SPSA
data SPSA Source
Constructors
Fields
type LossFn = Vector Double -> DoubleSource
type ConstraintFn = Vector Double -> Vector DoubleSource
optimize :: SPSA -> Int -> Vector Double -> Vector DoubleSource
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 SPSASource