Distributed Variable Sample-Size Stochastic Optimization With Fixed Step-Sizes.

Jinlong Lei Peng Yi Jie Chen Yiguang Hong

Published in: IEEE Trans. Autom. Control. (2022)

Keyphrases

sample size
stochastic optimization
step size
model selection
upper bound

evolutionary programming
small sample
statistical power
multistage
cost function

convergence rate
variance reduction
generalization error
progressive sampling
robust optimization

particle swarm optimization
wavelet coefficients
worst case
evolutionary algorithm
search space