Distributed Variable Sample-Size Stochastic Optimization With Fixed Step-Sizes.
Jinlong LeiPeng YiJie ChenYiguang HongPublished 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