Linear Convergence on Positively Homogeneous Functions of a Comparison Based Step-Size Adaptive Randomized Search: the (1+1) ES with Generalized One-fifth Success Rule.
Anne AugerNikolaus HansenPublished in: CoRR (2013)
Keyphrases
- step size
- variable step size
- convergence rate
- convergence speed
- steepest descent method
- randomized search
- least mean square
- faster convergence
- cost function
- adaptive filter
- line search
- global optimum
- gradient method
- global convergence
- blind source separation
- learning rate
- non stationary
- quantization step
- image processing
- neural network
- differential evolution
- genetic programming
- optimization problems
- wavelet transform