A simultaneous perturbation weak derivative estimator for stochastic neural networks

DOI10.1007/S10287-019-00357-1MaRDI QIDQ2010380zbMATH OpenOpenAlexFDO

Authors Thomas Flynn, Felisa J. Vázquez-Abad

Publication date 27 November 2019

Published in Computational Management Science (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1905.01350

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

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Cites work

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• scientific article; zbMATH DE number 1005357 (Why is no real title available?)
• Learning by parallel Boltzmann machines
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• Measure-valued differentiation for Markov chains
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• Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
• On-Line Optimization of Simulated Markovian Processes
• Stochastic approximation methods for constrained and unconstrained systems
• stochastic quasigradient methods and their application to system optimization^†
• Taylor series expansions for stationary Markov chains
• The existence of persistent states in the brain
• The relations among potentials, perturbation analysis, and Markov decision processes

Cited in

(3)

• Simultaneous perturbation for single hidden layer networks -- cascade learning
• Efficient estimation of average derivatives in NPIV models: simulation comparisons of neural network estimators
• A Simultaneous Perturbation Weak Derivative Estimator for Stochastic Neural Networks

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• darch

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