DocumentCode
3005296
Title
On the properties of convergence of statistical search
Author
Devroye, L.P.
Author_Institution
The University of Texas at Austin, Austin, Texas
fYear
1974
fDate
20-22 Nov. 1974
Firstpage
35
Lastpage
40
Abstract
The convergence of statistical (random) search for the minimization of an arbitrary function Q(w) is treated. It is shown that random search can be regarded as a gradient algorithm in the q-domain. Using this gradient to define the minimum of the function, the convergence is discussed at length-including convergence WP1, convergence in the mean and ??-optimality. The proof of convergence is based upon the theorems of convergence of random processes of Braverman and Rozonoer. The relationship between random search and order statistics is explained. Finally, emphasis is put on the applicability of the theorems for the design of hierarchical search systems and statistical search with a mixture.
Keywords
Automata; Concrete; Convergence; Machine learning; Performance evaluation; Random processes; Random variables; Statistics; Stochastic processes;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control including the 13th Symposium on Adaptive Processes, 1974 IEEE Conference on
Conference_Location
Phoenix, AZ, USA
Type
conf
DOI
10.1109/CDC.1974.270397
Filename
4045190
Link To Document