• 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