楼主: 迷途mitu
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[问答] optim函数中设定步长 [推广有奖]

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楼主
迷途mitu 发表于 2013-6-26 14:53:30 |AI写论文
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在optim函数中怎么设定步长?使得需要优化的参数每次变动1?

关键词:Optim OPT Tim

沙发
迷途mitu 发表于 2013-6-26 20:53:23
求助啊!木有人知道么。。。

藤椅
wngbaq 发表于 2013-7-20 04:08:03
感觉不能设置步长......
心慈行孝,何需努力看经;意恶损人,空读如来一藏.

板凳
ryusukekenji 发表于 2013-7-20 17:18:55
嗯,参考optim函数中SANN的control?
http://www.inside-r.org/r-doc/stats/optim
Method "SANN" is by default a variant of simulated annealing given in Belisle (1992). Simulated-annealing belongs to the class of stochastic global optimization methods. It uses only function values but is relatively slow. It will also work for non-differentiable functions. This implementation uses the Metropolis function for the acceptance probability. By default the next candidate point is generated from a Gaussian Markov kernel with scale proportional to the actual temperature. If a function to generate a new candidate point is given, method "SANN" can also be used to solve combinatorial optimization problems. Temperatures are decreased according to the logarithmic cooling schedule as given in Belisle (1992, p. 890); specifically, the temperature is set to temp / log(((t-1) %/% tmax)*tmax + exp(1)), where t is the current iteration step and temp and tmax are specifiable via control, see below. Note that the "SANN" method depends critically on the settings of the control parameters. It is not a general-purpose method but can be very useful in getting to a good value on a very rough surface.

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