翻訳と辞書
Words near each other
・ Stochastic probe
・ Stochastic process
・ Stochastic process rare event sampling
・ Stochastic processes and boundary value problems
・ Stochastic Processes and their Applications
・ Stochastic programming
・ Stochastic quantization
・ Stochastic resonance
・ Stochastic Resonance (book)
・ Stochastic resonance (sensory neurobiology)
・ Stochastic roadmap simulation
・ Stochastic screening
・ Stochastic semantic analysis
・ Stochastic simulation
・ Stochastic thinking
Stochastic tunneling
・ Stochastic universal sampling
・ Stochastic vacuum model
・ Stochastic volatility
・ Stochastic volatility jump
・ Stochastica
・ Stochastically stable equilibrium
・ Stochastics and Dynamics
・ Stochelo Rosenberg
・ Stochocracy
・ Stochos
・ Stochov
・ Stock
・ Stock (album)
・ Stock (disambiguation)


Dictionary Lists
翻訳と辞書 辞書検索 [ 開発暫定版 ]
スポンサード リンク

Stochastic tunneling : ウィキペディア英語版
Stochastic tunneling
In numerical analysis, stochastic tunneling (STUN) is an approach to global optimization based on the Monte Carlo method-sampling of the function to be objective minimized in which the function is nonlinearly transformed to allow for easier tunneling among regions containing function minima. Easier tunneling allows for faster exploration of sample space and faster convergence to a good solution.
== Idea ==

Monte Carlo method-based optimization techniques sample the objective function by randomly "hopping" from the current solution vector to another with a difference in the function value of \Delta E. The acceptance probability of such a trial jump is in most cases chosen to be
\min\left(1;\exp\left(-\beta\cdot\Delta E\right)\right)
(Metropolis criterion) with an appropriate parameter \beta.
The general idea of STUN is to circumvent the slow dynamics of ill-shaped energy functions that one encounters for example in spin glasses by tunneling through such barriers.
This goal is achieved by Monte Carlo sampling of a
transformed function that lacks this slow dynamics. In the "standard-form"
the transformation reads f_:=1-\exp\left(
-\gamma\cdot\left( E(x)-E_o\right) \right) where E_o
is the lowest function value found so far. This transformation preserves the loci of the minima.
f_ is then used in place of E in the original algorithm giving a new acceptance probability of \min\left(1;\exp\left(-\beta\cdot\Delta f_\right)\right)

The effect of such a transformation is shown in the graph.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
ウィキペディアで「Stochastic tunneling」の詳細全文を読む



スポンサード リンク
翻訳と辞書 : 翻訳のためのインターネットリソース

Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.