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RobbinsMonroOptions

scirs2_optimize::stochastic::approximation

Struct RobbinsMonroOptions 

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pub struct RobbinsMonroOptions {
    pub max_iter: usize,
    pub tol: f64,
    pub alpha: f64,
    pub a: f64,
}
Expand description

Options for the Robbins-Monro algorithm.

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§max_iter: usize

Maximum number of iterations.

§tol: f64

Convergence tolerance on ‖update step‖.

§alpha: f64

Exponent α in the gain aₖ = a / kᵅ. Standard choice: α = 1.0.

§a: f64

Scale a in aₖ = a / kᵅ.

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impl Clone for RobbinsMonroOptions

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fn clone(&self) -> RobbinsMonroOptions

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for RobbinsMonroOptions

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl Default for RobbinsMonroOptions

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fn default() -> Self

Returns the “default value” for a type. Read more

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